POLYMARKET · PREDICTION MARKET · ELON MUSK # TWEETS JUNE 12 - JUNE 19, 2026?

Will Elon Musk post 60-79 tweets from June 12 to June 19, 2026?

YES · live
1.5¢
NO · live
98.6¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-12-june-19-60-79 · fresh · feed 0s old
24h sparkline · 60 pts▲ 480.00%
realized vol (ann.)
45.97%
max drawdown
77.42%
sharpe
—
ulcer index
46.60%
RMS drawdown
pain index
38.31%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
75.28%
cond. drawdown
gain/pain
1.19
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.19
upside/downside
roll spread
4.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
480.00%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +480.00%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-12-june-19-60-79/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
1.5¢
NO · live
98.6¢
YES price · live 24h
n=25 · μ=0.0066 · σ=0.0039 · range [0.0015, 0.0155] · R²=0.551▲ RISING +500.00%σ EXTREME 59.95%LAST 0.00900.01550.01200.00850.00500.0015μ = 0.0066max 0.0155min 0.0015dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.90¢
YES / NO split · live
YES 1.5%NO 98.6%NO98.6%98.55¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.109 / 1.00 bits (11%) · informative — one side favoured
YES
1.5%1.5¢68.97×▬ +0.00pp
NO
98.6%98.6¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=435 · μ=18.1 · σ=25.7 · CV=1.42BURSTY · concentratedcumulative energy ↗ · 50% by h=160295886115μ = 1811550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 435bp moved · peak 115bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
1.45¢ (1.45%)
▼NO mid
98.55¢ (98.55%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$83.1k
≋liquidity $
$35.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0066 · σ=0.0039 · range [0.0015, 0.0155] · R²=0.551▲ RISING +500.00%σ EXTREME 59.95%LAST 0.00900.01550.01200.00850.00500.0015μ = 0.0066max 0.0155min 0.0015dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.90¢
NO price · CLOB mid
n=25 · μ=0.9934 · σ=0.0039 · range [0.9845, 0.9985] · R²=0.551▼ FALLING -0.75%σ LOW 0.40%LAST 0.99100.99850.99500.99150.98800.9845μ = 0.9934max 0.9985min 0.9845dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.10¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0029 · skew=-1.92 (left-skewed) · kurt=6.07 (leptokurtic (fat tails))1085301-1.07ppbin -1.07pp · n=1 · 10.0% peakbin -1.07pp · n=1 · 10.0% peak-0.90pp-0.74pp-0.57pp-0.41pp2-0.24ppbin -0.24pp · n=2 · 20.0% peakbin -0.24pp · n=2 · 20.0% peak7-0.08ppbin -0.08pp · n=7 · 70.0% peakbin -0.08pp · n=7 · 70.0% peak100.09ppbin 0.09pp · n=10 · 100.0% peakbin 0.09pp · n=10 · 100.0% peak10.25ppbin 0.25pp · n=1 · 10.0% peakbin 0.25pp · n=1 · 10.0% peak30.42ppbin 0.42pp · n=3 · 30.0% peakbin 0.42pp · n=3 · 30.0% 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=-2.00 · kurt=6.61 · near 11 / mid 12 / far 1 · OLS slope=0.88 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.79σsample ↓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=25PLATYKURTIC · THIN TAILS (G₂=-1.06)
μ MEAN0.66¢95% CI: [0.50¢, 0.81¢]
σ STD DEV0.39ppσ² = 0.155 · CV = 59.95%
med MEDIAN0.55¢Q₁ 0.25¢ · Q₃ 1.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.40pp · IQR 0.75pp (1.349σ→0.53pp)
min 0.15¢Q₁ 0.25¢med 0.55¢Q₃ 1.00¢max 1.55¢μ
SKEWNESS · G₁0.406approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.063platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.27
σ × 1.349 ↔ IQRdiverges from normalratio = 0.71
range ↔ σconcentrated (range < 4σ)range / σ = 3.56
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) -0.28 + ADF rejected
ρ(1) AUTOCORR-0.282within white-noise band
ρ(2) AUTOCORR-0.135lag-2 not significant
H · HURST EXPONENT0.855strongly persistent
OLS TREND · t-STAT+5.310significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.855
H = 0.855STRONGLY 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=1-0.282k=2-0.135k=3+0.026k=4-0.190k=5+0.1440+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|=5.31)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.28 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.99very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.31)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 ID2475891
SLUGelon-musk-of-tweets-june-12-june-19-60-79
CATEGORYElon Musk # tweets June 12 - June 19, 2026?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES1.45¢implied prob 1.45% · decimal odds 68.97×
COUNTER · NO98.55¢implied prob 98.55% · decimal odds 1.01×
1.45¢
98.55¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME83.13k USD 24h
LIQUIDITY35.40k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.971 · entropy 0.109 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 1.5%NO 98.6%YES p̂1.5%H = 0.109 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES68.97×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.109 bits (11% 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 · LOWresolves 2026-06-19 16:00 UTC
4days
23hrs
31min
4.98 days·θ = 1.927 pp/day
YES →$1.00(P = 1.5%)
NO →$0.00(P = 98.6%)
current: $0.0145 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.5dRESOLVESP projection · σ=0.39% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.927 pp/day
now4.98d left
1.927 pp/day×1.00
−25%3.74d left
2.225 pp/day×1.15
−50%2.49d left
2.725 pp/day×1.41
−75%1.25d left
3.853 pp/day×2.00
−90%11.95h left
6.092 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 0.50% · worst -1.15% · typical |Δ| 0.18%MILD BULLISH +0.75%BEST+0.50%12hWORST-1.15%16hTYPICAL |Δ|0.18%mean absoluteCUMULATIVE+0.75%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.04% · Σ +0.25%EUROPE · 08-16 UTCμ +0.14% · Σ +1.15%US · 16-24 UTCμ -0.05% · Σ -0.40%CUMULATIVE Δ PATH · final +0.75%+1.40%0.00%0.00% · 1h0.00% · 1h·1h0.10% · 2h0.10% · 2h0.10%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.15% · 7h0.15% · 7h0.15%7h0.05% · 8h0.05% · 8h0.05%8h0.10% · 9h0.10% · 9h0.10%9h0.10% · 10h0.10% · 10h0.10%10h0.00% · 11h0.00% · 11h·11h0.50% · 12h0.50% · 12h0.50%12h★ BEST-0.25% · 13h-0.25% · 13h-0.25%13h0.20% · 14h0.20% · 14h0.20%14h0.45% · 15h0.45% · 15h0.45%15h-1.15% · 16h-1.15% · 16h-1.15%16h▼ WORST0.05% · 17h0.05% · 17h0.05%17h0.05% · 18h0.05% · 18h0.05%18h0.50% · 19h0.50% · 19h0.50%19h0.10% · 20h0.10% · 20h0.10%20h-0.15% · 21h-0.15% · 21h-0.15%21h0.05% · 22h0.05% · 22h0.05%22h0.15% · 23h0.15% · 23h0.15%23h-0.25% · 24h-0.25% · 24h-0.25%24hTIME PATTERNEurope-led (+1.15%)RUNSup max 4 · down max 1BREADTH58% up · 17% down · 25% flat
14 up bars · 4 down · best 0.50% · worst -1.15% · typical |Δ| 0.181%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.74%FINAL+0.74%MAX DD-1.15%RECOVERYONGOING · 9 barsMAX RUN-UP+1.41%UNDERWATER11/25 (44%)STREAK↘ 1EQUITY CURVE · end 1.0074 · peak 1.0141 · range [1.0000, 1.0141]1.01411.0000break-even = 1★ PEAK 1.0141UNDERWATER DRAWDOWN · max -1.15% · moderate0%-1.15%▼ TROUGH -1.15%TOP DRAWDOWN PERIODS · 2 total#1 -1.15%bar 17-25 · 9 bars · ONGOING#2 -0.25%bar 14-15 · 2 bars · recoveredDD SEVERITYmoderate (max -1.15%)RECOVERYongoing · 9 barsTIME UNDER WATER44% of session · 11/25 bars
final equity 1.0074 (0.74%) · max DD -1.15% · time-under-water 11/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −4 (74% positive) · μ=37.39 · σ=37.59PROFITABLE STRATEGYLAST 23.81 (-0.36σ vs μ)103.0451.520.00-51.52-103.04μ = 37.3938.2138.2158.6858.6851.5251.5273.9973.99103.04103.04103.04103.0478.4878.4832.2032.2041.2541.2555.2755.27-6.38-6.38-5.10-5.10-18.14-18.142.592.590.000.00-16.81-16.8143.6443.6451.1051.1023.8123.81v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 23.812 · range [-18.14, 103.04] · μ 37.390 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=27.2500 · σ=20.8556 · range [3.8210, 57.2894] · R²=0.402▲ RISING +541.87%σ EXTREME 76.53%LAST 24.525957.289443.922330.555217.18813.8210μ = 27.2500max 57.2894min 3.8210dataMA(3)OLS R²=0.40μ lineμ ± σ bandmaxmin
latest 24.53% · range [3.82%, 57.29%] · μ 27.25% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.236 · σ=0.223MEAN-REVERSIONLAST -0.049 (+0.84σ vs μ)0.7110.3550.000-0.355-0.711μ = -0.236-0.233-0.233-0.079-0.0790.0760.076-0.000-0.000-0.106-0.106-0.470-0.470-0.234-0.234-0.598-0.598-0.711-0.711-0.471-0.471-0.304-0.304-0.366-0.366-0.380-0.380-0.246-0.246-0.278-0.2780.0420.042-0.022-0.022-0.052-0.052-0.049-0.049v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.049 · |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
90.9757
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
4.5010
p-VALUE (log scale)
0.4811
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
-2.2403
p-VALUE (log scale)
0.1970
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
0.5626
p-VALUE (log scale)
0.5737
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
0.6774
p-VALUE (log scale)
0.0156
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
-1.4264
p-VALUE (log scale)
0.1538
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.566 ≈ 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=9.79e-6 · top T=2.67h (22.6%) · top-3 cover 48.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.7e-52.0e-51.3e-56.6e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.91e-7 · 0.8% energyperiod 24.0 · power 9.91e-7 · 0.8% energyperiod 12.0 · power 4.36e-6 · 3.7% energyperiod 12.0 · power 4.36e-6 · 3.7% energyperiod 8.0 · power 8.17e-6 · 7.0% energyperiod 8.0 · power 8.17e-6 · 7.0% energyperiod 6.0 · power 9.45e-6 · 8.0% energyperiod 6.0 · power 9.45e-6 · 8.0% energyperiod 4.8 · power 6.46e-6 · 5.5% energyperiod 4.8 · power 6.46e-6 · 5.5% energyperiod 4.0 · power 1.59e-5 · 13.5% energyperiod 4.0 · power 1.59e-5 · 13.5% energyperiod 3.4 · power 9.07e-6 · 7.7% energyperiod 3.4 · power 9.07e-6 · 7.7% energyperiod 3.0 · power 6.78e-6 · 5.8% energyperiod 3.0 · power 6.78e-6 · 5.8% energyperiod 2.7 · power 2.66e-5 · 22.6% energyperiod 2.7 · power 2.66e-5 · 22.6% energyperiod 2.4 · power 1.50e-5 · 12.8% energyperiod 2.4 · power 1.50e-5 · 12.8% energyperiod 2.2 · power 8.19e-6 · 7.0% energyperiod 2.2 · power 8.19e-6 · 7.0% energyperiod 2.0 · power 6.51e-6 · 5.5% energyperiod 2.0 · power 6.51e-6 · 5.5% energy50% by T=3.0h#1 dominantT=2.67h#2T=4.00h#3T=2.40hT=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 ≈ 2.67h (freq 0.375) · concentrates 22.6% of total energy · Σ|X̂|²/n = 1.175e-4

▸ Depth section using sovereign-store price series (3891 bars · effective 1752908 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 5.0 d · σ/bar 0.032pp · expected |Δp| over horizon 0.35ppterminal variance p(1−p) = 0.0143 · n = 3891✓ n = 3891
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.032pp
one-bar volatility · logit-free
Per-day movedaily
0.16pp
σ × √24
Per-horizon move5d
0.35pp
σ × √119.52258944444444
Terminal variancebinary
0.0143
p(1−p) at resolution
Current pricep
1.5¢
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 0.05pp · ES₉₅ 0.07pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 3891
VaR 95%
0.05pp
1.645·σ (parametric) of Δp
ES 95%
0.07pp
mean of the tail
Max drawdown
89.3pp
peak 1.4¢ → trough 0.1¢
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
1.5%
= price
Decimal oddsEU
68.966
total return per $1
AmericanUS
+6797
$100 wins $6797
FractionalUK
67.97 / 1
profit per $1 risked
Profit per $100stake
+$6796.55
clean dollar framing
-1000-5000+500+1000020406080100you · 1.5%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)
0.109 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.109 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.11 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
69916031468517054489645428077484186618423800487923516192166378192824454810770
NO token ID
44356202402600198364488115658299655372777113241695805362993067135963167311641
Snapshot fetched
2026-06-14 16:28:38 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:28:38 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1e6b0a98a2a62f10e2db59195511e267485f83f3429c73cc905a1db9d5a9a38b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.1¢HL PREDSpain89.6¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?21¢HL PERPBTC-USD perpetual$64,112.5HL PERPETH-USD perpetual$1,666.75HL PERPHYPE-USD perpetual$60.33

Also see: /arb opportunities · RSS feed · more in Elon Musk # tweets June 12 - June 19, 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
0.007500
(best bid + best ask) / 2
Spread
1333.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.597
ask-heavy
Imbalance (top-5)
+0.843
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-12-june-19-60-79/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.082669100224.94bp0.28500065FILLED
BUY$10.00K0.312266406354.76bp0.59000086FILLED
BUY$100.00K0.7593021002402.78bp0.93000093FILLED
SELL$1.00K0.0024306759.61bp0.0010007PARTIAL
SELL$10.00K0.0024306759.61bp0.0010007PARTIAL
SELL$100.00K0.0024306759.61bp0.0010007PARTIAL

Risk metrics

▸ sovereign store · 3,891 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6770.75%
σ per bar = 0.051140
Mean return (annualised)
79212.41%
μ per bar = 0.000452
Sharpe (rf=0)
11.70
annualised; risk-free assumed zero
Max drawdown
89.29%
peak 0.01 → trough 0.00 over 250 bars

/api/asset/pm-elon-musk-of-tweets-june-12-june-19-60-79/risk · same metrics, JSON