POLYMARKET · PREDICTION MARKET · ELON MUSK # TWEETS JUNE 16 - JUNE 23, 2026?

Will Elon Musk post 100-119 tweets from June 16 to June 23, 2026?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-16-june-23-100-119 · fresh · feed 5s old
24h sparkline · 60 pts -85.71%
realized vol (ann.)
4.68%
max drawdown
85.71%
sharpe
ulcer index
78.86%
RMS drawdown
pain index
77.02%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
85.71%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
37.3 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-85.71%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -85.71%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-16-june-23-100-119/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4.5s--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0018 · σ=0.0012 · range [0.0005, 0.0045] · R²=0.634 FALLING -80.00%σ EXTREME 67.88%LAST 0.00050.00450.00350.00250.00150.0005μ = 0.0018max 0.0045min 0.0005dataMA(5)OLS R²=0.63μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00× +0.00pp
NO
100.0%100.0¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=120 · μ=5.0 · σ=8.3 · CV=1.67BURSTY · concentratedcumulative energy ↗ · 50% by h=1208152330μ = 53050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 120bp moved · peak 30bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4.5s
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$36.5k
liquidity $
$71.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0018 · σ=0.0012 · range [0.0005, 0.0045] · R²=0.634 FALLING -80.00%σ EXTREME 67.88%LAST 0.00050.00450.00350.00250.00150.0005μ = 0.0018max 0.0045min 0.0005dataMA(5)OLS R²=0.63μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9982 · σ=0.0012 · range [0.9955, 0.9995] · R²=0.634 RISING +0.20%σ LOW 0.12%LAST 0.99950.99950.99850.99750.99650.9955μ = 0.9982max 0.9995min 0.9955dataMA(5)OLS R²=0.63μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0009 · skew=0.98 (right-skewed) · kurt=2.44 (leptokurtic (fat tails))16128401-0.18ppbin -0.18pp · n=1 · 6.3% peakbin -0.18pp · n=1 · 6.3% peak-0.13pp5-0.07ppbin -0.07pp · n=5 · 31.3% peakbin -0.07pp · n=5 · 31.3% peak-0.03pp160.03ppbin 0.03pp · n=16 · 100.0% peakbin 0.03pp · n=16 · 100.0% peak0.07pp0.13pp0.17pp10.23ppbin 0.23pp · n=1 · 6.3% peakbin 0.23pp · n=1 · 6.3% peak10.27ppbin 0.27pp · n=1 · 6.3% peakbin 0.27pp · n=1 · 6.3% 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=1.32 · kurt=3.36 · near 11 / mid 11 / far 2 · OLS slope=0.86 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.09)
μ MEAN0.18¢95% CI: [0.13¢, 0.23¢]
σ STD DEV0.12ppσ² = 0.015 · CV = 67.88%
med MEDIAN0.25¢Q₁ 0.05¢ · Q₃ 0.25¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 0.05¢med 0.25¢Q₃ 0.25¢max 0.45¢μ
SKEWNESS · G₁0.295approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.090platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.60
σ × 1.349 ↔ IQRconsistent with normalratio = 0.82
range ↔ σconcentrated (range < 4σ)range / σ = 3.31
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) -0.42 + ADF rejected
ρ(1) AUTOCORR-0.420negative · reversal
ρ(2) AUTOCORR-0.100lag-2 not significant
H · HURST EXPONENT0.527random-walk
OLS TREND · t-STAT-6.318significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.527RANDOM-WALK
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=1-0.420k=2-0.100k=3+0.129k=4-0.154k=5+0.1700+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) -0.42 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.47high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.32)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 ID2527992
SLUGelon-musk-of-tweets-june-16-june-23-100-119
CATEGORYElon Musk # tweets June 16 - June 23, 2026?
TWO-SIDED PRICING
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME36.55k USD 24h
LIQUIDITY71.75k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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 2026-06-23 16:00 UTC
5days
03hrs
42min
YES$1.00(P = 0.1%)
NO$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.6dRESOLVESP projection · σ=0.12% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.592 pp/day
now5.15d left
0.592 pp/day×1.00
−25%3.87d left
0.684 pp/day×1.15
−50%2.58d left
0.837 pp/day×1.41
−75%1.29d left
1.184 pp/day×2.00
−90%12.37h left
1.872 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 0.30% · worst -0.20% · typical |Δ| 0.05%MILD BEARISH -0.20%BEST+0.30%12hWORST-0.20%11hTYPICAL |Δ|0.05%mean absoluteCUMULATIVE-0.20%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.01% · Σ -0.10%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final -0.20%+0.20%-0.20%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.20% · 4h0.20% · 4h0.20%4h-0.10% · 5h-0.10% · 5h-0.10%5h-0.10% · 6h-0.10% · 6h-0.10%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-0.20% · 11h-0.20% · 11h-0.20%11h▼ WORST0.30% · 12h0.30% · 12h0.30%12h★ BEST-0.10% · 13h-0.10% · 13h-0.10%13h-0.10% · 14h-0.10% · 14h-0.10%14h0.00% · 15h0.00% · 15h·15h-0.10% · 16h-0.10% · 16h-0.10%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 2BREADTH8% up · 25% down · 67% flat
2 up bars · 6 down · best 0.30% · worst -0.20% · typical |Δ| 0.050%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.20%)FINAL-0.20%MAX DD-0.40%RECOVERYONGOING · 20 barsMAX RUN-UP+0.20%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.9980 · peak 1.0020 · range [0.9980, 1.0020]1.00200.9980break-even = 1★ PEAK 1.0020UNDERWATER DRAWDOWN · max -0.40% · shallow0%-0.40%▼ TROUGH -0.40%TOP DRAWDOWN PERIODS · 1 total#1 -0.40%bar 6-25 · 20 bars · ONGOINGDD SEVERITYshallow (max -0.40%)RECOVERYongoing · 20 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9980 (-0.20%) · max DD -0.40% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −9 (5% positive) · μ=-19.20 · σ=28.11UNPROFITABLE STRATEGYLAST 0.00 (+0.68σ vs μ)85.4442.720.00-42.72-85.44μ = -19.200.000.000.000.000.000.000.000.00-60.42-60.42-55.93-55.939.749.740.000.00-9.06-9.06-9.06-9.06-17.82-17.820.000.00-85.44-85.44-60.42-60.42-38.21-38.21-38.21-38.210.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-85.44, 9.74] · μ -19.201 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=8.6876 · σ=5.8630 · range [0.0000, 16.3902] · R²=0.315 FALLING -100.00%σ EXTREME 67.49%LAST 0.000016.390212.29278.19514.09760.0000μ = 8.6876max 16.3902min 0.0000dataMA(3)OLS R²=0.32μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 16.39%] · μ 8.69% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −15 (5% positive) · μ=-0.207 · σ=0.254MEAN-REVERSIONLAST 0.000 (+0.82σ vs μ)0.6430.3210.000-0.321-0.643μ = -0.207-0.167-0.167-0.167-0.167-0.167-0.167-0.167-0.1670.4170.417-0.071-0.071-0.444-0.444-0.643-0.643-0.541-0.541-0.552-0.552-0.507-0.507-0.167-0.167-0.167-0.167-0.333-0.333-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
27.9710
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
7.2560
p-VALUE (log scale)
0.2011
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
-1.9449
p-VALUE (log scale)
0.3215
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
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7751
p-VALUE (log scale)
0.0082
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
-1.9475
p-VALUE (log scale)
0.0515
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.407 ≈ 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=9.72e-7 · top T=2.67h (29.3%) · top-3 cover 55.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.4e-62.6e-61.7e-68.5e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.99e-7 · 1.7% energyperiod 24.0 · power 1.99e-7 · 1.7% energyperiod 12.0 · power 6.70e-8 · 0.6% energyperiod 12.0 · power 6.70e-8 · 0.6% energyperiod 8.0 · power 5.86e-7 · 5.0% energyperiod 8.0 · power 5.86e-7 · 5.0% energyperiod 6.0 · power 7.36e-37 · 0.0% energyperiod 6.0 · power 7.36e-37 · 0.0% energyperiod 4.8 · power 1.05e-6 · 9.0% energyperiod 4.8 · power 1.05e-6 · 9.0% energyperiod 4.0 · power 1.50e-6 · 12.9% energyperiod 4.0 · power 1.50e-6 · 12.9% energyperiod 3.4 · power 3.44e-7 · 2.9% energyperiod 3.4 · power 3.44e-7 · 2.9% energyperiod 3.0 · power 1.17e-6 · 10.0% energyperiod 3.0 · power 1.17e-6 · 10.0% energyperiod 2.7 · power 3.41e-6 · 29.3% energyperiod 2.7 · power 3.41e-6 · 29.3% energyperiod 2.4 · power 9.33e-7 · 8.0% energyperiod 2.4 · power 9.33e-7 · 8.0% energyperiod 2.2 · power 9.06e-7 · 7.8% energyperiod 2.2 · power 9.06e-7 · 7.8% energyperiod 2.0 · power 1.50e-6 · 12.9% energyperiod 2.0 · power 1.50e-6 · 12.9% energy50% by T=2.7h#1 dominantT=2.67h#2T=4.00h#3T=2.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 29.3% of total energy · Σ|X̂|²/n = 1.167e-5

▸ Depth section using sovereign-store price series (3230 bars · effective 1752518 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 5.2 d · σ/bar 0.007pp · expected |Δp| over horizon 0.08ppterminal variance p(1−p) = 0.0005 · n = 3230n = 3230
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.007pp
one-bar volatility · logit-free
Per-day movedaily
0.04pp
σ × √24
Per-horizon move5d
0.08pp
σ × √123.70199611111111
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 0.01pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00n = 3230
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
87.5pp
peak 0.4¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
11473982942339048613315793731211479278348329627857420259011850329126086038730
NO token ID
64611615114249927711524915687739846285999853331969759592508713982162245770199
Snapshot fetched
2026-06-18 12:17:48 UTC
Snapshot age
4.5s
History points
25 CLOB mids
Page rendered
2026-06-18 12:17:52 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
be56a0501465f1399657033db3fc927856e2fc0793dff37f5634b8d998c83f16 · 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 16 - June 23, 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
(best bid + best ask) / 2
Spread
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-16-june-23-100-119/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 3,230 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6327.51%
σ per bar = 0.047797
Mean return (annualised)
-105612.99%
μ per bar = -0.000603
Sharpe (rf=0)
-16.69
annualised; risk-free assumed zero
Max drawdown
87.50%
peak 0.00 → trough 0.00 over 871 bars

/api/asset/pm-elon-musk-of-tweets-june-16-june-23-100-119/risk · same metrics, JSON