POLYMARKET · PREDICTION MARKET · ELON MUSK # TWEETS JUNE 13 - JUNE 15, 2026?

Will Elon Musk post 90-114 tweets from June 13 to June 15, 2026?

YES · live
0.4¢
NO · live
99.7¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-13-june-15-90-114 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
17.26%
max drawdown
58.82%
sharpe
—
ulcer index
45.49%
RMS drawdown
pain index
41.26%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
58.82%
cond. drawdown
gain/pain
0.63
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.63
upside/downside
roll spread
10.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-13-june-15-90-114/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH16ms⏱--:--:-- 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
0.4¢
NO · live
99.7¢
YES price · live 24h
n=25 · μ=0.0116 · σ=0.0101 · range [0.0035, 0.0450] · R²=0.663▼ FALLING -92.22%σ EXTREME 87.05%LAST 0.00350.04500.03460.02430.01390.0035μ = 0.0116max 0.0450min 0.0035dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.35¢
YES / NO split · live
YES 0.4%NO 99.7%NO99.7%99.65¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.034 / 1.00 bits (3%) · informative — one side favoured
YES
0.4%0.4¢285.71×▬ +0.00pp
NO
99.7%99.7¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=555 · μ=23.1 · σ=32.3 · CV=1.40BURSTY · concentratedcumulative energy ↗ · 50% by h=503467101135μ = 2313550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 555bp moved · peak 135bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
16ms
▲YES mid
0.35¢ (0.35%)
▼NO mid
99.65¢ (99.65%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$55.5k
≋liquidity $
$24.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0116 · σ=0.0101 · range [0.0035, 0.0450] · R²=0.663▼ FALLING -92.22%σ EXTREME 87.05%LAST 0.00350.04500.03460.02430.01390.0035μ = 0.0116max 0.0450min 0.0035dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.35¢
NO price · CLOB mid
n=25 · μ=0.9884 · σ=0.0101 · range [0.9550, 0.9965] · R²=0.663▲ RISING +4.35%σ NORMAL 1.02%LAST 0.99650.99650.98610.97580.96540.9550μ = 0.9884max 0.9965min 0.9550dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0017 · σ=0.0034 · skew=-1.44 (left-skewed) · kurt=2.20 (leptokurtic (fat tails))1085301-1.26ppbin -1.26pp · n=1 · 10.0% peakbin -1.26pp · n=1 · 10.0% peak-1.08pp-0.90pp2-0.72ppbin -0.72pp · n=2 · 20.0% peakbin -0.72pp · n=2 · 20.0% peak1-0.54ppbin -0.54pp · n=1 · 10.0% peakbin -0.54pp · n=1 · 10.0% peak2-0.36ppbin -0.36pp · n=2 · 20.0% peakbin -0.36pp · n=2 · 20.0% peak5-0.18ppbin -0.18pp · n=5 · 50.0% peakbin -0.18pp · n=5 · 50.0% peak10-0.00ppbin -0.00pp · n=10 · 100.0% peakbin -0.00pp · n=10 · 100.0% peak20.18ppbin 0.18pp · n=2 · 20.0% peakbin 0.18pp · n=2 · 20.0% peak10.36ppbin 0.36pp · n=1 · 10.0% peakbin 0.36pp · n=1 · 10.0% 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=-1.55 · kurt=3.11 · near 11 / mid 12 / far 1 · OLS slope=0.93 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=25LEPTOKURTIC · FAT TAILS (G₂=2.79)
μ MEAN1.16¢95% CI: [0.76¢, 1.55¢]
σ STD DEV1.01ppσ² = 1.013 · CV = 87.05%
med MEDIAN0.85¢Q₁ 0.50¢ · Q₃ 1.30¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.15pp · IQR 0.80pp (1.349σ→1.36pp)
min 0.35¢Q₁ 0.50¢med 0.85¢Q₃ 1.30¢max 4.50¢μ
SKEWNESS · G₁1.776right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.785leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.30
σ × 1.349 ↔ IQRdiverges from normalratio = 1.70
range ↔ σwide tails (range > 4σ)range / σ = 4.12
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+0.176within white-noise band
ρ(2) AUTOCORR+0.264lag-2 not significant
H · HURST EXPONENT0.801strongly persistent
OLS TREND · t-STAT-6.723significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.801
H = 0.801STRONGLY 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+0.176k=2+0.264k=3+0.072k=4+0.244k=5-0.0860+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|=6.72)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.78very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.72)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 ID2506616
SLUGelon-musk-of-tweets-june-13-june-15-90-114
CATEGORYElon Musk # tweets June 13 - June 15, 2026?
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.35¢implied prob 0.35% · decimal odds 285.71×
COUNTER · NO99.65¢implied prob 99.65% · decimal odds 1.00×
0.35¢
99.65¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME55.45k USD 24h
LIQUIDITY24.63k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.993 · entropy 0.034 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 0.4%NO 99.7%YES p̂0.4%H = 0.034 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES285.71×(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) = 0.034 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 · HIGHresolves 2026-06-15 16:00 UTC
0days
22hrs
57min
23.0 hours·θ = 4.930 pp/day
YES →$1.00(P = 0.4%)
NO →$0.00(P = 99.7%)
current: $0.0035 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+11.5hRESOLVESP projection · σ=1.01% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.930 pp/day
now22.95h left
4.930 pp/day×1.00
−25%17.21h left
5.692 pp/day×1.15
−50%11.48h left
6.972 pp/day×1.41
−75%5.74h left
9.859 pp/day×2.00
−90%2.30h left
15.589 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 0.45% · worst -1.35% · typical |Δ| 0.23%BEARISH SESSION -4.15%BEST+0.45%12hWORST-1.35%1hTYPICAL |Δ|0.23%mean absoluteCUMULATIVE-4.15%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.51% · Σ -3.55%EUROPE · 08-16 UTCμ -0.03% · Σ -0.25%US · 16-24 UTCμ -0.04% · Σ -0.35%CUMULATIVE Δ PATH · final -4.15%+0.00%-4.15%-1.35% · 1h-1.35% · 1h-1.35%1h▼ WORST-0.65% · 2h-0.65% · 2h-0.65%2h-0.45% · 3h-0.45% · 3h-0.45%3h0.00% · 4h0.00% · 4h·4h-0.70% · 5h-0.70% · 5h-0.70%5h-0.05% · 6h-0.05% · 6h-0.05%6h-0.35% · 7h-0.35% · 7h-0.35%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-0.10% · 11h-0.10% · 11h-0.10%11h0.45% · 12h0.45% · 12h0.45%12h★ BEST-0.50% · 13h-0.50% · 13h-0.50%13h-0.10% · 14h-0.10% · 14h-0.10%14h0.00% · 15h0.00% · 15h·15h-0.20% · 16h-0.20% · 16h-0.20%16h-0.15% · 17h-0.15% · 17h-0.15%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.10% · 20h0.10% · 20h0.10%20h0.10% · 21h0.10% · 21h0.10%21h0.05% · 22h0.05% · 22h0.05%22h-0.25% · 23h-0.25% · 23h-0.25%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+-0.25%)RUNSup max 3 · down max 3BREADTH17% up · 50% down · 33% flat
4 up bars · 12 down · best 0.45% · worst -1.35% · typical |Δ| 0.231%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-4.08%)FINAL-4.08%MAX DD-4.08%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.9592 · peak 1.0000 · range [0.9592, 1.0000]1.00000.9592break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -4.08% · moderate0%-4.08%▼ TROUGH -4.08%TOP DRAWDOWN PERIODS · 1 total#1 -4.08%bar 2-25 · 24 bars · ONGOINGDD SEVERITYmoderate (max -4.08%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9592 (-4.08%) · max DD -4.08% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −15 (5% positive) · μ=-39.73 · σ=38.88UNPROFITABLE STRATEGYLAST 0.00 (+1.02σ vs μ)116.5758.290.00-58.29-116.57μ = -39.73-100.51-100.51-116.57-116.57-83.72-83.72-59.68-59.68-59.68-59.68-57.09-57.090.000.00-7.72-7.72-12.83-12.83-12.83-12.83-22.69-22.69-25.09-25.09-79.88-79.88-79.74-79.74-35.00-35.00-18.64-18.6416.7616.760.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-116.57, 16.76] · μ -39.731 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=21.9010 · σ=10.0950 · range [8.2395, 46.4844] · R²=0.567▼ FALLING -73.75%σ EXTREME 46.09%LAST 12.203346.484436.923227.362017.80088.2395μ = 21.9010max 46.4844min 8.2395dataMA(3)OLS R²=0.57μ lineμ ± σ bandmaxmin
latest 12.20% · range [8.24%, 46.48%] · μ 21.90% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.201 · σ=0.328MEAN-REVERSIONLAST 0.029 (+0.70σ vs μ)0.7150.3580.000-0.358-0.715μ = -0.201-0.032-0.032-0.529-0.529-0.715-0.715-0.442-0.442-0.132-0.132-0.199-0.199-0.134-0.134-0.571-0.571-0.493-0.493-0.502-0.502-0.495-0.495-0.452-0.452-0.095-0.095-0.048-0.0480.2200.2200.4840.4840.2630.2630.0290.0290.0290.029v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.029 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
28.3013
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
5.0774
p-VALUE (log scale)
0.4070
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
-7.0506
p-VALUE (log scale)
< 0.0001
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
-1.4142
p-VALUE (log scale)
0.1573
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
0.7453
p-VALUE (log scale)
0.0097
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
-0.0137
p-VALUE (log scale)
0.9891
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.996 ≈ 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=1.43e-5 · top T=2.00h (27.2%) · top-3 cover 60.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.7e-53.5e-52.3e-51.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.87e-5 · 16.7% energyperiod 24.0 · power 2.87e-5 · 16.7% energyperiod 12.0 · power 2.79e-5 · 16.3% energyperiod 12.0 · power 2.79e-5 · 16.3% energyperiod 8.0 · power 7.40e-6 · 4.3% energyperiod 8.0 · power 7.40e-6 · 4.3% energyperiod 6.0 · power 8.29e-6 · 4.8% energyperiod 6.0 · power 8.29e-6 · 4.8% energyperiod 4.8 · power 3.84e-6 · 2.2% energyperiod 4.8 · power 3.84e-6 · 2.2% energyperiod 4.0 · power 1.38e-5 · 8.0% energyperiod 4.0 · power 1.38e-5 · 8.0% energyperiod 3.4 · power 5.04e-7 · 0.3% energyperiod 3.4 · power 5.04e-7 · 0.3% energyperiod 3.0 · power 2.00e-5 · 11.7% energyperiod 3.0 · power 2.00e-5 · 11.7% energyperiod 2.7 · power 1.16e-6 · 0.7% energyperiod 2.7 · power 1.16e-6 · 0.7% energyperiod 2.4 · power 6.22e-6 · 3.6% energyperiod 2.4 · power 6.22e-6 · 3.6% energyperiod 2.2 · power 6.94e-6 · 4.0% energyperiod 2.2 · power 6.94e-6 · 4.0% energyperiod 2.0 · power 4.68e-5 · 27.2% energyperiod 2.0 · power 4.68e-5 · 27.2% energy50% by T=4.0h#1 dominantT=2.00h#2T=24.00h#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 27.2% of total energy · Σ|X̂|²/n = 1.716e-4

▸ Depth section using sovereign-store price series (3532 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 1.0 d · σ/bar 0.015pp · expected |Δp| over horizon 0.07ppterminal variance p(1−p) = 0.0035 · n = 3532✓ n = 3532
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.015pp
one-bar volatility · logit-free
Per-day movedaily
0.07pp
σ × √24
Per-horizon move1d
0.07pp
σ × √22.951097500000003
Terminal variancebinary
0.0035
p(1−p) at resolution
Current pricep
0.4¢
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 0.02pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 3532
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
75.9pp
peak 1.5¢ → trough 0.4¢
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
0.4%
= price
Decimal oddsEU
285.714
total return per $1
AmericanUS
+28471
$100 wins $28471
FractionalUK
284.71 / 1
profit per $1 risked
Profit per $100stake
+$28471.43
clean dollar framing
-1000-5000+500+1000020406080100you · 0.4%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)
0.034 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.034 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.16 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
40277481559101939630788876191432922603268660106057379185350924729589418753262
NO token ID
97204078379009088898314763540813564910180175103618559560235753842600537844102
Snapshot fetched
2026-06-14 17:02:56 UTC
Snapshot age
16ms
History points
25 CLOB mids
Page rendered
2026-06-14 17:02:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
31022ed980311a4293d625463c18bd6c5ddfbf0030d20548a137642a20b6736c · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany93.2¢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$63,934.5HL PERPETH-USD perpetual$1,662.15HL PERPHYPE-USD perpetual$60.1

Also see: /arb opportunities · RSS feed · more in Elon Musk # tweets June 13 - June 15, 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
0.003500
(best bid + best ask) / 2
Spread
2857.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.662
ask-heavy
Imbalance (top-5)
+0.749
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-13-june-15-90-114/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.047180124798.65bp0.48300025FILLED
BUY$10.00K0.306592865976.35bp0.95000040FILLED
BUY$100.00K0.8064132294037.81bp0.99800051FILLED
SELL$1.00K0.0012666382.59bp0.0010003PARTIAL
SELL$10.00K0.0012666382.59bp0.0010003PARTIAL
SELL$100.00K0.0012666382.59bp0.0010003PARTIAL

Risk metrics

▸ sovereign store · 3,532 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2773.09%
σ per bar = 0.020945
Mean return (annualised)
-70562.39%
μ per bar = -0.000403
Sharpe (rf=0)
-25.45
annualised; risk-free assumed zero
Max drawdown
75.86%
peak 0.01 → trough 0.00 over 2270 bars

/api/asset/pm-elon-musk-of-tweets-june-13-june-15-90-114/risk · same metrics, JSON