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

Will Elon Musk post 160-179 tweets from June 12 to June 19, 2026?

YES · live
4.3¢
NO · live
95.7¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-12-june-19-160-179 · fresh · feed 13s old
24h sparkline · 60 pts▼ -65.20%
realized vol (ann.)
354.04%
max drawdown
83.94%
sharpe
—
ulcer index
67.92%
RMS drawdown
pain index
59.12%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
83.53%
cond. drawdown
gain/pain
0.76
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.76
upside/downside
roll spread
6.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-65.20%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -65.20%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-12-june-19-160-179/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING12.7s⏱--:--:-- 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
4.3¢
NO · live
95.7¢
YES price · live 24h
n=25 · μ=0.0772 · σ=0.0365 · range [0.0250, 0.1450] · R²=0.423▼ FALLING -71.60%σ EXTREME 47.23%LAST 0.03550.14500.11500.08500.05500.0250μ = 0.0772max 0.1450min 0.0250dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 3.55¢
YES / NO split · live
YES 4.3%NO 95.7%NO95.7%95.65¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.258 / 1.00 bits (26%) · informative — one side favoured
YES
4.3%4.3¢22.99×▬ +0.00pp
NO
95.7%95.7¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,525 · μ=188.5 · σ=200.7 · CV=1.06BURSTY · concentratedcumulative energy ↗ · 50% by h=130200400600800μ = 18980050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4525bp moved · peak 800bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12.7s
▲YES mid
4.35¢ (4.35%)
▼NO mid
95.65¢ (95.65%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$131.9k
≋liquidity $
$39.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0772 · σ=0.0365 · range [0.0250, 0.1450] · R²=0.423▼ FALLING -71.60%σ EXTREME 47.23%LAST 0.03550.14500.11500.08500.05500.0250μ = 0.0772max 0.1450min 0.0250dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 3.55¢
NO price · CLOB mid
n=25 · μ=0.9228 · σ=0.0365 · range [0.8550, 0.9750] · R²=0.423▲ RISING +10.23%σ NORMAL 3.95%LAST 0.96450.97500.94500.91500.88500.8550μ = 0.9228max 0.9750min 0.8550dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 96.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0045 · σ=0.0259 · skew=-0.75 (left-skewed) · kurt=0.48 (mesokurtic)754201-7.40ppbin -7.40pp · n=1 · 14.3% peakbin -7.40pp · n=1 · 14.3% peak-6.20pp1-5.00ppbin -5.00pp · n=1 · 14.3% peakbin -5.00pp · n=1 · 14.3% peak2-3.80ppbin -3.80pp · n=2 · 28.6% peakbin -3.80pp · n=2 · 28.6% peak1-2.60ppbin -2.60pp · n=1 · 14.3% peakbin -2.60pp · n=1 · 14.3% peak3-1.40ppbin -1.40pp · n=3 · 42.9% peakbin -1.40pp · n=3 · 42.9% peak7-0.20ppbin -0.20pp · n=7 · 100.0% peakbin -0.20pp · n=7 · 100.0% peak51.00ppbin 1.00pp · n=5 · 71.4% peakbin 1.00pp · n=5 · 71.4% peak12.20ppbin 2.20pp · n=1 · 14.3% peakbin 2.20pp · n=1 · 14.3% peak33.40ppbin 3.40pp · n=3 · 42.9% peakbin 3.40pp · n=3 · 42.9% 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=-0.86 · kurt=0.97 · near 17 / mid 7 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.39)
μ MEAN7.72¢95% CI: [6.29¢, 9.15¢]
σ STD DEV3.65ppσ² = 13.308 · CV = 47.23%
med MEDIAN7.50¢Q₁ 3.85¢ · Q₃ 11.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 12.00pp · IQR 7.65pp (1.349σ→4.92pp)
min 2.50¢Q₁ 3.85¢med 7.50¢Q₃ 11.50¢max 14.50¢μ
SKEWNESS · G₁0.030approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.391platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRdiverges from normalratio = 0.64
range ↔ σconcentrated (range < 4σ)range / σ = 3.29
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.048within white-noise band
ρ(2) AUTOCORR-0.496lag-2 dependence detected
H · HURST EXPONENT0.755strongly persistent
OLS TREND · t-STAT-4.102significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.755
H = 0.755STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=2
k=1-0.048k=2 ★-0.496k=3+0.164k=4+0.091k=5-0.0590+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|=4.10)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.56high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.10)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 ID2475926
SLUGelon-musk-of-tweets-june-12-june-19-160-179
CATEGORYElon Musk # tweets June 12 - June 19, 2026?
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES4.35¢implied prob 4.35% · decimal odds 22.99×
COUNTER · NO95.65¢implied prob 95.65% · decimal odds 1.05×
4.35¢
95.65¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME131.87k USD 24h
LIQUIDITY39.28k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.913 · entropy 0.258 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 4.3%NO 95.7%YES p̂4.3%H = 0.258 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES22.99×(4¢)NO1.05×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.258 bits (26% 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 · MEDIUMresolves 2026-06-19 16:00 UTC
1days
06hrs
03min
1.25 days·θ = 17.872 pp/day
YES →$1.00(P = 4.3%)
NO →$0.00(P = 95.7%)
current: $0.0435 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.6dRESOLVESP projection · σ=3.65% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 17.872 pp/day
now1.25d left
17.872 pp/day×1.00
−25%22.54h left
20.636 pp/day×1.15
−50%15.03h left
25.274 pp/day×1.41
−75%7.51h left
35.743 pp/day×2.00
−90%3.01h left
56.515 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 4.00% · worst -8.00% · typical |Δ| 1.89%MILD BEARISH -8.95%BEST+4.00%6hWORST-8.00%16hTYPICAL |Δ|1.89%mean absoluteCUMULATIVE-8.95%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ +0.37% · Σ +3.00%US · 16-24 UTCμ -1.31% · Σ -10.45%CUMULATIVE Δ PATH · final -8.95%+2.00%-10.00%-1.00% · 1h-1.00% · 1h-1.00%1h-5.00% · 2h-5.00% · 2h-5.00%2h1.00% · 3h1.00% · 3h1.00%3h1.00% · 4h1.00% · 4h1.00%4h-1.00% · 5h-1.00% · 5h-1.00%5h4.00% · 6h4.00% · 6h4.00%6h★ BEST0.00% · 7h0.00% · 7h·7h-3.00% · 8h-3.00% · 8h-3.00%8h0.00% · 9h0.00% · 9h·9h1.00% · 10h1.00% · 10h1.00%10h2.00% · 11h2.00% · 11h2.00%11h0.00% · 12h0.00% · 12h·12h-4.00% · 13h-4.00% · 13h-4.00%13h4.00% · 14h4.00% · 14h4.00%14h3.00% · 15h3.00% · 15h3.00%15h-8.00% · 16h-8.00% · 16h-8.00%16h▼ WORST-3.25% · 17h-3.25% · 17h-3.25%17h0.40% · 18h0.40% · 18h0.40%18h0.20% · 19h0.20% · 19h0.20%19h-1.35% · 20h-1.35% · 20h-1.35%20h0.10% · 21h0.10% · 21h0.10%21h0.55% · 22h0.55% · 22h0.55%22h0.90% · 23h0.90% · 23h0.90%23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNEurope-led (+3.00%)RUNSup max 3 · down max 2BREADTH50% up · 38% down · 13% flat
12 up bars · 9 down · best 4.00% · worst -8.00% · typical |Δ| 1.885%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -9.39%FINAL-9.39%MAX DD-11.66%RECOVERYONGOING · 9 barsMAX RUN-UP+1.51%UNDERWATER23/25 (92%)STREAK↘ 1EQUITY CURVE · end 0.9061 · peak 1.0151 · range [0.8967, 1.0151]1.01510.8967break-even = 1★ PEAK 1.0151UNDERWATER DRAWDOWN · max -11.66% · significant0%-11.66%▼ TROUGH -11.66%TOP DRAWDOWN PERIODS · 2 total#1 -11.66%bar 17-25 · 9 bars · ONGOING#2 -5.95%bar 2-15 · 14 bars · recoveredDD SEVERITYsignificant (max -11.66%)RECOVERYongoing · 9 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9061 (-9.39%) · max DD -11.66% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −10 (37% positive) · μ=-6.35 · σ=23.86MIXED EDGELAST -1.94 (+0.18σ vs μ)57.0228.510.00-28.51-57.02μ = -6.35-5.21-5.210.000.0013.3413.346.736.736.736.7326.6926.690.000.00-26.69-26.6917.5617.5633.0933.09-10.09-10.09-28.19-28.19-26.66-26.66-12.89-12.89-36.97-36.97-57.02-57.02-35.19-35.1916.0116.01-1.94-1.94v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -1.940 · range [-57.02, 33.09] · μ -6.352 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=261.6104 · σ=111.9994 · range [72.9600, 433.9816] · R²=0.003▼ FALLING -73.15%σ EXTREME 42.81%LAST 75.2649433.9816343.7262253.4708163.215472.9600μ = 261.6104max 433.9816min 72.9600dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 75.26% · range [72.96%, 433.98%] · μ 261.61% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.083 · σ=0.166MEAN-REVERSIONLAST -0.093 (-0.06σ vs μ)0.3870.1940.000-0.194-0.387μ = -0.083-0.105-0.105-0.205-0.205-0.199-0.199-0.187-0.187-0.156-0.1560.1060.1060.1430.1430.1300.130-0.387-0.387-0.125-0.125-0.249-0.249-0.103-0.103-0.100-0.1000.0780.078-0.246-0.2460.2360.236-0.204-0.2040.0900.090-0.093-0.093v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.093 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
5.6014
p-VALUE (log scale)
0.0608
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
8.2074
p-VALUE (log scale)
0.1439
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
-2.0041
p-VALUE (log scale)
0.2941
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.7845
p-VALUE (log scale)
0.4328
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5665
p-VALUE (log scale)
0.0267
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
-1.3176
p-VALUE (log scale)
0.1876
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.599 ≈ 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=7.32e-4 · top T=4.00h (25.9%) · top-3 cover 54.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.3e-31.7e-31.1e-35.7e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.40e-4 · 2.7% energyperiod 24.0 · power 2.40e-4 · 2.7% energyperiod 12.0 · power 2.23e-4 · 2.5% energyperiod 12.0 · power 2.23e-4 · 2.5% energyperiod 8.0 · power 1.05e-3 · 12.0% energyperiod 8.0 · power 1.05e-3 · 12.0% energyperiod 6.0 · power 5.39e-5 · 0.6% energyperiod 6.0 · power 5.39e-5 · 0.6% energyperiod 4.8 · power 1.24e-3 · 14.1% energyperiod 4.8 · power 1.24e-3 · 14.1% energyperiod 4.0 · power 2.28e-3 · 25.9% energyperiod 4.0 · power 2.28e-3 · 25.9% energyperiod 3.4 · power 1.03e-3 · 11.7% energyperiod 3.4 · power 1.03e-3 · 11.7% energyperiod 3.0 · power 1.17e-3 · 13.3% energyperiod 3.0 · power 1.17e-3 · 13.3% energyperiod 2.7 · power 1.22e-3 · 13.9% energyperiod 2.7 · power 1.22e-3 · 13.9% energyperiod 2.4 · power 2.24e-5 · 0.3% energyperiod 2.4 · power 2.24e-5 · 0.3% energyperiod 2.2 · power 1.55e-4 · 1.8% energyperiod 2.2 · power 1.55e-4 · 1.8% energyperiod 2.0 · power 9.80e-5 · 1.1% energyperiod 2.0 · power 9.80e-5 · 1.1% energy50% by T=4.0h#1 dominantT=4.00h#2T=4.80h#3T=2.67hT=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 25.9% of total energy · Σ|X̂|²/n = 8.780e-3

▸ 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 1.3 d · σ/bar 0.204pp · expected |Δp| over horizon 1.12ppterminal variance p(1−p) = 0.0416 · n = 5000✓ n = 5000
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.204pp
one-bar volatility · logit-free
Per-day movedaily
1.00pp
σ × √24
Per-horizon move1d
1.12pp
σ × √30.059915555555555
Terminal variancebinary
0.0416
p(1−p) at resolution
Current pricep
4.3¢
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 0.34pp · ES₉₅ 0.42pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 5000
VaR 95%
0.34pp
1.645·σ (parametric) of Δp
ES 95%
0.42pp
mean of the tail
Max drawdown
83.9pp
peak 16.5¢ → trough 2.6¢
Median step
0.05pp
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
4.3%
= price
Decimal oddsEU
22.989
total return per $1
AmericanUS
+2199
$100 wins $2199
FractionalUK
21.99 / 1
profit per $1 risked
Profit per $100stake
+$2198.85
clean dollar framing
-1000-5000+500+1000020406080100you · 4.3%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)
0.258 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.258 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.52 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
40436428613694800456151229491076440208388349752055384492182777271740785933590
NO token ID
36259424817702410339613776649137164454094444833892335303110235971821531954437
Snapshot fetched
2026-06-18 09:56:11 UTC
Snapshot age
12.7s
History points
25 CLOB mids
Page rendered
2026-06-18 09:56:24 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
2f740b02397ccab6a2255d923021531c0fcaba5706e69b202aee94e1cac4ff42 · 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$64,168HL PERPHYPE-USD perpetual$71.9HL PERPETH-USD perpetual$1,745.4

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
0.035500
(best bid + best ask) / 2
Spread
281.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.368
ask-heavy
Imbalance (top-5)
-0.185
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-19-160-179/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0695409588.82bp0.10000037FILLED
BUY$10.00K0.23180055295.65bp0.69000086FILLED
BUY$100.00K0.675277180219.00bp0.999000103PARTIAL
SELL$1.00K0.0051768542.10bp0.00100024PARTIAL
SELL$10.00K0.0051768542.10bp0.00100024PARTIAL
SELL$100.00K0.0051768542.10bp0.00100024PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2971.81%
σ per bar = 0.022449
Mean return (annualised)
-46735.36%
μ per bar = -0.000267
Sharpe (rf=0)
-15.73
annualised; risk-free assumed zero
Max drawdown
83.94%
peak 0.17 → trough 0.03 over 4250 bars

/api/asset/pm-elon-musk-of-tweets-june-12-june-19-160-179/risk · same metrics, JSON