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

Will Elon Musk post 120-139 tweets from June 9 to June 16, 2026?

YES · live
1.4¢
NO · live
98.6¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-9-june-16-120-139 · fresh · feed 12s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
186.84%
max drawdown
89.21%
sharpe
—
ulcer index
37.07%
RMS drawdown
pain index
20.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
84.72%
cond. drawdown
gain/pain
0.73
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.73
upside/downside
roll spread
6.2 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-9-june-16-120-139/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING11.7s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
1.4¢
NO · live
98.6¢
YES price · live 24h
n=25 · μ=0.0208 · σ=0.0209 · range [0.0005, 0.0690] · R²=0.478▲ RISING +3500.00%σ EXTREME 100.72%LAST 0.01800.06900.05190.03480.01760.0005μ = 0.0208max 0.0690min 0.0005dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.80¢
YES / NO split · live
YES 1.4%NO 98.6%NO98.6%98.60¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.106 / 1.00 bits (11%) · informative — one side favoured
YES
1.4%1.4¢71.43×▬ +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=1,415 · μ=59.0 · σ=86.1 · CV=1.46BURSTY · concentratedcumulative energy ↗ · 50% by h=19079158236315μ = 5931550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1415bp moved · peak 315bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
11.7s
▲YES mid
1.40¢ (1.40%)
▼NO mid
98.60¢ (98.60%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$223.2k
≋liquidity $
$53.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0208 · σ=0.0209 · range [0.0005, 0.0690] · R²=0.478▲ RISING +3500.00%σ EXTREME 100.72%LAST 0.01800.06900.05190.03480.01760.0005μ = 0.0208max 0.0690min 0.0005dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.80¢
NO price · CLOB mid
n=25 · μ=0.9792 · σ=0.0210 · range [0.9310, 0.9995] · R²=0.480▼ FALLING -1.80%σ NORMAL 2.14%LAST 0.98150.99950.98240.96530.94810.9310μ = 0.9792max 0.9995min 0.9310dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0009 · σ=0.0094 · skew=-1.68 (left-skewed) · kurt=3.82 (leptokurtic (fat tails))15118401-2.90ppbin -2.90pp · n=1 · 6.7% peakbin -2.90pp · n=1 · 6.7% peak1-2.39ppbin -2.39pp · n=1 · 6.7% peakbin -2.39pp · n=1 · 6.7% peak-1.89pp-1.38pp-0.88pp1-0.37ppbin -0.37pp · n=1 · 6.7% peakbin -0.37pp · n=1 · 6.7% peak150.13ppbin 0.13pp · n=15 · 100.0% peakbin 0.13pp · n=15 · 100.0% peak40.64ppbin 0.64pp · n=4 · 26.7% peakbin 0.64pp · n=4 · 26.7% peak1.14pp21.65ppbin 1.65pp · n=2 · 13.3% peakbin 1.65pp · n=2 · 13.3% 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=-1.37 · kurt=3.33 · near 11 / mid 12 / far 1 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25RIGHT-SKEWED (G₁=0.80)
μ MEAN2.08¢95% CI: [1.26¢, 2.90¢]
σ STD DEV2.09ppσ² = 4.380 · CV = 100.72%
med MEDIAN1.45¢Q₁ 0.25¢ · Q₃ 3.55¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 6.85pp · IQR 3.30pp (1.349σ→2.82pp)
min 0.05¢Q₁ 0.25¢med 1.45¢Q₃ 3.55¢max 6.90¢μ
SKEWNESS · G₁0.801right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.523mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.30
σ × 1.349 ↔ IQRconsistent with normalratio = 0.86
range ↔ σconcentrated (range < 4σ)range / σ = 3.27
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+0.359within white-noise band
ρ(2) AUTOCORR-0.198lag-2 not significant
H · HURST EXPONENT1.101strongly persistent
OLS TREND · t-STAT+4.590significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.101
H = 1.101STRONGLY 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+0.359k=2-0.198k=3-0.329k=4-0.097k=5-0.0300+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|=4.59)
−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|=4.59)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 ID2449802
SLUGelon-musk-of-tweets-june-9-june-16-120-139
CATEGORYElon Musk # tweets June 9 - June 16, 2026?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES1.40¢implied prob 1.40% · decimal odds 71.43×
COUNTER · NO98.60¢implied prob 98.60% · decimal odds 1.01×
1.40¢
98.60¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME223.15k USD 24h
LIQUIDITY53.51k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.972 · entropy 0.106 bits
LIQUIDITY DEPTHDEEP100k+ 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 1.4%NO 98.6%YES p̂1.4%H = 0.106 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES71.43×(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) = 0.106 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 · MEDIUMresolves 2026-06-16 16:00 UTC
2days
04hrs
50min
2.20 days·θ = 10.253 pp/day
YES →$1.00(P = 1.4%)
NO →$0.00(P = 98.6%)
current: $0.0140 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.1dRESOLVESP projection · σ=2.09% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 10.253 pp/day
now2.20d left
10.253 pp/day×1.00
−25%1.65d left
11.839 pp/day×1.15
−50%1.10d left
14.500 pp/day×1.41
−75%13.21h left
20.506 pp/day×2.00
−90%5.28h left
32.423 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 1.90% · worst -3.15% · typical |Δ| 0.59%MILD BULLISH +1.75%BEST+1.90%13hWORST-3.15%21hTYPICAL |Δ|0.59%mean absoluteCUMULATIVE+1.75%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ +0.06% · Σ +0.40%EUROPE · 08-16 UTCμ +0.38% · Σ +3.05%US · 16-24 UTCμ -0.26% · Σ -2.05%CUMULATIVE Δ PATH · final +1.75%+6.85%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.20% · 5h0.20% · 5h0.20%5h0.00% · 6h0.00% · 6h·6h0.20% · 7h0.20% · 7h0.20%7h0.00% · 8h0.00% · 8h·8h0.20% · 9h0.20% · 9h0.20%9h0.10% · 10h0.10% · 10h0.10%10h0.80% · 11h0.80% · 11h0.80%11h0.60% · 12h0.60% · 12h0.60%12h1.90% · 13h1.90% · 13h1.90%13h★ BEST-0.50% · 14h-0.50% · 14h-0.50%14h-0.05% · 15h-0.05% · 15h-0.05%15h-0.10% · 16h-0.10% · 16h-0.10%16h0.75% · 17h0.75% · 17h0.75%17h0.55% · 18h0.55% · 18h0.55%18h1.90% · 19h1.90% · 19h1.90%19h0.30% · 20h0.30% · 20h0.30%20h-3.15% · 21h-3.15% · 21h-3.15%21h▼ WORST-2.40% · 22h-2.40% · 22h-2.40%22h0.10% · 23h0.10% · 23h0.10%23h0.35% · 24h0.35% · 24h0.35%24hTIME PATTERNEurope-led (+3.05%)RUNSup max 5 · down max 3BREADTH54% up · 21% down · 25% flat
13 up bars · 5 down · best 1.90% · worst -3.15% · typical |Δ| 0.590%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.64%FINAL+1.64%MAX DD-5.47%RECOVERYONGOING · 4 barsMAX RUN-UP+7.04%UNDERWATER7/25 (28%)STREAK↗ 2EQUITY CURVE · end 1.0164 · peak 1.0704 · range [1.0000, 1.0704]1.07041.0000break-even = 1★ PEAK 1.0704UNDERWATER DRAWDOWN · max -5.47% · significant0%-5.47%▼ TROUGH -5.47%TOP DRAWDOWN PERIODS · 2 total#1 -5.47%bar 22-25 · 4 bars · ONGOING#2 -0.65%bar 15-17 · 3 bars · recoveredDD SEVERITYsignificant (max -5.47%)RECOVERYongoing · 4 barsTIME UNDER WATER28% of session · 7/25 bars
final equity 1.0164 (1.64%) · max DD -5.47% · time-under-water 7/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −3 (84% positive) · μ=47.89 · σ=38.22PROFITABLE STRATEGYLAST -23.77 (-1.88σ vs μ)111.0655.530.00-55.53-111.06μ = 47.8938.2138.2160.4260.4260.4260.4285.4485.44111.06111.0667.7267.7294.8494.8479.4279.4259.4559.4553.0053.0048.0448.0447.3547.3546.5346.5346.5346.5371.0271.022.292.29-16.17-16.17-21.91-21.91-23.77-23.77v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -23.768 · range [-23.77, 111.06] · μ 47.888 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=74.5567 · σ=61.0099 · range [7.6420, 185.0581] · R²=0.854▲ RISING +2231.09%σ EXTREME 81.83%LAST 178.1420185.0581140.704196.350051.99607.6420μ = 74.5567max 185.0581min 7.6420dataMA(3)OLS R²=0.85μ lineμ ± σ bandmaxmin
latest 178.14% · range [7.64%, 185.06%] · μ 74.56% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.125 · σ=0.364CLOSE TO MARTINGALELAST 0.235 (+0.99σ vs μ)0.8330.4170.000-0.417-0.833μ = -0.125-0.233-0.233-0.333-0.333-0.583-0.583-0.833-0.833-0.833-0.833-0.123-0.1230.2690.2690.1360.136-0.379-0.379-0.222-0.222-0.096-0.096-0.159-0.159-0.220-0.2200.2030.203-0.031-0.0310.0590.0590.4290.4290.3400.3400.2350.235v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.235 · |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
28.3998
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
8.1371
p-VALUE (log scale)
0.1476
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
-1.3998
p-VALUE (log scale)
0.5811
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
-1.9819
p-VALUE (log scale)
0.0475
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5869
p-VALUE (log scale)
0.0238
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
1.5497
p-VALUE (log scale)
0.1212
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.472 ≈ 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=1.08e-4 · top T=6.00h (29.1%) · top-3 cover 56.8%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.8e-42.8e-41.9e-49.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.69e-4 · 13.0% energyperiod 24.0 · power 1.69e-4 · 13.0% energyperiod 12.0 · power 7.51e-5 · 5.8% energyperiod 12.0 · power 7.51e-5 · 5.8% energyperiod 8.0 · power 1.91e-4 · 14.7% energyperiod 8.0 · power 1.91e-4 · 14.7% energyperiod 6.0 · power 3.76e-4 · 29.1% energyperiod 6.0 · power 3.76e-4 · 29.1% energyperiod 4.8 · power 1.21e-4 · 9.3% energyperiod 4.8 · power 1.21e-4 · 9.3% energyperiod 4.0 · power 8.69e-5 · 6.7% energyperiod 4.0 · power 8.69e-5 · 6.7% energyperiod 3.4 · power 1.21e-4 · 9.3% energyperiod 3.4 · power 1.21e-4 · 9.3% energyperiod 3.0 · power 4.07e-5 · 3.1% energyperiod 3.0 · power 4.07e-5 · 3.1% energyperiod 2.7 · power 1.14e-6 · 0.1% energyperiod 2.7 · power 1.14e-6 · 0.1% energyperiod 2.4 · power 1.41e-5 · 1.1% energyperiod 2.4 · power 1.41e-5 · 1.1% energyperiod 2.2 · power 3.49e-5 · 2.7% energyperiod 2.2 · power 3.49e-5 · 2.7% energyperiod 2.0 · power 6.50e-5 · 5.0% energyperiod 2.0 · power 6.50e-5 · 5.0% energy50% by T=6.0h#1 dominantT=6.00h#2T=8.00h#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 ≈ 6.00h (freq 0.167) · concentrates 29.1% of total energy · Σ|X̂|²/n = 1.295e-3

▸ Depth section using sovereign-store price series (2831 bars · effective 1752810 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 2.2 d · σ/bar 0.123pp · expected |Δp| over horizon 0.89ppterminal variance p(1−p) = 0.0138 · n = 2831✓ n = 2831
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.123pp
one-bar volatility · logit-free
Per-day movedaily
0.60pp
σ × √24
Per-horizon move2d
0.89pp
σ × √52.834394722222214
Terminal variancebinary
0.0138
p(1−p) at resolution
Current pricep
1.4¢
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 0.20pp · ES₉₅ 0.25pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 2831
VaR 95%
0.20pp
1.645·σ (parametric) of Δp
ES 95%
0.25pp
mean of the tail
Max drawdown
89.2pp
peak 7.0¢ → trough 0.8¢
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
1.4%
= price
Decimal oddsEU
71.429
total return per $1
AmericanUS
+7043
$100 wins $7043
FractionalUK
70.43 / 1
profit per $1 risked
Profit per $100stake
+$7042.86
clean dollar framing
-1000-5000+500+1000020406080100you · 1.4%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)
0.106 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.106 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.16 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
67789264281205402100553091279634121899414942733555037554313735707451050707428
NO token ID
83456808645536697827537850242540750530335812984679220300553943579156151757588
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
11.7s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
8093edf6cb3b49e67959e22573dd2735b62f35960d86c03e51b45a2f2b5132d7 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.4¢HL PREDUruguay66.6¢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?23¢HL PERPBTC-USD perpetual$64,489HL PERPETH-USD perpetual$1,673HL PERPHYPE-USD perpetual$60.73

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
0.018500
(best bid + best ask) / 2
Spread
1621.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.183
ask-heavy
Imbalance (top-5)
+0.132
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-16-120-139/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.06328124205.82bp0.10000028FILLED
BUY$10.00K0.19962297903.83bp0.55000082FILLED
BUY$100.00K0.629924330499.47bp0.999000108PARTIAL
SELL$1.00K0.0027818496.90bp0.00100013PARTIAL
SELL$10.00K0.0027818496.90bp0.00100013PARTIAL
SELL$100.00K0.0027818496.90bp0.00100013PARTIAL

Risk metrics

▸ sovereign store · 2,831 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6236.87%
σ per bar = 0.047108
Mean return (annualised)
47521.30%
μ per bar = 0.000271
Sharpe (rf=0)
7.62
annualised; risk-free assumed zero
Max drawdown
89.21%
peak 0.07 → trough 0.01 over 281 bars

/api/asset/pm-elon-musk-of-tweets-june-9-june-16-120-139/risk · same metrics, JSON