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

Will Elon Musk post 90-114 tweets from June 18 to June 20, 2026?

YES · live
0.3¢
NO · live
99.8¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-18-june-20-90-114 · fresh · feed 9s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
15.43%
max drawdown
44.44%
sharpe
—
ulcer index
33.47%
RMS drawdown
pain index
30.30%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
44.44%
cond. drawdown
gain/pain
0.56
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.56
upside/downside
roll spread
23.2 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-20-90-114/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9.5s⏱--:--:-- 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
0.3¢
NO · live
99.8¢
YES price · live 24h
n=25 · μ=0.0168 · σ=0.0153 · range [0.0025, 0.0480] · R²=0.764▼ FALLING -92.54%σ EXTREME 91.05%LAST 0.00250.04800.03660.02530.01390.0025μ = 0.0168max 0.0480min 0.0025dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.25¢
YES / NO split · live
YES 0.3%NO 99.8%NO99.8%99.75¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.025 / 1.00 bits (3%) · informative — one side favoured
YES
0.3%0.3¢400.00×▬ +0.00pp
NO
99.8%99.8¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=800 · μ=33.3 · σ=37.9 · CV=1.14BURSTYcumulative energy ↗ · 50% by h=70316394125μ = 3312550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 800bp moved · peak 125bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9.5s
▲YES mid
0.25¢ (0.25%)
▼NO mid
99.75¢ (99.75%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$140.3k
≋liquidity $
$73.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0168 · σ=0.0153 · range [0.0025, 0.0480] · R²=0.764▼ FALLING -92.54%σ EXTREME 91.05%LAST 0.00250.04800.03660.02530.01390.0025μ = 0.0168max 0.0480min 0.0025dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.25¢
NO price · CLOB mid
n=25 · μ=0.9832 · σ=0.0153 · range [0.9520, 0.9975] · R²=0.764▲ RISING +3.21%σ NORMAL 1.56%LAST 0.99750.99750.98610.97480.96340.9520μ = 0.9832max 0.9975min 0.9520dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0015 · σ=0.0043 · skew=0.32 (symmetric) · kurt=1.85 (leptokurtic (fat tails))1186301-1.13ppbin -1.13pp · n=1 · 9.1% peakbin -1.13pp · n=1 · 9.1% peak1-0.88ppbin -0.88pp · n=1 · 9.1% peakbin -0.88pp · n=1 · 9.1% peak3-0.63ppbin -0.63pp · n=3 · 27.3% peakbin -0.63pp · n=3 · 27.3% peak1-0.38ppbin -0.38pp · n=1 · 9.1% peakbin -0.38pp · n=1 · 9.1% peak11-0.12ppbin -0.12pp · n=11 · 100.0% peakbin -0.12pp · n=11 · 100.0% peak50.13ppbin 0.13pp · n=5 · 45.5% peakbin 0.13pp · n=5 · 45.5% peak10.38ppbin 0.38pp · n=1 · 9.1% peakbin 0.38pp · n=1 · 9.1% peak0.63pp0.88pp11.13ppbin 1.13pp · n=1 · 9.1% peakbin 1.13pp · n=1 · 9.1% 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=0.19 · kurt=1.78 · near 17 / mid 7 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALUPPER 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=0.92)
μ MEAN1.68¢95% CI: [1.08¢, 2.28¢]
σ STD DEV1.53ppσ² = 2.346 · CV = 91.05%
med MEDIAN0.95¢Q₁ 0.65¢ · Q₃ 2.65¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.55pp · IQR 2.00pp (1.349σ→2.07pp)
min 0.25¢Q₁ 0.65¢med 0.95¢Q₃ 2.65¢max 4.80¢μ
SKEWNESS · G₁0.920right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.747mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.48
σ × 1.349 ↔ IQRconsistent with normalratio = 1.03
range ↔ σconcentrated (range < 4σ)range / σ = 2.97
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.249within white-noise band
ρ(2) AUTOCORR+0.118lag-2 not significant
H · HURST EXPONENT1.013strongly persistent
OLS TREND · t-STAT-8.628significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.013
H = 1.013STRONGLY 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+0.249k=2+0.118k=3-0.249k=4-0.210k=5-0.2230+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|=8.63)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.63)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 ID2553258
SLUGelon-musk-of-tweets-june-18-june-20-90-114
CATEGORYElon Musk # tweets June 18 - June 20, 2026?
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.25¢implied prob 0.25% · decimal odds 400.00×
COUNTER · NO99.75¢implied prob 99.75% · decimal odds 1.00×
0.25¢
99.75¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME140.29k USD 24h
LIQUIDITY72.99k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.995 · entropy 0.025 bits
LIQUIDITY DEPTHDEEP100k+ 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 0.3%NO 99.8%YES p̂0.3%H = 0.025 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES400.00×(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) = 0.025 bits (3% 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 = 7.503 pp/day
YES →$1.00(P = 0.3%)
NO →$0.00(P = 99.8%)
current: $0.0025 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2hRESOLVESP projection · σ=1.53% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 7.503 pp/day
now6.32h left
7.503 pp/day×1.00
−25%4.74h left
8.664 pp/day×1.15
−50%3.16h left
10.611 pp/day×1.41
−75%1.58h left
15.006 pp/day×2.00
−90%0.63h left
23.726 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 1.25% · worst -1.25% · typical |Δ| 0.33%BEARISH SESSION -3.10%BEST+1.25%2hWORST-1.25%6hTYPICAL |Δ|0.33%mean absoluteCUMULATIVE-3.10%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.24% · Σ -1.70%EUROPE · 08-16 UTCμ -0.09% · Σ -0.70%US · 16-24 UTCμ -0.09% · Σ -0.70%CUMULATIVE Δ PATH · final -3.10%+1.45%-3.10%0.20% · 1h0.20% · 1h0.20%1h1.25% · 2h1.25% · 2h1.25%2h★ BEST-0.15% · 3h-0.15% · 3h-0.15%3h-0.10% · 4h-0.10% · 4h-0.10%4h-0.65% · 5h-0.65% · 5h-0.65%5h-1.25% · 6h-1.25% · 6h-1.25%6h▼ WORST-1.00% · 7h-1.00% · 7h-1.00%7h-0.30% · 8h-0.30% · 8h-0.30%8h0.50% · 9h0.50% · 9h0.50%9h-0.70% · 10h-0.70% · 10h-0.70%10h0.05% · 11h0.05% · 11h0.05%11h-0.55% · 12h-0.55% · 12h-0.55%12h0.15% · 13h0.15% · 13h0.15%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.20% · 15h0.20% · 15h0.20%15h-0.20% · 16h-0.20% · 16h-0.20%16h-0.10% · 17h-0.10% · 17h-0.10%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.20% · 20h-0.20% · 20h-0.20%20h-0.20% · 21h-0.20% · 21h-0.20%21h0.10% · 22h0.10% · 22h0.10%22h-0.10% · 23h-0.10% · 23h-0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+-0.70%)RUNSup max 2 · down max 6BREADTH29% up · 58% down · 13% flat
7 up bars · 14 down · best 1.25% · worst -1.25% · typical |Δ| 0.333%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-3.08%)FINAL-3.08%MAX DD-4.47%RECOVERYONGOING · 22 barsMAX RUN-UP+1.45%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9692 · peak 1.0145 · range [0.9692, 1.0145]1.01450.9692break-even = 1★ PEAK 1.0145UNDERWATER DRAWDOWN · max -4.47% · moderate0%-4.47%▼ TROUGH -4.47%TOP DRAWDOWN PERIODS · 1 total#1 -4.47%bar 4-25 · 22 bars · ONGOINGDD SEVERITYmoderate (max -4.47%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9692 (-3.08%) · max DD -4.47% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +0 / −18 (0% positive) · μ=-46.90 · σ=31.29UNPROFITABLE STRATEGYLAST -51.52 (-0.15σ vs μ)113.5256.760.00-56.76-113.52μ = -46.90-12.98-12.98-33.23-33.23-113.52-113.52-68.58-68.58-86.30-86.30-63.79-63.79-57.57-57.57-29.11-29.11-20.82-20.82-36.87-36.87-22.53-22.53-31.66-31.660.000.00-17.56-17.56-30.86-30.86-111.06-111.06-51.52-51.52-51.52-51.52-51.52-51.52v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -51.522 · range [-113.52, 0.00] · μ -46.896 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=36.4167 · σ=24.0308 · range [9.2022, 83.4868] · R²=0.886▼ FALLING -85.60%σ EXTREME 65.99%LAST 11.334983.486864.915646.344527.77339.2022μ = 36.4167max 83.4868min 9.2022dataMA(3)OLS R²=0.89μ lineμ ± σ bandmaxmin
latest 11.33% · range [9.20%, 83.49%] · μ 36.42% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.149 · σ=0.337CLOSE TO MARTINGALELAST -0.288 (-0.41σ vs μ)0.7370.3680.000-0.368-0.737μ = -0.1490.2780.2780.2950.2950.3440.3440.2790.2790.2010.2010.0630.063-0.357-0.357-0.737-0.737-0.611-0.611-0.338-0.338-0.492-0.492-0.325-0.325-0.326-0.326-0.373-0.373-0.326-0.3260.2360.236-0.152-0.152-0.197-0.197-0.288-0.288v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.288 · |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
6.4689
p-VALUE (log scale)
0.0394
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
6.9299
p-VALUE (log scale)
0.2248
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
-0.8695
p-VALUE (log scale)
0.8001
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
0.8452
p-VALUE (log scale)
0.3980
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
0.7478
p-VALUE (log scale)
0.0095
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
1.0805
p-VALUE (log scale)
0.2799
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.329 ≈ 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=2.33e-5 · top T=12.00h (19.9%) · top-3 cover 51.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)5.6e-54.2e-52.8e-51.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.28e-5 · 11.7% energyperiod 24.0 · power 3.28e-5 · 11.7% energyperiod 12.0 · power 5.56e-5 · 19.9% energyperiod 12.0 · power 5.56e-5 · 19.9% energyperiod 8.0 · power 4.57e-5 · 16.3% energyperiod 8.0 · power 4.57e-5 · 16.3% energyperiod 6.0 · power 4.17e-5 · 14.9% energyperiod 6.0 · power 4.17e-5 · 14.9% energyperiod 4.8 · power 8.83e-6 · 3.2% energyperiod 4.8 · power 8.83e-6 · 3.2% energyperiod 4.0 · power 5.42e-6 · 1.9% energyperiod 4.0 · power 5.42e-6 · 1.9% energyperiod 3.4 · power 2.37e-5 · 8.4% energyperiod 3.4 · power 2.37e-5 · 8.4% energyperiod 3.0 · power 8.20e-6 · 2.9% energyperiod 3.0 · power 8.20e-6 · 2.9% energyperiod 2.7 · power 2.93e-7 · 0.1% energyperiod 2.7 · power 2.93e-7 · 0.1% energyperiod 2.4 · power 1.20e-5 · 4.3% energyperiod 2.4 · power 1.20e-5 · 4.3% energyperiod 2.2 · power 4.26e-5 · 15.2% energyperiod 2.2 · power 4.26e-5 · 15.2% energyperiod 2.0 · power 3.37e-6 · 1.2% energyperiod 2.0 · power 3.37e-6 · 1.2% energy50% by T=6.0h#1 dominantT=12.00h#2T=8.00h#3T=2.18hT=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 ≈ 12.00h (freq 0.083) · concentrates 19.9% of total energy · Σ|X̂|²/n = 2.802e-4

▸ 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 0.012pp · expected |Δp| over horizon 0.03ppterminal variance p(1−p) = 0.0025 · n = 553✓ n = 553
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.012pp
one-bar volatility · logit-free
Per-day movedaily
0.06pp
σ × √24
Per-horizon move0d
0.03pp
σ × √6.320047777777777
Terminal variancebinary
0.0025
p(1−p) at resolution
Current pricep
0.3¢
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 0.02pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 553
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
44.4pp
peak 0.4¢ → trough 0.3¢
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
0.3%
= price
Decimal oddsEU
400.000
total return per $1
AmericanUS
+39900
$100 wins $39900
FractionalUK
399.00 / 1
profit per $1 risked
Profit per $100stake
+$39900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.3%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)
0.025 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.025 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.64 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
93427332357858402421708364278320568976208169741926690962545217074801694535162
NO token ID
66240596400033746158661026483731496857402859682827238229685419140478157247125
Snapshot fetched
2026-06-20 09:40:38 UTC
Snapshot age
9.5s
History points
25 CLOB mids
Page rendered
2026-06-20 09:40:47 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ee8d45e3af6125179e08e3d0384547b1f2381e0a8f589dc8dff2653fbe4a5aa0 · 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
0.002500
(best bid + best ask) / 2
Spread
4000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.794
ask-heavy
Imbalance (top-5)
+0.187
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-18-june-20-90-114/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.01784561378.82bp0.50800039FILLED
BUY$10.00K0.150128590513.57bp0.96000050FILLED
BUY$100.00K0.6356482532593.30bp0.99600060FILLED
SELL$1.00K0.0010465814.57bp0.0010002PARTIAL
SELL$10.00K0.0010465814.57bp0.0010002PARTIAL
SELL$100.00K0.0010465814.57bp0.0010002PARTIAL

Risk metrics

▸ sovereign store · 553 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4503.61%
σ per bar = 0.034020
Mean return (annualised)
-186613.58%
μ per bar = -0.001065
Sharpe (rf=0)
-41.44
annualised; risk-free assumed zero
Max drawdown
44.44%
peak 0.00 → trough 0.00 over 38 bars

/api/asset/pm-elon-musk-of-tweets-june-18-june-20-90-114/risk · same metrics, JSON