Geopolitical Risk Presets & Shock Scenarios
Live Order Book Depth & Impact Curve
Mid: $0.300 | Spread: $0.020
Context: Polymarket projected a 30% chance of a US-Iran Hormuz naval agreement. Buying YES consumes ask depth and pushes implied probability up; buying NO consumes bid depth and pushes probability down.
Trade Sizing & Slippage Engine
Action Target
BUY YES (Hormuz Deal)
Simulated Capital
$10,000
Market Liquidity Scale
1.0x Depth
Implied Target Prob
34.2%
+4.2%
Avg Fill Price
$0.324
4.52% Slippage
Contracts Acquired
Shares
Depth Consumed
38.2%
Tier 1 & 2
Payoff & Risk-Adjusted EV Matrix
| Outcome | Probability | Payout / Share | Total Value | Net ROI |
|---|---|---|---|---|
| Hormuz Agreement (YES) | 34.2% | $1.00 | $30,864 | +208.6% |
| No Agreement (NO) | 65.8% | $0.00 | $0 | -100.0% |
| Expected Value (EV) | 100.0% | $0.342 | $10,555 | +5.55% |
EV Outcome Distribution Curve