April 14, 2026 - April 17, 2026, multiple buckets (e.g., '<5', '5-9', '30-34') experienced violent whipsaws. For instance, the '<5' price surged from 9.5c to 87.5c, then retraced and stabilized around 53c; the '30-34' price spiked from 7.9c to 51.15c before crashing to 3.2c. This was caused by extremely poor market liquidity, where small trades triggered massive price swings, combined with oscillating expectations of the total post count as the period progressed.
April 14, 2026 - April 15, 2026, prices for multiple bucket options (e.g., '<5', '5-9', '15-19') experienced violent fluctuations. For instance, the 'Yes' price of '<5' briefly hit 87.5c before plummeting to 13.5c. This is due to a highly illiquid market being easily moved by small orders, coupled with dynamic adjustments in expectations as actual posts accumulated over time.
April 11, 2026 - April 14, 2026, the market experienced a massive price correction. The Yes prices for multiple options plummeted from 47-48c to the 15-30c range. This was because the market gradually returned to normal from an extreme state of illiquidity and mispricing, and participants began to price rationally based on actual posting frequencies.
April 11, 2026 - April 14, 2026, the Yes prices for extreme high-frequency options (e.g., '45-49', '50-54') surged from 1-2c to around 15c. This is likely due to market manipulation or arbitrage behavior caused by illiquidity, rather than a change in actual expectations.