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Market 51.0% against model 55.7%. Resolves in 141d 8h.
The model can still be informative here, but one or more gates blocks a trade call.
Decision layer
The model may still be informative, but at least one gate blocks an action-style signal.
Expected value after costs, not raw probability spread.
How much support the model sees across available inputs.
Thin markets can erase apparent edge through spread and slippage.
Resolution ambiguity, timing, and data quality pressure the decision.
Why / why not trade
This public box mirrors the internal diagnostic style without exposing execution controls: decision, probability gap, cost-adjusted edge, blocker, and next thing to monitor.
no side selected
55.7% model / 51.0% market
fees, spread, slippage, risk
No edge after fees and slippage — the market price is fair within costs.
No edge after fees and slippage — the market price is fair within costs.
Model 55.7% vs market 51.0%.
Raw disagreement is reduced by fees, spread, slippage, and risk controls.
No trade
The model may disagree with price, but the gates say the disagreement is not actionable right now.
Sign in to return to this exact question, review governed evidence, and record an append-only probability without exposing private thesis text.
usable feature coverage.
Volume $105,625
Declining to trade is a feature: most markets are priced fairly within costs, and the risk gates run before any edge is considered.
The model estimates a 5-point higher probability than the market, primarily driven by 7-day price momentum and btc/eth 7-day momentum.
| FACTOR | SIGNAL | WEIGHT | LOG-ODDS ΔLog-odds contribution measures how much each factor shifted the model's probability estimate in log-odds space — the mathematically correct way to stack independent evidence. Formula: Δlog-odds = weight × signal. Positive values push the probability up; negative values push it down. Log-odds are converted back to probability via the logistic function at the end. | DIRECTION | DESCRIPTION |
|---|---|---|---|---|---|
| Historical base rate | 50% | — | 0.000 | Neutral | Historical frequency for this kind of event — the prior before any market-specific evidence. |
| Cross-market divergence | 0.00 | 0.20 | 0.000 | Neutral | Linked venue pricing the same event higher/lower (V2 scanner); 0 without an approved link. |
| 7-day price momentum | +0.48 | 0.35 | +0.168 | Bullish | 7-day drift of the market's own implied probability — sustained moves carry information. |
| BTC/ETH 7-day momentum | +0.61 | 0.20 | +0.122 | Bullish | 7-day BTC/ETH return z-score, tanh-squashed. |
| Rate surprise | —This factor was not available for this market. This factor applies to Fed, CPI, and macro markets only. | 0.25 | — | ||
| Model probability | 57.2% | Prior: 50% · Market: 51.0% | |||
| Confidence (λ)Confidence λ (lambda) controls how much weight to give the model vs. the market. Formula: p_final = λ·p_model + (1−λ)·p_market. λ is derived from data quality, factor agreement, and liquidity. When inputs are weak, the model shrinks toward the market — not toward 50%. | 0.76 | Final: 55.7% = λ·model + (1−λ)·market | |||
| Event | Outcome | Relevance |
|---|---|---|
| BTC all-time-high retests after >20% drawdowns (2017–2025) | Reclaimed within 6 months in most bull regimes | Price-threshold markets depend heavily on prevailing regime. |
| Round-number threshold markets on Polymarket 2024–25 | Markets systematically overpriced near-miss thresholds | Anchoring bias inflates YES prices near salient levels. |
Node probabilities are conditional on the parent; hover for cumulative path probability. Leaf EV is per $1 YES contract at the current price, before fees (fee-adjusted EVs in the table on the left).
| Path | Path prob. | YES pays | EV (YES, after costs) |
|---|---|---|---|
| Threshold hit in first half of window | 25.1% | $1 | +45.6c |
| Threshold hit in second half | 30.6% | $1 | +45.6c |
| Never reaches threshold in window | 44.3% | $0 | -54.4c |
Root-implied probability 55.7% reconciles with the model's 55.7% (±1pt invariant).
A 4.7% probability gap at a 51.0% price translates to 1.3% expected value per dollar of payout exposure after costs on the YES side. EV — not the raw probability gap — is the comparable number: the same gap is worth very different amounts at 50¢ and at 92¢.
The model's edge depends on its inputs being right. Concretely: the base rate of 50.0% may not apply if this event differs structurally from its reference class; the pm.momentum_7d factor could be noise rather than information at this horizon; and with confidence at 0.76, the model itself concedes meaningful estimation error. The risk engine also flags: No edge after fees and slippage — the market price is fair within costs.
ETH price milestone before year-end. Structural tailwinds favor the upside.
analyzed by heuristicResolves YES if Ethereum (ETH/USD) closes above $5,000 on any day before December 31, 2026 on Coinbase Pro daily close.
- Deadline without timezone A deadline is stated without a timezone — the cutoff moment is undefined.
Resolves Fri, 01 Jan 2027 03:48:52 GMT. The contract pays on these exact criteria, not on the thesis.
The engine sizes NO TRADE markets to zero. Sizing never overrides the risk gates.
Paper position only. No real-money execution
| — |
| 2-year Treasury yield reaction in the 48 hours after the most recent scheduled release — a proxy for how markets interpreted the data versus expectations. |
| Yield curve shift | —This factor was not available for this market. This factor applies to Fed, CPI, and macro markets only. | 0.15 | — | — | 30-day change in the 10-year minus 2-year Treasury spread. A flattening curve signals tightening expectations; steepening signals easing. |
| News signalsim | 0.00 | 0.25 | 0.000 | Neutral | Reliability-weighted mean of extracted news direction labels, past 14 days. |
| Crowd forecast | —This factor was not available for this market. Insufficient forecasters to compute crowd signal. Requires at least 5 calibration-weighted estimates. | 0.20 | — | — | Calibration-weighted average of user probability estimates. Only applied when 5 or more weighted forecasters have submitted estimates. |
Since the first stored model read on 2026-06-09, the market has moved from 51.0% to 51.0%.
This is a directional diagnostic for unresolved markets, not final performance. Resolved outcomes still determine the official live record.
Missing: Crowd forecast
When features are unavailable, the model increases uncertainty and weights the final estimate closer to the market price. Lower data quality does not mean the market is wrong. It means the model is being appropriately humble.
| Inverse liquidity | 35 | |
| Price volatility | 0 | |
| Resolution proximity | 0 | |
| Data quality | 54 | |
| Category base risk | 50 | |
| Resolution ambiguity | 20 | |
| Regulatory exposure | 0 | |
| Portfolio concentration | 0 |
Composite score 21/100, higher = riskier.
| Market | Mkt | Delta |
|---|---|---|
| Category context | ||
| Fed holds rates at July 2026 FOMC meeting? same event: same venue event | 65.0% | -43pt |
| Will the price of Ethereum be above $2,100 on July 31? adjacent contract: same asset (ETH) + wording overlap | 0.1% | -- |
| Will the price of Ethereum be above $2,000 on July 31? adjacent contract: same asset (ETH) + wording overlap | 0.1% | -- |
| Will Ethereum reach $2,300 in July? adjacent contract: same asset (ETH) + wording overlap | 0.1% | -- |
| Will Ethereum dip to $1,700 in July? adjacent contract: same asset (ETH) + wording overlap | 0.1% | -- |
Divergences > 5pt flagged in amber. For cross-venue pricing, see the Scanner.