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

Will Elon Musk post 120-139 tweets from June 16 to June 23, 2026?

YES · live
0.7¢
NO · live
99.4¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-16-june-23-120-139 · fresh · feed 3s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
21.42%
max drawdown
78.79%
sharpe
—
ulcer index
59.78%
RMS drawdown
pain index
56.11%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
78.79%
cond. drawdown
gain/pain
0.29
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.29
upside/downside
roll spread
13.9 bps
implied (price-only)
bars used
1984
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-16-june-23-120-139/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3.5s⏱--:--:-- 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
0.7¢
NO · live
99.4¢
YES price · live 24h
n=25 · μ=0.0089 · σ=0.0026 · range [0.0035, 0.0130] · R²=0.490▼ FALLING -38.10%σ EXTREME 29.80%LAST 0.00650.01300.01060.00830.00590.0035μ = 0.0089max 0.0130min 0.0035dataMA(5)OLS R²=0.49μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.65¢
YES / NO split · live
YES 0.7%NO 99.4%NO99.4%99.35¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.057 / 1.00 bits (6%) · informative — one side favoured
YES
0.7%0.7¢153.85×▬ +0.00pp
NO
99.4%99.4¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=310 · μ=12.9 · σ=14.5 · CV=1.12BURSTYcumulative energy ↗ · 50% by h=10011223445μ = 134550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 310bp moved · peak 45bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.5s
▲YES mid
0.65¢ (0.65%)
▼NO mid
99.35¢ (99.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.8k
≋liquidity $
$44.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0089 · σ=0.0026 · range [0.0035, 0.0130] · R²=0.490▼ FALLING -38.10%σ EXTREME 29.80%LAST 0.00650.01300.01060.00830.00590.0035μ = 0.0089max 0.0130min 0.0035dataMA(5)OLS R²=0.49μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.65¢
NO price · CLOB mid
n=25 · μ=0.9911 · σ=0.0026 · range [0.9870, 0.9965] · R²=0.490▲ RISING +0.40%σ LOW 0.27%LAST 0.99350.99650.99410.99180.98940.9870μ = 0.9911max 0.9965min 0.9870dataMA(5)OLS R²=0.49μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0004 · σ=0.0018 · skew=-0.05 (symmetric) · kurt=-0.02 (mesokurtic)1085302-0.41ppbin -0.41pp · n=2 · 20.0% peakbin -0.41pp · n=2 · 20.0% peak1-0.34ppbin -0.34pp · n=1 · 10.0% peakbin -0.34pp · n=1 · 10.0% peak-0.26pp-0.19pp6-0.11ppbin -0.11pp · n=6 · 60.0% peakbin -0.11pp · n=6 · 60.0% peak10-0.04ppbin -0.04pp · n=10 · 100.0% peakbin -0.04pp · n=10 · 100.0% peak0.04pp0.11pp10.19ppbin 0.19pp · n=1 · 10.0% peakbin 0.19pp · n=1 · 10.0% peak40.26ppbin 0.26pp · n=4 · 40.0% peakbin 0.26pp · n=4 · 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=-0.23 · kurt=0.14 · near 13 / mid 11 / far 0 · OLS slope=0.97 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.89¢95% CI: [0.78¢, 0.99¢]
σ STD DEV0.26ppσ² = 0.070 · CV = 29.80%
med MEDIAN0.95¢Q₁ 0.65¢ · Q₃ 1.05¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.95pp · IQR 0.40pp (1.349σ→0.36pp)
min 0.35¢Q₁ 0.65¢med 0.95¢Q₃ 1.05¢max 1.30¢μ
SKEWNESS · G₁-0.286approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.766mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRconsistent with normalratio = 0.89
range ↔ σconcentrated (range < 4σ)range / σ = 3.60
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-0.224within white-noise band
ρ(2) AUTOCORR-0.305lag-2 not significant
H · HURST EXPONENT0.786strongly persistent
OLS TREND · t-STAT-4.703significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.786
H = 0.786STRONGLY 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=1-0.224k=2-0.305k=3+0.278k=4-0.136k=5-0.1000+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|=4.70)
−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 0.80very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.70)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 ID2528000
SLUGelon-musk-of-tweets-june-16-june-23-120-139
CATEGORYElon Musk # tweets June 16 - June 23, 2026?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.65¢implied prob 0.65% · decimal odds 153.85×
COUNTER · NO99.35¢implied prob 99.35% · decimal odds 1.01×
0.65¢
99.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME24.77k USD 24h
LIQUIDITY44.39k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.987 · entropy 0.057 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 0.7%NO 99.4%YES p̂0.7%H = 0.057 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES153.85×(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) = 0.057 bits (6% 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
5.15 days·θ = 1.293 pp/day
YES →$1.00(P = 0.7%)
NO →$0.00(P = 99.4%)
current: $0.0065 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.6dRESOLVESP projection · σ=0.26% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.293 pp/day
now5.15d left
1.293 pp/day×1.00
−25%3.87d left
1.493 pp/day×1.15
−50%2.58d left
1.829 pp/day×1.41
−75%1.29d left
2.587 pp/day×2.00
−90%12.37h left
4.090 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 -0.45% · typical |Δ| 0.13%MILD BEARISH -0.40%BEST+0.30%3hWORST-0.45%14hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE-0.40%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ -0.01% · Σ -0.10%US · 16-24 UTCμ -0.03% · Σ -0.20%CUMULATIVE Δ PATH · final -0.40%+0.25%-0.70%0.00% · 1h0.00% · 1h·1h-0.10% · 2h-0.10% · 2h-0.10%2h0.30% · 3h0.30% · 3h0.30%3h★ BEST-0.10% · 4h-0.10% · 4h-0.10%4h-0.40% · 5h-0.40% · 5h-0.40%5h0.30% · 6h0.30% · 6h0.30%6h-0.10% · 7h-0.10% · 7h-0.10%7h0.00% · 8h0.00% · 8h·8h0.20% · 9h0.20% · 9h0.20%9h-0.10% · 10h-0.10% · 10h-0.10%10h0.00% · 11h0.00% · 11h·11h0.25% · 12h0.25% · 12h0.25%12h0.00% · 13h0.00% · 13h·13h-0.45% · 14h-0.45% · 14h-0.45%14h▼ WORST0.00% · 15h0.00% · 15h·15h-0.10% · 16h-0.10% · 16h-0.10%16h0.00% · 17h0.00% · 17h·17h-0.10% · 18h-0.10% · 18h-0.10%18h0.00% · 19h0.00% · 19h·19h-0.30% · 20h-0.30% · 20h-0.30%20h0.00% · 21h0.00% · 21h·21h0.30% · 22h0.30% · 22h0.30%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 2BREADTH21% up · 38% down · 42% flat
5 up bars · 9 down · best 0.30% · worst -0.45% · typical |Δ| 0.129%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.40%)FINAL-0.40%MAX DD-0.95%RECOVERYONGOING · 11 barsMAX RUN-UP+0.25%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.9960 · peak 1.0025 · range [0.9930, 1.0025]1.00250.9930break-even = 1★ PEAK 1.0025UNDERWATER DRAWDOWN · max -0.95% · shallow0%-0.95%▼ TROUGH -0.95%TOP DRAWDOWN PERIODS · 3 total#1 -0.95%bar 15-25 · 11 bars · ONGOING#2 -0.50%bar 5-12 · 8 bars · recovered#3 -0.10%bar 3-3 · 1 bars · recoveredDD SEVERITYshallow (max -0.95%)RECOVERYongoing · 11 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9960 (-0.40%) · max DD -0.95% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −13 (16% positive) · μ=-13.53 · σ=30.58UNPROFITABLE STRATEGYLAST 0.00 (+0.44σ vs μ)66.7233.360.00-33.36-66.72μ = -13.530.000.00-5.75-5.750.000.00-6.28-6.28-6.28-6.2828.4828.4826.0526.0540.2340.23-6.23-6.23-20.52-20.52-20.52-20.52-20.52-20.52-58.14-58.14-58.14-58.14-66.72-66.72-66.72-66.72-8.04-8.04-8.04-8.040.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-66.72, 40.23] · μ -13.533 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=18.9624 · σ=4.7878 · range [10.9417, 25.4031] · R²=0.339▼ FALLING -29.29%σ EXTREME 25.25%LAST 17.758425.403121.787818.172414.557010.9417μ = 18.9624max 25.4031min 10.9417dataMA(3)OLS R²=0.34μ lineμ ± σ bandmaxmin
latest 17.76% · range [10.94%, 25.40%] · μ 18.96% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −18 (0% positive) · μ=-0.272 · σ=0.199MEAN-REVERSIONLAST 0.000 (+1.36σ vs μ)0.5890.2950.000-0.295-0.589μ = -0.272-0.389-0.389-0.458-0.458-0.389-0.389-0.368-0.368-0.531-0.531-0.389-0.389-0.231-0.231-0.476-0.476-0.057-0.057-0.048-0.048-0.048-0.048-0.115-0.115-0.469-0.469-0.220-0.220-0.346-0.346-0.589-0.589-0.037-0.037-0.001-0.0010.0000.000v > 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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.4784
p-VALUE (log scale)
0.7873
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
7.2091
p-VALUE (log scale)
0.2044
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
-1.7879
p-VALUE (log scale)
0.3962
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
1.5694
p-VALUE (log scale)
0.1165
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6116
p-VALUE (log scale)
0.0216
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
-1.5038
p-VALUE (log scale)
0.1326
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.542 ≈ 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=3.69e-6 · top T=3.00h (34.2%) · top-3 cover 66.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.5e-51.1e-57.6e-63.8e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.31e-6 · 3.0% energyperiod 24.0 · power 1.31e-6 · 3.0% energyperiod 12.0 · power 2.86e-6 · 6.5% energyperiod 12.0 · power 2.86e-6 · 6.5% energyperiod 8.0 · power 4.28e-7 · 1.0% energyperiod 8.0 · power 4.28e-7 · 1.0% energyperiod 6.0 · power 1.01e-6 · 2.3% energyperiod 6.0 · power 1.01e-6 · 2.3% energyperiod 4.8 · power 8.85e-6 · 20.0% energyperiod 4.8 · power 8.85e-6 · 20.0% energyperiod 4.0 · power 7.08e-7 · 1.6% energyperiod 4.0 · power 7.08e-7 · 1.6% energyperiod 3.4 · power 3.47e-6 · 7.8% energyperiod 3.4 · power 3.47e-6 · 7.8% energyperiod 3.0 · power 1.51e-5 · 34.2% energyperiod 3.0 · power 1.51e-5 · 34.2% energyperiod 2.7 · power 5.61e-6 · 12.7% energyperiod 2.7 · power 5.61e-6 · 12.7% energyperiod 2.4 · power 1.49e-6 · 3.4% energyperiod 2.4 · power 1.49e-6 · 3.4% energyperiod 2.2 · power 2.71e-6 · 6.1% energyperiod 2.2 · power 2.71e-6 · 6.1% energyperiod 2.0 · power 6.67e-7 · 1.5% energyperiod 2.0 · power 6.67e-7 · 1.5% energy50% by T=3.0h#1 dominantT=3.00h#2T=4.80h#3T=2.67hT=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 34.2% of total energy · Σ|X̂|²/n = 4.425e-5

▸ Depth section using sovereign-store price series (1984 bars · effective 1752421 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 0.016pp · expected |Δp| over horizon 0.18ppterminal variance p(1−p) = 0.0065 · n = 1984✓ n = 1984
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.016pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move5d
0.18pp
σ × √123.70229194444445
Terminal variancebinary
0.0065
p(1−p) at resolution
Current pricep
0.7¢
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 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.20pp · unique ratio 0.00✓ n = 1984
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
78.8pp
peak 1.7¢ → trough 0.4¢
Median step
0.20pp
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
0.7%
= price
Decimal oddsEU
153.846
total return per $1
AmericanUS
+15285
$100 wins $15285
FractionalUK
152.85 / 1
profit per $1 risked
Profit per $100stake
+$15284.62
clean dollar framing
-1000-5000+500+1000020406080100you · 0.7%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)
0.057 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.057 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.27 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
115460741930063482152107310546699328954011905074124849588203264413546494709114
NO token ID
73858769760807378809045265842262958546844098435494929727734307305143344110716
Snapshot fetched
2026-06-18 12:17:48 UTC
Snapshot age
3.5s
History points
25 CLOB mids
Page rendered
2026-06-18 12:17:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
cfc160c1fc927409c583e57a78c896b8b05ff8dee67a61843052a95f93216b90 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.9¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Czechia win on 2026-06-18?53¢HL PERPBTC-USD perpetual$63,987HL PERPHYPE-USD perpetual$70.85HL PERPETH-USD perpetual$1,744.4

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
0.006500
(best bid + best ask) / 2
Spread
1538.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.701
ask-heavy
Imbalance (top-5)
+0.643
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-16-june-23-120-139/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.06673092661.20bp0.17800065FILLED
BUY$10.00K0.258506387701.85bp0.504000104FILLED
BUY$100.00K0.7062181076489.59bp0.920000115FILLED
SELL$1.00K0.0017107369.46bp0.0010006PARTIAL
SELL$10.00K0.0017107369.46bp0.0010006PARTIAL
SELL$100.00K0.0017107369.46bp0.0010006PARTIAL

Risk metrics

▸ sovereign store · 1,984 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2992.26%
σ per bar = 0.022604
Mean return (annualised)
-82323.87%
μ per bar = -0.000470
Sharpe (rf=0)
-27.51
annualised; risk-free assumed zero
Max drawdown
78.79%
peak 0.02 → trough 0.00 over 1147 bars

/api/asset/pm-elon-musk-of-tweets-june-16-june-23-120-139/risk · same metrics, JSON