POLYMARKET · PREDICTION MARKET · ELON MUSK # TWEETS JUNE 12 - JUNE 19, 2026?

Will Elon Musk post 100-119 tweets from June 12 to June 19, 2026?

YES · live
4.2¢
NO · live
95.9¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-12-june-19-100-119 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
287.75%
max drawdown
56.99%
sharpe
—
ulcer index
10.68%
RMS drawdown
pain index
7.11%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
17.20%
cond. drawdown
gain/pain
0.15
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.15
upside/downside
roll spread
45.4 bps
implied (price-only)
bars used
234
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-12-june-19-100-119/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH14ms⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ 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
4.2¢
NO · live
95.9¢
YES price · live 24h
n=25 · μ=0.0795 · σ=0.0252 · range [0.0315, 0.1270] · R²=0.126▼ FALLING -20.25%σ EXTREME 31.71%LAST 0.03150.12700.10310.07930.05540.0315μ = 0.0795max 0.1270min 0.0315dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 3.15¢
YES / NO split · live
YES 4.2%NO 95.9%NO95.9%95.85¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.249 / 1.00 bits (25%) · informative — one side favoured
YES
4.2%4.2¢24.10×▬ +0.00pp
NO
95.9%95.9¢1.04×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,150 · μ=89.6 · σ=105.8 · CV=1.18BURSTY · concentratedcumulative energy ↗ · 50% by h=170116232349465μ = 9046550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2150bp moved · peak 465bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
14ms
▲YES mid
4.15¢ (4.15%)
▼NO mid
95.85¢ (95.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.4k
≋liquidity $
$39.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0795 · σ=0.0252 · range [0.0315, 0.1270] · R²=0.126▼ FALLING -20.25%σ EXTREME 31.71%LAST 0.03150.12700.10310.07930.05540.0315μ = 0.0795max 0.1270min 0.0315dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 3.15¢
NO price · CLOB mid
n=25 · μ=0.9205 · σ=0.0252 · range [0.8730, 0.9685] · R²=0.126▲ RISING +0.83%σ NORMAL 2.74%LAST 0.96850.96850.94460.92070.89690.8730μ = 0.9205max 0.9685min 0.8730dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 96.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0010 · σ=0.0133 · skew=-1.62 (left-skewed) · kurt=2.69 (leptokurtic (fat tails))864201-4.33ppbin -4.33pp · n=1 · 12.5% peakbin -4.33pp · n=1 · 12.5% peak-3.70pp1-3.06ppbin -3.06pp · n=1 · 12.5% peakbin -3.06pp · n=1 · 12.5% peak-2.43pp1-1.79ppbin -1.79pp · n=1 · 12.5% peakbin -1.79pp · n=1 · 12.5% peak-1.16pp5-0.52ppbin -0.52pp · n=5 · 62.5% peakbin -0.52pp · n=5 · 62.5% peak80.11ppbin 0.11pp · n=8 · 100.0% peakbin 0.11pp · n=8 · 100.0% peak40.75ppbin 0.75pp · n=4 · 50.0% peakbin 0.75pp · n=4 · 50.0% peak41.38ppbin 1.38pp · n=4 · 50.0% peakbin 1.38pp · n=4 · 50.0% 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=-1.73 · kurt=3.48 · near 14 / mid 9 / far 1 · OLS slope=0.93 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN7.95¢95% CI: [6.96¢, 8.94¢]
σ STD DEV2.52ppσ² = 6.358 · CV = 31.71%
med MEDIAN8.60¢Q₁ 5.95¢ · Q₃ 9.40¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 9.55pp · IQR 3.45pp (1.349σ→3.40pp)
min 3.15¢Q₁ 5.95¢med 8.60¢Q₃ 9.40¢max 12.70¢μ
SKEWNESS · G₁-0.125approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.759mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.26
σ × 1.349 ↔ IQRconsistent with normalratio = 0.99
range ↔ σconcentrated (range < 4σ)range / σ = 3.79
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.276within white-noise band
ρ(2) AUTOCORR-0.038lag-2 not significant
H · HURST EXPONENT0.810strongly persistent
OLS TREND · t-STAT+1.820fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.810
H = 0.810STRONGLY 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+0.276k=2-0.038k=3+0.040k=4+0.292k=5+0.0480+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]MARGINAL @ 10% (|t|=1.82)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.90very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.82)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 ID2475908
SLUGelon-musk-of-tweets-june-12-june-19-100-119
CATEGORYElon Musk # tweets June 12 - June 19, 2026?
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES4.15¢implied prob 4.15% · decimal odds 24.10×
COUNTER · NO95.85¢implied prob 95.85% · decimal odds 1.04×
4.15¢
95.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME24.42k USD 24h
LIQUIDITY39.02k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.917 · entropy 0.249 bits
LIQUIDITY DEPTHACTIVE100k+ 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 4.2%NO 95.9%YES p̂4.2%H = 0.249 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES24.10×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.249 bits (25% 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · LOWresolves 2026-06-19 16:00 UTC
4days
17hrs
53min
4.75 days·θ = 12.353 pp/day
YES →$1.00(P = 4.2%)
NO →$0.00(P = 95.9%)
current: $0.0415 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.4dRESOLVESP projection · σ=2.52% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 12.353 pp/day
now4.75d left
12.353 pp/day×1.00
−25%3.56d left
14.264 pp/day×1.15
−50%2.37d left
17.470 pp/day×1.41
−75%1.19d left
24.706 pp/day×2.00
−90%11.39h left
39.063 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

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.70% · worst -4.65% · typical |Δ| 0.90%MILD BEARISH -0.80%BEST+1.70%13hWORST-4.65%23hTYPICAL |Δ|0.90%mean absoluteCUMULATIVE-0.80%Σ signed ΔSTREAK↘ 7down-runASIA · 00-08 UTCμ +0.66% · Σ +4.60%EUROPE · 08-16 UTCμ +0.17% · Σ +1.35%US · 16-24 UTCμ -0.74% · Σ -5.95%CUMULATIVE Δ PATH · final -0.80%+8.75%-0.80%0.85% · 1h0.85% · 1h0.85%1h0.75% · 2h0.75% · 2h0.75%2h0.40% · 3h0.40% · 3h0.40%3h0.00% · 4h0.00% · 4h·4h0.60% · 5h0.60% · 5h0.60%5h0.40% · 6h0.40% · 6h0.40%6h1.60% · 7h1.60% · 7h1.60%7h0.30% · 8h0.30% · 8h0.30%8h0.10% · 9h0.10% · 9h0.10%9h0.00% · 10h0.00% · 10h·10h-1.60% · 11h-1.60% · 11h-1.60%11h0.30% · 12h0.30% · 12h0.30%12h1.70% · 13h1.70% · 13h1.70%13h★ BEST0.10% · 14h0.10% · 14h0.10%14h0.45% · 15h0.45% · 15h0.45%15h1.15% · 16h1.15% · 16h1.15%16h1.65% · 17h1.65% · 17h1.65%17h-0.25% · 18h-0.25% · 18h-0.25%18h-2.80% · 19h-2.80% · 19h-2.80%19h-0.25% · 20h-0.25% · 20h-0.25%20h-0.25% · 21h-0.25% · 21h-0.25%21h-0.55% · 22h-0.55% · 22h-0.55%22h-4.65% · 23h-4.65% · 23h-4.65%23h▼ WORST-0.80% · 24h-0.80% · 24h-0.80%24hTIME PATTERNAsia-led (+4.60%)RUNSup max 6 · down max 7BREADTH58% up · 33% down · 8% flat
14 up bars · 8 down · best 1.70% · worst -4.65% · typical |Δ| 0.896%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.02%)FINAL-1.02%MAX DD-9.25%RECOVERYONGOING · 7 barsMAX RUN-UP+9.07%UNDERWATER9/25 (36%)STREAK↘ 7EQUITY CURVE · end 0.9898 · peak 1.0907 · range [0.9898, 1.0907]1.09070.9898break-even = 1★ PEAK 1.0907UNDERWATER DRAWDOWN · max -9.25% · significant0%-9.25%▼ TROUGH -9.25%TOP DRAWDOWN PERIODS · 2 total#1 -9.25%bar 19-25 · 7 bars · ONGOING#2 -1.60%bar 12-13 · 2 bars · recoveredDD SEVERITYsignificant (max -9.25%)RECOVERYongoing · 7 barsTIME UNDER WATER36% of session · 9/25 bars
final equity 0.9898 (-1.02%) · max DD -9.25% · time-under-water 9/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −5 (74% positive) · μ=33.00 · σ=63.71PROFITABLE STRATEGYLAST -80.81 (-1.79σ vs μ)153.4576.730.00-76.73-153.45μ = 33.00153.45153.45108.30108.3093.5293.5280.7380.7380.7380.7312.1512.1510.6810.6811.8611.868.928.9214.0014.0029.0929.09118.81118.8191.2091.203.003.00-0.50-0.50-7.56-7.56-26.95-26.95-73.61-73.61-80.81-80.81v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -80.808 · range [-80.81, 153.45] · μ 33.002 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=99.2588 · σ=42.9609 · range [28.5426, 173.5527] · R²=0.801▲ RISING +488.69%σ EXTREME 43.28%LAST 168.0282173.5527137.3002101.047664.795128.5426μ = 99.2588max 173.5527min 28.5426dataMA(3)OLS R²=0.80μ lineμ ± σ bandmaxmin
latest 168.03% · range [28.54%, 173.55%] · μ 99.26% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.029 · σ=0.182CLOSE TO MARTINGALELAST -0.252 (-1.22σ vs μ)0.3270.1640.000-0.164-0.327μ = -0.0290.1130.113-0.059-0.059-0.246-0.246-0.185-0.185-0.036-0.0360.1640.1640.0300.0300.0370.0370.0270.0270.0250.025-0.040-0.040-0.278-0.278-0.327-0.3270.2140.2140.2780.2780.2280.228-0.043-0.043-0.208-0.208-0.252-0.252v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.252 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
35.0522
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
4.8880
p-VALUE (log scale)
0.4305
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
-1.1983
p-VALUE (log scale)
0.6735
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
-3.4038
p-VALUE (log scale)
0.0007
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3160
p-VALUE (log scale)
0.1541
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.6477
p-VALUE (log scale)
0.5172
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.197 ≈ 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=1.89e-4 · top T=4.00h (23.2%) · top-3 cover 59.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.3e-44.0e-42.6e-41.3e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.17e-4 · 14.0% energyperiod 24.0 · power 3.17e-4 · 14.0% energyperiod 12.0 · power 4.73e-4 · 20.8% energyperiod 12.0 · power 4.73e-4 · 20.8% energyperiod 8.0 · power 1.63e-5 · 0.7% energyperiod 8.0 · power 1.63e-5 · 0.7% energyperiod 6.0 · power 1.40e-4 · 6.2% energyperiod 6.0 · power 1.40e-4 · 6.2% energyperiod 4.8 · power 3.55e-4 · 15.6% energyperiod 4.8 · power 3.55e-4 · 15.6% energyperiod 4.0 · power 5.28e-4 · 23.2% energyperiod 4.0 · power 5.28e-4 · 23.2% energyperiod 3.4 · power 6.94e-5 · 3.1% energyperiod 3.4 · power 6.94e-5 · 3.1% energyperiod 3.0 · power 8.33e-5 · 3.7% energyperiod 3.0 · power 8.33e-5 · 3.7% energyperiod 2.7 · power 8.05e-6 · 0.4% energyperiod 2.7 · power 8.05e-6 · 0.4% energyperiod 2.4 · power 1.40e-4 · 6.2% energyperiod 2.4 · power 1.40e-4 · 6.2% energyperiod 2.2 · power 9.89e-5 · 4.4% energyperiod 2.2 · power 9.89e-5 · 4.4% energyperiod 2.0 · power 4.00e-5 · 1.8% energyperiod 2.0 · power 4.00e-5 · 1.8% energy50% by T=4.8h#1 dominantT=4.00h#2T=12.00h#3T=4.80hT=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 ≈ 4.00h (freq 0.250) · concentrates 23.2% of total energy · Σ|X̂|²/n = 2.269e-3

▸ Depth section using sovereign-store price series (234 bars · effective 1753103 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 4.7 d · σ/bar 0.217pp · expected |Δp| over horizon 2.32ppterminal variance p(1−p) = 0.0398 · n = 234✓ n = 234
μ per bar
-0.020pp
average Δp · drift
σ per bar
0.217pp
one-bar volatility · logit-free
Per-day movedaily
1.07pp
σ × √24
Per-horizon move5d
2.32pp
σ × √113.89598166666667
Terminal variancebinary
0.0398
p(1−p) at resolution
Current pricep
4.2¢
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 0.38pp · ES₉₅ 0.47pp · method parametric · drift-correcteddrift -0.020pp/bar · quantised: yes · median step 0.35pp · unique ratio 0.03✓ n = 234
VaR 95%
0.38pp
1.645·σ (parametric) of Δp
ES 95%
0.47pp
mean of the tail
Max drawdown
57.0pp
peak 9.7¢ → trough 4.2¢
Median step
0.35pp
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
4.2%
= price
Decimal oddsEU
24.096
total return per $1
AmericanUS
+2310
$100 wins $2310
FractionalUK
23.10 / 1
profit per $1 risked
Profit per $100stake
+$2309.64
clean dollar framing
-1000-5000+500+1000020406080100you · 4.2%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)
0.249 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.249 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.59 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
1689717233426307657017116769588088724176410914927950098090676333419112688396
NO token ID
49370327434980669038252714249225470726263463895220828608570450261254487812969
Snapshot fetched
2026-06-14 22:06:14 UTC
Snapshot age
14ms
History points
25 CLOB mids
Page rendered
2026-06-14 22:06:14 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
64b7c152e3e01879e920f6ffc5206def0fa744c96cfd23a5851a19614ccda33c · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Elon Musk # tweets June 12 - June 19, 2026?

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
$0
bid $0 · ask $0
Depth within 50bp
$0
bid $0 · ask $0
Mid price
0.031500
(best bid + best ask) / 2
Spread
317.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.727
ask-heavy
Imbalance (top-5)
-0.216
ask-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-elon-musk-of-tweets-june-12-june-19-100-119/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.14005334461.12bp0.25000041FILLED
BUY$10.00K0.32586993450.34bp0.50000063FILLED
BUY$100.00K0.744343226299.50bp0.92000076FILLED
SELL$1.00K0.0029149074.92bp0.00100015PARTIAL
SELL$10.00K0.0029149074.92bp0.00100015PARTIAL
SELL$100.00K0.0029149074.92bp0.00100015PARTIAL

Risk metrics

▸ sovereign store · 234 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4896.35%
σ per bar = 0.036980
Mean return (annualised)
-569802.83%
μ per bar = -0.003250
Sharpe (rf=0)
-116.37
annualised; risk-free assumed zero
Max drawdown
56.99%
peak 0.10 → trough 0.04 over 224 bars

/api/asset/pm-elon-musk-of-tweets-june-12-june-19-100-119/risk · same metrics, JSON