POLYMARKET · PREDICTION MARKET · ELON MUSK # TWEETS JUNE 9 - JUNE 16, 2026?

Will Elon Musk post 140-159 tweets from June 9 to June 16, 2026?

YES · live
15.4¢
NO · live
84.6¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-9-june-16-140-159 · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-9-june-16-140-159/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3ms--:--:-- 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
15.4¢
NO · live
84.6¢
YES price · live 24h
n=25 · μ=0.1444 · σ=0.0556 · range [0.0385, 0.2625] · R²=0.318 RISING +298.70%σ EXTREME 38.48%LAST 0.15350.26250.20650.15050.09450.0385μ = 0.1444max 0.2625min 0.0385dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 15.35¢
YES / NO split · live
YES 15.4%NO 84.6%NO84.6%84.60¢ · odds 1/1.18
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.620 / 1.00 bits (62%) · moderate uncertainty
YES
15.4%15.4¢6.49× +0.00pp
NO
84.6%84.6¢1.18× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,120 · μ=213.3 · σ=206.8 · CV=0.97BURSTYcumulative energy ↗ · 50% by h=130218435653870μ = 21387050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5120bp moved · peak 870bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
15.40¢ (15.40%)
NO mid
84.60¢ (84.60%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$127.4k
liquidity $
$39.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1444 · σ=0.0556 · range [0.0385, 0.2625] · R²=0.318 RISING +298.70%σ EXTREME 38.48%LAST 0.15350.26250.20650.15050.09450.0385μ = 0.1444max 0.2625min 0.0385dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 15.35¢
NO price · CLOB mid
n=25 · μ=0.8556 · σ=0.0556 · range [0.7375, 0.9615] · R²=0.318 FALLING -11.96%σ HIGH 6.49%LAST 0.84650.96150.90550.84950.79350.7375μ = 0.8556max 0.9615min 0.7375dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 84.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0050 · σ=0.0269 · skew=-1.76 (left-skewed) · kurt=2.76 (leptokurtic (fat tails))864201-8.04ppbin -8.04pp · n=1 · 12.5% peakbin -8.04pp · n=1 · 12.5% peak-6.71pp1-5.38ppbin -5.38pp · n=1 · 12.5% peakbin -5.38pp · n=1 · 12.5% peak1-4.05ppbin -4.05pp · n=1 · 12.5% peakbin -4.05pp · n=1 · 12.5% peak-2.72pp-1.39pp6-0.06ppbin -0.06pp · n=6 · 75.0% peakbin -0.06pp · n=6 · 75.0% peak81.27ppbin 1.27pp · n=8 · 100.0% peakbin 1.27pp · n=8 · 100.0% peak62.61ppbin 2.61pp · n=6 · 75.0% peakbin 2.61pp · n=6 · 75.0% peak13.93ppbin 3.93pp · n=1 · 12.5% peakbin 3.93pp · 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=-1.71 · kurt=2.68 · near 10 / mid 13 / far 1 · OLS slope=0.91 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN14.44¢95% CI: [12.26¢, 16.62¢]
σ STD DEV5.56ppσ² = 30.880 · CV = 38.48%
med MEDIAN15.25¢Q₁ 11.90¢ · Q₃ 17.55¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 3.85¢Q₁ 11.90¢med 15.25¢Q₃ 17.55¢max 26.25¢μ
SKEWNESS · G₁-0.084approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.423mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.15
σ × 1.349 ↔ IQRdiverges from normalratio = 1.33
range ↔ σwide tails (range > 4σ)range / σ = 4.03
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+0.266within white-noise band
ρ(2) AUTOCORR-0.176lag-2 not significant
H · HURST EXPONENT0.944strongly persistent
OLS TREND · t-STAT+3.273significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.944STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.266k=2-0.176k=3-0.093k=4-0.164k=5+0.0110+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−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|=3.27)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 ID2449809
SLUGelon-musk-of-tweets-june-9-june-16-140-159
CATEGORYElon Musk # tweets June 9 - June 16, 2026?
TWO-SIDED PRICING
PRIMARY · YES15.40¢implied prob 15.40% · decimal odds 6.49×
COUNTER · NO84.60¢implied prob 84.60% · decimal odds 1.18×
15.40¢
84.60¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME127.39k USD 24h
LIQUIDITY39.66k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (85¢)|primary − counter| = 0.692 · entropy 0.620 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 15.4%NO 84.6%YES15.4%H = 0.620 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES6.49×(15¢)NO1.18×(85¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.620 bits (62% of max) · moderate uncertainty
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 · MEDIUMresolves 2026-06-16 16:00 UTC
1days
20hrs
38min
YES$1.00(P = 15.4%)
NO$0.00(P = 84.6%)
current: $0.1540 · expected return per side: $0.85 on YES hit · $0.15 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.9dRESOLVESP projection · σ=5.56% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 27.223 pp/day
now1.86d left
27.223 pp/day×1.00
−25%1.40d left
31.435 pp/day×1.15
−50%22.32h left
38.500 pp/day×1.41
−75%11.16h left
54.447 pp/day×2.00
−90%4.46h left
86.088 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 4.60% · worst -8.70% · typical |Δ| 2.13%BULLISH SESSION +11.50%BEST+4.60%20hWORST-8.70%13hTYPICAL |Δ|2.13%mean absoluteCUMULATIVE+11.50%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +1.56% · Σ +10.90%EUROPE · 08-16 UTCμ -0.21% · Σ -1.65%US · 16-24 UTCμ +0.29% · Σ +2.35%CUMULATIVE Δ PATH · final +11.50%+22.40%0.00%1.30% · 1h1.30% · 1h1.30%1h-0.10% · 2h-0.10% · 2h-0.10%2h2.30% · 3h2.30% · 3h2.30%3h1.40% · 4h1.40% · 4h1.40%4h2.55% · 5h2.55% · 5h2.55%5h2.20% · 6h2.20% · 6h2.20%6h1.25% · 7h1.25% · 7h1.25%7h1.20% · 8h1.20% · 8h1.20%8h1.60% · 9h1.60% · 9h1.60%9h3.05% · 10h3.05% · 10h3.05%10h2.90% · 11h2.90% · 11h2.90%11h2.75% · 12h2.75% · 12h2.75%12h-8.70% · 13h-8.70% · 13h-8.70%13h▼ WORST-5.65% · 14h-5.65% · 14h-5.65%14h1.20% · 15h1.20% · 15h1.20%15h-0.20% · 16h-0.20% · 16h-0.20%16h1.80% · 17h1.80% · 17h1.80%17h0.75% · 18h0.75% · 18h0.75%18h-0.20% · 19h-0.20% · 19h-0.20%19h4.60% · 20h4.60% · 20h4.60%20h★ BEST0.50% · 21h0.50% · 21h0.50%21h-4.70% · 22h-4.70% · 22h-4.70%22h-0.20% · 23h-0.20% · 23h-0.20%23h-0.10% · 24h-0.10% · 24h-0.10%24hTIME PATTERNAsia-led (+10.90%)RUNSup max 10 · down max 3BREADTH67% up · 33% down
16 up bars · 8 down · best 4.60% · worst -8.70% · typical |Δ| 2.133%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +11.00%FINAL+11.00%MAX DD-13.86%RECOVERYONGOING · 12 barsMAX RUN-UP+24.79%UNDERWATER13/25 (52%)STREAK↘ 3EQUITY CURVE · end 1.1100 · peak 1.2479 · range [1.0000, 1.2479]1.24791.0000break-even = 1★ PEAK 1.2479UNDERWATER DRAWDOWN · max -13.86% · significant0%-13.86%▼ TROUGH -13.86%TOP DRAWDOWN PERIODS · 2 total#1 -13.86%bar 14-25 · 12 bars · ONGOING#2 -0.10%bar 3-3 · 1 bars · recoveredDD SEVERITYsignificant (max -13.86%)RECOVERYongoing · 12 barsTIME UNDER WATER52% of session · 13/25 bars
final equity 1.1100 (11.00%) · max DD -13.86% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=85.03 · σ=118.88MIXED EDGELAST -0.53 (-0.72σ vs μ)288.11144.050.00-144.05-288.11μ = 85.03154.08154.08152.76152.76283.91283.91288.11288.11246.85246.85233.96233.96229.85229.859.599.59-12.26-12.26-13.56-13.56-25.03-25.03-29.68-29.68-38.97-38.97-13.30-13.3069.4469.4462.2062.2014.1314.133.943.94-0.53-0.53v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.528 · range [-38.97, 288.11] · μ 85.026 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=243.1824 · σ=161.2100 · range [51.6895, 482.1976] · R²=0.217 RISING +202.23%σ EXTREME 66.29%LAST 276.3454482.1976374.5705266.9435159.316551.6895μ = 243.1824max 482.1976min 51.6895dataMA(3)OLS R²=0.22μ lineμ ± σ bandmaxmin
latest 276.35% · range [51.69%, 482.20%] · μ 243.18% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=0.043 · σ=0.256CLOSE TO MARTINGALELAST -0.000 (-0.17σ vs μ)0.5370.2690.000-0.269-0.537μ = 0.043-0.092-0.092-0.241-0.241-0.052-0.0520.1440.1440.1480.1480.4000.4000.5370.537-0.051-0.0510.3500.3500.2160.2160.0970.097-0.036-0.0360.3720.372-0.137-0.137-0.309-0.309-0.462-0.462-0.056-0.056-0.005-0.005-0.000-0.000v > 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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
26.6063
p-VALUE (log scale)
< 0.0001
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
3.9012
p-VALUE (log scale)
0.5658
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
-2.1160
p-VALUE (log scale)
0.2475
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
-0.7872
p-VALUE (log scale)
0.4312
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4102
p-VALUE (log scale)
0.0727
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
1.1521
p-VALUE (log scale)
0.2493
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.351 ≈ 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=8.42e-4 · top T=4.80h (19.0%) · top-3 cover 52.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.9e-31.4e-39.6e-44.8e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.47e-4 · 8.4% energyperiod 24.0 · power 8.47e-4 · 8.4% energyperiod 12.0 · power 1.48e-3 · 14.6% energyperiod 12.0 · power 1.48e-3 · 14.6% energyperiod 8.0 · power 1.88e-3 · 18.6% energyperiod 8.0 · power 1.88e-3 · 18.6% energyperiod 6.0 · power 5.21e-4 · 5.2% energyperiod 6.0 · power 5.21e-4 · 5.2% energyperiod 4.8 · power 1.92e-3 · 19.0% energyperiod 4.8 · power 1.92e-3 · 19.0% energyperiod 4.0 · power 1.11e-3 · 11.0% energyperiod 4.0 · power 1.11e-3 · 11.0% energyperiod 3.4 · power 1.76e-5 · 0.2% energyperiod 3.4 · power 1.76e-5 · 0.2% energyperiod 3.0 · power 1.11e-3 · 11.0% energyperiod 3.0 · power 1.11e-3 · 11.0% energyperiod 2.7 · power 7.57e-4 · 7.5% energyperiod 2.7 · power 7.57e-4 · 7.5% energyperiod 2.4 · power 1.34e-4 · 1.3% energyperiod 2.4 · power 1.34e-4 · 1.3% energyperiod 2.2 · power 3.19e-4 · 3.2% energyperiod 2.2 · power 3.19e-4 · 3.2% energyperiod 2.0 · power 5.04e-6 · 0.0% energyperiod 2.0 · power 5.04e-6 · 0.0% energy50% by T=4.8h#1 dominantT=4.80h#2T=8.00h#3T=12.00hT=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 ≈ 4.80h (freq 0.208) · concentrates 19.0% of total energy · Σ|X̂|²/n = 1.011e-2

§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 1.9 d · σ/bar 2.964pp · expected |Δp| over horizon 19.81ppterminal variance p(1−p) = 0.1299 · n = 25low confidence · n < 100
μ per bar
+0.479pp
average Δp · drift
σ per bar
2.964pp
one-bar volatility · logit-free
Per-day movedaily
14.52pp
σ × √24
Per-horizon move2d
19.81pp
σ × √44.64263972222223
Terminal variancebinary
0.1299
p(1−p) at resolution
Current pricep
15.3¢
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 4.40pp · ES₉₅ 5.63pp · method parametric · drift-correcteddrift +0.479pp/bar · quantised: yes · median step 0.60pp · unique ratio 0.92disabled · n < 30
VaR 95%
4.40pp
1.645·σ (parametric) of Δp
ES 95%
5.63pp
mean of the tail
Max drawdown
54.7pp
peak 26.3¢ → trough 11.9¢
Median step
0.60pp
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
15.4%
= price
Decimal oddsEU
6.494
total return per $1
AmericanUS
+549
$100 wins $549
FractionalUK
5.49 / 1
profit per $1 risked
Profit per $100stake
+$549.35
clean dollar framing
-1000-5000+500+1000020406080100you · 15.4%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)
0.620 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.620 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.70 bit
self-information
Surprise · NO−log₂(1−p)
0.24 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
31377173239121824567538354733371193383806068079615630045942994786658471167613
NO token ID
368700521859769029593077270082147865856594276088712540804704278824058255584
Snapshot fetched
2026-06-14 19:21:26 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:21:26 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
12d5c6a2d55d93274d28b61d1650f4e0be8a3213778e6425e97b0aaafc000333 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Elon Musk # tweets June 9 - June 16, 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
$92
bid $77 · ask $16
Mid price
0.153500
(best bid + best ask) / 2
Spread
65.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.550
bid-heavy
Imbalance (top-5)
+0.050
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-9-june-16-140-159/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1803361748.26bp0.18800016FILLED
BUY$10.00K0.3029129733.69bp0.54000073FILLED
BUY$100.00K0.73316737763.31bp0.999000127FILLED
SELL$1.00K0.0893714177.81bp0.05900030FILLED
SELL$10.00K0.0104789317.38bp0.00100060PARTIAL
SELL$100.00K0.0104789317.38bp0.00100060PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.190366
Mean return (annualised)
μ per bar = 0.057627
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
54.67%
peak 0.26 → trough 0.12 over 2 bars

/api/asset/pm-elon-musk-of-tweets-june-9-june-16-140-159/risk · same metrics, JSON