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

Will Elon Musk post 65-89 tweets from June 13 to June 15, 2026?

YES · live
1.8¢
NO · live
98.3¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-13-june-15-65-89 · 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-15-65-89/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH18ms⏱--:--:-- 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
1.8¢
NO · live
98.3¢
YES price · live 24h
n=25 · μ=0.0502 · σ=0.0376 · range [0.0135, 0.1550] · R²=0.779▼ FALLING -89.03%σ EXTREME 74.90%LAST 0.01700.15500.11960.08430.04890.0135μ = 0.0502max 0.1550min 0.0135dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.70¢
YES / NO split · live
YES 1.8%NO 98.3%NO98.3%98.25¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.127 / 1.00 bits (13%) · informative — one side favoured
YES
1.8%1.8¢57.14×▬ +0.00pp
NO
98.3%98.3¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,950 · μ=81.3 · σ=70.7 · CV=0.87BURSTYcumulative energy ↗ · 50% by h=7063125188250μ = 8125050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1950bp moved · peak 250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
18ms
▲YES mid
1.75¢ (1.75%)
▼NO mid
98.25¢ (98.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$48.9k
≋liquidity $
$22.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0502 · σ=0.0376 · range [0.0135, 0.1550] · R²=0.779▼ FALLING -89.03%σ EXTREME 74.90%LAST 0.01700.15500.11960.08430.04890.0135μ = 0.0502max 0.1550min 0.0135dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.70¢
NO price · CLOB mid
n=25 · μ=0.9497 · σ=0.0376 · range [0.8450, 0.9865] · R²=0.778▲ RISING +16.33%σ NORMAL 3.96%LAST 0.98300.98650.95110.91580.88040.8450μ = 0.9497max 0.9865min 0.8450dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.30¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0052 · σ=0.0086 · skew=-0.52 (left-skewed) · kurt=-0.24 (mesokurtic)543102-2.33ppbin -2.33pp · n=2 · 40.0% peakbin -2.33pp · n=2 · 40.0% peak1-1.98ppbin -1.98pp · n=1 · 20.0% peakbin -1.98pp · n=1 · 20.0% peak-1.63pp1-1.28ppbin -1.28pp · n=1 · 20.0% peakbin -1.28pp · n=1 · 20.0% peak5-0.93ppbin -0.93pp · n=5 · 100.0% peakbin -0.93pp · n=5 · 100.0% peak4-0.58ppbin -0.58pp · n=4 · 80.0% peakbin -0.58pp · n=4 · 80.0% peak3-0.23ppbin -0.23pp · n=3 · 60.0% peakbin -0.23pp · n=3 · 60.0% peak40.12ppbin 0.12pp · n=4 · 80.0% peakbin 0.12pp · n=4 · 80.0% peak20.48ppbin 0.48pp · n=2 · 40.0% peakbin 0.48pp · n=2 · 40.0% peak20.83ppbin 0.83pp · n=2 · 40.0% peakbin 0.83pp · n=2 · 40.0% 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=-0.44 · kurt=-0.10 · near 21 / mid 3 / far 0 · OLS slope=1.00 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25STRONGLY RIGHT-SKEWED (G₁=1.27)
μ MEAN5.02¢95% CI: [3.55¢, 6.50¢]
σ STD DEV3.76ppσ² = 14.162 · CV = 74.90%
med MEDIAN3.50¢Q₁ 2.45¢ · Q₃ 6.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 14.15pp · IQR 4.05pp (1.349σ→5.08pp)
min 1.35¢Q₁ 2.45¢med 3.50¢Q₃ 6.50¢max 15.50¢μ
SKEWNESS · G₁1.271right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.677mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.40
σ × 1.349 ↔ IQRdiverges from normalratio = 1.25
range ↔ σconcentrated (range < 4σ)range / σ = 3.76
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.350within white-noise band
ρ(2) AUTOCORR+0.103lag-2 not significant
H · HURST EXPONENT0.977strongly persistent
OLS TREND · t-STAT-9.002significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.977
H = 0.977STRONGLY 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+0.350k=2+0.103k=3-0.019k=4+0.214k=5+0.3300+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|=9.00)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=9.00)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 ID2506611
SLUGelon-musk-of-tweets-june-13-june-15-65-89
CATEGORYElon Musk # tweets June 13 - June 15, 2026?
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES1.75¢implied prob 1.75% · decimal odds 57.14×
COUNTER · NO98.25¢implied prob 98.25% · decimal odds 1.02×
1.75¢
98.25¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME48.94k USD 24h
LIQUIDITY22.78k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.965 · entropy 0.127 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 1.8%NO 98.3%YES p̂1.8%H = 0.127 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES57.14×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.127 bits (13% 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 · HIGHresolves 2026-06-15 16:00 UTC
0days
20hrs
46min
20.8 hours·θ = 18.436 pp/day
YES →$1.00(P = 1.8%)
NO →$0.00(P = 98.3%)
current: $0.0175 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+10.4hRESOLVESP projection · σ=3.76% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 18.436 pp/day
now20.78h left
18.436 pp/day×1.00
−25%15.58h left
21.288 pp/day×1.15
−50%10.39h left
26.072 pp/day×1.41
−75%5.19h left
36.872 pp/day×2.00
−90%2.08h left
58.299 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 1.00% · worst -2.50% · typical |Δ| 0.81%BEARISH SESSION -13.80%BEST+1.00%10hWORST-2.50%2hTYPICAL |Δ|0.81%mean absoluteCUMULATIVE-13.80%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -1.57% · Σ -11.00%EUROPE · 08-16 UTCμ -0.15% · Σ -1.20%US · 16-24 UTCμ -0.19% · Σ -1.55%CUMULATIVE Δ PATH · final -13.80%+0.00%-14.15%-2.50% · 1h-2.50% · 1h-2.50%1h-2.50% · 2h-2.50% · 2h-2.50%2h▼ WORST-1.00% · 3h-1.00% · 3h-1.00%3h-1.00% · 4h-1.00% · 4h-1.00%4h-1.00% · 5h-1.00% · 5h-1.00%5h-1.00% · 6h-1.00% · 6h-1.00%6h-2.00% · 7h-2.00% · 7h-2.00%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h1.00% · 10h1.00% · 10h1.00%10h★ BEST-1.30% · 11h-1.30% · 11h-1.30%11h-0.70% · 12h-0.70% · 12h-0.70%12h-0.65% · 13h-0.65% · 13h-0.65%13h-0.40% · 14h-0.40% · 14h-0.40%14h0.85% · 15h0.85% · 15h0.85%15h-0.55% · 16h-0.55% · 16h-0.55%16h-0.20% · 17h-0.20% · 17h-0.20%17h-0.10% · 18h-0.10% · 18h-0.10%18h0.60% · 19h0.60% · 19h0.60%19h-0.70% · 20h-0.70% · 20h-0.70%20h-1.00% · 21h-1.00% · 21h-1.00%21h0.00% · 22h0.00% · 22h·22h0.40% · 23h0.40% · 23h0.40%23h-0.05% · 24h-0.05% · 24h-0.05%24hTIME PATTERNEurope-led (+-1.20%)RUNSup max 1 · down max 7BREADTH17% up · 71% down · 13% flat
4 up bars · 17 down · best 1.00% · worst -2.50% · typical |Δ| 0.813%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -13.01%FINAL-13.01%MAX DD-13.31%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↘ 1EQUITY CURVE · end 0.8699 · peak 1.0000 · range [0.8669, 1.0000]1.00000.8669break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -13.31% · significant0%-13.31%▼ TROUGH -13.31%TOP DRAWDOWN PERIODS · 1 total#1 -13.31%bar 2-25 · 24 bars · ONGOINGDD SEVERITYsignificant (max -13.31%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.8699 (-13.01%) · max DD -13.31% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −18 (5% positive) · μ=-59.27 · σ=57.56UNPROFITABLE STRATEGYLAST -18.89 (+0.70σ vs μ)199.5199.760.00-99.76-199.51μ = -59.27-181.25-181.25-199.51-199.51-147.99-147.99-103.61-103.61-44.62-44.62-47.49-47.49-43.91-43.91-32.43-32.43-40.86-40.86-20.32-20.32-60.34-60.34-44.35-44.35-30.17-30.175.545.54-2.52-2.52-54.31-54.31-38.93-38.93-20.17-20.17-18.89-18.89v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -18.886 · range [-199.51, 5.54] · μ -59.270 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=68.4607 · σ=16.7862 · range [50.8135, 101.4544] · R²=0.286▼ FALLING -20.03%σ EXTREME 24.52%LAST 57.9797101.454488.794276.134063.473750.8135μ = 68.4607max 101.4544min 50.8135dataMA(3)OLS R²=0.29μ lineμ ± σ bandmaxmin
latest 57.98% · range [50.81%, 101.45%] · μ 68.46% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.089 · σ=0.230MEAN-REVERSIONLAST 0.043 (+0.57σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.0890.4170.417-0.079-0.079-0.500-0.500-0.010-0.0100.2270.227-0.026-0.026-0.139-0.139-0.091-0.091-0.116-0.116-0.157-0.1570.0770.077-0.157-0.157-0.340-0.340-0.465-0.465-0.427-0.4270.0730.073-0.060-0.0600.0290.0290.0430.043v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.043 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.9184
p-VALUE (log scale)
0.6318
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
8.6451
p-VALUE (log scale)
0.1229
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-5.5782
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.1443
p-VALUE (log scale)
0.2525
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
0.8032
p-VALUE (log scale)
0.0070
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
0.9006
p-VALUE (log scale)
0.3678
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.274 ≈ 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=8.15e-5 · top T=4.80h (30.2%) · top-3 cover 64.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.0e-42.2e-41.5e-47.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.29e-4 · 23.4% energyperiod 24.0 · power 2.29e-4 · 23.4% energyperiod 12.0 · power 7.89e-5 · 8.1% energyperiod 12.0 · power 7.89e-5 · 8.1% energyperiod 8.0 · power 2.82e-5 · 2.9% energyperiod 8.0 · power 2.82e-5 · 2.9% energyperiod 6.0 · power 1.10e-4 · 11.3% energyperiod 6.0 · power 1.10e-4 · 11.3% energyperiod 4.8 · power 2.95e-4 · 30.2% energyperiod 4.8 · power 2.95e-4 · 30.2% energyperiod 4.0 · power 3.50e-5 · 3.6% energyperiod 4.0 · power 3.50e-5 · 3.6% energyperiod 3.4 · power 2.12e-5 · 2.2% energyperiod 3.4 · power 2.12e-5 · 2.2% energyperiod 3.0 · power 2.51e-5 · 2.6% energyperiod 3.0 · power 2.51e-5 · 2.6% energyperiod 2.7 · power 6.71e-6 · 0.7% energyperiod 2.7 · power 6.71e-6 · 0.7% energyperiod 2.4 · power 7.78e-5 · 8.0% energyperiod 2.4 · power 7.78e-5 · 8.0% energyperiod 2.2 · power 5.66e-5 · 5.8% energyperiod 2.2 · power 5.66e-5 · 5.8% energyperiod 2.0 · power 1.35e-5 · 1.4% energyperiod 2.0 · power 1.35e-5 · 1.4% energy50% by T=4.8h#1 dominantT=4.80h#2T=24.00h#3T=6.00hT=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 ≈ 4.80h (freq 0.208) · concentrates 30.2% of total energy · Σ|X̂|²/n = 9.775e-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 0.9 d · σ/bar 0.919pp · expected |Δp| over horizon 4.19ppterminal variance p(1−p) = 0.0167 · n = 25⚠ low confidence · n < 100
μ per bar
-0.575pp
average Δp · drift
σ per bar
0.919pp
one-bar volatility · logit-free
Per-day movedaily
4.50pp
σ × √24
Per-horizon move1d
4.19pp
σ × √20.77705138888889
Terminal variancebinary
0.0167
p(1−p) at resolution
Current pricep
1.7¢
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 2.09pp · ES₉₅ 2.47pp · method parametric · drift-correcteddrift -0.575pp/bar · quantised: yes · median step 0.60pp · unique ratio 0.84⊘ disabled · n < 30
VaR 95%
2.09pp
1.645·σ (parametric) of Δp
ES 95%
2.47pp
mean of the tail
Max drawdown
91.3pp
peak 15.5¢ → trough 1.4¢
Median step
0.60pp
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
1.8%
= price
Decimal oddsEU
57.143
total return per $1
AmericanUS
+5614
$100 wins $5614
FractionalUK
56.14 / 1
profit per $1 risked
Profit per $100stake
+$5614.29
clean dollar framing
-1000-5000+500+1000020406080100you · 1.8%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)
0.127 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.127 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.84 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
105641905835299104459047817633334674191335447674370742557537291253712674139313
NO token ID
97337390511594097928900563096167540297729647602512807863864501521025499567811
Snapshot fetched
2026-06-14 19:13:22 UTC
Snapshot age
18ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:13:22 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e0087593e52abf773b1eac31c2ce142eac2d5f913ef25437fb050a6b4b164cbc · 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$63,782HL PERPETH-USD perpetual$1,664.2HL PERPHYPE-USD perpetual$60.56

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
0.017000
(best bid + best ask) / 2
Spread
2352.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.275
bid-heavy
Imbalance (top-5)
+0.053
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-13-june-15-65-89/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.08115537737.96bp0.20000030FILLED
BUY$10.00K0.336979188222.90bp0.93000066FILLED
BUY$100.00K0.735849422852.28bp0.99900077PARTIAL
SELL$1.00K0.0033288042.22bp0.00100014PARTIAL
SELL$10.00K0.0033288042.22bp0.00100014PARTIAL
SELL$100.00K0.0033288042.22bp0.00100014PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.197674
Mean return (annualised)
—
μ per bar = -0.092092
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
91.29%
peak 0.15 → trough 0.01 over 21 bars

/api/asset/pm-elon-musk-of-tweets-june-13-june-15-65-89/risk · same metrics, JSON