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

Will Elon Musk post 60-79 tweets from June 12 to June 19, 2026?

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-12-june-19-60-79 · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-12-june-19-60-79/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH216ms--:--:-- 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
0.5¢
NO · live
99.5¢
YES price · live 24h
n=25 · μ=0.0070 · σ=0.0035 · range [0.0025, 0.0155] · R²=0.209 RISING +120.00%σ EXTREME 50.43%LAST 0.00550.01550.01230.00900.00570.0025μ = 0.0070max 0.0155min 0.0025dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.55¢
YES / NO split · live
YES 0.5%NO 99.5%NO99.5%99.45¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.049 / 1.00 bits (5%) · informative — one side favoured
YES
0.5%0.5¢181.82× +0.00pp
NO
99.5%99.5¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=460 · μ=19.2 · σ=25.6 · CV=1.34BURSTY · concentratedcumulative energy ↗ · 50% by h=130295886115μ = 1911550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 460bp moved · peak 115bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
216ms
YES mid
0.55¢ (0.55%)
NO mid
99.45¢ (99.45%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$79.6k
liquidity $
$39.8k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0070 · σ=0.0035 · range [0.0025, 0.0155] · R²=0.209 RISING +120.00%σ EXTREME 50.43%LAST 0.00550.01550.01230.00900.00570.0025μ = 0.0070max 0.0155min 0.0025dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.55¢
NO price · CLOB mid
n=25 · μ=0.9930 · σ=0.0035 · range [0.9845, 0.9975] · R²=0.209 FALLING -0.30%σ LOW 0.36%LAST 0.99450.99750.99430.99100.98780.9845μ = 0.9930max 0.9975min 0.9845dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0000 · σ=0.0029 · skew=-1.73 (left-skewed) · kurt=5.27 (leptokurtic (fat tails))975201-1.07ppbin -1.07pp · n=1 · 11.1% peakbin -1.07pp · n=1 · 11.1% peak-0.90pp-0.74pp-0.57pp-0.41pp3-0.24ppbin -0.24pp · n=3 · 33.3% peakbin -0.24pp · n=3 · 33.3% peak7-0.08ppbin -0.08pp · n=7 · 77.8% peakbin -0.08pp · n=7 · 77.8% peak90.09ppbin 0.09pp · n=9 · 100.0% peakbin 0.09pp · n=9 · 100.0% peak10.25ppbin 0.25pp · n=1 · 11.1% peakbin 0.25pp · n=1 · 11.1% peak30.42ppbin 0.42pp · n=3 · 33.3% peakbin 0.42pp · n=3 · 33.3% 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=-1.74 · kurt=5.42 · near 11 / mid 12 / far 1 · OLS slope=0.91 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.65σsample ↓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 MEAN0.70¢95% CI: [0.56¢, 0.84¢]
σ STD DEV0.35ppσ² = 0.125 · CV = 50.43%
med MEDIAN0.60¢Q₁ 0.45¢ · Q₃ 1.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.25¢Q₁ 0.45¢med 0.60¢Q₃ 1.00¢max 1.55¢μ
SKEWNESS · G₁0.471approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.795mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.67
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) -0.22 + ADF rejected
ρ(1) AUTOCORR-0.221within white-noise band
ρ(2) AUTOCORR-0.134lag-2 not significant
H · HURST EXPONENT1.017strongly persistent
OLS TREND · t-STAT+2.467significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.017STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.221k=2-0.134k=3+0.023k=4-0.155k=5+0.1310+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.22 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.47)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 ID2475891
SLUGelon-musk-of-tweets-june-12-june-19-60-79
CATEGORYElon Musk # tweets June 12 - June 19, 2026?
TWO-SIDED PRICING
PRIMARY · YES0.55¢implied prob 0.55% · decimal odds 181.82×
COUNTER · NO99.45¢implied prob 99.45% · decimal odds 1.01×
0.55¢
99.45¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME79.62k USD 24h
LIQUIDITY39.85k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.989 · entropy 0.049 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 0.5%NO 99.5%YES0.5%H = 0.049 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES181.82×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.049 bits (5% 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
20hrs
46min
YES$1.00(P = 0.5%)
NO$0.00(P = 99.5%)
current: $0.0055 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.4dRESOLVESP projection · σ=0.35% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.734 pp/day
now4.87d left
1.734 pp/day×1.00
−25%3.65d left
2.002 pp/day×1.15
−50%2.43d left
2.453 pp/day×1.41
−75%1.22d left
3.468 pp/day×2.00
−90%11.68h left
5.484 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 0.50% · worst -1.15% · typical |Δ| 0.19%MILD BULLISH +0.30%BEST+0.50%9hWORST-1.15%13hTYPICAL |Δ|0.19%mean absoluteCUMULATIVE+0.30%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.06% · Σ +0.40%EUROPE · 08-16 UTCμ -0.02% · Σ -0.15%US · 16-24 UTCμ +0.01% · Σ +0.05%CUMULATIVE Δ PATH · final +0.30%+1.30%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.15% · 4h0.15% · 4h0.15%4h0.05% · 5h0.05% · 5h0.05%5h0.10% · 6h0.10% · 6h0.10%6h0.10% · 7h0.10% · 7h0.10%7h0.00% · 8h0.00% · 8h·8h0.50% · 9h0.50% · 9h0.50%9h★ BEST-0.25% · 10h-0.25% · 10h-0.25%10h0.20% · 11h0.20% · 11h0.20%11h0.45% · 12h0.45% · 12h0.45%12h-1.15% · 13h-1.15% · 13h-1.15%13h▼ WORST0.05% · 14h0.05% · 14h0.05%14h0.05% · 15h0.05% · 15h0.05%15h0.50% · 16h0.50% · 16h0.50%16h0.10% · 17h0.10% · 17h0.10%17h-0.15% · 18h-0.15% · 18h-0.15%18h0.05% · 19h0.05% · 19h0.05%19h0.15% · 20h0.15% · 20h0.15%20h-0.25% · 21h-0.25% · 21h-0.25%21h-0.30% · 22h-0.30% · 22h-0.30%22h-0.05% · 23h-0.05% · 23h-0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.40%)RUNSup max 4 · down max 3BREADTH54% up · 25% down · 21% flat
13 up bars · 6 down · best 0.50% · worst -1.15% · typical |Δ| 0.192%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.29%FINAL+0.29%MAX DD-1.15%RECOVERYONGOING · 12 barsMAX RUN-UP+1.31%UNDERWATER14/25 (56%)STREAK▬ 0EQUITY CURVE · end 1.0029 · peak 1.0131 · range [1.0000, 1.0131]1.01311.0000break-even = 1★ PEAK 1.0131UNDERWATER DRAWDOWN · max -1.15% · moderate0%-1.15%▼ TROUGH -1.15%TOP DRAWDOWN PERIODS · 2 total#1 -1.15%bar 14-25 · 12 bars · ONGOING#2 -0.25%bar 11-12 · 2 bars · recoveredDD SEVERITYmoderate (max -1.15%)RECOVERYongoing · 12 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.0029 (0.29%) · max DD -1.15% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −7 (58% positive) · μ=23.40 · σ=46.42MIXED EDGELAST -35.63 (-1.27σ vs μ)103.0451.520.00-51.52-103.04μ = 23.4073.9973.99103.04103.04103.04103.0478.4878.4832.2032.2041.2541.2555.2755.27-6.38-6.38-5.10-5.10-18.14-18.142.592.590.000.00-16.81-16.8143.6443.6451.1051.1023.8123.81-32.59-32.59-49.19-49.19-35.63-35.63v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -35.631 · range [-49.19, 103.04] · μ 23.399 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=29.0883 · σ=19.1955 · range [5.6675, 57.2894] · R²=0.034 RISING +176.89%σ EXTREME 65.99%LAST 16.390257.289444.383931.478418.57295.6675μ = 29.0883max 57.2894min 5.6675dataMA(3)OLS R²=0.03μ lineμ ± σ bandmaxmin
latest 16.39% · range [5.67%, 57.29%] · μ 29.09% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.209 · σ=0.246MEAN-REVERSIONLAST 0.167 (+1.53σ vs μ)0.7110.3550.000-0.355-0.711μ = -0.209-0.000-0.000-0.106-0.106-0.470-0.470-0.234-0.234-0.598-0.598-0.711-0.711-0.471-0.471-0.304-0.304-0.366-0.366-0.380-0.380-0.246-0.246-0.278-0.2780.0420.042-0.022-0.022-0.052-0.052-0.049-0.0490.0260.0260.0790.0790.1670.167v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.167 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
63.5148
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
3.1573
p-VALUE (log scale)
0.6784
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
-2.5841
p-VALUE (log scale)
0.0976
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
-0.6675
p-VALUE (log scale)
0.5045
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3748
p-VALUE (log scale)
0.0880
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
-1.0708
p-VALUE (log scale)
0.2843
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.674 ≈ 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=1.02e-5 · top T=2.67h (18.2%) · top-3 cover 47.8%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.2e-51.7e-51.1e-55.6e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.43e-6 · 2.0% energyperiod 24.0 · power 2.43e-6 · 2.0% energyperiod 12.0 · power 6.83e-6 · 5.6% energyperiod 12.0 · power 6.83e-6 · 5.6% energyperiod 8.0 · power 1.07e-5 · 8.8% energyperiod 8.0 · power 1.07e-5 · 8.8% energyperiod 6.0 · power 5.17e-6 · 4.2% energyperiod 6.0 · power 5.17e-6 · 4.2% energyperiod 4.8 · power 1.01e-5 · 8.3% energyperiod 4.8 · power 1.01e-5 · 8.3% energyperiod 4.0 · power 1.85e-5 · 15.2% energyperiod 4.0 · power 1.85e-5 · 15.2% energyperiod 3.4 · power 5.79e-6 · 4.7% energyperiod 3.4 · power 5.79e-6 · 4.7% energyperiod 3.0 · power 9.50e-6 · 7.8% energyperiod 3.0 · power 9.50e-6 · 7.8% energyperiod 2.7 · power 2.22e-5 · 18.2% energyperiod 2.7 · power 2.22e-5 · 18.2% energyperiod 2.4 · power 1.75e-5 · 14.4% energyperiod 2.4 · power 1.75e-5 · 14.4% energyperiod 2.2 · power 7.99e-6 · 6.6% energyperiod 2.2 · power 7.99e-6 · 6.6% energyperiod 2.0 · power 5.04e-6 · 4.1% energyperiod 2.0 · power 5.04e-6 · 4.1% energy50% by T=3.0h#1 dominantT=2.67h#2T=4.00h#3T=2.40hT=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 ≈ 2.67h (freq 0.375) · concentrates 18.2% of total energy · Σ|X̂|²/n = 1.218e-4

§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 4.9 d · σ/bar 0.322pp · expected |Δp| over horizon 3.48ppterminal variance p(1−p) = 0.0055 · n = 25low confidence · n < 100
μ per bar
+0.013pp
average Δp · drift
σ per bar
0.322pp
one-bar volatility · logit-free
Per-day movedaily
1.58pp
σ × √24
Per-horizon move5d
3.48pp
σ × √116.77637277777778
Terminal variancebinary
0.0055
p(1−p) at resolution
Current pricep
0.5¢
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

VaR · ES · max drawdown
VaR₉₅ 0.30pp · ES₉₅ 0.74pp · method empirical · drift-correcteddrift +0.013pp/bar · quantised: no · median step 0.05pp · unique ratio 0.52disabled · n < 30
VaR 95%
0.30pp
5th percentile of Δp
ES 95%
0.74pp
mean of the tail
Max drawdown
74.2pp
peak 1.6¢ → trough 0.4¢
Median step
0.05pp
price bucket granularity
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
0.5%
= price
Decimal oddsEU
181.818
total return per $1
AmericanUS
+18082
$100 wins $18082
FractionalUK
180.82 / 1
profit per $1 risked
Profit per $100stake
+$18081.82
clean dollar framing
-1000-5000+500+1000020406080100you · 0.5%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)
0.049 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.049 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.51 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
69916031468517054489645428077484186618423800487923516192166378192824454810770
NO token ID
44356202402600198364488115658299655372777113241695805362993067135963167311641
Snapshot fetched
2026-06-14 19:13:25 UTC
Snapshot age
216ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:13:25 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
27c3443f838a1b028ce34090f5b0c900b76e9fbf9b4ed86a4f423d094abad104 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.005500
(best bid + best ask) / 2
Spread
1818.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.689
ask-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-elon-musk-of-tweets-june-12-june-19-60-79/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.071301119638.70bp0.29900047FILLED
BUY$10.00K0.284140506618.02bp0.54900061FILLED
BUY$100.00K0.7296091316561.72bp0.92000072FILLED
SELL$1.00K0.0017406836.44bp0.0010005PARTIAL
SELL$10.00K0.0017406836.44bp0.0010005PARTIAL
SELL$100.00K0.0017406836.44bp0.0010005PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.387049
Mean return (annualised)
μ per bar = 0.032852
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
74.19%
peak 0.02 → trough 0.00 over 1 bars

/api/asset/pm-elon-musk-of-tweets-june-12-june-19-60-79/risk · same metrics, JSON