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

Will Elon Musk post 140-159 tweets from June 16 to June 23, 2026?

YES · live
5.1¢
NO · live
95.0¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-16-june-23-140-159 · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
98.40%
max drawdown
40.37%
sharpe
—
ulcer index
13.98%
RMS drawdown
pain index
9.12%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
38.18%
cond. drawdown
gain/pain
1.49
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.49
upside/downside
roll spread
6.8 bps
implied (price-only)
bars used
1048
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-23-140-159/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6.7s⏱--:--:-- 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
5.1¢
NO · live
95.0¢
YES price · live 24h
n=25 · μ=0.0258 · σ=0.0148 · range [0.0085, 0.0515] · R²=0.565▲ RISING +162.16%σ EXTREME 57.26%LAST 0.04850.05150.04070.03000.01920.0085μ = 0.0258max 0.0515min 0.0085dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.85¢
YES / NO split · live
YES 5.1%NO 95.0%NO95.0%94.95¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.289 / 1.00 bits (29%) · informative — one side favoured
YES
5.1%5.1¢19.80×▬ +0.00pp
NO
95.0%95.0¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,140 · μ=47.5 · σ=48.2 · CV=1.01BURSTYcumulative energy ↗ · 50% by h=1704795142190μ = 4819050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1140bp moved · peak 190bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.7s
▲YES mid
5.05¢ (5.05%)
▼NO mid
94.95¢ (94.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$58.7k
≋liquidity $
$44.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0258 · σ=0.0148 · range [0.0085, 0.0515] · R²=0.565▲ RISING +162.16%σ EXTREME 57.26%LAST 0.04850.05150.04070.03000.01920.0085μ = 0.0258max 0.0515min 0.0085dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.85¢
NO price · CLOB mid
n=25 · μ=0.9742 · σ=0.0148 · range [0.9485, 0.9915] · R²=0.565▼ FALLING -3.06%σ NORMAL 1.52%LAST 0.95150.99150.98080.97000.95930.9485μ = 0.9742max 0.9915min 0.9485dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 95.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0011 · σ=0.0064 · skew=-0.47 (symmetric) · kurt=1.34 (leptokurtic (fat tails))864201-1.72ppbin -1.72pp · n=1 · 12.5% peakbin -1.72pp · n=1 · 12.5% peak-1.37pp-1.01pp2-0.66ppbin -0.66pp · n=2 · 25.0% peakbin -0.66pp · n=2 · 25.0% peak4-0.30ppbin -0.30pp · n=4 · 50.0% peakbin -0.30pp · n=4 · 50.0% peak80.05ppbin 0.05pp · n=8 · 100.0% peakbin 0.05pp · n=8 · 100.0% peak40.41ppbin 0.41pp · n=4 · 50.0% peakbin 0.41pp · n=4 · 50.0% peak30.76ppbin 0.76pp · n=3 · 37.5% peakbin 0.76pp · n=3 · 37.5% peak11.12ppbin 1.12pp · n=1 · 12.5% peakbin 1.12pp · n=1 · 12.5% peak11.47ppbin 1.47pp · n=1 · 12.5% peakbin 1.47pp · n=1 · 12.5% 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=-0.61 · kurt=2.38 · near 19 / mid 4 / far 1 · OLS slope=0.98 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=25RIGHT-SKEWED (G₁=0.62)
μ MEAN2.58¢95% CI: [2.00¢, 3.16¢]
σ STD DEV1.48ppσ² = 2.186 · CV = 57.26%
med MEDIAN2.15¢Q₁ 1.55¢ · Q₃ 3.35¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.30pp · IQR 1.80pp (1.349σ→1.99pp)
min 0.85¢Q₁ 1.55¢med 2.15¢Q₃ 3.35¢max 5.15¢μ
SKEWNESS · G₁0.620right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.163platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRconsistent with normalratio = 1.11
range ↔ σconcentrated (range < 4σ)range / σ = 2.91
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-0.133within white-noise band
ρ(2) AUTOCORR-0.028lag-2 not significant
H · HURST EXPONENT0.854strongly persistent
OLS TREND · t-STAT+5.470significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.854
H = 0.854STRONGLY 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=1-0.133k=2-0.028k=3-0.019k=4+0.050k=5-0.0440+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|=5.47)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.47)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 ID2528008
SLUGelon-musk-of-tweets-june-16-june-23-140-159
CATEGORYElon Musk # tweets June 16 - June 23, 2026?
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES5.05¢implied prob 5.05% · decimal odds 19.80×
COUNTER · NO94.95¢implied prob 94.95% · decimal odds 1.05×
5.05¢
94.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME58.72k USD 24h
LIQUIDITY44.22k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.899 · entropy 0.289 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 5.1%NO 95.0%YES p̂5.1%H = 0.289 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES19.80×(5¢)NO1.05×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.289 bits (29% 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
3days
03hrs
45min
3.16 days·θ = 7.243 pp/day
YES →$1.00(P = 5.1%)
NO →$0.00(P = 95.0%)
current: $0.0505 · expected return per side: $0.95 on YES hit · $0.05 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6dRESOLVESP projection · σ=1.48% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 7.243 pp/day
now3.16d left
7.243 pp/day×1.00
−25%2.37d left
8.363 pp/day×1.15
−50%1.58d left
10.242 pp/day×1.41
−75%18.94h left
14.485 pp/day×2.00
−90%7.58h left
22.903 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 1.65% · worst -1.90% · typical |Δ| 0.47%MILD BULLISH +3.00%BEST+1.65%22hWORST-1.90%21hTYPICAL |Δ|0.47%mean absoluteCUMULATIVE+3.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ +0.17% · Σ +1.35%US · 16-24 UTCμ +0.36% · Σ +2.85%CUMULATIVE Δ PATH · final +3.00%+3.30%-1.00%0.65% · 1h0.65% · 1h0.65%1h-0.05% · 2h-0.05% · 2h-0.05%2h-0.30% · 3h-0.30% · 3h-0.30%3h-0.70% · 4h-0.70% · 4h-0.70%4h0.10% · 5h0.10% · 5h0.10%5h-0.50% · 6h-0.50% · 6h-0.50%6h-0.20% · 7h-0.20% · 7h-0.20%7h0.10% · 8h0.10% · 8h0.10%8h-0.05% · 9h-0.05% · 9h-0.05%9h0.25% · 10h0.25% · 10h0.25%10h0.70% · 11h0.70% · 11h0.70%11h-0.10% · 12h-0.10% · 12h-0.10%12h-0.20% · 13h-0.20% · 13h-0.20%13h0.20% · 14h0.20% · 14h0.20%14h0.45% · 15h0.45% · 15h0.45%15h0.45% · 16h0.45% · 16h0.45%16h0.70% · 17h0.70% · 17h0.70%17h1.10% · 18h1.10% · 18h1.10%18h0.50% · 19h0.50% · 19h0.50%19h0.20% · 20h0.20% · 20h0.20%20h-1.90% · 21h-1.90% · 21h-1.90%21h▼ WORST1.65% · 22h1.65% · 22h1.65%22h★ BEST0.15% · 23h0.15% · 23h0.15%23h-0.20% · 24h-0.20% · 24h-0.20%24hTIME PATTERNUS-led (+2.85%)RUNSup max 7 · down max 3BREADTH58% up · 42% down
14 up bars · 10 down · best 1.65% · worst -1.90% · typical |Δ| 0.475%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +2.99% · SHALLOW DDFINAL+2.99%MAX DD-1.90%RECOVERYONGOING · 4 barsMAX RUN-UP+3.33%UNDERWATER18/25 (72%)STREAK↘ 1EQUITY CURVE · end 1.0299 · peak 1.0333 · range [0.9900, 1.0333]1.03330.9900break-even = 1★ PEAK 1.0333UNDERWATER DRAWDOWN · max -1.90% · moderate0%-1.90%▼ TROUGH -1.90%TOP DRAWDOWN PERIODS · 2 total#1 -1.90%bar 22-25 · 4 bars · ONGOING#2 -1.64%bar 3-16 · 14 bars · recoveredDD SEVERITYmoderate (max -1.90%)RECOVERYongoing · 4 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 1.0299 (2.99%) · max DD -1.90% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −5 (74% positive) · μ=29.52 · σ=69.99PROFITABLE STRATEGYLAST 5.41 (-0.34σ vs μ)173.3086.650.00-86.65-173.30μ = 29.52-25.93-25.93-87.90-87.90-72.91-72.91-59.22-59.22-17.44-17.4411.4211.4233.4333.4333.4333.4338.0338.0360.4260.4266.9966.9966.9966.9995.6295.62173.30173.30173.30173.3015.4515.4528.7028.7021.8421.845.415.41v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 5.407 · range [-87.90, 173.30] · μ 29.523 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=48.3840 · σ=32.5430 · range [25.1141, 114.4673] · R²=0.476▲ RISING +139.75%σ EXTREME 67.26%LAST 108.0065114.467392.129069.790747.452425.1141μ = 48.3840max 114.4673min 25.1141dataMA(3)OLS R²=0.48μ lineμ ± σ bandmaxmin
latest 108.01% · range [25.11%, 114.47%] · μ 48.38% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.063 · σ=0.296CLOSE TO MARTINGALELAST -0.482 (-1.41σ vs μ)0.5960.2980.000-0.298-0.596μ = -0.063-0.062-0.062-0.596-0.596-0.422-0.422-0.355-0.355-0.062-0.0620.2740.274-0.118-0.1180.0010.001-0.059-0.059-0.003-0.0030.0860.0860.4920.4920.3350.3350.1630.1630.1240.1240.1580.158-0.294-0.294-0.383-0.383-0.482-0.482v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.482 · |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
12.3917
p-VALUE (log scale)
0.0020
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
0.6570
p-VALUE (log scale)
0.9830
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
-0.5962
p-VALUE (log scale)
0.8637
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
-0.2866
p-VALUE (log scale)
0.7744
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6561
p-VALUE (log scale)
0.0175
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
-0.4629
p-VALUE (log scale)
0.6435
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.859 ≈ 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=4.38e-5 · top T=2.40h (13.6%) · top-3 cover 38.4%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)7.2e-55.4e-53.6e-51.8e-50.0e+0μ noise floorperiod 24.0 · power 6.02e-5 · 11.5% energyperiod 24.0 · power 6.02e-5 · 11.5% energyperiod 12.0 · power 4.15e-7 · 0.1% energyperiod 12.0 · power 4.15e-7 · 0.1% energyperiod 8.0 · power 6.47e-5 · 12.3% energyperiod 8.0 · power 6.47e-5 · 12.3% energyperiod 6.0 · power 3.49e-5 · 6.6% energyperiod 6.0 · power 3.49e-5 · 6.6% energyperiod 4.8 · power 5.72e-6 · 1.1% energyperiod 4.8 · power 5.72e-6 · 1.1% energyperiod 4.0 · power 5.17e-5 · 9.8% energyperiod 4.0 · power 5.17e-5 · 9.8% energyperiod 3.4 · power 6.54e-5 · 12.4% energyperiod 3.4 · power 6.54e-5 · 12.4% energyperiod 3.0 · power 5.89e-5 · 11.2% energyperiod 3.0 · power 5.89e-5 · 11.2% energyperiod 2.7 · power 3.56e-5 · 6.8% energyperiod 2.7 · power 3.56e-5 · 6.8% energyperiod 2.4 · power 7.15e-5 · 13.6% energyperiod 2.4 · power 7.15e-5 · 13.6% energyperiod 2.2 · power 6.29e-5 · 12.0% energyperiod 2.2 · power 6.29e-5 · 12.0% energyperiod 2.0 · power 1.35e-5 · 2.6% energyperiod 2.0 · power 1.35e-5 · 2.6% energy50% by T=3.4h#1 dominantT=2.40h#2T=3.43h#3T=8.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 13.6% of total energy · Σ|X̂|²/n = 5.255e-4

▸ Depth section using sovereign-store price series (2206 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 3.2 d · σ/bar 0.080pp · expected |Δp| over horizon 0.70ppterminal variance p(1−p) = 0.0479 · n = 2206✓ n = 2206
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.080pp
one-bar volatility · logit-free
Per-day movedaily
0.39pp
σ × √24
Per-horizon move3d
0.70pp
σ × √75.75434583333333
Terminal variancebinary
0.0479
p(1−p) at resolution
Current pricep
5.1¢
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 0.13pp · ES₉₅ 0.17pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 2206
VaR 95%
0.13pp
1.645·σ (parametric) of Δp
ES 95%
0.17pp
mean of the tail
Max drawdown
63.7pp
peak 6.2¢ → trough 2.3¢
Median step
0.10pp
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
5.1%
= price
Decimal oddsEU
19.802
total return per $1
AmericanUS
+1880
$100 wins $1880
FractionalUK
18.80 / 1
profit per $1 risked
Profit per $100stake
+$1880.20
clean dollar framing
-1000-5000+500+1000020406080100you · 5.1%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)
0.289 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.289 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.31 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
81943083132777377661796180058970335025493844745431336551554306933308946436665
NO token ID
25374839540800439916935919094407975812277793689170011423660582589643906841110
Snapshot fetched
2026-06-20 12:14:37 UTC
Snapshot age
6.7s
History points
25 CLOB mids
Page rendered
2026-06-20 12:14:44 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
356f22df430bf89d2c2daa65163587b8555dcebef39fd184b336f7bbe94951b5 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,722HL PERPHYPE-USD perpetual$71.37HL PERPETH-USD perpetual$1,729.7

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
0.048500
(best bid + best ask) / 2
Spread
206.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.175
ask-heavy
Imbalance (top-5)
-0.370
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-23-140-159/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0918308934.05bp0.11300034FILLED
BUY$10.00K0.25792043179.35bp0.50000099FILLED
BUY$100.00K0.701477134634.39bp0.930000116FILLED
SELL$1.00K0.0059258778.25bp0.00100036PARTIAL
SELL$10.00K0.0059258778.25bp0.00100036PARTIAL
SELL$100.00K0.0059258778.25bp0.00100036PARTIAL

Risk metrics

▸ sovereign store · 2,206 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2563.57%
σ per bar = 0.019365
Mean return (annualised)
-7503.20%
μ per bar = -0.000043
Sharpe (rf=0)
-2.93
annualised; risk-free assumed zero
Max drawdown
63.71%
peak 0.06 → trough 0.02 over 886 bars

/api/asset/pm-elon-musk-of-tweets-june-16-june-23-140-159/risk · same metrics, JSON