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

Will Elon Musk post 160-179 tweets from June 9 to June 16, 2026?

YES · live
40.0¢
NO · live
60.1¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-9-june-16-160-179 · fresh · feed 0s old
24h sparkline · 60 pts▲ 90.69%
realized vol (ann.)
142.76%
max drawdown
5.50%
sharpe
—
ulcer index
1.82%
RMS drawdown
pain index
1.14%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.98%
cond. drawdown
gain/pain
2.32
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.32
upside/downside
roll spread
2.6 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
90.69%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +90.69%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-9-june-16-160-179/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH12ms⏱--:--:-- 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
40.0¢
NO · live
60.1¢
YES price · live 24h
n=25 · μ=0.3092 · σ=0.0668 · range [0.1890, 0.4035] · R²=0.936▲ RISING +113.49%σ EXTREME 21.59%LAST 0.40350.40350.34990.29630.24260.1890μ = 0.3092max 0.4035min 0.1890dataMA(5)OLS R²=0.94μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 40.35¢
YES / NO split · live
YES 40.0%NO 60.1%NO60.1%60.05¢ · odds 1/1.67
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.971 / 1.00 bits (97%) · max uncertainty (~50/50)
YES
40.0%40.0¢2.50×▬ +0.00pp
NO
60.1%60.1¢1.67×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,065 · μ=127.7 · σ=126.3 · CV=0.99BURSTYcumulative energy ↗ · 50% by h=130123245368490μ = 12849050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3065bp moved · peak 490bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12ms
▲YES mid
39.95¢ (39.95%)
▼NO mid
60.05¢ (60.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$49.0k
≋liquidity $
$18.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3092 · σ=0.0668 · range [0.1890, 0.4035] · R²=0.936▲ RISING +113.49%σ EXTREME 21.59%LAST 0.40350.40350.34990.29630.24260.1890μ = 0.3092max 0.4035min 0.1890dataMA(5)OLS R²=0.94μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 40.35¢
NO price · CLOB mid
n=25 · μ=0.6908 · σ=0.0668 · range [0.5965, 0.8110] · R²=0.936▼ FALLING -26.45%σ HIGH 9.66%LAST 0.59650.81100.75740.70380.65010.5965μ = 0.6908max 0.8110min 0.5965dataMA(5)OLS R²=0.94μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 59.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0091 · σ=0.0145 · skew=0.76 (right-skewed) · kurt=0.01 (mesokurtic)653203-1.09ppbin -1.09pp · n=3 · 50.0% peakbin -1.09pp · n=3 · 50.0% peak2-0.46ppbin -0.46pp · n=2 · 33.3% peakbin -0.46pp · n=2 · 33.3% peak60.17ppbin 0.17pp · n=6 · 100.0% peakbin 0.17pp · n=6 · 100.0% peak50.80ppbin 0.80pp · n=5 · 83.3% peakbin 0.80pp · n=5 · 83.3% peak21.43ppbin 1.43pp · n=2 · 33.3% peakbin 1.43pp · n=2 · 33.3% peak22.07ppbin 2.07pp · n=2 · 33.3% peakbin 2.07pp · n=2 · 33.3% peak12.70ppbin 2.70pp · n=1 · 16.7% peakbin 2.70pp · n=1 · 16.7% peak23.33ppbin 3.33pp · n=2 · 33.3% peakbin 3.33pp · n=2 · 33.3% peak3.96pp14.59ppbin 4.59pp · n=1 · 16.7% peakbin 4.59pp · n=1 · 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=0.72 · kurt=0.11 · near 21 / mid 3 / far 0 · OLS slope=1.00 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER 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=-1.08)
μ MEAN30.92¢95% CI: [28.30¢, 33.54¢]
σ STD DEV6.68ppσ² = 44.573 · CV = 21.59%
med MEDIAN31.40¢Q₁ 26.65¢ · Q₃ 36.05¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 21.45pp · IQR 9.40pp (1.349σ→9.01pp)
min 18.90¢Q₁ 26.65¢med 31.40¢Q₃ 36.05¢max 40.35¢μ
SKEWNESS · G₁-0.349approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.076platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRconsistent with normalratio = 0.96
range ↔ σconcentrated (range < 4σ)range / σ = 3.21
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) -0.24 + ADF rejected
ρ(1) AUTOCORR-0.243within white-noise band
ρ(2) AUTOCORR-0.041lag-2 not significant
H · HURST EXPONENT0.791strongly persistent
OLS TREND · t-STAT+18.289significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.791
H = 0.791STRONGLY 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=1-0.243k=2-0.041k=3+0.025k=4+0.036k=5-0.3040+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|=18.29)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.24 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.82very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=18.29)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 ID2449814
SLUGelon-musk-of-tweets-june-9-june-16-160-179
CATEGORYElon Musk # tweets June 9 - June 16, 2026?
TWO-SIDED PRICINGFAVOURS NO (60¢)
PRIMARY · YES39.95¢implied prob 39.95% · decimal odds 2.50×
COUNTER · NO60.05¢implied prob 60.05% · decimal odds 1.67×
39.95¢
60.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME49.04k USD 24h
LIQUIDITY18.47k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (60¢)|primary − counter| = 0.201 · entropy 0.971 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 40.0%NO 60.1%YES p̂40.0%H = 0.971 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.50×(40¢)NO1.67×(60¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.971 bits (97% of max) · maximum uncertainty (~50/50)
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
22hrs
57min
1.96 days·θ = 32.707 pp/day
YES →$1.00(P = 40.0%)
NO →$0.00(P = 60.1%)
current: $0.3995 · expected return per side: $0.60 on YES hit · $0.40 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.0dRESOLVESP projection · σ=6.68% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 32.707 pp/day
now1.96d left
32.707 pp/day×1.00
−25%1.47d left
37.767 pp/day×1.15
−50%23.48h left
46.255 pp/day×1.41
−75%11.74h left
65.414 pp/day×2.00
−90%4.70h left
103.428 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 4.90% · worst -1.40% · typical |Δ| 1.28%BULLISH SESSION +21.45%BEST+4.90%5hWORST-1.40%14hTYPICAL |Δ|1.28%mean absoluteCUMULATIVE+21.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.44% · Σ +10.05%EUROPE · 08-16 UTCμ +0.53% · Σ +4.25%US · 16-24 UTCμ +0.89% · Σ +7.15%CUMULATIVE Δ PATH · final +21.45%+21.45%0.00%1.05% · 1h1.05% · 1h1.05%1h1.00% · 2h1.00% · 2h1.00%2h0.00% · 3h0.00% · 3h·3h0.10% · 4h0.10% · 4h0.10%4h4.90% · 5h4.90% · 5h4.90%5h★ BEST0.70% · 6h0.70% · 6h0.70%6h2.30% · 7h2.30% · 7h2.30%7h0.85% · 8h0.85% · 8h0.85%8h1.05% · 9h1.05% · 9h1.05%9h0.05% · 10h0.05% · 10h0.05%10h2.05% · 11h2.05% · 11h2.05%11h-0.50% · 12h-0.50% · 12h-0.50%12h-1.05% · 13h-1.05% · 13h-1.05%13h-1.40% · 14h-1.40% · 14h-1.40%14h▼ WORST3.20% · 15h3.20% · 15h3.20%15h0.05% · 16h0.05% · 16h0.05%16h1.40% · 17h1.40% · 17h1.40%17h2.95% · 18h2.95% · 18h2.95%18h-0.15% · 19h-0.15% · 19h-0.15%19h-1.40% · 20h-1.40% · 20h-1.40%20h3.20% · 21h3.20% · 21h3.20%21h-0.10% · 22h-0.10% · 22h-0.10%22h1.20% · 23h1.20% · 23h1.20%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+10.05%)RUNSup max 8 · down max 3BREADTH67% up · 25% down · 8% flat
16 up bars · 6 down · best 4.90% · worst -1.40% · typical |Δ| 1.277%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +23.46%FINAL+23.46%MAX DD-2.92%RECOVERYFULLY RECOVEREDMAX RUN-UP+23.46%UNDERWATER6/25 (24%)STREAK▬ 0EQUITY CURVE · end 1.2346 · peak 1.2346 · range [1.0000, 1.2346]1.23461.0000break-even = 1★ PEAK 1.2346UNDERWATER DRAWDOWN · max -2.92% · moderate0%-2.92%▼ TROUGH -2.92%TOP DRAWDOWN PERIODS · 3 total#1 -2.92%bar 13-15 · 3 bars · recovered#2 -1.55%bar 20-21 · 2 bars · recovered#3 -0.10%bar 23-23 · 1 bars · recoveredDD SEVERITYmoderate (max -2.92%)RECOVERYfully recoveredTIME UNDER WATER24% of session · 6/25 bars
final equity 1.2346 (23.46%) · max DD -2.92% · time-under-water 6/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +19 / −0 (100% positive) · μ=53.37 · σ=31.13PROFITABLE STRATEGYLAST 27.23 (-0.84σ vs μ)127.9263.960.00-63.96-127.92μ = 53.3766.3466.3475.4875.4873.8673.8688.3188.3187.4287.42127.92127.9282.8582.8533.8333.832.382.3819.9819.9819.9819.9815.2915.2940.6340.6351.5151.5151.5151.5151.5151.5149.7849.7848.2848.2827.2327.23v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 27.227 · range [2.38, 127.92] · μ 53.371 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=155.6158 · σ=29.8785 · range [79.8944, 185.0581] · R²=0.043▼ FALLING -13.53%σ EXTREME 19.20%LAST 147.4651185.0581158.7672132.4763106.185379.8944μ = 155.6158max 185.0581min 79.8944dataMA(3)OLS R²=0.04μ lineμ ± σ bandmaxmin
latest 147.47% · range [79.89%, 185.06%] · μ 155.62% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.290 · σ=0.187MEAN-REVERSIONLAST -0.503 (-1.14σ vs μ)0.5740.2870.000-0.287-0.574μ = -0.290-0.268-0.268-0.305-0.305-0.372-0.372-0.574-0.574-0.181-0.181-0.469-0.469-0.473-0.473-0.110-0.1100.1280.128-0.191-0.191-0.214-0.214-0.170-0.170-0.111-0.111-0.551-0.551-0.070-0.070-0.259-0.259-0.374-0.374-0.444-0.444-0.503-0.503v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.503 · |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
2.5497
p-VALUE (log scale)
0.2795
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
4.7360
p-VALUE (log scale)
0.4499
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
-1.1769
p-VALUE (log scale)
0.6832
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
-1.5219
p-VALUE (log scale)
0.1280
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8835
p-VALUE (log scale)
0.0045
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
-0.9783
p-VALUE (log scale)
0.3279
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.702 ≈ 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=2.85e-4 · top T=2.00h (34.5%) · top-3 cover 66.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.2e-38.9e-45.9e-43.0e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.65e-5 · 2.2% energyperiod 24.0 · power 7.65e-5 · 2.2% energyperiod 12.0 · power 3.14e-4 · 9.2% energyperiod 12.0 · power 3.14e-4 · 9.2% energyperiod 8.0 · power 5.86e-5 · 1.7% energyperiod 8.0 · power 5.86e-5 · 1.7% energyperiod 6.0 · power 2.39e-4 · 7.0% energyperiod 6.0 · power 2.39e-4 · 7.0% energyperiod 4.8 · power 1.14e-4 · 3.3% energyperiod 4.8 · power 1.14e-4 · 3.3% energyperiod 4.0 · power 8.59e-5 · 2.5% energyperiod 4.0 · power 8.59e-5 · 2.5% energyperiod 3.4 · power 6.06e-4 · 17.7% energyperiod 3.4 · power 6.06e-4 · 17.7% energyperiod 3.0 · power 2.38e-4 · 6.9% energyperiod 3.0 · power 2.38e-4 · 6.9% energyperiod 2.7 · power 4.91e-4 · 14.3% energyperiod 2.7 · power 4.91e-4 · 14.3% energyperiod 2.4 · power 3.85e-6 · 0.1% energyperiod 2.4 · power 3.85e-6 · 0.1% energyperiod 2.2 · power 1.38e-5 · 0.4% energyperiod 2.2 · power 1.38e-5 · 0.4% energyperiod 2.0 · power 1.18e-3 · 34.5% energyperiod 2.0 · power 1.18e-3 · 34.5% energy50% by T=3.0h#1 dominantT=2.00h#2T=3.43h#3T=2.67hT=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 34.5% of total energy · Σ|X̂|²/n = 3.424e-3

▸ Depth section using sovereign-store price series (3971 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 2.0 d · σ/bar 0.108pp · expected |Δp| over horizon 0.74ppterminal variance p(1−p) = 0.2399 · n = 3971✓ n = 3971
μ per bar
+0.005pp
average Δp · drift
σ per bar
0.108pp
one-bar volatility · logit-free
Per-day movedaily
0.53pp
σ × √24
Per-horizon move2d
0.74pp
σ × √46.9510825
Terminal variancebinary
0.2399
p(1−p) at resolution
Current pricep
40.0¢
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 0.17pp · ES₉₅ 0.22pp · method parametric · drift-correcteddrift +0.005pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.02✓ n = 3971
VaR 95%
0.17pp
1.645·σ (parametric) of Δp
ES 95%
0.22pp
mean of the tail
Max drawdown
9.9pp
peak 33.3¢ → trough 29.9¢
Median step
0.15pp
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
40.0%
= price
Decimal oddsEU
2.503
total return per $1
AmericanUS
+150
$100 wins $150
FractionalUK
1.50 / 1
profit per $1 risked
Profit per $100stake
+$150.31
clean dollar framing
-1000-5000+500+1000020406080100you · 40.0%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)
0.971 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.971 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.32 bit
self-information
Surprise · NO−log₂(1−p)
0.74 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
115382533304938979501176184866946618744535654555524319863688707542847297983306
NO token ID
111795793448519419792132502041465034925438399209996251005726878733042107172864
Snapshot fetched
2026-06-14 17:02:56 UTC
Snapshot age
12ms
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
206dddf1a518af5d16acfe7c88c3ecc6eed123856f770bcbb67c47b6d9619ef3 · 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 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
0.405000
(best bid + best ask) / 2
Spread
197.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.457
bid-heavy
Imbalance (top-5)
-0.008
ask-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-16-160-179/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.440927887.09bp0.47200025FILLED
BUY$10.00K0.5803714330.14bp0.68500067FILLED
BUY$100.00K0.86523211363.74bp0.99900095FILLED
SELL$1.00K0.3582341154.71bp0.30100030FILLED
SELL$10.00K0.0128809681.99bp0.00100082PARTIAL
SELL$100.00K0.0128809681.99bp0.00100082PARTIAL

Risk metrics

▸ sovereign store · 3,971 barsperiods/year ≈ 1.75M
Realized vol (annualised)
490.87%
σ per bar = 0.003708
Mean return (annualised)
28500.87%
μ per bar = 0.000163
Sharpe (rf=0)
58.06
annualised; risk-free assumed zero
Max drawdown
9.92%
peak 0.33 → trough 0.30 over 547 bars

/api/asset/pm-elon-musk-of-tweets-june-9-june-16-160-179/risk · same metrics, JSON