POLYMARKET · PREDICTION MARKET · ELON MUSK # TWEETS JUNE 18 - JUNE 20, 2026?

Will Elon Musk post 65-89 tweets from June 18 to June 20, 2026?

YES · live
5.5¢
NO · live
94.5¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-18-june-20-65-89 · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
628.16%
max drawdown
71.79%
sharpe
—
ulcer index
60.66%
RMS drawdown
pain index
59.17%
mean drawdown
mod. VaR 95%
0.12%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
70.78%
cond. drawdown
gain/pain
0.44
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.44
upside/downside
roll spread
59.1 bps
implied (price-only)
bars used
553
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-18-june-20-65-89/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING10.1s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
5.5¢
NO · live
94.5¢
YES price · live 24h
n=24 · μ=0.3158 · σ=0.1169 · range [0.0650, 0.4650] · R²=0.764▼ FALLING -83.52%σ EXTREME 37.01%LAST 0.07500.46500.36500.26500.16500.0650μ = 0.3158max 0.4650min 0.0650dataMA(4)OLS R²=0.76μ lineμ ± σ bandmaxminlive endpoint
24 ticks · last 7.50¢
YES / NO split · live
YES 5.5%NO 94.5%NO94.5%94.50¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.307 / 1.00 bits (31%) · informative — one side favoured
YES
5.5%5.5¢18.18×▬ +0.00pp
NO
94.5%94.5¢1.06×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=23 · Σ=8,400 · μ=365.2 · σ=335.2 · CV=0.92BURSTYcumulative energy ↗ · 50% by h=1003256509751,300μ = 3651,30050%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 8400bp moved · peak 1300bp · n=23 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10.1s
▲YES mid
5.50¢ (5.50%)
▼NO mid
94.50¢ (94.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$84.3k
≋liquidity $
$14.3k
◳history points
24 ticks (live)

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

YES price · CLOB mid
n=24 · μ=0.3158 · σ=0.1169 · range [0.0650, 0.4650] · R²=0.764▼ FALLING -83.52%σ EXTREME 37.01%LAST 0.07500.46500.36500.26500.16500.0650μ = 0.3158max 0.4650min 0.0650dataMA(4)OLS R²=0.76μ lineμ ± σ bandmaxmin
24 YES observations from clob.polymarket.com · last 7.50¢
NO price · CLOB mid
n=25 · μ=0.6926 · σ=0.1219 · range [0.5350, 0.9350] · R²=0.790▲ RISING +64.22%σ EXTREME 17.61%LAST 0.89500.93500.83500.73500.63500.5350μ = 0.6926max 0.9350min 0.5350dataMA(5)OLS R²=0.79μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 89.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=23 · 10 bins · μ=-0.0130 · σ=0.0444 · skew=-0.59 (left-skewed) · kurt=0.23 (mesokurtic)754201-12.00ppbin -12.00pp · n=1 · 14.3% peakbin -12.00pp · n=1 · 14.3% peak1-10.00ppbin -10.00pp · n=1 · 14.3% peakbin -10.00pp · n=1 · 14.3% peak1-8.00ppbin -8.00pp · n=1 · 14.3% peakbin -8.00pp · n=1 · 14.3% peak1-6.00ppbin -6.00pp · n=1 · 14.3% peakbin -6.00pp · n=1 · 14.3% peak1-4.00ppbin -4.00pp · n=1 · 14.3% peakbin -4.00pp · n=1 · 14.3% peak6-2.00ppbin -2.00pp · n=6 · 85.7% peakbin -2.00pp · n=6 · 85.7% peak70.00ppbin 0.00pp · n=7 · 100.0% peakbin 0.00pp · n=7 · 100.0% peak12.00ppbin 2.00pp · n=1 · 14.3% peakbin 2.00pp · n=1 · 14.3% peak24.00ppbin 4.00pp · n=2 · 28.6% peakbin 4.00pp · n=2 · 28.6% peak26.00ppbin 6.00pp · n=2 · 28.6% peakbin 6.00pp · n=2 · 28.6% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=23
Q-Q plot · standardised Δp vs N(0,1)
n=23 · skew=-0.26 · kurt=0.36 · near 17 / mid 6 / 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=24LEFT-SKEWED (G₁=-0.88)
μ MEAN31.58¢95% CI: [26.91¢, 36.26¢]
σ STD DEV11.69ppσ² = 136.601 · CV = 37.01%
med MEDIAN35.00¢Q₁ 27.00¢ · Q₃ 37.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 40.00pp · IQR 10.75pp (1.349σ→15.77pp)
min 6.50¢Q₁ 27.00¢med 35.00¢Q₃ 37.75¢max 46.50¢μ
SKEWNESS · G₁-0.883left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.183mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRdiverges from normalratio = 1.47
range ↔ σconcentrated (range < 4σ)range / σ = 3.42
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=23
ρ(1) AUTOCORR-0.144within white-noise band
ρ(2) AUTOCORR-0.219lag-2 not significant
H · HURST EXPONENT0.839strongly persistent
OLS TREND · t-STAT-8.430significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.839
H = 0.839STRONGLY 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=1-0.144k=2-0.219k=3+0.111k=4+0.030k=5-0.0930+1−1+0.42−0.42+ momentum (ρ > +0.42)− reversal (ρ < −0.42)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=8.43)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=23from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.82very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.43)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 ID2553255
SLUGelon-musk-of-tweets-june-18-june-20-65-89
CATEGORYElon Musk # tweets June 18 - June 20, 2026?
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES5.50¢implied prob 5.50% · decimal odds 18.18×
COUNTER · NO94.50¢implied prob 94.50% · decimal odds 1.06×
5.50¢
94.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME84.31k USD 24h
LIQUIDITY14.30k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.890 · entropy 0.307 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 5.5%NO 94.5%YES p̂5.5%H = 0.307 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES18.18×(6¢)NO1.06×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.307 bits (31% 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 2026-06-20 16:00 UTC
0days
06hrs
19min
6.3 hours·θ = 57.258 pp/day
YES →$1.00(P = 5.5%)
NO →$0.00(P = 94.5%)
current: $0.0550 · expected return per side: $0.94 on YES hit · $0.06 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2hRESOLVESP projection · σ=11.69% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 57.258 pp/day
now6.32h left
57.258 pp/day×1.00
−25%4.74h left
66.115 pp/day×1.15
−50%3.16h left
80.974 pp/day×1.41
−75%1.58h left
114.515 pp/day×2.00
−90%0.63h left
181.064 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=23 bars · best 7.00% · worst -13.00% · typical |Δ| 3.65%BEARISH SESSION -38.00%BEST+7.00%5hWORST-13.00%21hTYPICAL |Δ|3.65%mean absoluteCUMULATIVE-38.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.00% · Σ -7.00%EUROPE · 08-16 UTCμ -0.50% · Σ -4.00%US · 16-24 UTCμ -3.37% · Σ -27.00%CUMULATIVE Δ PATH · final -38.00%+1.00%-39.00%-1.00% · 1h-1.00% · 1h-1.00%1h-7.00% · 2h-7.00% · 2h-7.00%2h-1.00% · 3h-1.00% · 3h-1.00%3h-1.00% · 4h-1.00% · 4h-1.00%4h7.00% · 5h7.00% · 5h7.00%5h★ BEST4.00% · 6h4.00% · 6h4.00%6h-8.00% · 7h-8.00% · 7h-8.00%7h-1.00% · 8h-1.00% · 8h-1.00%8h7.00% · 9h7.00% · 9h7.00%9h-9.00% · 10h-9.00% · 10h-9.00%10h0.00% · 11h0.00% · 11h·11h-2.00% · 12h-2.00% · 12h-2.00%12h-2.00% · 13h-2.00% · 13h-2.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h4.00% · 15h4.00% · 15h4.00%15h-3.00% · 16h-3.00% · 16h-3.00%16h-4.00% · 17h-4.00% · 17h-4.00%17h-2.00% · 18h-2.00% · 18h-2.00%18h-3.00% · 19h-3.00% · 19h-3.00%19h-3.00% · 20h-3.00% · 20h-3.00%20h-13.00% · 21h-13.00% · 21h-13.00%21h▼ WORST1.00% · 22h1.00% · 22h1.00%22h0.00% · 23h0.00% · 23h·23hTIME PATTERNEurope-led (+-4.00%)RUNSup max 2 · down max 6BREADTH22% up · 70% down · 9% flat
5 up bars · 16 down · best 7.00% · worst -13.00% · typical |Δ| 3.652%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=24 barsSEVERE DRAWDOWN -33.56%FINAL-33.56%MAX DD-34.49%RECOVERYONGOING · 17 barsMAX RUN-UP+0.42%UNDERWATER22/24 (92%)STREAK▬ 0EQUITY CURVE · end 0.6644 · peak 1.0042 · range [0.6578, 1.0042]1.00420.6578break-even = 1★ PEAK 1.0042UNDERWATER DRAWDOWN · max -34.49% · severe0%-34.49%▼ TROUGH -34.49%TOP DRAWDOWN PERIODS · 2 total#1 -34.49%bar 8-24 · 17 bars · ONGOING#2 -9.76%bar 2-6 · 5 bars · recoveredDD SEVERITYsevere (max -34.49%)RECOVERYongoing · 17 barsTIME UNDER WATER92% of session · 22/24 bars
final equity 0.6644 (-33.56%) · max DD -34.49% · time-under-water 22/24 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-48.22 · σ=90.29UNPROFITABLE STRATEGYLAST -60.71 (-0.14σ vs μ)397.09198.540.00-198.54-397.09μ = -48.22-11.28-11.286.986.983.273.273.273.2726.4126.41-18.48-18.48-31.51-31.51-16.42-16.42-19.64-19.64-73.54-73.54-7.52-7.52-26.98-26.98-36.06-36.06-36.06-36.06-46.66-46.66-397.09-397.09-103.36-103.36-70.75-70.75-60.71-60.71v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -60.713 · range [-397.09, 26.41] · μ -48.217 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=431.2851 · σ=156.8635 · range [66.1816, 663.7982] · R²=0.251▲ RISING +11.44%σ EXTREME 36.37%LAST 519.4305663.7982514.3940364.9899215.585766.1816μ = 431.2851max 663.7982min 66.1816dataMA(3)OLS R²=0.25μ lineμ ± σ bandmaxmin
latest 519.43% · range [66.18%, 663.80%] · μ 431.29% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.204 · σ=0.241MEAN-REVERSIONLAST -0.259 (-0.23σ vs μ)0.5630.2810.000-0.281-0.563μ = -0.2040.0230.0230.2330.233-0.092-0.092-0.028-0.0280.0170.017-0.491-0.491-0.430-0.430-0.562-0.562-0.563-0.563-0.257-0.2570.0390.039-0.319-0.319-0.089-0.089-0.027-0.027-0.072-0.072-0.500-0.500-0.037-0.037-0.455-0.455-0.259-0.259v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.259 · |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
0.8802
p-VALUE (log scale)
0.6440
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
2.5200
p-VALUE (log scale)
0.7757
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
-0.1810
p-VALUE (log scale)
0.9350
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
-0.3898
p-VALUE (log scale)
0.6967
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7643
p-VALUE (log scale)
0.0087
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.5138
p-VALUE (log scale)
0.6074
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.893 ≈ 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=11 bins · noise floor μ=2.23e-3 · top T=4.60h (23.0%) · top-3 cover 55.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)5.7e-34.2e-32.8e-31.4e-30.0e+0μ noise floor2× noise (significance)period 23.0 · power 1.71e-3 · 7.0% energyperiod 23.0 · power 1.71e-3 · 7.0% energyperiod 11.5 · power 1.60e-3 · 6.5% energyperiod 11.5 · power 1.60e-3 · 6.5% energyperiod 7.7 · power 4.53e-4 · 1.8% energyperiod 7.7 · power 4.53e-4 · 1.8% energyperiod 5.8 · power 7.02e-4 · 2.9% energyperiod 5.8 · power 7.02e-4 · 2.9% energyperiod 4.6 · power 5.66e-3 · 23.0% energyperiod 4.6 · power 5.66e-3 · 23.0% energyperiod 3.8 · power 1.61e-3 · 6.5% energyperiod 3.8 · power 1.61e-3 · 6.5% energyperiod 3.3 · power 3.99e-3 · 16.2% energyperiod 3.3 · power 3.99e-3 · 16.2% energyperiod 2.9 · power 4.09e-3 · 16.7% energyperiod 2.9 · power 4.09e-3 · 16.7% energyperiod 2.6 · power 4.36e-4 · 1.8% energyperiod 2.6 · power 4.36e-4 · 1.8% energyperiod 2.3 · power 1.79e-3 · 7.3% energyperiod 2.3 · power 1.79e-3 · 7.3% energyperiod 2.1 · power 2.52e-3 · 10.3% energyperiod 2.1 · power 2.52e-3 · 10.3% energy50% by T=3.3h#1 dominantT=4.60h#2T=2.88h#3T=3.29hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 4.60h (freq 0.217) · concentrates 23.0% of total energy · Σ|X̂|²/n = 2.456e-2

▸ Depth section using sovereign-store price series (553 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 0.3 d · σ/bar 0.475pp · expected |Δp| over horizon 1.19ppterminal variance p(1−p) = 0.0520 · n = 553✓ n = 553
μ per bar
-0.025pp
average Δp · drift
σ per bar
0.475pp
one-bar volatility · logit-free
Per-day movedaily
2.33pp
σ × √24
Per-horizon move0d
1.19pp
σ × √6.319871944444444
Terminal variancebinary
0.0520
p(1−p) at resolution
Current pricep
5.5¢
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 0.81pp · ES₉₅ 1.00pp · method parametric · drift-correcteddrift -0.025pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 553
VaR 95%
0.81pp
1.645·σ (parametric) of Δp
ES 95%
1.00pp
mean of the tail
Max drawdown
71.8pp
peak 19.5¢ → trough 5.5¢
Median step
1.00pp
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
5.5%
= price
Decimal oddsEU
18.182
total return per $1
AmericanUS
+1718
$100 wins $1718
FractionalUK
17.18 / 1
profit per $1 risked
Profit per $100stake
+$1718.18
clean dollar framing
-1000-5000+500+1000020406080100you · 5.5%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)
0.307 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.307 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.18 bit
self-information
Surprise · NO−log₂(1−p)
0.08 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
62375489057674977296784409497710598134737718103762491378125459801457797740039
NO token ID
47191108465218413561634735345831309204594341915213024264317460866480565579787
Snapshot fetched
2026-06-20 09:40:38 UTC
Snapshot age
10.1s
History points
24 CLOB mids
Page rendered
2026-06-20 09:40:48 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e22300c023df48b03716942eacab6bfcc1290cec1196562409684a64767d04c9 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.4¢HL PREDEcuador86.3¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,620HL PERPHYPE-USD perpetual$70.71HL PERPETH-USD perpetual$1,728

Also see: /arb opportunities · RSS feed · more in Elon Musk # tweets June 18 - June 20, 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
0.110000
(best bid + best ask) / 2
Spread
1818.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.410
ask-heavy
Imbalance (top-5)
-0.277
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-18-june-20-65-89/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1525883871.67bp0.24000013FILLED
BUY$10.00K0.46077931889.03bp0.95000048FILLED
BUY$100.00K0.79218162016.43bp0.99000052PARTIAL
SELL$1.00K0.0266697575.55bp0.0100009PARTIAL
SELL$10.00K0.0266697575.55bp0.0100009PARTIAL
SELL$100.00K0.0266697575.55bp0.0100009PARTIAL

Risk metrics

▸ sovereign store · 553 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6881.62%
σ per bar = 0.051983
Mean return (annualised)
-401830.38%
μ per bar = -0.002293
Sharpe (rf=0)
-58.39
annualised; risk-free assumed zero
Max drawdown
71.79%
peak 0.20 → trough 0.06 over 510 bars

/api/asset/pm-elon-musk-of-tweets-june-18-june-20-65-89/risk · same metrics, JSON