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

Will Elon Musk post 200-219 tweets from June 9 to June 16, 2026?

YES · live
9.5¢
NO · live
90.5¢

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-9-june-16-200-219 · fresh · feed 0s old
24h sparkline · 60 pts▼ -57.78%
realized vol (ann.)
281.67%
max drawdown
45.71%
sharpe
—
ulcer index
22.69%
RMS drawdown
pain index
19.33%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
37.84%
cond. drawdown
gain/pain
0.81
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.81
upside/downside
roll spread
2.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-57.78%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -57.78%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-9-june-16-200-219/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH22ms⏱--:--:-- 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
9.5¢
NO · live
90.5¢
YES price · live 24h
n=25 · μ=0.1640 · σ=0.0589 · range [0.0850, 0.2950] · R²=0.800▼ FALLING -71.19%σ EXTREME 35.92%LAST 0.08500.29500.24250.19000.13750.0850μ = 0.1640max 0.2950min 0.0850dataMA(5)OLS R²=0.80μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 8.50¢
YES / NO split · live
YES 9.5%NO 90.5%NO90.5%90.50¢ · odds 1/1.10
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.453 / 1.00 bits (45%) · informative — one side favoured
YES
9.5%9.5¢10.53×▬ +0.00pp
NO
90.5%90.5¢1.10×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,800 · μ=158.3 · σ=168.5 · CV=1.06BURSTYcumulative energy ↗ · 50% by h=140125250375500μ = 15850050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3800bp moved · peak 500bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
22ms
▲YES mid
9.50¢ (9.50%)
▼NO mid
90.50¢ (90.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$60.9k
≋liquidity $
$26.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1640 · σ=0.0589 · range [0.0850, 0.2950] · R²=0.800▼ FALLING -71.19%σ EXTREME 35.92%LAST 0.08500.29500.24250.19000.13750.0850μ = 0.1640max 0.2950min 0.0850dataMA(5)OLS R²=0.80μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 8.50¢
NO price · CLOB mid
n=25 · μ=0.8360 · σ=0.0589 · range [0.7050, 0.9150] · R²=0.800▲ RISING +29.79%σ HIGH 7.05%LAST 0.91500.91500.86250.81000.75750.7050μ = 0.8360max 0.9150min 0.7050dataMA(5)OLS R²=0.80μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 91.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0075 · σ=0.0211 · skew=0.04 (symmetric) · kurt=0.28 (mesokurtic)864203-4.50ppbin -4.50pp · n=3 · 37.5% peakbin -4.50pp · n=3 · 37.5% peak1-3.50ppbin -3.50pp · n=1 · 12.5% peakbin -3.50pp · n=1 · 12.5% peak1-2.50ppbin -2.50pp · n=1 · 12.5% peakbin -2.50pp · n=1 · 12.5% peak5-1.50ppbin -1.50pp · n=5 · 62.5% peakbin -1.50pp · n=5 · 62.5% peak4-0.50ppbin -0.50pp · n=4 · 50.0% peakbin -0.50pp · n=4 · 50.0% peak80.50ppbin 0.50pp · n=8 · 100.0% peakbin 0.50pp · n=8 · 100.0% peak1.50pp12.50ppbin 2.50pp · n=1 · 12.5% peakbin 2.50pp · n=1 · 12.5% peak3.50pp14.50ppbin 4.50pp · n=1 · 12.5% peakbin 4.50pp · n=1 · 12.5% 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=0.17 · kurt=1.30 · near 13 / mid 11 / far 0 · OLS slope=0.97 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25RIGHT-SKEWED (G₁=0.54)
μ MEAN16.40¢95% CI: [14.09¢, 18.71¢]
σ STD DEV5.89ppσ² = 34.708 · CV = 35.92%
med MEDIAN13.50¢Q₁ 12.50¢ · Q₃ 22.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 21.00pp · IQR 10.00pp (1.349σ→7.95pp)
min 8.50¢Q₁ 12.50¢med 13.50¢Q₃ 22.50¢max 29.50¢μ
SKEWNESS · G₁0.542right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.063platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.49
σ × 1.349 ↔ IQRdiverges from normalratio = 0.79
range ↔ σconcentrated (range < 4σ)range / σ = 3.56
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) -0.23 + ADF rejected
ρ(1) AUTOCORR-0.225within white-noise band
ρ(2) AUTOCORR+0.049lag-2 not significant
H · HURST EXPONENT0.768strongly persistent
OLS TREND · t-STAT-9.578significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.768
H = 0.768STRONGLY 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=1-0.225k=2+0.049k=3+0.053k=4-0.125k=5-0.0250+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|=9.58)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.23 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.76very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=9.58)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 ID2449823
SLUGelon-musk-of-tweets-june-9-june-16-200-219
CATEGORYElon Musk # tweets June 9 - June 16, 2026?
TWO-SIDED PRICINGFAVOURS NO (91¢)
PRIMARY · YES9.50¢implied prob 9.50% · decimal odds 10.53×
COUNTER · NO90.50¢implied prob 90.50% · decimal odds 1.10×
9.50¢
90.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME60.93k USD 24h
LIQUIDITY26.85k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (91¢)|primary − counter| = 0.810 · entropy 0.453 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 9.5%NO 90.5%YES p̂9.5%H = 0.453 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES10.53×(10¢)NO1.10×(91¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.453 bits (45% 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
00hrs
50min
2.03 days·θ = 28.862 pp/day
YES →$1.00(P = 9.5%)
NO →$0.00(P = 90.5%)
current: $0.0950 · expected return per side: $0.91 on YES hit · $0.10 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.0dRESOLVESP projection · σ=5.89% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 28.862 pp/day
now2.03d left
28.862 pp/day×1.00
−25%1.53d left
33.327 pp/day×1.15
−50%1.02d left
40.817 pp/day×1.41
−75%12.21h left
57.723 pp/day×2.00
−90%4.88h left
91.269 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 5.00% · worst -5.00% · typical |Δ| 1.58%BEARISH SESSION -21.00%BEST+5.00%18hWORST-5.00%1hTYPICAL |Δ|1.58%mean absoluteCUMULATIVE-21.00%Σ signed ΔSTREAK↘ 4down-runASIA · 00-08 UTCμ -1.43% · Σ -10.00%EUROPE · 08-16 UTCμ -1.13% · Σ -9.00%US · 16-24 UTCμ -0.12% · Σ -1.00%CUMULATIVE Δ PATH · final -21.00%+0.00%-21.00%-5.00% · 1h-5.00% · 1h-5.00%1h▼ WORST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-2.00% · 4h-2.00% · 4h-2.00%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h-3.00% · 7h-3.00% · 7h-3.00%7h1.00% · 8h1.00% · 8h1.00%8h-5.00% · 9h-5.00% · 9h-5.00%9h-1.00% · 10h-1.00% · 10h-1.00%10h-1.00% · 11h-1.00% · 11h-1.00%11h0.00% · 12h0.00% · 12h·12h-1.00% · 13h-1.00% · 13h-1.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h-1.00% · 15h-1.00% · 15h-1.00%15h0.00% · 16h0.00% · 16h·16h2.00% · 17h2.00% · 17h2.00%17h5.00% · 18h5.00% · 18h5.00%18h★ BEST-4.50% · 19h-4.50% · 19h-4.50%19h0.50% · 20h0.50% · 20h0.50%20h-1.00% · 21h-1.00% · 21h-1.00%21h-2.00% · 22h-2.00% · 22h-2.00%22h-1.00% · 23h-1.00% · 23h-1.00%23h-1.00% · 24h-1.00% · 24h-1.00%24hTIME PATTERNUS-led (+-1.00%)RUNSup max 2 · down max 4BREADTH17% up · 58% down · 25% flat
4 up bars · 14 down · best 5.00% · worst -5.00% · typical |Δ| 1.583%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -19.46%FINAL-19.46%MAX DD-19.46%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↘ 4EQUITY CURVE · end 0.8054 · peak 1.0000 · range [0.8054, 1.0000]1.00000.8054break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -19.46% · severe0%-19.46%▼ TROUGH -19.46%TOP DRAWDOWN PERIODS · 1 total#1 -19.46%bar 2-25 · 24 bars · ONGOINGDD SEVERITYsevere (max -19.46%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.8054 (-19.46%) · max DD -19.46% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −14 (21% positive) · μ=-47.89 · σ=51.85UNPROFITABLE STRATEGYLAST -83.90 (-0.69σ vs μ)191.0595.520.00-95.52-191.05μ = -47.89-53.49-53.49-58.68-58.68-41.44-41.44-62.17-62.17-55.44-55.44-64.76-64.76-64.76-64.76-53.49-53.49-79.74-79.74-191.05-191.05-120.83-120.83-13.34-13.3425.7625.762.442.449.889.889.889.880.000.00-14.80-14.80-83.90-83.90v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -83.900 · range [-191.05, 25.76] · μ -47.891 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=195.5157 · σ=81.5459 · range [38.2099, 309.0049] · R²=0.164▼ FALLING -18.02%σ EXTREME 41.71%LAST 156.6142309.0049241.3061173.6074105.908738.2099μ = 195.5157max 309.0049min 38.2099dataMA(3)OLS R²=0.16μ lineμ ± σ bandmaxmin
latest 156.61% · range [38.21%, 309.00%] · μ 195.52% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.301 · σ=0.275MEAN-REVERSIONLAST -0.375 (-0.27σ vs μ)0.6910.3460.000-0.346-0.691μ = -0.301-0.177-0.177-0.267-0.267-0.598-0.598-0.520-0.520-0.557-0.557-0.691-0.691-0.564-0.564-0.409-0.4090.0160.016-0.233-0.233-0.333-0.3330.2150.2150.3940.394-0.234-0.234-0.315-0.315-0.328-0.328-0.243-0.243-0.500-0.500-0.375-0.375v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.375 · |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
3.7947
p-VALUE (log scale)
0.1500
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
2.0402
p-VALUE (log scale)
0.8448
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
-1.9568
p-VALUE (log scale)
0.3158
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
-0.1607
p-VALUE (log scale)
0.8723
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
0.8220
p-VALUE (log scale)
0.0063
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
-0.9919
p-VALUE (log scale)
0.3212
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.698 ≈ 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=5.16e-4 · top T=2.00h (26.9%) · top-3 cover 58.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.7e-31.2e-38.3e-44.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.83e-4 · 6.2% energyperiod 24.0 · power 3.83e-4 · 6.2% energyperiod 12.0 · power 5.83e-4 · 9.4% energyperiod 12.0 · power 5.83e-4 · 9.4% energyperiod 8.0 · power 4.79e-5 · 0.8% energyperiod 8.0 · power 4.79e-5 · 0.8% energyperiod 6.0 · power 3.76e-4 · 6.1% energyperiod 6.0 · power 3.76e-4 · 6.1% energyperiod 4.8 · power 5.21e-4 · 8.4% energyperiod 4.8 · power 5.21e-4 · 8.4% energyperiod 4.0 · power 2.71e-5 · 0.4% energyperiod 4.0 · power 2.71e-5 · 0.4% energyperiod 3.4 · power 1.38e-4 · 2.2% energyperiod 3.4 · power 1.38e-4 · 2.2% energyperiod 3.0 · power 1.28e-3 · 20.6% energyperiod 3.0 · power 1.28e-3 · 20.6% energyperiod 2.7 · power 6.81e-4 · 11.0% energyperiod 2.7 · power 6.81e-4 · 11.0% energyperiod 2.4 · power 4.71e-4 · 7.6% energyperiod 2.4 · power 4.71e-4 · 7.6% energyperiod 2.2 · power 1.58e-5 · 0.3% energyperiod 2.2 · power 1.58e-5 · 0.3% energyperiod 2.0 · power 1.67e-3 · 26.9% energyperiod 2.0 · power 1.67e-3 · 26.9% energy50% by T=3.0h#1 dominantT=2.00h#2T=3.00h#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 26.9% of total energy · Σ|X̂|²/n = 6.190e-3

▸ Depth section using sovereign-store price series (3588 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 2.0 d · σ/bar 0.178pp · expected |Δp| over horizon 1.25ppterminal variance p(1−p) = 0.0860 · n = 3588✓ n = 3588
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.178pp
one-bar volatility · logit-free
Per-day movedaily
0.87pp
σ × √24
Per-horizon move2d
1.25pp
σ × √48.838471388888884
Terminal variancebinary
0.0860
p(1−p) at resolution
Current pricep
9.5¢
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 0.30pp · ES₉₅ 0.37pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 3588
VaR 95%
0.30pp
1.645·σ (parametric) of Δp
ES 95%
0.37pp
mean of the tail
Max drawdown
57.8pp
peak 22.5¢ → trough 9.5¢
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
9.5%
= price
Decimal oddsEU
10.526
total return per $1
AmericanUS
+953
$100 wins $953
FractionalUK
9.53 / 1
profit per $1 risked
Profit per $100stake
+$952.63
clean dollar framing
-1000-5000+500+1000020406080100you · 9.5%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)
0.453 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.453 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.40 bit
self-information
Surprise · NO−log₂(1−p)
0.14 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
42235234294489895346031840949594986821676855375728016566706420203107978796222
NO token ID
19159495805701212955269178993198391697864661814237079342237953112099594251976
Snapshot fetched
2026-06-14 15:09:41 UTC
Snapshot age
22ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:09:41 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
602d24d994d370659c66d83d5c748f2975dfe6e3d606912cee8da5f358a114de · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.4¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,086.5HL PERPETH-USD perpetual$1,662.85HL PERPHYPE-USD perpetual$60.4

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
0.085000
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.394
ask-heavy
Imbalance (top-5)
+0.731
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-16-200-219/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.17864711017.25bp0.29000020FILLED
BUY$10.00K0.38945935818.74bp0.54000040FILLED
BUY$100.00K0.69504471769.88bp0.99000058PARTIAL
SELL$1.00K0.0238977188.62bp0.0100008PARTIAL
SELL$10.00K0.0238977188.62bp0.0100008PARTIAL
SELL$100.00K0.0238977188.62bp0.0100008PARTIAL

Risk metrics

▸ sovereign store · 3,588 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1781.76%
σ per bar = 0.013458
Mean return (annualised)
-42133.10%
μ per bar = -0.000240
Sharpe (rf=0)
-23.65
annualised; risk-free assumed zero
Max drawdown
57.78%
peak 0.23 → trough 0.10 over 2301 bars

/api/asset/pm-elon-musk-of-tweets-june-9-june-16-200-219/risk · same metrics, JSON