POLYMARKET · PREDICTION MARKET · US-IRAN DEAL TEXT RELEASED BY...?

Will the text of the US-Iran agreement be released by June 17?

YES · live
99.9¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-text-of-the-us-iran-agreement-be-released-by-june-17-20260615191216216 · fresh · feed 10s old
24h sparkline · 60 pts▲ 84.91%
realized vol (ann.)
10.04%
max drawdown
0.10%
sharpe
—
ulcer index
0.02%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.06%
cond. drawdown
gain/pain
2.20
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.20
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
84.91%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +84.91%
Same bundle via M2M API: /api/m2m/pm-will-the-text-of-the-us-iran-agreement-be-released-by-june-17-20260615191216216/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING10.2s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
99.9¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.7880 · σ=0.3194 · range [0.1800, 0.9985] · R²=0.565▲ RISING +72.16%σ EXTREME 40.53%LAST 0.99850.99850.79390.58930.38460.1800μ = 0.7880max 0.9985min 0.1800dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.85¢
YES / NO split · live
YES 99.9%NO 0.1%YES99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
99.9%99.9¢1.00×▬ +0.00pp
NO
0.1%0.1¢666.67×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=15,305 · μ=637.7 · σ=1602.5 · CV=2.51BURSTY · concentratedcumulative energy ↗ · 50% by h=801,8443,6885,5317,375μ = 6387,37550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 15305bp moved · peak 7375bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10.2s
▲YES mid
99.85¢ (99.85%)
▼NO mid
0.15¢ (0.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$742.7k
≋liquidity $
$535.9k
◳history points
25 ticks (live)

§1 · 24h price history (YES + NO tokens)

YES price · CLOB mid
n=25 · μ=0.7880 · σ=0.3194 · range [0.1800, 0.9985] · R²=0.565▲ RISING +72.16%σ EXTREME 40.53%LAST 0.99850.99850.79390.58930.38460.1800μ = 0.7880max 0.9985min 0.1800dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.85¢
NO price · CLOB mid
n=25 · μ=0.2120 · σ=0.3194 · range [0.0015, 0.8200] · R²=0.565▼ FALLING -99.64%σ EXTREME 150.66%LAST 0.00150.82000.61540.41070.20610.0015μ = 0.2120max 0.8200min 0.0015dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0038 · σ=0.1596 · skew=3.26 (right-skewed) · kurt=11.84 (leptokurtic (fat tails))18149501-23.39ppbin -23.39pp · n=1 · 5.6% peakbin -23.39pp · n=1 · 5.6% peak2-13.16ppbin -13.16pp · n=2 · 11.1% peakbin -13.16pp · n=2 · 11.1% peak18-2.94ppbin -2.94pp · n=18 · 100.0% peakbin -2.94pp · n=18 · 100.0% peak17.29ppbin 7.29pp · n=1 · 5.6% peakbin 7.29pp · n=1 · 5.6% peak117.51ppbin 17.51pp · n=1 · 5.6% peakbin 17.51pp · n=1 · 5.6% peak27.74pp37.96pp48.19pp58.41pp168.64ppbin 68.64pp · n=1 · 5.6% peakbin 68.64pp · n=1 · 5.6% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=3.01 · kurt=11.42 · near 7 / mid 14 / far 3 · OLS slope=0.73 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.24σsample ↓marginal: sample bars + theoretical N(0,1) curve →theoretical Φ⁻¹(p) →↑ sample z-quantile|Δ| < 0.3σ · on the line|Δ| < 1σ · moderate|Δ| ≥ 1σ · outliery = x refOLS fit
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.

§3 · Sample moments

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.91)
μ MEAN78.80¢95% CI: [66.28¢, 91.32¢]
σ STD DEV31.94ppσ² = 1020.100 · CV = 40.53%
med MEDIAN99.60¢Q₁ 58.00¢ · Q₃ 99.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 81.85pp · IQR 41.85pp (1.349σ→43.09pp)
min 18.00¢Q₁ 58.00¢med 99.60¢Q₃ 99.85¢max 99.85¢μ
SKEWNESS · G₁-0.906left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.054platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.65
σ × 1.349 ↔ IQRconsistent with normalratio = 1.03
range ↔ σconcentrated (range < 4σ)range / σ = 2.56
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.

§5 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.20 + ADF rejected
ρ(1) AUTOCORR-0.204within white-noise band
ρ(2) AUTOCORR+0.229lag-2 not significant
H · HURST EXPONENT0.859strongly persistent
OLS TREND · t-STAT+5.468significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.859
H = 0.859STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.204k=2+0.229k=3-0.024k=4-0.211k=5+0.0520+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=5.47)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.20 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.92very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.47)α=0.05 critical |t|=1.96 · α=0.01 |t|=2.58
ρ(k) = lag-k sample autocorrelation · H = R/S Hurst exponent · t = OLS-trend t-statistic. Significance bands at ±2/√n approximate the 95% white-noise envelope. α=0.05 critical |t|=1.96; α=0.01 |t|=2.58.

§6 · Microstructure

Market quality · two-sided pricing · activity
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
MARKET ID2557367
SLUGwill-the-text-of…615191216216
CATEGORYUS-Iran deal text released by...?
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.85¢implied prob 99.85% · decimal odds 1.00×
COUNTER · NO0.15¢implied prob 0.15% · decimal odds 666.67×
99.85¢
0.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME742.71k USD 24h
LIQUIDITY535.89k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.997 · entropy 0.016 bits
LIQUIDITY DEPTHDEEP100k+ deep · 10k+ active · 1k+ modest · 100+ thin
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.

§7 · Position sizing & edge analysis

Probability split · YES vs NO · Kelly · entropy · arbitrage
FAIR MARKET · no edge
YES 99.9%NO 0.1%YES p̂99.9%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO666.67×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.016 bits (2% of max) · informative — one side strongly favoured
0 (certain)0.250.50.751.00 (max)
Σ-sides = 100.00% · |1 − Σ| = 0.00pp · tight cross-venue rounding
K* full = (b·p − q)/b · ½K and ¼K are conservative fractions of the full-Kelly bet. Entropy in bits — log₂(2)=1 is maximum uncertainty for a binary market.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 73.75% · worst -28.50% · typical |Δ| 6.38%MILD BULLISH +41.85%BEST+73.75%8hWORST-28.50%2hTYPICAL |Δ|6.38%mean absoluteCUMULATIVE+41.85%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -4.86% · Σ -34.00%EUROPE · 08-16 UTCμ +9.48% · Σ +75.85%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final +41.85%+41.85%-40.00%0.50% · 1h0.50% · 1h0.50%1h-28.50% · 2h-28.50% · 2h-28.50%2h▼ WORST2.00% · 3h2.00% · 3h2.00%3h-10.50% · 4h-10.50% · 4h-10.50%4h-3.50% · 5h-3.50% · 5h-3.50%5h18.50% · 6h18.50% · 6h18.50%6h-12.50% · 7h-12.50% · 7h-12.50%7h73.75% · 8h73.75% · 8h73.75%8h★ BEST-0.50% · 9h-0.50% · 9h-0.50%9h2.40% · 10h2.40% · 10h2.40%10h0.00% · 11h0.00% · 11h·11h-0.10% · 12h-0.10% · 12h-0.10%12h0.00% · 13h0.00% · 13h·13h0.05% · 14h0.05% · 14h0.05%14h0.25% · 15h0.25% · 15h0.25%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+75.85%)RUNSup max 2 · down max 2BREADTH29% up · 25% down · 46% flat
7 up bars · 6 down · best 73.75% · worst -28.50% · typical |Δ| 6.377%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +16.43%FINAL+16.43%MAX DD-37.01%RECOVERYFULLY RECOVEREDMAX RUN-UP+16.43%UNDERWATER10/25 (40%)STREAK▬ 0EQUITY CURVE · end 1.1643 · peak 1.1643 · range [0.6330, 1.1643]1.16430.6330break-even = 1★ PEAK 1.1643UNDERWATER DRAWDOWN · max -37.01% · severe0%-37.01%▼ TROUGH -37.01%TOP DRAWDOWN PERIODS · 3 total#1 -37.01%bar 3-8 · 6 bars · recovered#2 -0.50%bar 10-10 · 1 bars · recovered#3 -0.10%bar 13-15 · 3 bars · recoveredDD SEVERITYsevere (max -37.01%)RECOVERYfully recoveredTIME UNDER WATER40% of session · 10/25 bars
final equity 1.1643 (16.43%) · max DD -37.01% · time-under-water 10/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −2 (68% positive) · μ=21.72 · σ=23.77PROFITABLE STRATEGYLAST 0.00 (-0.91σ vs μ)46.8023.400.00-23.40-46.80μ = 21.72-21.61-21.61-34.19-34.1932.4632.4631.1131.1138.7938.7940.9740.9731.2931.2939.3139.3127.6427.6441.8041.8026.6926.6926.6926.6946.8046.8046.8046.8038.2138.210.000.000.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-34.19, 46.80] · μ 21.724 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=1098.5100 · σ=1367.7388 · range [0.0000, 3061.7739] · R²=0.578▼ FALLING -100.00%σ EXTREME 124.51%LAST 0.00003061.77392296.33041530.8869765.44350.0000μ = 1098.5100max 3061.7739min 0.0000dataMA(3)OLS R²=0.58μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 3061.77%] · μ 1098.51% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −13 (11% positive) · μ=-0.159 · σ=0.187MEAN-REVERSIONLAST 0.000 (+0.85σ vs μ)0.4980.2490.000-0.249-0.498μ = -0.159-0.231-0.231-0.269-0.269-0.234-0.234-0.405-0.405-0.498-0.498-0.463-0.463-0.378-0.378-0.049-0.049-0.368-0.368-0.033-0.0330.0690.0690.0200.020-0.100-0.100-0.050-0.050-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§12 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
251.9975
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
4.1149
p-VALUE (log scale)
0.5348
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-1.2932
p-VALUE (log scale)
0.6304
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.0634
p-VALUE (log scale)
0.0391
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6262
p-VALUE (log scale)
0.0203
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.3029
p-VALUE (log scale)
0.7620
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.908 ≈ 1 (RW behaviour)
Each row states an explicit null H₀, the test statistic, an approximated p-value, and the decision. REJECT means evidence against H₀. KPSS complements ADF (rejecting both ⇒ ambiguous; rejecting one ⇒ clean verdict).

§13 · Spectral analysis (DFT periodogram)

Power spectrum of Δp · ‖X̂(k)‖²/n
n=12 bins · noise floor μ=2.92e-2 · top T=2.40h (20.8%) · top-3 cover 47.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.3e-25.5e-23.6e-21.8e-20.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.60e-2 · 7.4% energyperiod 24.0 · power 2.60e-2 · 7.4% energyperiod 12.0 · power 4.54e-2 · 13.0% energyperiod 12.0 · power 4.54e-2 · 13.0% energyperiod 8.0 · power 2.88e-2 · 8.2% energyperiod 8.0 · power 2.88e-2 · 8.2% energyperiod 6.0 · power 6.69e-3 · 1.9% energyperiod 6.0 · power 6.69e-3 · 1.9% energyperiod 4.8 · power 1.24e-2 · 3.5% energyperiod 4.8 · power 1.24e-2 · 3.5% energyperiod 4.0 · power 2.10e-2 · 6.0% energyperiod 4.0 · power 2.10e-2 · 6.0% energyperiod 3.4 · power 1.05e-2 · 3.0% energyperiod 3.4 · power 1.05e-2 · 3.0% energyperiod 3.0 · power 1.23e-2 · 3.5% energyperiod 3.0 · power 1.23e-2 · 3.5% energyperiod 2.7 · power 4.89e-2 · 13.9% energyperiod 2.7 · power 4.89e-2 · 13.9% energyperiod 2.4 · power 7.29e-2 · 20.8% energyperiod 2.4 · power 7.29e-2 · 20.8% energyperiod 2.2 · power 4.56e-2 · 13.0% energyperiod 2.2 · power 4.56e-2 · 13.0% energyperiod 2.0 · power 2.00e-2 · 5.7% energyperiod 2.0 · power 2.00e-2 · 5.7% energy50% by T=2.7h#1 dominantT=2.40h#2T=2.67h#3T=2.18hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 2.40h (freq 0.417) · concentrates 20.8% of total energy · Σ|X̂|²/n = 3.505e-1

▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§14 · Honest position analytics

A binary-market analytics module framed in horizon time (days to resolution, not annualised). Estimators that need a model probability q as a first-class input (Kelly, KL divergence, Bayesian posterior, Mark-to-Market MC) only render when q is provided externally. Sweep an exploratory q at the interactive simulator →

§15 · Horizon returns

Returns · per bar / per day / per horizon
Horizon 0.3 d · σ/bar 0.938pp · expected |Δp| over horizon 2.30ppterminal variance p(1−p) = 0.0015 · n = 5000✓ n = 5000
μ per bar
+0.004pp
average Δp · drift
σ per bar
0.938pp
one-bar volatility · logit-free
Per-day movedaily
4.59pp
σ × √24
Per-horizon move0d
2.30pp
σ × √6
Terminal variancebinary
0.0015
p(1−p) at resolution
Current pricep
99.9¢
latest snapshot
Note: annualised Sharpe/Sortino are omitted — they are not meaningful for a bounded fixed-horizon binary contract that snaps to {0, 1} at resolution.
Annualised metrics are intentionally omitted — they don't apply to bounded probability series that resolve at a fixed date.

§16 · Tail risk

VaR · ES · max drawdown
VaR₉₅ 1.54pp · ES₉₅ 1.93pp · method parametric · drift-correcteddrift +0.004pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 5000
VaR 95%
1.54pp
1.645·σ (parametric) of Δp
ES 95%
1.93pp
mean of the tail
Max drawdown
85.1pp
peak 87.5¢ → trough 13.0¢
Median step
0.50pp
price bucket granularity
Price series is bucketed (cent grid). Empirical quantiles collapse to grid points — parametric N(0, σ²) used instead.
Empirical quantiles unless the price series is bucketed (PM cent grid), in which case parametric N(0, σ²) is used to avoid grid collapse.

§17 · Odds conversion

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
99.9%
= price
Decimal oddsEU
1.002
total return per $1
AmericanUS
-66567
risk $66567 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.15
clean dollar framing
-1000-5000+500+1000020406080100you · 99.9%implied probability (%)American odds
underdog (+)favorite (-)your price
Price → implied probability → decimal odds → American moneyline → fractional. Five views of the same number, plus the moneyline curve.

§18 · Binary entropy

Binary entropy · uncertainty as bits of information
Market entropyH(p)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
9.38 bit
self-information
0.000.260.530.791.050.00.20.40.60.81.0marketmodelprobabilityH (bits)
Market entropy only — model entropy requires an external q.

§19 · Model-dependent surfaces

§ Edge / Kelly / KL · no model probability provided

External model required

The position-economics, Kelly, KL-divergence, Bayesian and Monte-Carlo surfaces require a model probability q as input — a number independent of the market price p.

The previous build defaulted q to a tape-momentum heuristic derived from p; that produces apparent edge that is structurally guaranteed to be small and is not a useful skill signal. The auto-derived path has been removed.

To explore these surfaces with a hypothetical q, open the interactive simulator and drag the MODEL P(YES) slider. To wire a real model, POST to the NOSTRADAMUS hook (TBD) or pass ?q=… on the simulator URL.

§∞ · Provenance & attestation

Upstream (snapshot)
gamma-api.polymarket.com
Upstream (history)
clob.polymarket.com
YES token ID
102132142964505812966135810000988611628753316061121734899428850828047115324715
NO token ID
110072309488561205533487613044871281389249733789617983887808504266648263898121
Snapshot fetched
2026-06-18 09:56:11 UTC
Snapshot age
10.2s
History points
25 CLOB mids
Page rendered
2026-06-18 09:56:22 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f198124f4b2e6df03e39ac7a68a4763adbd41e471289dcf05567fb4fbd2cb143 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.3¢HL PREDCanada76.0¢HL PREDSwitzerland62.5¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,178HL PERPHYPE-USD perpetual$71.9HL PERPETH-USD perpetual$1,746

Also see: /arb opportunities · RSS feed · more in US-Iran deal text released by...?

Market depth

▸ live order book · Polymarket YES
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$236.02K
bid $227.76K · ask $8.26K
Depth within 50bp
$495.58K
bid $487.32K · ask $8.26K
Mid price
0.998500
(best bid + best ask) / 2
Spread
10.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.971
bid-heavy
Imbalance (top-5)
+0.967
bid-heavy top-of-book

Slippage scenarios

▸ live book walk · Polymarket YES

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/pm-will-the-text-of-the-us-iran-agreement-be-released-by-june-17-20260615191216216/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.9990005.01bp0.9990001FILLED
BUY$10.00K0.9990005.01bp0.9990001PARTIAL
BUY$100.00K0.9990005.01bp0.9990001PARTIAL
SELL$1.00K0.9980005.01bp0.9980001FILLED
SELL$10.00K0.9980005.01bp0.9980001FILLED
SELL$100.00K0.9980005.01bp0.9980001FILLED

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2811.31%
σ per bar = 0.021237
Mean return (annualised)
7551.36%
μ per bar = 0.000043
Sharpe (rf=0)
2.69
annualised; risk-free assumed zero
Max drawdown
85.14%
peak 0.88 → trough 0.13 over 1230 bars

/api/asset/pm-will-the-text-of-the-us-iran-agreement-be-released-by-june-17-20260615191216216/risk · same metrics, JSON