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

Will Elon Musk post 80-99 tweets from June 12 to June 19, 2026?

YES · live
3.0¢
NO · live
97.0¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-12-june-19-80-99 · 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-19-80-99/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH10ms⏱--:--:-- 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
3.0¢
NO · live
97.0¢
YES price · live 24h
n=25 · μ=0.0297 · σ=0.0128 · range [0.0065, 0.0495] · R²=0.557▲ RISING +361.54%σ EXTREME 43.06%LAST 0.03000.04950.03870.02800.01730.0065μ = 0.0297max 0.0495min 0.0065dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 3.00¢
YES / NO split · live
YES 3.0%NO 97.0%NO97.0%97.00¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.194 / 1.00 bits (19%) · informative — one side favoured
YES
3.0%3.0¢33.33×▬ +0.00pp
NO
97.0%97.0¢1.03×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,065 · μ=44.4 · σ=36.7 · CV=0.83BURSTYcumulative energy ↗ · 50% by h=130316394125μ = 4412550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1065bp moved · peak 125bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10ms
▲YES mid
3.00¢ (3.00%)
▼NO mid
97.00¢ (97.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$50.9k
≋liquidity $
$67.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0297 · σ=0.0128 · range [0.0065, 0.0495] · R²=0.557▲ RISING +361.54%σ EXTREME 43.06%LAST 0.03000.04950.03870.02800.01730.0065μ = 0.0297max 0.0495min 0.0065dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 3.00¢
NO price · CLOB mid
n=25 · μ=0.9703 · σ=0.0128 · range [0.9505, 0.9935] · R²=0.557▼ FALLING -2.37%σ NORMAL 1.32%LAST 0.97000.99350.98280.97200.96130.9505μ = 0.9703max 0.9935min 0.9505dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0010 · σ=0.0056 · skew=-0.28 (symmetric) · kurt=-0.32 (mesokurtic)864201-1.13ppbin -1.13pp · n=1 · 12.5% peakbin -1.13pp · n=1 · 12.5% peak1-0.88ppbin -0.88pp · n=1 · 12.5% peakbin -0.88pp · n=1 · 12.5% peak2-0.64ppbin -0.64pp · n=2 · 25.0% peakbin -0.64pp · n=2 · 25.0% peak2-0.39ppbin -0.39pp · n=2 · 25.0% peakbin -0.39pp · n=2 · 25.0% peak1-0.15ppbin -0.15pp · n=1 · 12.5% peakbin -0.15pp · n=1 · 12.5% peak80.10ppbin 0.10pp · n=8 · 100.0% peakbin 0.10pp · n=8 · 100.0% peak30.34ppbin 0.34pp · n=3 · 37.5% peakbin 0.34pp · n=3 · 37.5% peak30.59ppbin 0.59pp · n=3 · 37.5% peakbin 0.59pp · n=3 · 37.5% peak10.83ppbin 0.83pp · n=1 · 12.5% peakbin 0.83pp · n=1 · 12.5% peak21.08ppbin 1.08pp · n=2 · 25.0% peakbin 1.08pp · n=2 · 25.0% 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=-0.26 · kurt=0.03 · near 21 / mid 3 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER TAIL NORMALLOWER TAIL NORMAL-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=25LEFT-SKEWED (G₁=-0.52)
μ MEAN2.97¢95% CI: [2.47¢, 3.48¢]
σ STD DEV1.28ppσ² = 1.640 · CV = 43.06%
med MEDIAN3.15¢Q₁ 2.45¢ · Q₃ 3.70¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.30pp · IQR 1.25pp (1.349σ→1.73pp)
min 0.65¢Q₁ 2.45¢med 3.15¢Q₃ 3.70¢max 4.95¢μ
SKEWNESS · G₁-0.523left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.925mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRdiverges from normalratio = 1.38
range ↔ σconcentrated (range < 4σ)range / σ = 3.36
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR+0.015within white-noise band
ρ(2) AUTOCORR+0.044lag-2 not significant
H · HURST EXPONENT0.884strongly persistent
OLS TREND · t-STAT+5.380significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.884
H = 0.884STRONGLY 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+0.015k=2+0.044k=3+0.013k=4-0.128k=5-0.2270+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|=5.38)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.78very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.38)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 ID2475900
SLUGelon-musk-of-tweets-june-12-june-19-80-99
CATEGORYElon Musk # tweets June 12 - June 19, 2026?
TWO-SIDED PRICINGFAVOURS NO (97¢)
PRIMARY · YES3.00¢implied prob 3.00% · decimal odds 33.33×
COUNTER · NO97.00¢implied prob 97.00% · decimal odds 1.03×
3.00¢
97.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME50.87k USD 24h
LIQUIDITY67.94k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (97¢)|primary − counter| = 0.940 · entropy 0.194 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 3.0%NO 97.0%YES p̂3.0%H = 0.194 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES33.33×(3¢)NO1.03×(97¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.194 bits (19% 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
4.87 days·θ = 6.273 pp/day
YES →$1.00(P = 3.0%)
NO →$0.00(P = 97.0%)
current: $0.0300 · expected return per side: $0.97 on YES hit · $0.03 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.4dRESOLVESP projection · σ=1.28% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 6.273 pp/day
now4.87d left
6.273 pp/day×1.00
−25%3.65d left
7.244 pp/day×1.15
−50%2.43d left
8.872 pp/day×1.41
−75%1.22d left
12.547 pp/day×2.00
−90%11.68h left
19.838 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 1.20% · worst -1.25% · typical |Δ| 0.44%BULLISH SESSION +2.35%BEST+1.20%18hWORST-1.25%13hTYPICAL |Δ|0.44%mean absoluteCUMULATIVE+2.35%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.33% · Σ +2.30%EUROPE · 08-16 UTCμ +0.04% · Σ +0.35%US · 16-24 UTCμ -0.04% · Σ -0.30%CUMULATIVE Δ PATH · final +2.35%+4.30%0.00%0.10% · 1h0.10% · 1h0.10%1h0.10% · 2h0.10% · 2h0.10%2h0.10% · 3h0.10% · 3h0.10%3h0.30% · 4h0.30% · 4h0.30%4h0.30% · 5h0.30% · 5h0.30%5h0.90% · 6h0.90% · 6h0.90%6h0.50% · 7h0.50% · 7h0.50%7h0.10% · 8h0.10% · 8h0.10%8h0.50% · 9h0.50% · 9h0.50%9h0.10% · 10h0.10% · 10h0.10%10h0.30% · 11h0.30% · 11h0.30%11h1.00% · 12h1.00% · 12h1.00%12h-1.25% · 13h-1.25% · 13h-1.25%13h▼ WORST-0.55% · 14h-0.55% · 14h-0.55%14h0.15% · 15h0.15% · 15h0.15%15h0.15% · 16h0.15% · 16h0.15%16h-0.40% · 17h-0.40% · 17h-0.40%17h1.20% · 18h1.20% · 18h1.20%18h★ BEST-0.20% · 19h-0.20% · 19h-0.20%19h0.70% · 20h0.70% · 20h0.70%20h-0.30% · 21h-0.30% · 21h-0.30%21h-0.80% · 22h-0.80% · 22h-0.80%22h-0.65% · 23h-0.65% · 23h-0.65%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+2.30%)RUNSup max 12 · down max 3BREADTH67% up · 29% down · 4% flat
16 up bars · 7 down · best 1.20% · worst -1.25% · typical |Δ| 0.444%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +2.34% · SHALLOW DDFINAL+2.34%MAX DD-1.96%RECOVERYONGOING · 12 barsMAX RUN-UP+4.38%UNDERWATER12/25 (48%)STREAK▬ 0EQUITY CURVE · end 1.0234 · peak 1.0438 · range [1.0000, 1.0438]1.04381.0000break-even = 1★ PEAK 1.0438UNDERWATER DRAWDOWN · max -1.96% · moderate0%-1.96%▼ TROUGH -1.96%TOP DRAWDOWN PERIODS · 1 total#1 -1.96%bar 14-25 · 12 bars · ONGOINGDD SEVERITYmoderate (max -1.96%)RECOVERYongoing · 12 barsTIME UNDER WATER48% of session · 12/25 bars
final equity 1.0234 (2.34%) · max DD -1.96% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −6 (68% positive) · μ=44.85 · σ=60.85PROFITABLE STRATEGYLAST -36.56 (-1.34σ vs μ)148.4374.210.00-74.21-148.43μ = 44.8590.6290.62113.97113.97113.97113.97148.43148.43123.43123.43123.43123.43115.67115.6715.5515.551.951.95-5.05-5.05-4.03-4.03-18.32-18.32-13.19-13.198.708.7042.2142.2128.2128.214.134.13-0.99-0.99-36.56-36.56v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -36.562 · range [-36.56, 148.43] · μ 44.849 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=52.9841 · σ=20.4926 · range [25.5750, 77.5012] · R²=0.488▲ RISING +72.12%σ EXTREME 38.68%LAST 49.914877.501264.519751.538138.556525.5750μ = 52.9841max 77.5012min 25.5750dataMA(3)OLS R²=0.49μ lineμ ± σ bandmaxmin
latest 49.91% · range [25.57%, 77.50%] · μ 52.98% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.159 · σ=0.265MEAN-REVERSIONLAST 0.104 (+1.00σ vs μ)0.7000.3500.000-0.350-0.700μ = -0.1590.1670.1670.2840.2840.0490.049-0.155-0.155-0.196-0.196-0.022-0.022-0.194-0.194-0.379-0.379-0.058-0.058-0.113-0.113-0.115-0.115-0.317-0.317-0.001-0.001-0.461-0.461-0.668-0.668-0.700-0.700-0.308-0.3080.0530.0530.1040.104v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.104 · |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
0.4230
p-VALUE (log scale)
0.8094
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
2.2683
p-VALUE (log scale)
0.8127
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
-1.9407
p-VALUE (log scale)
0.3235
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
-1.3926
p-VALUE (log scale)
0.1637
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6230
p-VALUE (log scale)
0.0205
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
0.3728
p-VALUE (log scale)
0.7093
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.113 ≈ 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=3.45e-5 · top T=3.00h (18.1%) · top-3 cover 49.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.5e-55.6e-53.7e-51.9e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.20e-5 · 7.7% energyperiod 24.0 · power 3.20e-5 · 7.7% energyperiod 12.0 · power 6.10e-5 · 14.7% energyperiod 12.0 · power 6.10e-5 · 14.7% energyperiod 8.0 · power 4.10e-5 · 9.9% energyperiod 8.0 · power 4.10e-5 · 9.9% energyperiod 6.0 · power 1.60e-5 · 3.9% energyperiod 6.0 · power 1.60e-5 · 3.9% energyperiod 4.8 · power 3.59e-5 · 8.7% energyperiod 4.8 · power 3.59e-5 · 8.7% energyperiod 4.0 · power 1.36e-5 · 3.3% energyperiod 4.0 · power 1.36e-5 · 3.3% energyperiod 3.4 · power 1.11e-5 · 2.7% energyperiod 3.4 · power 1.11e-5 · 2.7% energyperiod 3.0 · power 7.49e-5 · 18.1% energyperiod 3.0 · power 7.49e-5 · 18.1% energyperiod 2.7 · power 3.09e-5 · 7.5% energyperiod 2.7 · power 3.09e-5 · 7.5% energyperiod 2.4 · power 3.75e-6 · 0.9% energyperiod 2.4 · power 3.75e-6 · 0.9% energyperiod 2.2 · power 2.55e-5 · 6.2% energyperiod 2.2 · power 2.55e-5 · 6.2% energyperiod 2.0 · power 6.83e-5 · 16.5% energyperiod 2.0 · power 6.83e-5 · 16.5% energy50% by T=3.4h#1 dominantT=3.00h#2T=2.00h#3T=12.00hT=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 ≈ 3.00h (freq 0.333) · concentrates 18.1% of total energy · Σ|X̂|²/n = 4.138e-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 0.575pp · expected |Δp| over horizon 6.21ppterminal variance p(1−p) = 0.0291 · n = 25⚠ low confidence · n < 100
μ per bar
+0.098pp
average Δp · drift
σ per bar
0.575pp
one-bar volatility · logit-free
Per-day movedaily
2.81pp
σ × √24
Per-horizon move5d
6.21pp
σ × √116.7765286111111
Terminal variancebinary
0.0291
p(1−p) at resolution
Current pricep
3.0¢
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 0.88pp · ES₉₅ 1.12pp · method empirical · drift-correcteddrift +0.098pp/bar · quantised: no · median step 0.15pp · unique ratio 0.88⊘ disabled · n < 30
VaR 95%
0.88pp
5th percentile of Δp
ES 95%
1.12pp
mean of the tail
Max drawdown
39.4pp
peak 5.0¢ → trough 3.0¢
Median step
0.15pp
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
3.0%
= price
Decimal oddsEU
33.333
total return per $1
AmericanUS
+3233
$100 wins $3233
FractionalUK
32.33 / 1
profit per $1 risked
Profit per $100stake
+$3233.33
clean dollar framing
-1000-5000+500+1000020406080100you · 3.0%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)
0.194 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.194 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.06 bit
self-information
Surprise · NO−log₂(1−p)
0.04 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
13097248242537688853039655365928483769603541669729846963166826865335308258887
NO token ID
17314472803879061651149492351548301674987472424855556694844217777060707837657
Snapshot fetched
2026-06-14 19:13:24 UTC
Snapshot age
10ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:13:24 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
71eed206fc933d2e08b277457e8dd2c603e1d50c875d592e43111e77dcaaefc5 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.5¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,781.5HL PERPETH-USD perpetual$1,664.25HL PERPHYPE-USD perpetual$60.57

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
0.030000
(best bid + best ask) / 2
Spread
666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.787
ask-heavy
Imbalance (top-5)
+0.845
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-19-80-99/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.08019116730.37bp0.15000036FILLED
BUY$10.00K0.22726065753.35bp0.29900059FILLED
BUY$100.00K0.608478192826.16bp0.92000085FILLED
SELL$1.00K0.0053158228.50bp0.00100015PARTIAL
SELL$10.00K0.0053158228.50bp0.00100015PARTIAL
SELL$100.00K0.0053158228.50bp0.00100015PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.180408
Mean return (annualised)
—
μ per bar = 0.063725
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
39.39%
peak 0.05 → trough 0.03 over 11 bars

/api/asset/pm-elon-musk-of-tweets-june-12-june-19-80-99/risk · same metrics, JSON