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

Will Elon Musk post 260-279 tweets from June 16 to June 23, 2026?

YES · live
0.8¢
NO · live
99.3¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-16-june-23-260-279 · fresh · feed 3s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
23.40%
max drawdown
56.00%
sharpe
—
ulcer index
32.39%
RMS drawdown
pain index
29.74%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
51.42%
cond. drawdown
gain/pain
0.63
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.63
upside/downside
roll spread
11.1 bps
implied (price-only)
bars used
1025
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-23-260-279/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2.8s⏱--:--:-- 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
0.8¢
NO · live
99.3¢
YES price · live 24h
n=25 · μ=0.0156 · σ=0.0062 · range [0.0075, 0.0305] · R²=0.330▼ FALLING -57.14%σ EXTREME 39.45%LAST 0.00750.03050.02480.01900.01320.0075μ = 0.0156max 0.0305min 0.0075dataMA(5)OLS R²=0.33μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.75¢
YES / NO split · live
YES 0.8%NO 99.3%NO99.3%99.25¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.064 / 1.00 bits (6%) · informative — one side favoured
YES
0.8%0.8¢133.33×▬ +0.00pp
NO
99.3%99.3¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=860 · μ=35.8 · σ=33.8 · CV=0.94BURSTYcumulative energy ↗ · 50% by h=110295886115μ = 3611550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 860bp moved · peak 115bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.8s
▲YES mid
0.75¢ (0.75%)
▼NO mid
99.25¢ (99.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$49.7k
≋liquidity $
$33.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0156 · σ=0.0062 · range [0.0075, 0.0305] · R²=0.330▼ FALLING -57.14%σ EXTREME 39.45%LAST 0.00750.03050.02480.01900.01320.0075μ = 0.0156max 0.0305min 0.0075dataMA(5)OLS R²=0.33μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.75¢
NO price · CLOB mid
n=25 · μ=0.9844 · σ=0.0062 · range [0.9695, 0.9925] · R²=0.330▲ RISING +1.02%σ LOW 0.63%LAST 0.99250.99250.98680.98100.97530.9695μ = 0.9844max 0.9925min 0.9695dataMA(5)OLS R²=0.33μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0004 · σ=0.0048 · skew=0.62 (right-skewed) · kurt=0.17 (mesokurtic)754201-0.94ppbin -0.94pp · n=1 · 14.3% peakbin -0.94pp · n=1 · 14.3% peak1-0.72ppbin -0.72pp · n=1 · 14.3% peakbin -0.72pp · n=1 · 14.3% peak3-0.50ppbin -0.50pp · n=3 · 42.9% peakbin -0.50pp · n=3 · 42.9% peak5-0.28ppbin -0.28pp · n=5 · 71.4% peakbin -0.28pp · n=5 · 71.4% peak7-0.06ppbin -0.06pp · n=7 · 100.0% peakbin -0.06pp · n=7 · 100.0% peak10.16ppbin 0.16pp · n=1 · 14.3% peakbin 0.16pp · n=1 · 14.3% peak30.38ppbin 0.38pp · n=3 · 42.9% peakbin 0.38pp · n=3 · 42.9% peak10.60ppbin 0.60pp · n=1 · 14.3% peakbin 0.60pp · n=1 · 14.3% peak0.82pp21.04ppbin 1.04pp · n=2 · 28.6% peakbin 1.04pp · n=2 · 28.6% 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=0.53 · kurt=0.56 · near 19 / mid 5 / far 0 · OLS slope=1.00 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER 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=0.52)
μ MEAN1.56¢95% CI: [1.32¢, 1.80¢]
σ STD DEV0.62ppσ² = 0.379 · CV = 39.45%
med MEDIAN1.55¢Q₁ 1.05¢ · Q₃ 1.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.30pp · IQR 0.90pp (1.349σ→0.83pp)
min 0.75¢Q₁ 1.05¢med 1.55¢Q₃ 1.95¢max 3.05¢μ
SKEWNESS · G₁0.523right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.486mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.02
σ × 1.349 ↔ IQRconsistent with normalratio = 0.92
range ↔ σconcentrated (range < 4σ)range / σ = 3.74
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.190within white-noise band
ρ(2) AUTOCORR-0.206lag-2 not significant
H · HURST EXPONENT0.833strongly persistent
OLS TREND · t-STAT-3.362significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.833
H = 0.833STRONGLY 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=1-0.190k=2-0.206k=3-0.145k=4+0.281k=5-0.2360+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|=3.36)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.86very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.36)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 ID2528029
SLUGelon-musk-of-tweets-june-16-june-23-260-279
CATEGORYElon Musk # tweets June 16 - June 23, 2026?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.75¢implied prob 0.75% · decimal odds 133.33×
COUNTER · NO99.25¢implied prob 99.25% · decimal odds 1.01×
0.75¢
99.25¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME49.68k USD 24h
LIQUIDITY33.16k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.985 · entropy 0.064 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 0.8%NO 99.3%YES p̂0.8%H = 0.064 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES133.33×(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) = 0.064 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
3days
03hrs
44min
3.16 days·θ = 3.015 pp/day
YES →$1.00(P = 0.8%)
NO →$0.00(P = 99.3%)
current: $0.0075 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6dRESOLVESP projection · σ=0.62% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.015 pp/day
now3.16d left
3.015 pp/day×1.00
−25%2.37d left
3.481 pp/day×1.15
−50%1.58d left
4.264 pp/day×1.41
−75%18.94h left
6.030 pp/day×2.00
−90%7.57h left
9.534 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 1.15% · worst -1.05% · typical |Δ| 0.36%BEARISH SESSION -1.00%BEST+1.15%12hWORST-1.05%14hTYPICAL |Δ|0.36%mean absoluteCUMULATIVE-1.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ -0.04% · Σ -0.30%US · 16-24 UTCμ -0.07% · Σ -0.60%CUMULATIVE Δ PATH · final -1.00%+1.30%-1.00%-0.05% · 1h-0.05% · 1h-0.05%1h0.50% · 2h0.50% · 2h0.50%2h-0.25% · 3h-0.25% · 3h-0.25%3h-0.60% · 4h-0.60% · 4h-0.60%4h-0.20% · 5h-0.20% · 5h-0.20%5h1.00% · 6h1.00% · 6h1.00%6h-0.50% · 7h-0.50% · 7h-0.50%7h0.30% · 8h0.30% · 8h0.30%8h-0.20% · 9h-0.20% · 9h-0.20%9h0.40% · 10h0.40% · 10h0.40%10h-0.60% · 11h-0.60% · 11h-0.60%11h1.15% · 12h1.15% · 12h1.15%12h★ BEST0.35% · 13h0.35% · 13h0.35%13h-1.05% · 14h-1.05% · 14h-1.05%14h▼ WORST-0.65% · 15h-0.65% · 15h-0.65%15h-0.10% · 16h-0.10% · 16h-0.10%16h0.00% · 17h0.00% · 17h·17h-0.20% · 18h-0.20% · 18h-0.20%18h-0.05% · 19h-0.05% · 19h-0.05%19h-0.15% · 20h-0.15% · 20h-0.15%20h0.10% · 21h0.10% · 21h0.10%21h-0.20% · 22h-0.20% · 22h-0.20%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 3BREADTH29% up · 58% down · 13% flat
7 up bars · 14 down · best 1.15% · worst -1.05% · typical |Δ| 0.358%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.02%)FINAL-1.02%MAX DD-2.28%RECOVERYONGOING · 11 barsMAX RUN-UP+1.29%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9898 · peak 1.0129 · range [0.9898, 1.0129]1.01290.9898break-even = 1★ PEAK 1.0129UNDERWATER DRAWDOWN · max -2.28% · moderate0%-2.28%▼ TROUGH -2.28%TOP DRAWDOWN PERIODS · 3 total#1 -2.28%bar 15-25 · 11 bars · ONGOING#2 -1.05%bar 4-12 · 9 bars · recovered#3 -0.05%bar 2-2 · 1 bars · recoveredDD SEVERITYmoderate (max -2.28%)RECOVERYongoing · 11 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9898 (-1.02%) · max DD -2.28% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-20.15 · σ=35.57UNPROFITABLE STRATEGYLAST -42.72 (-0.63σ vs μ)76.3538.180.00-38.18-76.35μ = -20.1510.7410.74-1.25-1.25-6.51-6.51-5.24-5.2422.9922.9910.1910.1913.0213.0236.7236.720.990.99-7.50-7.50-17.54-17.54-6.08-6.08-51.61-51.61-76.35-76.35-76.20-76.20-57.77-57.77-64.40-64.40-64.40-64.40-42.72-42.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -42.720 · range [-76.35, 36.72] · μ -20.153 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=47.3614 · σ=23.3057 · range [10.1094, 77.8958] · R²=0.453▼ FALLING -81.15%σ EXTREME 49.21%LAST 10.252877.895860.949244.002627.056010.1094μ = 47.3614max 77.8958min 10.1094dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
latest 10.25% · range [10.11%, 77.90%] · μ 47.36% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.315 · σ=0.324MEAN-REVERSIONLAST -0.708 (-1.21σ vs μ)0.7380.3690.000-0.369-0.738μ = -0.315-0.028-0.028-0.283-0.283-0.332-0.332-0.435-0.435-0.738-0.738-0.552-0.552-0.561-0.561-0.507-0.507-0.317-0.317-0.066-0.0660.0120.0120.2390.239-0.153-0.1530.3600.360-0.077-0.077-0.490-0.490-0.674-0.674-0.674-0.674-0.708-0.708v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.708 · |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
2.2609
p-VALUE (log scale)
0.3229
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
7.1124
p-VALUE (log scale)
0.2113
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
-1.8319
p-VALUE (log scale)
0.3753
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
1.3522
p-VALUE (log scale)
0.1763
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4783
p-VALUE (log scale)
0.0465
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
-1.1582
p-VALUE (log scale)
0.2468
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.648 ≈ 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=2.53e-5 · top T=3.43h (24.0%) · top-3 cover 53.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.3e-55.5e-53.6e-51.8e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.36e-6 · 2.8% energyperiod 24.0 · power 8.36e-6 · 2.8% energyperiod 12.0 · power 1.31e-5 · 4.3% energyperiod 12.0 · power 1.31e-5 · 4.3% energyperiod 8.0 · power 4.71e-6 · 1.6% energyperiod 8.0 · power 4.71e-6 · 1.6% energyperiod 6.0 · power 3.58e-5 · 11.8% energyperiod 6.0 · power 3.58e-5 · 11.8% energyperiod 4.8 · power 3.44e-5 · 11.3% energyperiod 4.8 · power 3.44e-5 · 11.3% energyperiod 4.0 · power 1.76e-5 · 5.8% energyperiod 4.0 · power 1.76e-5 · 5.8% energyperiod 3.4 · power 7.27e-5 · 24.0% energyperiod 3.4 · power 7.27e-5 · 24.0% energyperiod 3.0 · power 1.61e-5 · 5.3% energyperiod 3.0 · power 1.61e-5 · 5.3% energyperiod 2.7 · power 5.74e-6 · 1.9% energyperiod 2.7 · power 5.74e-6 · 1.9% energyperiod 2.4 · power 6.12e-6 · 2.0% energyperiod 2.4 · power 6.12e-6 · 2.0% energyperiod 2.2 · power 4.88e-5 · 16.1% energyperiod 2.2 · power 4.88e-5 · 16.1% energyperiod 2.0 · power 4.00e-5 · 13.2% energyperiod 2.0 · power 4.00e-5 · 13.2% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.18h#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 ≈ 3.43h (freq 0.292) · concentrates 24.0% of total energy · Σ|X̂|²/n = 3.034e-4

▸ Depth section using sovereign-store price series (1025 bars · effective 1752713 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 0.018pp · expected |Δp| over horizon 0.15ppterminal variance p(1−p) = 0.0074 · n = 1025✓ n = 1025
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.018pp
one-bar volatility · logit-free
Per-day movedaily
0.09pp
σ × √24
Per-horizon move3d
0.15pp
σ × √75.74544277777778
Terminal variancebinary
0.0074
p(1−p) at resolution
Current pricep
0.8¢
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 0.04pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 1025
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
56.0pp
peak 1.3¢ → trough 0.5¢
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
0.8%
= price
Decimal oddsEU
133.333
total return per $1
AmericanUS
+13233
$100 wins $13233
FractionalUK
132.33 / 1
profit per $1 risked
Profit per $100stake
+$13233.33
clean dollar framing
-1000-5000+500+1000020406080100you · 0.8%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)
0.064 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.064 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.06 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
103849800056113968447974400604037012576186127302643688355185992535160934264434
NO token ID
51332813013552458078510175560645794208003605950411041916900804467187128004911
Snapshot fetched
2026-06-20 12:15:13 UTC
Snapshot age
2.8s
History points
25 CLOB mids
Page rendered
2026-06-20 12:15:16 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ea0860d104e662aa019dff638d9a47a79e31aff001bb3fa18dcbdd46be944a94 · 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$63,715HL PERPHYPE-USD perpetual$71.35HL PERPETH-USD perpetual$1,729.4

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
0.007500
(best bid + best ask) / 2
Spread
1333.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.436
ask-heavy
Imbalance (top-5)
+0.882
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-23-260-279/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.101854125804.81bp0.26700066FILLED
BUY$10.00K0.321868419157.35bp0.50400096FILLED
BUY$100.00K0.756624998831.71bp0.930000112FILLED
SELL$1.00K0.0017687642.03bp0.0010007PARTIAL
SELL$10.00K0.0017687642.03bp0.0010007PARTIAL
SELL$100.00K0.0017687642.03bp0.0010007PARTIAL

Risk metrics

▸ sovereign store · 1,025 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2689.39%
σ per bar = 0.020314
Mean return (annualised)
-87434.65%
μ per bar = -0.000499
Sharpe (rf=0)
-32.51
annualised; risk-free assumed zero
Max drawdown
56.00%
peak 0.01 → trough 0.01 over 910 bars

/api/asset/pm-elon-musk-of-tweets-june-16-june-23-260-279/risk · same metrics, JSON