Betting on the exact number of posts a specific official account makes in a single week is a highly niche and novelty topic that the general public rarely thinks about.

May 1, 2026 - May 3, 2026, high-frequency options like 160-179, 140-159, and 180-199 experienced massive volatility. The 160-179 option surged from 20c to 51c before settling at 35c, while the 200+ option crashed from 30c to 4.5c. This occurred because the posting rate became clearer as time progressed, causing the market to converge on the 140-179 range and price out extreme high-frequency outcomes. April 29, 2026 - May 1, 2026, the 100-119 option plunged from 27c to 3.5c, while the 140-159 option fluctuated wildly between 35c and 19.5c. This volatility reflected massive trader disagreement over whether the recent high-frequency posting trend would sustain through May 8. April 28, 2026 - April 29, 2026, the Yes prices for the 40-59, 60-79, and 80-99 options crashed from around 40c to near 0c, driven by market expectations of significantly higher posting frequencies or tracker data adjustments.

May 2, 2026 - May 4, 2026: The price of 'Man on Fire: Season 1' surged from 25.5c to 87.5c, while 'Running Point: Season 2' plummeted to 13.5c after hitting a peak of 64.5c on May 3. This was driven by the release of the latest weekend streaming viewership data, which clearly showed 'Man on Fire' accumulating overwhelming viewing hours in the latter half of the week. May 1, 2026 - May 2, 2026: Multiple series experienced drastic volatility. 'Running Point: Season 2' dropped from a peak of 46.5c to 25.5c; 'Man on Fire: Season 1' saw huge swings between 15c and 40c; meanwhile, 'BEEF: Season 2' and 'Hulk Hogan: Real American' both plunged from over 25c to below 5c. This is due to early weekend viewership hints suggesting highly fragmented audience interest, causing capital to rotate rapidly among top contenders and shattering previous stable expectations. April 27, 2026 - April 30, 2026: Due to the lack of decisive viewership data, the predicted prices for all series fluctuated slightly, with no option experiencing a price change of more than 10c.

Resolution heavily relies on a specific tracker (xtracker). The rules contain edge cases regarding 'replies' (counted if recorded on the main feed) and 'deleted posts' (counted if they survive ~5 mins). This creates a risk of divergence between the tracker's captured data and manual counts on the platform.

Betting on the exact number of social media posts by a specific public figure on a specific platform in a given week is a highly niche and novelty entertainment market. The general public rarely considers or tracks such granular details.

May 1, 2026 - May 3, 2026, due to the initial clarity of post tracking data, multiple options experienced severe fluctuations. For example, '60-79' plummeted from 43c to 7.5c, while '100-119' and '120-139' rebounded to over 30c after a brief dip, as traders adjusted their expectations for the weekend and total volume based on recent daily posting rates. April 28, 2026 - May 1, 2026, prices for almost all options plummeted (e.g., '100-119' dropped from 48c to 22c, '200+' from 48.5c to 5.15c). The reason is that uncalibrated initial liquidity upon market creation pushed all 'Yes' options to roughly 40-50c, which were subsequently corrected by traders pricing in realistic weekly posting volumes.

The rules contain significant caveats: normal replies do not count (which make up the majority of Musk's activity), but main-feed replies do. Deleted posts count if kept for >5 minutes. Furthermore, resolution heavily relies on a specific custom tracker, which may yield vastly different totals compared to a user's manual count on X.

Betting on the exact number of tweets a public figure makes in a specific week is a highly niche and entertainment-driven market. Ordinary people do not ponder the exact statistical count of such trivial daily activities, making it a classic novelty prediction market.

May 3, 2026 - May 4, 2026, the price of '180-199' climbed from 15.5c to 23.5c as tweet rates stabilized over the weekend, causing funds to concentrate in the more probable central ranges. May 2, 2026 - May 3, 2026, the price of '120-139' surged significantly from 2.35c to 13.25c (then retreated), and '140-159' surged from 5.1c to 16.4c (then retreated). This occurred because as tracking days passed, Musk's daily tweet run rate continued to fall, prompting traders to significantly downgrade their overall median estimates, though prices corrected later as tweet volume picked up slightly. April 29, 2026 - May 2, 2026, the price of '160-179' steadily climbed from 5.5c to 17c, and '140-159' surged from 2.3c to 10.85c. This is because first-day tracking data showed a lower posting frequency than initial aggressive expectations, prompting traders to revise their median projections downwards. April 28, 2026 - May 1, 2026, multiple high-frequency options experienced steep declines. The price of '260-279' plummeted from 39.5c to 5.5c, '240-259' dropped from 30c to 10.5c, and '220-239' fell from 30.5c to 14.5c. This was due to significant previous overpricing or speculation; as the tracking period approached, traders re-evaluated Musk's realistic posting frequency, leading to mass sell-offs and a reversion to the mean.

The rules heavily rely on a specific tracker and include technical edge cases (e.g., replies recorded on the main feed count, and deleted posts captured by the tracker also count). These nuances may cause discrepancies between the tracker's data and the visual post count on X, leading to potential resolution risks.

Predicting the exact number of tweets a politician makes in a specific week is highly trivial. It is a typical novelty market that the general public rarely ponders or tracks in daily life.

May 2, 2026 - May 3, 2026, multiple options experienced severe volatility. The 100-119 option surged from 24.2c to 48.6c, the 120-139 option saw a rollercoaster ride from 22.5c to 44.7c before falling back to 27c, and the 80-99 option dropped from 23.4c to 6.1c before rebounding to 19.3c. The reason is that as the tracking period progressed past the midpoint, the actual posting pace became clearer, causing market expectations to rapidly concentrate on the 100-139 range and eliminate extreme outliers. April 28, 2026 - May 1, 2026, almost all options (e.g., 100-119, 80-99) experienced drastic swings exceeding 10c (e.g., 100-119 plummeted from 41c to 10.9c before rebounding). This was caused by the initial low liquidity phase where the AMM priced multiple options uniformly at 41c, followed by price discovery as real traders corrected the odds toward a normal distribution.