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

Will Elon Musk post 80-99 tweets from June 12 to June 19, 2026?

YES · live
3.9¢
NO · live
96.1¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-12-june-19-80-99 · fresh · feed 0s old
24h sparkline · 60 pts▲ 420.00%
realized vol (ann.)
99.59%
max drawdown
68.69%
sharpe
—
ulcer index
26.88%
RMS drawdown
pain index
22.37%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
43.94%
cond. drawdown
gain/pain
0.99
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.99
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
420.00%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +420.00%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-12-june-19-80-99/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
3.9¢
NO · live
96.1¢
YES price · live 24h
n=25 · μ=0.0282 · σ=0.0146 · range [0.0065, 0.0495] · R²=0.804▲ RISING +592.31%σ EXTREME 51.91%LAST 0.04500.04950.03870.02800.01730.0065μ = 0.0282max 0.0495min 0.0065dataMA(5)OLS R²=0.80μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.50¢
YES / NO split · live
YES 3.9%NO 96.1%NO96.1%96.10¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.238 / 1.00 bits (24%) · informative — one side favoured
YES
3.9%3.9¢25.64×▬ +0.00pp
NO
96.1%96.1¢1.04×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=925 · μ=38.5 · σ=37.3 · CV=0.97BURSTYcumulative energy ↗ · 50% by h=150316394125μ = 3912550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 925bp moved · peak 125bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
3.90¢ (3.90%)
▼NO mid
96.10¢ (96.10%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$49.8k
≋liquidity $
$55.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0282 · σ=0.0146 · range [0.0065, 0.0495] · R²=0.804▲ RISING +592.31%σ EXTREME 51.91%LAST 0.04500.04950.03870.02800.01730.0065μ = 0.0282max 0.0495min 0.0065dataMA(5)OLS R²=0.80μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.50¢
NO price · CLOB mid
n=25 · μ=0.9718 · σ=0.0146 · range [0.9505, 0.9935] · R²=0.804▼ FALLING -3.88%σ NORMAL 1.51%LAST 0.95500.99350.98280.97200.96130.9505μ = 0.9718max 0.9935min 0.9505dataMA(5)OLS R²=0.80μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 95.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0017 · σ=0.0049 · skew=-0.37 (symmetric) · kurt=0.62 (mesokurtic)1085301-1.13ppbin -1.13pp · n=1 · 10.0% peakbin -1.13pp · n=1 · 10.0% peak-0.88pp1-0.64ppbin -0.64pp · n=1 · 10.0% peakbin -0.64pp · n=1 · 10.0% peak2-0.39ppbin -0.39pp · n=2 · 20.0% peakbin -0.39pp · n=2 · 20.0% peak1-0.15ppbin -0.15pp · n=1 · 10.0% peakbin -0.15pp · n=1 · 10.0% peak100.10ppbin 0.10pp · n=10 · 100.0% peakbin 0.10pp · n=10 · 100.0% peak30.34ppbin 0.34pp · n=3 · 30.0% peakbin 0.34pp · n=3 · 30.0% peak30.59ppbin 0.59pp · n=3 · 30.0% peakbin 0.59pp · n=3 · 30.0% peak10.83ppbin 0.83pp · n=1 · 10.0% peakbin 0.83pp · n=1 · 10.0% peak21.08ppbin 1.08pp · n=2 · 20.0% peakbin 1.08pp · n=2 · 20.0% 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=-0.36 · kurt=1.10 · near 21 / mid 3 / far 0 · OLS slope=0.99 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=25PLATYKURTIC · THIN TAILS (G₂=-1.43)
μ MEAN2.82¢95% CI: [2.25¢, 3.39¢]
σ STD DEV1.46ppσ² = 2.143 · CV = 51.91%
med MEDIAN3.15¢Q₁ 1.25¢ · Q₃ 3.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.30pp · IQR 2.70pp (1.349σ→1.97pp)
min 0.65¢Q₁ 1.25¢med 3.15¢Q₃ 3.95¢max 4.95¢μ
SKEWNESS · G₁-0.325approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.432platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 0.73
range ↔ σconcentrated (range < 4σ)range / σ = 2.94
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.173within white-noise band
ρ(2) AUTOCORR+0.052lag-2 not significant
H · HURST EXPONENT0.960strongly persistent
OLS TREND · t-STAT+9.700significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.960
H = 0.960STRONGLY 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=1-0.173k=2+0.052k=3+0.024k=4-0.057k=5-0.2370+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|=9.70)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=9.70)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 ID2475900
SLUGelon-musk-of-tweets-june-12-june-19-80-99
CATEGORYElon Musk # tweets June 12 - June 19, 2026?
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES3.90¢implied prob 3.90% · decimal odds 25.64×
COUNTER · NO96.10¢implied prob 96.10% · decimal odds 1.04×
3.90¢
96.10¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME49.80k USD 24h
LIQUIDITY55.84k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.922 · entropy 0.238 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 3.9%NO 96.1%YES p̂3.9%H = 0.238 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES25.64×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.238 bits (24% 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
22hrs
57min
4.96 days·θ = 7.172 pp/day
YES →$1.00(P = 3.9%)
NO →$0.00(P = 96.1%)
current: $0.0390 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.5dRESOLVESP projection · σ=1.46% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 7.172 pp/day
now4.96d left
7.172 pp/day×1.00
−25%3.72d left
8.281 pp/day×1.15
−50%2.48d left
10.142 pp/day×1.41
−75%1.24d left
14.344 pp/day×2.00
−90%11.90h left
22.679 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 1.20% · worst -1.25% · typical |Δ| 0.39%BULLISH SESSION +3.85%BEST+1.20%20hWORST-1.25%15hTYPICAL |Δ|0.39%mean absoluteCUMULATIVE+3.85%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.13% · Σ +0.90%EUROPE · 08-16 UTCμ +0.27% · Σ +2.15%US · 16-24 UTCμ +0.09% · Σ +0.75%CUMULATIVE Δ PATH · final +3.85%+4.30%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.10% · 3h0.10% · 3h0.10%3h0.10% · 4h0.10% · 4h0.10%4h0.10% · 5h0.10% · 5h0.10%5h0.30% · 6h0.30% · 6h0.30%6h0.30% · 7h0.30% · 7h0.30%7h0.90% · 8h0.90% · 8h0.90%8h0.50% · 9h0.50% · 9h0.50%9h0.10% · 10h0.10% · 10h0.10%10h0.50% · 11h0.50% · 11h0.50%11h0.10% · 12h0.10% · 12h0.10%12h0.30% · 13h0.30% · 13h0.30%13h1.00% · 14h1.00% · 14h1.00%14h-1.25% · 15h-1.25% · 15h-1.25%15h▼ WORST-0.55% · 16h-0.55% · 16h-0.55%16h0.15% · 17h0.15% · 17h0.15%17h0.15% · 18h0.15% · 18h0.15%18h-0.40% · 19h-0.40% · 19h-0.40%19h1.20% · 20h1.20% · 20h1.20%20h★ BEST-0.20% · 21h-0.20% · 21h-0.20%21h0.70% · 22h0.70% · 22h0.70%22h-0.30% · 23h-0.30% · 23h-0.30%23h0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNEurope-led (+2.15%)RUNSup max 12 · down max 2BREADTH71% up · 21% down · 8% flat
17 up bars · 5 down · best 1.20% · worst -1.25% · typical |Δ| 0.385%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +3.89% · SHALLOW DDFINAL+3.89%MAX DD-1.89%RECOVERYONGOING · 10 barsMAX RUN-UP+4.38%UNDERWATER10/25 (40%)STREAK↗ 1EQUITY CURVE · end 1.0389 · peak 1.0438 · range [1.0000, 1.0438]1.04381.0000break-even = 1★ PEAK 1.0438UNDERWATER DRAWDOWN · max -1.89% · moderate0%-1.89%▼ TROUGH -1.89%TOP DRAWDOWN PERIODS · 1 total#1 -1.89%bar 16-25 · 10 bars · ONGOINGDD SEVERITYmoderate (max -1.89%)RECOVERYongoing · 10 barsTIME UNDER WATER40% of session · 10/25 bars
final equity 1.0389 (3.89%) · max DD -1.89% · time-under-water 10/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −4 (79% positive) · μ=58.49 · σ=57.55PROFITABLE STRATEGYLAST 25.65 (-0.57σ vs μ)148.4374.210.00-74.21-148.43μ = 58.4985.4485.44114.63114.6390.6290.62113.97113.97113.97113.97148.43148.43123.43123.43123.43123.43115.67115.6715.5515.551.951.95-5.05-5.05-4.03-4.03-18.32-18.32-13.19-13.198.708.7042.2142.2128.2128.2125.6525.65v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 25.650 · range [-18.32, 148.43] · μ 58.488 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=47.0317 · σ=23.2360 · range [10.2528, 77.5012] · R²=0.646▲ RISING +482.92%σ EXTREME 49.41%LAST 59.765377.501260.689143.877027.064910.2528μ = 47.0317max 77.5012min 10.2528dataMA(3)OLS R²=0.65μ lineμ ± σ bandmaxmin
latest 59.77% · range [10.25%, 77.50%] · μ 47.03% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.159 · σ=0.313MEAN-REVERSIONLAST -0.667 (-1.62σ vs μ)0.7000.3500.000-0.350-0.700μ = -0.1590.1670.1670.3670.3670.1670.1670.2840.2840.0490.049-0.155-0.155-0.196-0.196-0.022-0.022-0.194-0.194-0.379-0.379-0.058-0.058-0.113-0.113-0.115-0.115-0.317-0.317-0.001-0.001-0.461-0.461-0.668-0.668-0.700-0.700-0.667-0.667v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.667 · |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
3.3856
p-VALUE (log scale)
0.1840
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
2.8486
p-VALUE (log scale)
0.7258
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
-1.1335
p-VALUE (log scale)
0.7024
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
0.1733
p-VALUE (log scale)
0.8624
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7917
p-VALUE (log scale)
0.0075
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
-0.4949
p-VALUE (log scale)
0.6207
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.849 ≈ 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=2.87e-5 · top T=2.00h (21.8%) · top-3 cover 49.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.5e-55.6e-53.8e-51.9e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.66e-5 · 4.8% energyperiod 24.0 · power 1.66e-5 · 4.8% energyperiod 12.0 · power 4.43e-5 · 12.8% energyperiod 12.0 · power 4.43e-5 · 12.8% energyperiod 8.0 · power 1.28e-5 · 3.7% energyperiod 8.0 · power 1.28e-5 · 3.7% energyperiod 6.0 · power 1.95e-5 · 5.7% energyperiod 6.0 · power 1.95e-5 · 5.7% energyperiod 4.8 · power 1.48e-5 · 4.3% energyperiod 4.8 · power 1.48e-5 · 4.3% energyperiod 4.0 · power 1.59e-5 · 4.6% energyperiod 4.0 · power 1.59e-5 · 4.6% energyperiod 3.4 · power 2.10e-5 · 6.1% energyperiod 3.4 · power 2.10e-5 · 6.1% energyperiod 3.0 · power 5.02e-5 · 14.5% energyperiod 3.0 · power 5.02e-5 · 14.5% energyperiod 2.7 · power 4.02e-5 · 11.7% energyperiod 2.7 · power 4.02e-5 · 11.7% energyperiod 2.4 · power 3.90e-6 · 1.1% energyperiod 2.4 · power 3.90e-6 · 1.1% energyperiod 2.2 · power 3.04e-5 · 8.8% energyperiod 2.2 · power 3.04e-5 · 8.8% energyperiod 2.0 · power 7.53e-5 · 21.8% energyperiod 2.0 · power 7.53e-5 · 21.8% energy50% by T=3.0h#1 dominantT=2.00h#2T=3.00h#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 ≈ 2.00h (freq 0.500) · concentrates 21.8% of total energy · Σ|X̂|²/n = 3.449e-4

▸ Depth section using sovereign-store price series (3906 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 0.056pp · expected |Δp| over horizon 0.61ppterminal variance p(1−p) = 0.0375 · n = 3906✓ n = 3906
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.056pp
one-bar volatility · logit-free
Per-day movedaily
0.28pp
σ × √24
Per-horizon move5d
0.61pp
σ × √118.96357499999999
Terminal variancebinary
0.0375
p(1−p) at resolution
Current pricep
3.9¢
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 0.09pp · ES₉₅ 0.12pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 3906
VaR 95%
0.09pp
1.645·σ (parametric) of Δp
ES 95%
0.12pp
mean of the tail
Max drawdown
68.7pp
peak 5.0¢ → trough 1.6¢
Median step
0.10pp
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
3.9%
= price
Decimal oddsEU
25.641
total return per $1
AmericanUS
+2464
$100 wins $2464
FractionalUK
24.64 / 1
profit per $1 risked
Profit per $100stake
+$2464.10
clean dollar framing
-1000-5000+500+1000020406080100you · 3.9%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)
0.238 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.238 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.68 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
13097248242537688853039655365928483769603541669729846963166826865335308258887
NO token ID
17314472803879061651149492351548301674987472424855556694844217777060707837657
Snapshot fetched
2026-06-14 17:02:11 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 17:02:11 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d6293603ed631a3ca0c4ab5ecaff90edf40e471ca1b0d1ba10f0ca55ed262ee7 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany93.5¢HL PREDSpain89.5¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Curaçao win on 2026-06-14?2¢HL PERPBTC-USD perpetual$63,928HL PERPETH-USD perpetual$1,661.6HL PERPHYPE-USD perpetual$60.08

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
0.045500
(best bid + best ask) / 2
Spread
1098.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.716
ask-heavy
Imbalance (top-5)
+0.266
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-19-80-99/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.10309412657.97bp0.17900034FILLED
BUY$10.00K0.24257243312.63bp0.29900061FILLED
BUY$100.00K0.653679133665.62bp0.93000080FILLED
SELL$1.00K0.0056208764.90bp0.00100020PARTIAL
SELL$10.00K0.0056208764.90bp0.00100020PARTIAL
SELL$100.00K0.0056208764.90bp0.00100020PARTIAL

Risk metrics

▸ sovereign store · 3,906 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2753.14%
σ per bar = 0.020795
Mean return (annualised)
74006.32%
μ per bar = 0.000422
Sharpe (rf=0)
26.88
annualised; risk-free assumed zero
Max drawdown
68.69%
peak 0.05 → trough 0.02 over 282 bars

/api/asset/pm-elon-musk-of-tweets-june-12-june-19-80-99/risk · same metrics, JSON