POLYMARKET · PREDICTION MARKET · WILL THE U.S. INVADE IRAN BEFORE 2027?
Will the U.S. invade Iran before 2027?
15.5¢
84.5¢
▸ Advanced metrics · M2M bundle
polymarket · will-the-us-invade-iran-before-2027 · fresh · feed 0s old24h sparkline · 60 pts▼ -6.06%
realized vol (ann.)
41.88%
max drawdown
6.45%
sharpe
—
ulcer index
4.20%
RMS drawdown
pain index
2.74%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.45%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-6.06%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -6.06%
Same bundle via M2M API:
/api/m2m/pm-will-the-us-invade-iran-before-2027/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
15.5¢
NO · live
84.5¢
25 ticks · last 15.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.622 / 1.00 bits (62%) · moderate uncertainty
YES15.5%15.5¢6.45×▬ +0.00pp
NO84.5%84.5¢1.18×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 300bp moved · peak 100bp · n=24 ticks
16ms
15.50¢ (15.50%)
84.50¢ (84.50%)
100.00%
0.000pp
$323.7k
$446.6k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 15.50¢
25 NO observations from clob.polymarket.com · last 84.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.08)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.272approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.080platykurtic · thin tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: INDETERMINATE · weak signal at n=24
HURST EXPONENT [0, 1]
H = 0.684PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
15.50¢
84.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES6.45×(16¢)NO1.18×(85¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.622 bits (62% of max) · moderate uncertainty
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.
§8 · Time decay & θ projection
⏱ URGENCY · DISTANTresolves 2026-12-31 00:00 UTC
199days
07hrs
56min
YES →$1.00
NO →$0.00
current: $0.1550 · expected return per side: $0.84 on YES hit · $0.15 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.464 pp/day
now199.33d left3.464 pp/day×1.00
−25%149.50d left4.000 pp/day×1.15
−50%99.67d left4.899 pp/day×1.41
−75%49.83d left6.928 pp/day×2.00
−90%19.93d left10.954 pp/day×3.16
θ approximation: σ/√T (expected daily move magnitude). The cone shows ±√(p̂(1−p̂)) widening as time decays, funneling to {0, 1} at resolution. Theta accelerates as √(t_left)→0.
§9 · Hourly return heatmap
1 up bars · 2 down · best 1.00% · worst -1.00% · typical |Δ| 0.125%
§10 · Equity curve & underwater drawdown
final equity 0.9899 (-1.01%) · max DD -1.99% · time-under-water 16/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 38.210 · range [-38.21, 38.21] · μ -12.066 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 38.21% · range [0.00%, 59.19%] · μ 34.39% · σ̂ scaled to annualised (×√8760)
latest -0.033 · |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)
2 of 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
41.8807
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
3.9494
p-VALUE (log scale)
0.5588
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.4817
p-VALUE (log scale)
0.5420
Wald-Wolfowitz runs
N/An/aH₀: Sign sequence of Δ is random
STATISTIC
—
p-VALUE (log scale)
—
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.6201
p-VALUE (log scale)
0.0208
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.1978
p-VALUE (log scale)
0.8432
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)
dominant period ≈ 3.00h (freq 0.333) · concentrates 19.4% of total energy · Σ|X̂|²/n = 1.500e-4
▸ Depth section using sovereign-store price series (3803 bars · effective 1752908 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
Horizon 199.3 d · σ/bar 0.028pp · expected |Δp| over horizon 1.94ppterminal variance p(1−p) = 0.1310 · n = 3803✓ n = 3803
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.028pp
one-bar volatility · logit-free
Per-day movedaily
0.14pp
σ × √24
Per-horizon move199d
1.94pp
σ × √4783.934558333333
Terminal variancebinary
0.1310
p(1−p) at resolution
Current pricep
15.5¢
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
VaR₉₅ 0.05pp · ES₉₅ 0.06pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 3803
VaR 95%
0.05pp
1.645·σ (parametric) of Δp
ES 95%
0.06pp
mean of the tail
Max drawdown
12.1pp
peak 16.5¢ → trough 14.5¢
Median step
1.00pp
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
Implied probabilityP
15.5%
= price
Decimal oddsEU
6.452
total return per $1
AmericanUS
+545
$100 wins $545
FractionalUK
5.45 / 1
profit per $1 risked
Profit per $100stake
+$545.16
clean dollar framing
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
Market entropyH(p)
0.622 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.622 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.69 bit
self-information
Surprise · NO−log₂(1−p)
0.24 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
55115078421062885512539156303747803058407616201213034911037320915726138659123- NO token ID
1910830010387565971650098373488592514702818137344973088263643820608151819241- Snapshot fetched
- 2026-06-14 16:03:55 UTC
- Snapshot age
- 16ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 16:03:55 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
49a0ac1c4cf3062394bb5fb16ebbcdf2eeb1043a989adaac7c0d9043b69d175b· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in Will the U.S. invade Iran before 2027?
Market depth
▸ live order book · Polymarket YESDepth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$0
bid $0 · ask $0
Depth within 50bp
$0
bid $0 · ask $0
Mid price
0.155000
(best bid + best ask) / 2
Spread
645.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.718
bid-heavy
Imbalance (top-5)
+0.816
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-us-invade-iran-before-2027/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.165380 | 669.70bp | 0.170000 | 2 | FILLED |
| BUY | $10.00K | 0.179803 | 1600.21bp | 0.200000 | 5 | FILLED |
| BUY | $100.00K | 0.365633 | 13589.21bp | 0.630000 | 46 | FILLED |
| SELL | $1.00K | 0.150000 | 322.58bp | 0.150000 | 1 | FILLED |
| SELL | $10.00K | 0.144124 | 701.71bp | 0.140000 | 2 | FILLED |
| SELL | $100.00K | 0.125150 | 1925.78bp | 0.080000 | 8 | FILLED |
Risk metrics
▸ sovereign store · 3,803 barsperiods/year ≈ 1.75MRealized vol (annualised)
242.99%
σ per bar = 0.001835
Mean return (annualised)
-2882.49%
μ per bar = -0.000016
Sharpe (rf=0)
-11.86
annualised; risk-free assumed zero
Max drawdown
12.12%
peak 0.17 → trough 0.14 over 2158 bars
/api/asset/pm-will-the-us-invade-iran-before-2027/risk · same metrics, JSON