While tracking critical global shipping lanes is standard practice for supply chain and geopolitical analysis, betting on the exact weekly transit volume of a specific strait is relatively niche and hardcore for general prediction market participants.

The Strait of Hormuz is the world's most critical chokepoint for oil transport. A drastic reduction in transit numbers would strongly signal a geopolitical crisis or military blockade in the Middle East. Such an extreme scenario would trigger a massive spike in Crude Oil prices, drive capital into safe-haven assets like Gold, and likely cause a significant sell-off in broad equities like the S&P 500 due to energy inflation fears.

April 28, 2026 - April 30, 2026: The price of the '<25' option plummeted from 51c to 4.5c, while the '25-49' option surged from 19c to 62c. The reason is that as the final week of April progressed, maritime tracking data (e.g., Windward) consistently showed about 10-15 vessels transiting daily, effectively ruling out the extremely low scenario (<25). Capital logically reconverged into the '25-49' and '50-74' brackets. April 27, 2026 - April 29, 2026: The prices of '<25', '25-49', and '50-74' options experienced violent fluctuations. The price of '<25' plummeted from 45c to 5.5c, bounced to 51c, and settled around 11c; '50-74' dropped from 45c to 23.5c, spiked to 56.5c, and fell back to 26.5c. The reason is likely early market disagreement on interpreting daily traffic data. As the week progressed, daily averages became clearer, leading capital to rebuild consensus around the 25-49 range, while speculative money continues to bet on extreme low or slightly higher ranges.

The rules rely heavily on a specific third-party tracker (xtracker) and include a fuzzy ~5-minute capture window for deleted posts, while also distinguishing between 'main feed replies' and 'normal replies'. These technical nuances can cause discrepancies between tracked data and user observations, leading to a moderate risk of resolution disputes.

Betting on the exact number of social media posts a public figure makes in a specific week is a typical novelty behavioral market. It appears quite absurd and bizarre to the general public, even though such markets are somewhat popular in prediction circles due to Musk's high profile.

April 28, 2026 - May 1, 2026: The prices of the 120-139, 140-159, and 160-179 options climbed sharply from around 1-3c to approximately 13-20c, while 220-239 and 240-259 plummeted from highs of 27c and 47c down to 8.5c and 4.5c, respectively. The reason is that as the market progressed, Musk's actual daily tweet rate fell significantly below initial performance, prompting the market to aggressively downgrade expectations for very high counts (220+) and boost probabilities for the 120-179 brackets. Earlier on April 28, 2026: Multiple brackets experienced significant price shifts. The '240-259' bracket surged from 19c to 47c, and '220-239' rose from 18c to 27c. These drastic movements reflect aggressive market recalibrations and hedging based on the actual tweeting velocity observed during the initial hours of the market period.

Predicting the exact number of posts by a public figure in a specific week is a classic novelty market. Unless they are betting, general audiences rarely care about such granular data.

April 30, 2026 - May 1, 2026: The Yes price for 80-99 dropped from 30c to 26c, while 100-119 fluctuated from 14.5c to 20c, as the posting pace stabilized and market expectations slightly diffused towards the 100+ brackets. April 30, 2026 - April 30, 2026: As the posting frequency rebounded during the day, the market's expected total was revised upward again, with the Yes price of the 120-139 option rebounding from 11c to 18.5c, while the 40-59 option quickly dropped from 16.5c to around 7c. April 30, 2026 - April 30, 2026: The Yes price for the 120-139 option plunged from 20.5c to 11c, and the 100-119 option dropped from 21c to 14.5c. This is due to a slower-than-expected posting pace entering the second day, leading the market to downgrade high-end estimates. April 29, 2026 - April 30, 2026: The price for the 100-119 option fluctuated from 19.5c to 20.5c, the 120-139 option rebounded from 18c to 23.5c, and the 40-59 option rose from 8.35c to 14.8c. This was due to changes in the posting pace entering the second day, leading to adjustments in market expectations for the final total. April 28, 2026 - April 29, 2026: The Yes price for the 80-99 option dropped from 55.5c to 32.5c, and the 120-139 option dropped from 45c to 25.5c. This was due to a recalibration of extreme expectations as the actual posting data from the first day became available. April 27, 2026 - April 28, 2026: The Yes price for the 60-79 option surged from 0.75c to 32.7c, and the 80-99 option surged from 14c to 55.5c. This was due to a downward adjustment in posting pace expectations for the specific time window, combined with structural distortions in the order book. April 26, 2026 - April 27, 2026: The Yes price for the 120-139 option rose from 16.5c to 32c, as early forecasting funds identified this bracket as closely aligning with his historical average output.

The rules exclude replies but note that replies recorded on the main feed will be counted by the tracker, which could cause resolution disputes. Furthermore, settlement heavily relies on a specific third-party tracker (xtracker.polymarket.com). Any tracker downtime or missed data (e.g., posts deleted before being captured) creates a risk of discrepancy with actual X data.

This is a typical novelty market for prediction platforms. For the general public, unless specifically incentivized, absolutely no one would care about or predict the exact number of tweets posted by the White House account in a single week, making it quite exotic.

Between April 28 and April 30, 2026, the '180-199' option rose from 24c to 42.5c, and the '200+' option surged from 7c to 25c, while '160-179' and '140-159' plummeted by over 30c from their highs. This was driven by actual tracker data showing a faster-than-expected posting rate as the period progressed, causing an upward shift in volume projections. Between 06:03 and 16:03 on April 28, 2026, the price of the '160-179' option surged from 38c to 58c, '180-199' surged from 23.5c to 44c, and '200+' surged from 14.5c to 45c. This suggests market expectations of a significantly higher posting frequency, likely due to breaking news or an intensive promotional campaign for a specific event. Between April 27 and April 28, 2026, lower posting brackets (e.g., 40-59, 60-79) experienced brief and anomalous price spikes (reaching ~24c) at 16:03 on April 28, before quickly retreating. This was likely due to mispricing from illiquidity or large market orders sweeping the book.