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

Will Elon Musk post 220-239 tweets from June 9 to June 16, 2026?

YES · live
2.1¢
NO · live
97.9¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-9-june-16-220-239 · 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-16-220-239/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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
2.1¢
NO · live
97.9¢
YES price · live 24h
n=25 · μ=0.0571 · σ=0.0366 · range [0.0205, 0.1350] · R²=0.813▼ FALLING -84.07%σ EXTREME 64.08%LAST 0.02150.13500.10640.07780.04910.0205μ = 0.0571max 0.1350min 0.0205dataMA(5)OLS R²=0.81μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.15¢
YES / NO split · live
YES 2.1%NO 97.9%NO97.9%97.85¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.150 / 1.00 bits (15%) · informative — one side favoured
YES
2.1%2.1¢46.51×▬ +0.00pp
NO
97.9%97.9¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,015 · μ=84.0 · σ=72.3 · CV=0.86BURSTYcumulative energy ↗ · 50% by h=10055110165220μ = 8422050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2015bp moved · peak 220bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
2.15¢ (2.15%)
▼NO mid
97.85¢ (97.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$75.3k
≋liquidity $
$30.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0571 · σ=0.0366 · range [0.0205, 0.1350] · R²=0.813▼ FALLING -84.07%σ EXTREME 64.08%LAST 0.02150.13500.10640.07780.04910.0205μ = 0.0571max 0.1350min 0.0205dataMA(5)OLS R²=0.81μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.15¢
NO price · CLOB mid
n=25 · μ=0.9429 · σ=0.0366 · range [0.8650, 0.9795] · R²=0.813▲ RISING +13.12%σ NORMAL 3.88%LAST 0.97850.97950.95090.92230.89360.8650μ = 0.9429max 0.9795min 0.8650dataMA(5)OLS R²=0.81μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0044 · σ=0.0092 · skew=0.53 (right-skewed) · kurt=0.16 (mesokurtic)653203-1.79ppbin -1.79pp · n=3 · 50.0% peakbin -1.79pp · n=3 · 50.0% peak3-1.37ppbin -1.37pp · n=3 · 50.0% peakbin -1.37pp · n=3 · 50.0% peak4-0.95ppbin -0.95pp · n=4 · 66.7% peakbin -0.95pp · n=4 · 66.7% peak2-0.53ppbin -0.53pp · n=2 · 33.3% peakbin -0.53pp · n=2 · 33.3% peak6-0.11ppbin -0.11pp · n=6 · 100.0% peakbin -0.11pp · n=6 · 100.0% peak40.31ppbin 0.31pp · n=4 · 66.7% peakbin 0.31pp · n=4 · 66.7% peak0.73pp11.15ppbin 1.15pp · n=1 · 16.7% peakbin 1.15pp · n=1 · 16.7% peak1.57pp11.99ppbin 1.99pp · n=1 · 16.7% peakbin 1.99pp · n=1 · 16.7% 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=0.47 · kurt=0.32 · near 21 / mid 3 / far 0 · OLS slope=1.00 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25STRONGLY RIGHT-SKEWED (G₁=1.00)
μ MEAN5.71¢95% CI: [4.27¢, 7.14¢]
σ STD DEV3.66ppσ² = 13.378 · CV = 64.08%
med MEDIAN4.50¢Q₁ 3.30¢ · Q₃ 7.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 11.45pp · IQR 4.20pp (1.349σ→4.93pp)
min 2.05¢Q₁ 3.30¢med 4.50¢Q₃ 7.50¢max 13.50¢μ
SKEWNESS · G₁1.003right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.368mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.33
σ × 1.349 ↔ IQRconsistent with normalratio = 1.17
range ↔ σconcentrated (range < 4σ)range / σ = 3.13
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 · ρ(1) -0.27 + ADF rejected
ρ(1) AUTOCORR-0.266within white-noise band
ρ(2) AUTOCORR+0.176lag-2 not significant
H · HURST EXPONENT0.965strongly persistent
OLS TREND · t-STAT-9.996significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.965
H = 0.965STRONGLY 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=1-0.266k=2+0.176k=3+0.043k=4+0.037k=5+0.1680+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|=10.00)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.27 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=10.00)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 ID2449826
SLUGelon-musk-of-tweets-june-9-june-16-220-239
CATEGORYElon Musk # tweets June 9 - June 16, 2026?
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES2.15¢implied prob 2.15% · decimal odds 46.51×
COUNTER · NO97.85¢implied prob 97.85% · decimal odds 1.02×
2.15¢
97.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME75.29k USD 24h
LIQUIDITY30.28k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.957 · entropy 0.150 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 2.1%NO 97.9%YES p̂2.1%H = 0.150 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES46.51×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.150 bits (15% 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 · MEDIUMresolves 2026-06-16 16:00 UTC
1days
20hrs
46min
1.87 days·θ = 17.919 pp/day
YES →$1.00(P = 2.1%)
NO →$0.00(P = 97.9%)
current: $0.0215 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.9dRESOLVESP projection · σ=3.66% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 17.919 pp/day
now1.87d left
17.919 pp/day×1.00
−25%1.40d left
20.691 pp/day×1.15
−50%22.39h left
25.341 pp/day×1.41
−75%11.19h left
35.837 pp/day×2.00
−90%4.48h left
56.664 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 2.20% · worst -2.00% · typical |Δ| 0.84%BEARISH SESSION -11.35%BEST+2.20%14hWORST-2.00%4hTYPICAL |Δ|0.84%mean absoluteCUMULATIVE-11.35%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.86% · Σ -6.00%EUROPE · 08-16 UTCμ -0.50% · Σ -4.00%US · 16-24 UTCμ -0.18% · Σ -1.45%CUMULATIVE Δ PATH · final -11.35%+0.00%-11.45%0.00% · 1h0.00% · 1h·1h-1.00% · 2h-1.00% · 2h-1.00%2h-1.00% · 3h-1.00% · 3h-1.00%3h-2.00% · 4h-2.00% · 4h-2.00%4h▼ WORST-2.00% · 5h-2.00% · 5h-2.00%5h-1.00% · 6h-1.00% · 6h-1.00%6h1.00% · 7h1.00% · 7h1.00%7h-2.00% · 8h-2.00% · 8h-2.00%8h0.00% · 9h0.00% · 9h·9h-1.00% · 10h-1.00% · 10h-1.00%10h0.00% · 11h0.00% · 11h·11h-0.25% · 12h-0.25% · 12h-0.25%12h-1.55% · 13h-1.55% · 13h-1.55%13h2.20% · 14h2.20% · 14h2.20%14h★ BEST-1.40% · 15h-1.40% · 15h-1.40%15h0.05% · 16h0.05% · 16h0.05%16h-0.25% · 17h-0.25% · 17h-0.25%17h0.45% · 18h0.45% · 18h0.45%18h-0.45% · 19h-0.45% · 19h-0.45%19h-1.25% · 20h-1.25% · 20h-1.25%20h0.50% · 21h0.50% · 21h0.50%21h0.10% · 22h0.10% · 22h0.10%22h-0.60% · 23h-0.60% · 23h-0.60%23h0.10% · 24h0.10% · 24h0.10%24hTIME PATTERNUS-led (+-1.45%)RUNSup max 2 · down max 5BREADTH29% up · 58% down · 13% flat
7 up bars · 14 down · best 2.20% · worst -2.00% · typical |Δ| 0.840%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -10.86%FINAL-10.86%MAX DD-10.95%RECOVERYONGOING · 23 barsMAX RUN-UP+0.00%UNDERWATER23/25 (92%)STREAK↗ 1EQUITY CURVE · end 0.8914 · peak 1.0000 · range [0.8905, 1.0000]1.00000.8905break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -10.95% · significant0%-10.95%▼ TROUGH -10.95%TOP DRAWDOWN PERIODS · 1 total#1 -10.95%bar 3-25 · 23 bars · ONGOINGDD SEVERITYsignificant (max -10.95%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.8914 (-10.86%) · max DD -10.95% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −18 (5% positive) · μ=-45.14 · σ=38.92UNPROFITABLE STRATEGYLAST -39.78 (+0.14σ vs μ)145.0672.530.00-72.53-145.06μ = -45.14-145.06-145.06-85.44-85.44-93.40-93.40-73.99-73.99-66.72-66.72-44.62-44.62-34.35-34.35-87.94-87.94-7.29-7.29-22.52-22.52-10.97-10.97-13.88-13.88-5.68-5.687.797.79-61.20-61.20-22.69-22.69-21.38-21.38-28.58-28.58-39.78-39.78v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -39.779 · range [-145.06, 7.79] · μ -45.143 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=96.8515 · σ=26.1538 · range [58.7241, 129.6776] · R²=0.156▼ FALLING -16.65%σ EXTREME 27.00%LAST 58.7241129.6776111.939294.200976.462558.7241μ = 96.8515max 129.6776min 58.7241dataMA(3)OLS R²=0.16μ lineμ ± σ bandmaxmin
latest 58.72% · range [58.72%, 129.68%] · μ 96.85% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.365 · σ=0.289MEAN-REVERSIONLAST -0.273 (+0.32σ vs μ)0.7730.3860.000-0.386-0.773μ = -0.3650.2250.2250.1670.167-0.150-0.150-0.250-0.250-0.492-0.492-0.773-0.773-0.626-0.626-0.346-0.346-0.402-0.402-0.633-0.633-0.697-0.697-0.700-0.700-0.704-0.704-0.468-0.468-0.059-0.059-0.306-0.306-0.215-0.215-0.235-0.235-0.273-0.273v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.273 · |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
1.5198
p-VALUE (log scale)
0.4677
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
3.8289
p-VALUE (log scale)
0.5765
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
-2.2479
p-VALUE (log scale)
0.1947
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
0.8025
p-VALUE (log scale)
0.0070
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
-0.5842
p-VALUE (log scale)
0.5591
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.822 ≈ 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=9.82e-5 · top T=2.40h (25.5%) · top-3 cover 54.8%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.0e-42.3e-41.5e-47.5e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.50e-4 · 12.7% energyperiod 24.0 · power 1.50e-4 · 12.7% energyperiod 12.0 · power 4.57e-5 · 3.9% energyperiod 12.0 · power 4.57e-5 · 3.9% energyperiod 8.0 · power 7.08e-5 · 6.0% energyperiod 8.0 · power 7.08e-5 · 6.0% energyperiod 6.0 · power 3.43e-5 · 2.9% energyperiod 6.0 · power 3.43e-5 · 2.9% energyperiod 4.8 · power 1.94e-5 · 1.6% energyperiod 4.8 · power 1.94e-5 · 1.6% energyperiod 4.0 · power 1.11e-4 · 9.5% energyperiod 4.0 · power 1.11e-4 · 9.5% energyperiod 3.4 · power 1.48e-4 · 12.6% energyperiod 3.4 · power 1.48e-4 · 12.6% energyperiod 3.0 · power 1.66e-5 · 1.4% energyperiod 3.0 · power 1.66e-5 · 1.4% energyperiod 2.7 · power 8.66e-5 · 7.3% energyperiod 2.7 · power 8.66e-5 · 7.3% energyperiod 2.4 · power 3.01e-4 · 25.5% energyperiod 2.4 · power 3.01e-4 · 25.5% energyperiod 2.2 · power 1.95e-4 · 16.5% energyperiod 2.2 · power 1.95e-4 · 16.5% energyperiod 2.0 · power 9.37e-8 · 0.0% energyperiod 2.0 · power 9.37e-8 · 0.0% energy50% by T=3.0h#1 dominantT=2.40h#2T=2.18h#3T=24.00hT=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 25.5% of total energy · Σ|X̂|²/n = 1.178e-3

§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 1.012pp · expected |Δp| over horizon 6.77ppterminal variance p(1−p) = 0.0210 · n = 25⚠ low confidence · n < 100
μ per bar
-0.473pp
average Δp · drift
σ per bar
1.012pp
one-bar volatility · logit-free
Per-day movedaily
4.96pp
σ × √24
Per-horizon move2d
6.77pp
σ × √44.77677638888889
Terminal variancebinary
0.0210
p(1−p) at resolution
Current pricep
2.1¢
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 2.14pp · ES₉₅ 2.56pp · method parametric · drift-correcteddrift -0.473pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.76⊘ disabled · n < 30
VaR 95%
2.14pp
1.645·σ (parametric) of Δp
ES 95%
2.56pp
mean of the tail
Max drawdown
84.8pp
peak 13.5¢ → trough 2.1¢
Median step
0.50pp
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
2.1%
= price
Decimal oddsEU
46.512
total return per $1
AmericanUS
+4551
$100 wins $4551
FractionalUK
45.51 / 1
profit per $1 risked
Profit per $100stake
+$4551.16
clean dollar framing
-1000-5000+500+1000020406080100you · 2.1%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)
0.150 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.150 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.54 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
84629950350446575380670691232991374597769744347374453272752280577751763169321
NO token ID
45408705577593658241815180514812412145765847863359642010945907260213963003274
Snapshot fetched
2026-06-14 19:13:23 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:13:23 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ef7a93519908d748fc46c83877c3c25ff72ea3c511e38a4ab10420beef09fb27 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.5¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,782HL PERPETH-USD perpetual$1,664.2HL PERPHYPE-USD perpetual$60.56

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
$0
bid $0 · ask $0
Mid price
0.021500
(best bid + best ask) / 2
Spread
465.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.208
ask-heavy
Imbalance (top-5)
+0.485
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-16-220-239/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.10953240945.22bp0.21900051FILLED
BUY$10.00K0.326467141844.93bp0.55000079FILLED
BUY$100.00K0.723645326579.15bp0.999000128PARTIAL
SELL$1.00K0.0028938654.43bp0.00100018PARTIAL
SELL$10.00K0.0028938654.43bp0.00100018PARTIAL
SELL$100.00K0.0028938654.43bp0.00100018PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.228577
Mean return (annualised)
—
μ per bar = -0.076551
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
84.81%
peak 0.14 → trough 0.02 over 20 bars

/api/asset/pm-elon-musk-of-tweets-june-9-june-16-220-239/risk · same metrics, JSON