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

Will Elon Musk post 180-199 tweets from June 9 to June 16, 2026?

YES · live
24.5¢
NO · live
75.5¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-9-june-16-180-199 · fresh · feed 0s old
24h sparkline · 60 pts▼ -19.67%
realized vol (ann.)
257.28%
max drawdown
32.79%
sharpe
—
ulcer index
12.13%
RMS drawdown
pain index
7.71%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
32.79%
cond. drawdown
gain/pain
1.13
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.13
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-19.67%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -19.67%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-9-june-16-180-199/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
24.5¢
NO · live
75.5¢
YES price · live 24h
n=25 · μ=0.2740 · σ=0.0301 · range [0.2150, 0.3150] · R²=0.198▼ FALLING -13.56%σ HIGH 10.97%LAST 0.25500.31500.29000.26500.24000.2150μ = 0.2740max 0.3150min 0.2150dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 25.50¢
YES / NO split · live
YES 24.5%NO 75.5%NO75.5%75.50¢ · odds 1/1.32
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.803 / 1.00 bits (80%) · high uncertainty
YES
24.5%24.5¢4.08×▬ +0.00pp
NO
75.5%75.5¢1.32×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,600 · μ=150.0 · σ=127.7 · CV=0.85BURSTYcumulative energy ↗ · 50% by h=150113225338450μ = 15045050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3600bp moved · peak 450bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12ms
▲YES mid
24.50¢ (24.50%)
▼NO mid
75.50¢ (75.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$45.3k
≋liquidity $
$22.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2740 · σ=0.0301 · range [0.2150, 0.3150] · R²=0.198▼ FALLING -13.56%σ HIGH 10.97%LAST 0.25500.31500.29000.26500.24000.2150μ = 0.2740max 0.3150min 0.2150dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 25.50¢
NO price · CLOB mid
n=25 · μ=0.7260 · σ=0.0301 · range [0.6850, 0.7850] · R²=0.198▲ RISING +5.67%σ NORMAL 4.14%LAST 0.74500.78500.76000.73500.71000.6850μ = 0.7260max 0.7850min 0.6850dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 74.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0025 · σ=0.0182 · skew=1.10 (right-skewed) · kurt=0.39 (mesokurtic)653201-2.63ppbin -2.63pp · n=1 · 16.7% peakbin -2.63pp · n=1 · 16.7% peak6-1.87ppbin -1.87pp · n=6 · 100.0% peakbin -1.87pp · n=6 · 100.0% peak5-1.12ppbin -1.12pp · n=5 · 83.3% peakbin -1.12pp · n=5 · 83.3% peak5-0.37ppbin -0.37pp · n=5 · 83.3% peakbin -0.37pp · n=5 · 83.3% peak0.38pp41.13ppbin 1.13pp · n=4 · 66.7% peakbin 1.13pp · n=4 · 66.7% peak1.88pp12.63ppbin 2.63pp · n=1 · 16.7% peakbin 2.63pp · n=1 · 16.7% peak3.38pp24.13ppbin 4.13pp · n=2 · 33.3% peakbin 4.13pp · n=2 · 33.3% 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=1.01 · kurt=0.46 · near 14 / mid 10 / far 0 · OLS slope=0.97 intercept=-0.00RIGHT-SKEWED · HEAVY POSITIVE TAILMILDLY 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=-1.35)
μ MEAN27.40¢95% CI: [26.22¢, 28.58¢]
σ STD DEV3.01ppσ² = 9.042 · CV = 10.97%
med MEDIAN27.50¢Q₁ 25.50¢ · Q₃ 30.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 10.00pp · IQR 5.00pp (1.349σ→4.06pp)
min 21.50¢Q₁ 25.50¢med 27.50¢Q₃ 30.50¢max 31.50¢μ
SKEWNESS · G₁-0.290approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.346platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.03
σ × 1.349 ↔ IQRconsistent with normalratio = 0.81
range ↔ σconcentrated (range < 4σ)range / σ = 3.33
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+0.180within white-noise band
ρ(2) AUTOCORR+0.031lag-2 not significant
H · HURST EXPONENT1.176strongly persistent
OLS TREND · t-STAT-2.385significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.176
H = 1.176STRONGLY 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+0.180k=2+0.031k=3-0.225k=4-0.194k=5-0.1480+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 @ 5% (|t|=2.38)
−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 @ 5% (|t|=2.38)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 ID2449818
SLUGelon-musk-of-tweets-june-9-june-16-180-199
CATEGORYElon Musk # tweets June 9 - June 16, 2026?
TWO-SIDED PRICINGFAVOURS NO (76¢)
PRIMARY · YES24.50¢implied prob 24.50% · decimal odds 4.08×
COUNTER · NO75.50¢implied prob 75.50% · decimal odds 1.32×
24.50¢
75.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME45.29k USD 24h
LIQUIDITY22.30k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (76¢)|primary − counter| = 0.510 · entropy 0.803 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 24.5%NO 75.5%YES p̂24.5%H = 0.803 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES4.08×(25¢)NO1.32×(76¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.803 bits (80% of max) · high uncertainty
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 = 14.731 pp/day
YES →$1.00(P = 24.5%)
NO →$0.00(P = 75.5%)
current: $0.2450 · expected return per side: $0.76 on YES hit · $0.24 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.0dRESOLVESP projection · σ=3.01% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 14.731 pp/day
now1.96d left
14.731 pp/day×1.00
−25%1.47d left
17.010 pp/day×1.15
−50%23.48h left
20.833 pp/day×1.41
−75%11.74h left
29.462 pp/day×2.00
−90%4.70h left
46.583 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 4.50% · worst -3.00% · typical |Δ| 1.50%BEARISH SESSION -4.00%BEST+4.50%15hWORST-3.00%22hTYPICAL |Δ|1.50%mean absoluteCUMULATIVE-4.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ -0.31% · Σ -2.50%US · 16-24 UTCμ -0.06% · Σ -0.50%CUMULATIVE Δ PATH · final -4.00%+2.00%-8.00%1.00% · 1h1.00% · 1h1.00%1h-1.00% · 2h-1.00% · 2h-1.00%2h1.00% · 3h1.00% · 3h1.00%3h0.00% · 4h0.00% · 4h·4h1.00% · 5h1.00% · 5h1.00%5h-1.00% · 6h-1.00% · 6h-1.00%6h-2.00% · 7h-2.00% · 7h-2.00%7h-2.00% · 8h-2.00% · 8h-2.00%8h-1.00% · 9h-1.00% · 9h-1.00%9h-1.00% · 10h-1.00% · 10h-1.00%10h1.00% · 11h1.00% · 11h1.00%11h-2.00% · 12h-2.00% · 12h-2.00%12h0.00% · 13h0.00% · 13h·13h-2.00% · 14h-2.00% · 14h-2.00%14h4.50% · 15h4.50% · 15h4.50%15h★ BEST4.50% · 16h4.50% · 16h4.50%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-1.00% · 19h-1.00% · 19h-1.00%19h-2.00% · 20h-2.00% · 20h-2.00%20h-2.00% · 21h-2.00% · 21h-2.00%21h-3.00% · 22h-3.00% · 22h-3.00%22h▼ WORST3.00% · 23h3.00% · 23h3.00%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+-0.50%)RUNSup max 2 · down max 5BREADTH29% up · 50% down · 21% flat
7 up bars · 12 down · best 4.50% · worst -3.00% · typical |Δ| 1.500%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-4.36%)FINAL-4.36%MAX DD-9.61%RECOVERYONGOING · 19 barsMAX RUN-UP+2.00%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9564 · peak 1.0200 · range [0.9220, 1.0200]1.02000.9220break-even = 1★ PEAK 1.0200UNDERWATER DRAWDOWN · max -9.61% · significant0%-9.61%▼ TROUGH -9.61%TOP DRAWDOWN PERIODS · 2 total#1 -9.61%bar 7-25 · 19 bars · ONGOING#2 -1.00%bar 3-5 · 3 bars · recoveredDD SEVERITYsignificant (max -9.61%)RECOVERYongoing · 19 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9564 (-4.36%) · max DD -9.61% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-27.33 · σ=49.11MIXED EDGELAST -36.50 (-0.19σ vs μ)103.0451.520.00-51.52-103.04μ = -27.3315.8715.87-25.76-25.76-33.95-33.95-66.72-66.72-85.44-85.44-85.44-85.44-93.40-93.40-66.72-66.72-66.72-66.723.173.1731.7331.7326.1926.1940.5140.5133.3033.3033.3033.30-3.23-3.23-103.04-103.04-36.50-36.50-36.50-36.50v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -36.498 · range [-103.04, 40.51] · μ -27.334 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=172.6284 · σ=72.0969 · range [92.0217, 278.6970] · R²=0.403▲ RISING +117.35%σ EXTREME 41.76%LAST 200.0100278.6970232.0282185.3594138.690592.0217μ = 172.6284max 278.6970min 92.0217dataMA(3)OLS R²=0.40μ lineμ ± σ bandmaxmin
latest 200.01% · range [92.02%, 278.70%] · μ 172.63% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +12 / −7 (63% positive) · μ=0.009 · σ=0.349CLOSE TO MARTINGALELAST -0.045 (-0.15σ vs μ)0.6610.3300.000-0.330-0.661μ = 0.009-0.661-0.6610.0300.0300.3950.3950.4350.4350.1670.1670.1670.167-0.126-0.126-0.467-0.467-0.638-0.638-0.389-0.3890.1780.1780.1070.1070.0470.0470.0320.0320.4490.4490.1970.1970.4850.485-0.191-0.191-0.045-0.045v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.045 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
5.4390
p-VALUE (log scale)
0.0659
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
4.3063
p-VALUE (log scale)
0.5078
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
-1.6359
p-VALUE (log scale)
0.4686
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
-0.4291
p-VALUE (log scale)
0.6679
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2703
p-VALUE (log scale)
0.2340
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
1.0707
p-VALUE (log scale)
0.2843
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.326 ≈ 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=4.18e-4 · top T=12.00h (24.8%) · top-3 cover 56.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.2e-39.3e-46.2e-43.1e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.26e-4 · 2.5% energyperiod 24.0 · power 1.26e-4 · 2.5% energyperiod 12.0 · power 1.24e-3 · 24.8% energyperiod 12.0 · power 1.24e-3 · 24.8% energyperiod 8.0 · power 4.59e-4 · 9.2% energyperiod 8.0 · power 4.59e-4 · 9.2% energyperiod 6.0 · power 6.59e-4 · 13.2% energyperiod 6.0 · power 6.59e-4 · 13.2% energyperiod 4.8 · power 2.89e-4 · 5.8% energyperiod 4.8 · power 2.89e-4 · 5.8% energyperiod 4.0 · power 4.10e-4 · 8.2% energyperiod 4.0 · power 4.10e-4 · 8.2% energyperiod 3.4 · power 1.70e-4 · 3.4% energyperiod 3.4 · power 1.70e-4 · 3.4% energyperiod 3.0 · power 7.29e-6 · 0.1% energyperiod 3.0 · power 7.29e-6 · 0.1% energyperiod 2.7 · power 2.03e-4 · 4.1% energyperiod 2.7 · power 2.03e-4 · 4.1% energyperiod 2.4 · power 4.90e-4 · 9.8% energyperiod 2.4 · power 4.90e-4 · 9.8% energyperiod 2.2 · power 1.54e-5 · 0.3% energyperiod 2.2 · power 1.54e-5 · 0.3% energyperiod 2.0 · power 9.37e-4 · 18.7% energyperiod 2.0 · power 9.37e-4 · 18.7% energy50% by T=4.8h#1 dominantT=12.00h#2T=2.00h#3T=6.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 24.8% of total energy · Σ|X̂|²/n = 5.010e-3

▸ Depth section using sovereign-store price series (3984 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 0.156pp · expected |Δp| over horizon 1.07ppterminal variance p(1−p) = 0.1850 · n = 3984✓ n = 3984
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.156pp
one-bar volatility · logit-free
Per-day movedaily
0.76pp
σ × √24
Per-horizon move2d
1.07pp
σ × √46.96352888888889
Terminal variancebinary
0.1850
p(1−p) at resolution
Current pricep
24.5¢
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 0.26pp · ES₉₅ 0.32pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 3984
VaR 95%
0.26pp
1.645·σ (parametric) of Δp
ES 95%
0.32pp
mean of the tail
Max drawdown
34.9pp
peak 31.5¢ → trough 20.5¢
Median step
1.00pp
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
24.5%
= price
Decimal oddsEU
4.082
total return per $1
AmericanUS
+308
$100 wins $308
FractionalUK
3.08 / 1
profit per $1 risked
Profit per $100stake
+$308.16
clean dollar framing
-1000-5000+500+1000020406080100you · 24.5%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)
0.803 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.803 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.03 bit
self-information
Surprise · NO−log₂(1−p)
0.41 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
12392739535740890653523183006207826847100239045127784914218358454009214037128
NO token ID
70790248703560511772834716191156278582072464247669236568376081516160683506976
Snapshot fetched
2026-06-14 17:02:11 UTC
Snapshot age
12ms
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
e8a348aba824249ec519fe4c06ac22cc2675c3b929f520e131f9992db68a01d4 · 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 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
0.255000
(best bid + best ask) / 2
Spread
392.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.033
ask-heavy
Imbalance (top-5)
+0.259
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-16-180-199/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.2951751575.50bp0.3200007FILLED
BUY$10.00K0.4519187722.27bp0.60000031FILLED
BUY$100.00K0.72765818535.60bp0.99000050PARTIAL
SELL$1.00K0.237004705.73bp0.2000006FILLED
SELL$10.00K0.0536307896.85bp0.01000024PARTIAL
SELL$100.00K0.0536307896.85bp0.01000024PARTIAL

Risk metrics

▸ sovereign store · 3,984 barsperiods/year ≈ 1.75M
Realized vol (annualised)
845.70%
σ per bar = 0.006388
Mean return (annualised)
-9640.49%
μ per bar = -0.000055
Sharpe (rf=0)
-11.40
annualised; risk-free assumed zero
Max drawdown
34.92%
peak 0.32 → trough 0.20 over 3537 bars

/api/asset/pm-elon-musk-of-tweets-june-9-june-16-180-199/risk · same metrics, JSON