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Market 55.0% against model 70.7%. Resolves in 53d 13h.
Decision layer
The model disagreement survives the current gates. This is still research context, not financial advice.
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.
side YES
70.7% model / 55.0% market
fees, spread, slippage, risk
Model edge survives the current public research gates.
Watch whether the market price moves toward or away from the model.
Model 70.7% vs market 55.0%.
Raw disagreement is reduced by fees, spread, slippage, and risk controls.
Model leans YES
The model-market gap currently survives the decision gates, but it is still research context and must be judged against the public track record.
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 $133,225
The model estimates a 16-point higher probability than the market, primarily driven by historical base rate and 7-day price 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 | 72% | — | +0.945 | Bullish | 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 | +0.47 | 0.35 | +0.163 | Bullish | 7-day drift of the market's own implied probability — sustained moves carry information. |
| BTC/ETH 7-day momentum | —This factor was not available for this market. This factor applies to crypto markets only. | 0.20 | — | — | 7-day Bitcoin or Ethereum return, normalized. Applied to crypto-category markets only. |
| Rate surprise | —This factor was not available for this market. This factor applies to Fed, CPI, and macro markets only. | 0.25 | |||
| Model probability | 75.2% | Prior: 72% · Market: 55.0% | |||
| 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%. | 0.78 | Final: 70.7% = λ·model + (1−λ)·market | |||
| Event | Outcome | Relevance |
|---|---|---|
| Recession-within-a-year markets since 2008 | Persistently overpriced vs realized frequency | Macro doom trades carry a structural premium. |
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 | 31.8% | $1 | +41.8c |
| Threshold hit in second half | 38.9% | $1 | +41.8c |
| Never reaches threshold in window | 29.3% | $0 | -58.2c |
Root-implied probability 70.7% reconciles with the model's 70.7% (±1pt invariant).
A 14.1% probability gap at a 55.0% price translates to 10.9% 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 72.0% 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 0.79, the model itself concedes meaningful estimation error. Resolution risk remains: the contract pays on the precise criteria — "Resolves YES if every BLS monthly unemployment report through September 2026 remains below 4.5%.…" — not on the thesis.
Labor market stability measure through September 2026.
analyzed by heuristicResolves YES if every BLS monthly unemployment report through September 2026 remains below 4.5%.
Resolves Thu, 01 Oct 2026 03:48:52 GMT. The contract pays on these exact criteria, not on the thesis.
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 signal | —This factor was not available for this market. No news signal available for this market in the past 14 days. | 0.25 | — | — | Reliability-weighted direction of relevant news from the past 14 days. Official sources (filings, agency statements) carry more weight than commentary. |
| 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 55.0% to 55.0%.
This is a directional diagnostic for unresolved markets, not final performance. Resolved outcomes still determine the official live record.
Missing: Rate surprise, Yield curve shift, News signal, 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 | 27 | |
| Price volatility | 0 | |
| Resolution proximity | 0 | |
| Data quality | 37 | |
| Category base risk | 50 | |
| Resolution ambiguity | 8 | |
| Regulatory exposure | 0 | |
| Portfolio concentration | 0 |
Composite score 18/100, higher = riskier.
| Market | Mkt | Delta |
|---|---|---|
| Category context | ||
| Fed holds rates at July 2026 FOMC meeting? same event: same venue event | 65.0% | -43pt |
Divergences > 5pt flagged in amber. For cross-venue pricing, see the Scanner.