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

Will Elon Musk post 260-279 tweets from June 9 to June 16, 2026?

YES · live
0.3¢
NO · live
99.8¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-9-june-16-260-279 · 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-16-260-279/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
0.3¢
NO · live
99.8¢
YES price · live 24h
n=25 · μ=0.0067 · σ=0.0058 · range [0.0025, 0.0205] · R²=0.698 FALLING -87.80%σ EXTREME 85.96%LAST 0.00250.02050.01600.01150.00700.0025μ = 0.0067max 0.0205min 0.0025dataMA(5)OLS R²=0.70μ 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=220 · μ=9.2 · σ=12.1 · CV=1.32BURSTY · concentratedcumulative energy ↗ · 50% by h=5010203040μ = 94050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 220bp moved · peak 40bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
0.25¢ (0.25%)
NO mid
99.75¢ (99.75%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$69.5k
liquidity $
$35.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0067 · σ=0.0058 · range [0.0025, 0.0205] · R²=0.698 FALLING -87.80%σ EXTREME 85.96%LAST 0.00250.02050.01600.01150.00700.0025μ = 0.0067max 0.0205min 0.0025dataMA(5)OLS R²=0.70μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.25¢
NO price · CLOB mid
n=25 · μ=0.9933 · σ=0.0058 · range [0.9795, 0.9975] · R²=0.698 RISING +1.84%σ LOW 0.58%LAST 0.99750.99750.99300.98850.98400.9795μ = 0.9933max 0.9975min 0.9795dataMA(5)OLS R²=0.70μ 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=-0.0005 · σ=0.0012 · skew=-1.22 (left-skewed) · kurt=0.25 (mesokurtic)1296301-0.38ppbin -0.38pp · n=1 · 8.3% peakbin -0.38pp · n=1 · 8.3% peak-0.33pp3-0.28ppbin -0.28pp · n=3 · 25.0% peakbin -0.28pp · n=3 · 25.0% peak-0.23pp1-0.18ppbin -0.18pp · n=1 · 8.3% peakbin -0.18pp · n=1 · 8.3% peak-0.13pp5-0.08ppbin -0.08pp · n=5 · 41.7% peakbin -0.08pp · n=5 · 41.7% peak-0.03pp120.03ppbin 0.03pp · n=12 · 100.0% peakbin 0.03pp · n=12 · 100.0% peak20.08ppbin 0.08pp · n=2 · 16.7% peakbin 0.08pp · n=2 · 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=-1.04 · kurt=0.12 · near 10 / mid 14 / far 0 · OLS slope=0.93 intercept=-0.00LEFT-SKEWED · HEAVY NEGATIVE TAILTHIN UPPER TAILMILDLY 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=25STRONGLY RIGHT-SKEWED (G₁=1.32)
μ MEAN0.67¢95% CI: [0.44¢, 0.90¢]
σ STD DEV0.58ppσ² = 0.332 · CV = 85.96%
med MEDIAN0.35¢Q₁ 0.35¢ · Q₃ 0.85¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.25¢Q₁ 0.35¢med 0.35¢Q₃ 0.85¢max 2.05¢μ
SKEWNESS · G₁1.321right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.357mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.56
σ × 1.349 ↔ IQRdiverges from normalratio = 1.55
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.319within white-noise band
ρ(2) AUTOCORR+0.065lag-2 not significant
H · HURST EXPONENT0.902strongly persistent
OLS TREND · t-STAT-7.295significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.902STRONGLY 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+0.319k=2+0.065k=3+0.347k=4+0.179k=5+0.1650+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|=7.29)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 ID2449830
SLUGelon-musk-of-tweets-june-9-june-16-260-279
CATEGORYElon Musk # tweets June 9 - June 16, 2026?
TWO-SIDED PRICING
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 TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME69.49k USD 24h
LIQUIDITY35.87k 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 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 0.3%NO 99.8%YES0.3%H = 0.025 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%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 · MEDIUMresolves 2026-06-16 16:00 UTC
1days
20hrs
37min
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+0.9dRESOLVESP projection · σ=0.58% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.821 pp/day
now1.86d left
2.821 pp/day×1.00
−25%1.39d left
3.258 pp/day×1.15
−50%22.31h left
3.990 pp/day×1.41
−75%11.16h left
5.643 pp/day×2.00
−90%4.46h left
8.922 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 0.10% · worst -0.40% · typical |Δ| 0.09%BEARISH SESSION -1.80%BEST+0.10%14hWORST-0.40%3hTYPICAL |Δ|0.09%mean absoluteCUMULATIVE-1.80%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.17% · Σ -1.20%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final -1.80%+0.00%-1.80%0.00% · 1h0.00% · 1h·1h-0.30% · 2h-0.30% · 2h-0.30%2h-0.40% · 3h-0.40% · 3h-0.40%3h▼ WORST-0.10% · 4h-0.10% · 4h-0.10%4h-0.30% · 5h-0.30% · 5h-0.30%5h-0.10% · 6h-0.10% · 6h-0.10%6h0.00% · 7h0.00% · 7h·7h-0.30% · 8h-0.30% · 8h-0.30%8h-0.20% · 9h-0.20% · 9h-0.20%9h0.00% · 10h0.00% · 10h·10h0.10% · 11h0.10% · 11h0.10%11h-0.10% · 12h-0.10% · 12h-0.10%12h-0.10% · 13h-0.10% · 13h-0.10%13h0.10% · 14h0.10% · 14h0.10%14h★ BEST0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.10% · 20h-0.10% · 20h-0.10%20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+-0.10%)RUNSup max 1 · down max 5BREADTH8% up · 42% down · 50% flat
2 up bars · 10 down · best 0.10% · worst -0.40% · typical |Δ| 0.092%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-1.79%)FINAL-1.79%MAX DD-1.79%RECOVERYONGOING · 23 barsMAX RUN-UP+0.00%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9821 · peak 1.0000 · range [0.9821, 1.0000]1.00000.9821break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -1.79% · moderate0%-1.79%▼ TROUGH -1.79%TOP DRAWDOWN PERIODS · 1 total#1 -1.79%bar 3-25 · 23 bars · ONGOINGDD SEVERITYmoderate (max -1.79%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9821 (-1.79%) · max DD -1.79% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −15 (5% positive) · μ=-50.77 · σ=48.10UNPROFITABLE STRATEGYLAST -38.21 (+0.26σ vs μ)128.8164.400.00-64.40-128.81μ = -50.77-120.83-120.83-120.83-120.83-120.83-120.83-128.81-128.81-101.85-101.85-52.99-52.99-52.99-52.99-66.18-66.18-25.76-25.760.000.000.000.00-20.72-20.720.000.0038.2138.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-128.81, 38.21] · μ -50.770 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=9.0786 · σ=4.4432 · range [3.8210, 14.4997] · R²=0.894 FALLING -73.65%σ EXTREME 48.94%LAST 3.821014.499711.83009.16036.49073.8210μ = 9.0786max 14.4997min 3.8210dataMA(3)OLS R²=0.89μ lineμ ± σ bandmaxmin
latest 3.82% · range [3.82%, 14.50%] · μ 9.08% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.155 · σ=0.194MEAN-REVERSIONLAST -0.233 (-0.40σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.155-0.333-0.333-0.000-0.000-0.333-0.333-0.333-0.333-0.237-0.2370.1050.1050.0900.0900.3000.300-0.197-0.197-0.250-0.250-0.250-0.250-0.010-0.010-0.500-0.500-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
5.1451
p-VALUE (log scale)
0.0763
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
8.3654
p-VALUE (log scale)
0.1360
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

H₀: p has a unit root (non-stationary)

STATISTIC
-3.7186
p-VALUE (log scale)
0.0043
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.7928
p-VALUE (log scale)
0.4279
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7207
p-VALUE (log scale)
0.0117
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
1.8319
p-VALUE (log scale)
0.0670
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.557 ≈ 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=1.69e-6 · top T=24.00h (34.3%) · top-3 cover 59.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.9e-65.2e-63.5e-61.7e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.94e-6 · 34.3% energyperiod 24.0 · power 6.94e-6 · 34.3% energyperiod 12.0 · power 1.25e-6 · 6.2% energyperiod 12.0 · power 1.25e-6 · 6.2% energyperiod 8.0 · power 1.09e-6 · 5.4% energyperiod 8.0 · power 1.09e-6 · 5.4% energyperiod 6.0 · power 2.00e-6 · 9.9% energyperiod 6.0 · power 2.00e-6 · 9.9% energyperiod 4.8 · power 1.54e-6 · 7.6% energyperiod 4.8 · power 1.54e-6 · 7.6% energyperiod 4.0 · power 7.50e-7 · 3.7% energyperiod 4.0 · power 7.50e-7 · 3.7% energyperiod 3.4 · power 3.13e-6 · 15.5% energyperiod 3.4 · power 3.13e-6 · 15.5% energyperiod 3.0 · power 1.50e-6 · 7.4% energyperiod 3.0 · power 1.50e-6 · 7.4% energyperiod 2.7 · power 7.40e-7 · 3.7% energyperiod 2.7 · power 7.40e-7 · 3.7% energyperiod 2.4 · power 1.25e-6 · 6.2% energyperiod 2.4 · power 1.25e-6 · 6.2% energyperiod 2.2 · power 4.59e-8 · 0.2% energyperiod 2.2 · power 4.59e-8 · 0.2% energyperiod 2.0 · power 8.62e-36 · 0.0% energyperiod 2.0 · power 8.62e-36 · 0.0% energy50% by T=6.0h#1 dominantT=24.00h#2T=3.43h#3T=6.00hT=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 ≈ 24.00h (freq 0.042) · concentrates 34.3% of total energy · Σ|X̂|²/n = 2.025e-5

§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 0.133pp · expected |Δp| over horizon 0.89ppterminal variance p(1−p) = 0.0025 · n = 25low confidence · n < 100
μ per bar
-0.075pp
average Δp · drift
σ per bar
0.133pp
one-bar volatility · logit-free
Per-day movedaily
0.65pp
σ × √24
Per-horizon move2d
0.89pp
σ × √44.627355
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 0.23pp · ES₉₅ 0.26pp · method empirical · drift-correcteddrift -0.075pp/bar · quantised: no · median step 0.10pp · unique ratio 0.40disabled · n < 30
VaR 95%
0.23pp
5th percentile of Δp
ES 95%
0.26pp
mean of the tail
Max drawdown
87.8pp
peak 2.1¢ → trough 0.3¢
Median step
0.10pp
price bucket granularity
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
27801753105601936672726502845683346626549662473123773324594095969451261404259
NO token ID
19835952322984074134887443187561306721108812283312958442403948693259672385719
Snapshot fetched
2026-06-14 19:22:21 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:22:21 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
813e8736a991303c32e442100a60a511e92462b7969b58c221f8252d08c8858f · 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
$0
bid $0 · ask $0
Mid price
0.002500
(best bid + best ask) / 2
Spread
4000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.264
ask-heavy
Imbalance (top-5)
+0.876
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-16-260-279/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.050879193514.54bp0.20000043FILLED
BUY$10.00K0.2534241003695.89bp0.65000070FILLED
BUY$100.00K0.6951632770652.79bp0.999000117PARTIAL
SELL$1.00K0.0012095165.50bp0.0010002PARTIAL
SELL$10.00K0.0012095165.50bp0.0010002PARTIAL
SELL$100.00K0.0012095165.50bp0.0010002PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.193511
Mean return (annualised)
μ per bar = -0.087672
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
87.80%
peak 0.02 → trough 0.00 over 13 bars

/api/asset/pm-elon-musk-of-tweets-june-9-june-16-260-279/risk · same metrics, JSON