POLYMARKET · PREDICTION MARKET · ELON MUSK # TWEETS JUNE 13 - JUNE 15, 2026?

Will Elon Musk post <40 tweets from June 13 to June 15, 2026?

YES · live
68.5¢
NO · live
31.5¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-13-june-15-0-39 · 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-13-june-15-0-39/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH5ms--:--:-- 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
68.5¢
NO · live
31.5¢
YES price · live 24h
n=25 · μ=0.5854 · σ=0.1392 · range [0.3050, 0.7450] · R²=0.729 RISING +127.87%σ EXTREME 23.78%LAST 0.69500.74500.63500.52500.41500.3050μ = 0.5854max 0.7450min 0.3050dataMA(5)OLS R²=0.73μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 69.50¢
YES / NO split · live
YES 68.5%NO 31.5%YES68.5%68.50¢ · odds 1/1.46
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.899 / 1.00 bits (90%) · high uncertainty
YES
68.5%68.5¢1.46× +0.00pp
NO
31.5%31.5¢3.17× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=7,400 · μ=308.3 · σ=307.0 · CV=1.00BURSTYcumulative energy ↗ · 50% by h=1003256509751,300μ = 3081,30050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 7400bp moved · peak 1300bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
5ms
YES mid
68.50¢ (68.50%)
NO mid
31.50¢ (31.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$65.8k
liquidity $
$14.0k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5854 · σ=0.1392 · range [0.3050, 0.7450] · R²=0.729 RISING +127.87%σ EXTREME 23.78%LAST 0.69500.74500.63500.52500.41500.3050μ = 0.5854max 0.7450min 0.3050dataMA(5)OLS R²=0.73μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 69.50¢
NO price · CLOB mid
n=25 · μ=0.4146 · σ=0.1392 · range [0.2550, 0.6950] · R²=0.729 FALLING -56.12%σ EXTREME 33.58%LAST 0.30500.69500.58500.47500.36500.2550μ = 0.4146max 0.6950min 0.2550dataMA(5)OLS R²=0.73μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 30.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0158 · σ=0.0396 · skew=0.29 (symmetric) · kurt=0.71 (mesokurtic)754202-6.00ppbin -6.00pp · n=2 · 28.6% peakbin -6.00pp · n=2 · 28.6% peak1-4.00ppbin -4.00pp · n=1 · 14.3% peakbin -4.00pp · n=1 · 14.3% peak1-2.00ppbin -2.00pp · n=1 · 14.3% peakbin -2.00pp · n=1 · 14.3% peak70.00ppbin 0.00pp · n=7 · 100.0% peakbin 0.00pp · n=7 · 100.0% peak52.00ppbin 2.00pp · n=5 · 71.4% peakbin 2.00pp · n=5 · 71.4% peak54.00ppbin 4.00pp · n=5 · 71.4% peakbin 4.00pp · n=5 · 71.4% peak16.00ppbin 6.00pp · n=1 · 14.3% peakbin 6.00pp · n=1 · 14.3% peak18.00ppbin 8.00pp · n=1 · 14.3% peakbin 8.00pp · n=1 · 14.3% peak10.00pp112.00ppbin 12.00pp · n=1 · 14.3% peakbin 12.00pp · n=1 · 14.3% 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=0.35 · kurt=1.53 · near 18 / mid 6 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALUPPER 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=-0.89)
μ MEAN58.54¢95% CI: [53.08¢, 64.00¢]
σ STD DEV13.92ppσ² = 193.832 · CV = 23.78%
med MEDIAN64.50¢Q₁ 44.50¢ · Q₃ 68.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 30.50¢Q₁ 44.50¢med 64.50¢Q₃ 68.50¢max 74.50¢μ
SKEWNESS · G₁-0.894left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.817mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.43
σ × 1.349 ↔ IQRdiverges from normalratio = 0.78
range ↔ σconcentrated (range < 4σ)range / σ = 3.16
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-0.068within white-noise band
ρ(2) AUTOCORR+0.217lag-2 not significant
H · HURST EXPONENT0.866strongly persistent
OLS TREND · t-STAT+7.856significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.866STRONGLY 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=1-0.068k=2+0.217k=3-0.064k=4+0.096k=5-0.0340+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 CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.80very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.86)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 ID2506601
SLUGelon-musk-of-tweets-june-13-june-15-0-39
CATEGORYElon Musk # tweets June 13 - June 15, 2026?
TWO-SIDED PRICING
PRIMARY · YES68.50¢implied prob 68.50% · decimal odds 1.46×
COUNTER · NO31.50¢implied prob 31.50% · decimal odds 3.17×
68.50¢
31.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME65.80k USD 24h
LIQUIDITY14.05k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (69¢)|primary − counter| = 0.370 · entropy 0.899 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 68.5%NO 31.5%YES68.5%H = 0.899 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.46×(69¢)NO3.17×(32¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.899 bits (90% of max) · high uncertainty
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 · HIGHresolves 2026-06-15 16:00 UTC
0days
20hrs
46min
YES$1.00(P = 68.5%)
NO$0.00(P = 31.5%)
current: $0.6850 · expected return per side: $0.31 on YES hit · $0.69 on NO hit
0%25%50%75%100%YES $1NO $0NOW+10.4hRESOLVESP projection · σ=13.92% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 68.205 pp/day
now20.77h left
68.205 pp/day×1.00
−25%15.58h left
78.757 pp/day×1.15
−50%10.39h left
96.457 pp/day×1.41
−75%5.19h left
136.411 pp/day×2.00
−90%2.08h left
215.684 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 13.00% · worst -7.00% · typical |Δ| 3.08%BULLISH SESSION +39.00%BEST+13.00%7hWORST-7.00%21hTYPICAL |Δ|3.08%mean absoluteCUMULATIVE+39.00%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ +3.86% · Σ +27.00%EUROPE · 08-16 UTCμ +0.81% · Σ +6.50%US · 16-24 UTCμ +0.56% · Σ +4.50%CUMULATIVE Δ PATH · final +39.00%+44.00%0.00%0.00% · 1h0.00% · 1h·1h4.00% · 2h4.00% · 2h4.00%2h5.50% · 3h5.50% · 3h5.50%3h0.50% · 4h0.50% · 4h0.50%4h4.00% · 5h4.00% · 5h4.00%5h0.00% · 6h0.00% · 6h·6h13.00% · 7h13.00% · 7h13.00%7h★ BEST2.00% · 8h2.00% · 8h2.00%8h7.00% · 9h7.00% · 9h7.00%9h-1.00% · 10h-1.00% · 10h-1.00%10h4.00% · 11h4.00% · 11h4.00%11h0.00% · 12h0.00% · 12h·12h-6.00% · 13h-6.00% · 13h-6.00%13h1.00% · 14h1.00% · 14h1.00%14h-0.50% · 15h-0.50% · 15h-0.50%15h2.50% · 16h2.50% · 16h2.50%16h1.50% · 17h1.50% · 17h1.50%17h1.50% · 18h1.50% · 18h1.50%18h0.50% · 19h0.50% · 19h0.50%19h4.50% · 20h4.50% · 20h4.50%20h-7.00% · 21h-7.00% · 21h-7.00%21h▼ WORST-3.00% · 22h-3.00% · 22h-3.00%22h4.00% · 23h4.00% · 23h4.00%23h1.00% · 24h1.00% · 24h1.00%24hTIME PATTERNAsia-led (+27.00%)RUNSup max 5 · down max 2BREADTH67% up · 21% down · 13% flat
16 up bars · 5 down · best 13.00% · worst -7.00% · typical |Δ| 3.083%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +44.56%FINAL+44.56%MAX DD-9.79%RECOVERYONGOING · 4 barsMAX RUN-UP+52.56%UNDERWATER11/25 (44%)STREAK↗ 2EQUITY CURVE · end 1.4456 · peak 1.5256 · range [1.0000, 1.5256]1.52561.0000break-even = 1★ PEAK 1.5256UNDERWATER DRAWDOWN · max -9.79% · significant0%-9.79%▼ TROUGH -9.79%TOP DRAWDOWN PERIODS · 3 total#1 -9.79%bar 22-25 · 4 bars · ONGOING#2 -6.00%bar 14-19 · 6 bars · recovered#3 -1.00%bar 11-11 · 1 bars · recoveredDD SEVERITYsignificant (max -9.79%)RECOVERYongoing · 4 barsTIME UNDER WATER44% of session · 11/25 bars
final equity 1.4456 (44.56%) · max DD -9.79% · time-under-water 11/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −3 (74% positive) · μ=41.62 · σ=42.82PROFITABLE STRATEGYLAST 0.00 (-0.97σ vs μ)99.3549.670.00-49.67-99.35μ = 41.6289.4189.4189.8089.8081.2081.2083.9683.9675.1075.1075.1075.1075.1075.1020.9320.9317.5417.54-11.95-11.954.534.53-7.77-7.770.000.0099.3599.3590.5790.5713.8013.80-7.69-7.691.771.770.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-11.95, 99.35] · μ 41.617 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=363.0416 · σ=112.0916 · range [95.5249, 486.0329] · R²=0.110 RISING +78.92%σ EXTREME 30.88%LAST 409.0428486.0329388.4059290.7789193.151995.5249μ = 363.0416max 486.0329min 95.5249dataMA(3)OLS R²=0.11μ lineμ ± σ bandmaxmin
latest 409.04% · range [95.52%, 486.03%] · μ 363.04% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.279 · σ=0.172MEAN-REVERSIONLAST -0.170 (+0.63σ vs μ)0.5640.2820.000-0.282-0.564μ = -0.279-0.381-0.381-0.350-0.350-0.516-0.516-0.507-0.507-0.564-0.564-0.563-0.563-0.285-0.285-0.080-0.080-0.154-0.154-0.208-0.208-0.116-0.116-0.106-0.106-0.036-0.036-0.305-0.305-0.339-0.339-0.352-0.352-0.067-0.067-0.197-0.197-0.170-0.170v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.170 · |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
5.3939
p-VALUE (log scale)
0.0674
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
1.9124
p-VALUE (log scale)
0.8620
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
-2.1031
p-VALUE (log scale)
0.2529
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
0.2399
p-VALUE (log scale)
0.8104
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7438
p-VALUE (log scale)
0.0097
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
0.4881
p-VALUE (log scale)
0.6254
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.149 ≈ 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=1.62e-3 · top T=2.18h (23.9%) · top-3 cover 56.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.6e-33.5e-32.3e-31.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.10e-3 · 16.0% energyperiod 24.0 · power 3.10e-3 · 16.0% energyperiod 12.0 · power 1.59e-3 · 8.2% energyperiod 12.0 · power 1.59e-3 · 8.2% energyperiod 8.0 · power 2.12e-3 · 10.9% energyperiod 8.0 · power 2.12e-3 · 10.9% energyperiod 6.0 · power 1.64e-4 · 0.8% energyperiod 6.0 · power 1.64e-4 · 0.8% energyperiod 4.8 · power 1.86e-5 · 0.1% energyperiod 4.8 · power 1.86e-5 · 0.1% energyperiod 4.0 · power 3.30e-3 · 17.0% energyperiod 4.0 · power 3.30e-3 · 17.0% energyperiod 3.4 · power 3.99e-4 · 2.1% energyperiod 3.4 · power 3.99e-4 · 2.1% energyperiod 3.0 · power 1.35e-3 · 7.0% energyperiod 3.0 · power 1.35e-3 · 7.0% energyperiod 2.7 · power 1.14e-3 · 5.9% energyperiod 2.7 · power 1.14e-3 · 5.9% energyperiod 2.4 · power 8.97e-4 · 4.6% energyperiod 2.4 · power 8.97e-4 · 4.6% energyperiod 2.2 · power 4.65e-3 · 23.9% energyperiod 2.2 · power 4.65e-3 · 23.9% energyperiod 2.0 · power 7.04e-4 · 3.6% energyperiod 2.0 · power 7.04e-4 · 3.6% energy50% by T=4.0h#1 dominantT=2.18h#2T=4.00h#3T=24.00hT=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 ≈ 2.18h (freq 0.458) · concentrates 23.9% of total energy · Σ|X̂|²/n = 1.943e-2

§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 0.9 d · σ/bar 4.073pp · expected |Δp| over horizon 18.56ppterminal variance p(1−p) = 0.2120 · n = 25low confidence · n < 100
μ per bar
+1.625pp
average Δp · drift
σ per bar
4.073pp
one-bar volatility · logit-free
Per-day movedaily
19.96pp
σ × √24
Per-horizon move1d
18.56pp
σ × √20.7718875
Terminal variancebinary
0.2120
p(1−p) at resolution
Current pricep
69.5¢
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 5.08pp · ES₉₅ 6.78pp · method parametric · drift-correcteddrift +1.625pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.72disabled · n < 30
VaR 95%
5.08pp
1.645·σ (parametric) of Δp
ES 95%
6.78pp
mean of the tail
Max drawdown
13.4pp
peak 74.5¢ → trough 64.5¢
Median step
1.00pp
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
68.5%
= price
Decimal oddsEU
1.460
total return per $1
AmericanUS
-217
risk $217 to win $100
FractionalUK
0.46 / 1
profit per $1 risked
Profit per $100stake
+$45.99
clean dollar framing
-1000-5000+500+1000020406080100you · 68.5%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)
0.899 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.899 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.55 bit
self-information
Surprise · NO−log₂(1−p)
1.67 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
40354975981462802199415680172417081676580974035558909979490888389372227834435
NO token ID
36628705721402353201997345801805751020353504446095245772875504624499483625157
Snapshot fetched
2026-06-14 19:13:41 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:13:41 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
46af3c7b1d9b136ac2e9a43f3ac0eced3bfd6347f71673b66d791807c406317f · 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 13 - June 15, 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
0.695000
(best bid + best ask) / 2
Spread
143.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.158
ask-heavy
Imbalance (top-5)
-0.647
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-13-june-15-0-39/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.717752327.36bp0.7300004FILLED
BUY$10.00K0.762596972.60bp0.80000011FILLED
BUY$100.00K0.8409112099.44bp0.99000028PARTIAL
SELL$1.00K0.635460856.69bp0.58000011FILLED
SELL$10.00K0.3274905287.91bp0.01000061PARTIAL
SELL$100.00K0.3274905287.91bp0.01000061PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.075546
Mean return (annualised)
μ per bar = 0.034317
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
13.42%
peak 0.74 → trough 0.65 over 2 bars

/api/asset/pm-elon-musk-of-tweets-june-13-june-15-0-39/risk · same metrics, JSON