Datasets
Market-implied probability that the NBER declares a US recession, read from live Kalshi binary contract prices. One row per listed contract, each carrying the implied probability, 24-hour volume and the snapshot time it was read.
Measures- Implied probability of an NBER-declared US recession
- 24-hour contract volume
- Snapshot timestamp (UTC)
Dataset pageJSONCSVCoverage: 2025/2027 Market-implied probability distribution for US CPI year-over-year prints, derived from Kalshi threshold contracts. Reading the price across every listed threshold gives a full implied CDF, and from it an implied median.
Measures- Implied probability that CPI year-over-year exceeds a listed threshold
- 24-hour contract volume
- Snapshot timestamp (UTC)
Dataset pageJSONCSVCoverage: 2025/2027 Market-implied probability distribution of the S&P 500 year-end closing level, derived from Kalshi bracket contracts. Exactly one bracket resolves, so the prices across brackets read directly as a probability distribution.
Measures- Implied probability that the S&P 500 closes within a listed bracket at year end
- 24-hour contract volume
- Snapshot timestamp (UTC)
Updates: Every 5 minutes while a deadline contract is listed Market-implied probability of a US federal government shutdown at each funding deadline Kalshi lists a contract for. Active in the weeks around a deadline; between deadlines the series is intentionally sparse rather than back-filled.
Measures- Implied probability of a US federal government shutdown at a listed funding deadline
- 24-hour contract volume
- Snapshot timestamp (UTC)
Dataset pageJSONCSVCoverage: 2025/2027 A single 0–100 score for US macroeconomic health, recomputed daily from eleven public FRED series across six categories — growth, labor, inflation, rates, liquidity and sentiment — together with the regime band the score falls in and each category sub-score.
Measures- Composite macro health score (0–100)
- Regime classification (Recession Watch, Risk Off, Neutral, Risk On, Expansion)
- Per-category sub-score for growth, labor, inflation, rates, liquidity and sentiment
Dataset pageJSONCSVCoverage: 2025/2027 A daily series of implied probabilities for each outcome of a named FOMC meeting on three venues: Kalshi, the Polymarket international order book, and an inversion of CME fed funds futures. Only same-basis rows are ever subtracted — Kalshi asks a cumulative question about the target range following a meeting while the other two price the move at that meeting, so the questions coincide for the next meeting and diverge by pure basis after it.
Measures- Daily implied probability of each FOMC rate outcome, per venue
- Venue label
- Question basis (per-meeting or cumulative)
- Same-basis cross-venue spread in percentage points
Dataset pageJSONCSVCoverage: 2026/2027 Updates: Every 30 minutes, closed daily The daily closing probability of every outcome (cut, hold, hike) for each 2026 and 2027 FOMC meeting on three venues — Kalshi, the Polymarket international order book, and a probability derived from CME fed funds futures — with the question basis on every row. Settled meetings are graded on each venue’s last pre-decision close, and the graded record runs back to January 2025: decisions before the Aug. 30, 2026 start of daily capture are reconstructed from each venue’s own public price archive and labeled source = exchange_history. Rows known to be wrong (Sept. 17–19, 2026, mapped against the pre-hike band) are excluded.
Measures- Daily closing implied probability of each FOMC outcome, per venue
- Venue (Kalshi, Polymarket international, futures-derived)
- Question basis (per-meeting or cumulative)
- FOMC meeting date
The settled, graded record for every PMP predictive tool published with public visibility. Each signal is written down before resolution and graded against the actual settlement, so the losing engines appear alongside the winning ones. Scored on the all-time window.
Measures- Brier score
- Hit rate with a Wilson 95% confidence interval
- Return on investment at par
- Maximum drawdown
- Count of decided signals
Dataset pageJSONCSVCoverage: 2025/2027 Live implied probability for the 2026 US midterm races and chamber-control questions we track, read from contract prices. Every row names the venue it came from; any Polymarket row is the international order book, the only Polymarket venue we ingest.
Measures- Implied probability of the named election outcome
- Source venue
- 24-hour contract volume
- Snapshot timestamp (UTC)
Dataset pageJSONCSVCoverage: 2025/2027 Live implied probability for 2028 US presidential nomination and general-election outcomes, read from contract prices across both platforms we cover. Every row names the venue it came from; Polymarket rows are the international order book, the only Polymarket venue we ingest.
Measures- Implied probability of the named candidate or party outcome
- Source venue
- 24-hour contract volume
- Snapshot timestamp (UTC)
Dataset pageJSONCSVCoverage: 2025/2029 Champion probability for all 48 teams from The 7 Oracles 10,000-iteration Monte Carlo tournament simulation, with the probability of reaching the quarter-final, semi-final and final, plus each team’s group. Model output, not market prices — the source field reads "simulation" on every row.
Measures- Modelled probability of winning the tournament
- Modelled probability of reaching the quarter-final, semi-final and final
- Group assignment and model rank
Updates: Every 15 minutes Contract-level implied probabilities for the sports markets our cross-venue scanner tracks, each row labelled with the venue it was read from and carrying 24-hour volume. This is the board the Kalshi-versus-Polymarket comparison is computed from, published as rows rather than as a derived gap.
Measures- Implied probability of the named outcome on the venue given in the source field
- Source venue
- 24-hour contract volume
- Snapshot timestamp (UTC)
Dataset pageJSONCSVCoverage: 2026/2027 Updates: Every 15 minutes Implied probabilities for the Premier League fixtures listed as event contracts, one row per fixture with the venue it was read from and 24-hour volume. Fixture-level, not aggregated to a season table.
Measures- Implied probability of the named fixture outcome on the venue given in the source field
- Source venue
- 24-hour contract volume
- Snapshot timestamp (UTC)
Dataset pageJSONCSVCoverage: 2026/2027 Updates: Daily, from the previous day’s DKeX reports Cents paid back per $1 of DraftKings Predictions contracts traded, computed from the public daily reports of DKeX, the DraftKings-owned CFTC-registered exchange: combos (DraftKings’ parlays) by leg count, price paid and sport, beside single contracts. Rolling 7, 14 and 30 settle-day windows; only days whose trade, market and settlement reports reconcile are included.
Measures- Cents returned per $1 of combo contracts traded, by leg count, average price paid and sport
- Cents returned per $1 of single contracts traded, by sport
- Combos and contracts in the window
Dataset pageJSONCSVCoverage: 2026-06-11/.. Updates: Daily, from the previous day’s Novig files (published ~5 a.m. ET) Daily contracts traded on Novig, the CFTC-designated sports exchange, computed from Novig’s own public daily trade and market files: volume by league and market family, trades, the share of volume in parlays (combos) and their leg counts, and hourly flow in Eastern time. One contract pays $1. Rolling 7, 14 and 30 trade-day windows; a day is flagged when its trade file does not reconcile to its market file.
Measures- Contracts traded per day, by league and market family
- Trades per day (taker side)
- Share of contract volume in parlays, and parlay leg-count distribution
- Average contracts traded per Eastern-time hour
Dataset pageJSONCSVCoverage: 2026-08-03/.. Updates: Every 5 minutes (settled record refreshed every 15 minutes) One row per Kalshi 15-minute series: asset class, settlement source, whether a window is open and its two-sided YES midpoint, plus outcome aggregates over the last 96 settled windows (share settled up, longest up and down streaks, contracts per window). Read from Kalshi’s public API. Outcomes only: no settlement values and no underlying index prints.
Measures- Share of the last 96 settled windows that settled up
- Longest up and down streak
- Average contracts traded per window
- Open-window YES midpoint (two-sided book)
- Settlement source
One row per active Kalshi perpetual future: price, maximum leverage, 24-hour notional volume, open interest, and statistics over every funding print since the perp listed (mean rate, annualized rate from the long’s side, 30-day mean, and the share of windows where longs paid, nothing moved or shorts paid). Read from Kalshi’s public perps API.
Measures- Perp price
- Maximum leverage
- 24-hour notional volume
- Open interest (notional)
- Funding rate statistics since launch, from the long’s side
Dataset pageJSONCSVCoverage: 2026-06-03/.. Updates: Weekly, after the Wednesday rating run The top 10 teams by PWR — points per game above an average team on a neutral field — with each team's tier and its rank move since the last rating run. The same rows as the free NFL Power Rankings widget.
Measures- PWR (points per game above average, neutral field)
- Tier
- Rank change since the last run
Dataset pageJSONCSVCoverage: 2026/2027 Updates: Kalshi prices every 5 minutes in the 30 minutes before a kickoff, hourly otherwise Every NFL game still to play this week: the model's spread, the market-anchored win probability for that side, and the Kalshi-implied price. A game whose quarterback room is not vetted carries no model number. The same rows as the free Model Line widget.
Measures- Model spread
- Market-anchored win probability
- Kalshi-implied probability
- Gap in percentage points
Dataset pageJSONCSVCoverage: 2026/2027 Updates: Every 5 minutes in a pre-kickoff window, hourly otherwise The NFL moneyline, spread and total contracts where the market-anchored probability and the Kalshi price disagree enough to publish a call, widest gap first, with the tier. Empty is a real answer: the response then says why (no gap clears the bar, or the quarterback rooms are not vetted).
Measures- Backed side
- Market-anchored probability
- Kalshi price
- Gap in percentage points
- Tier
Dataset pageJSONCSVCoverage: 2026/2027 Updates: Several times a day The six most likely Super Bowl champions by Kalshi contract price, read as implied probability. The same rows as the free NFL Champion Odds widget.
Measures- Kalshi implied probability of winning the Super Bowl
Dataset pageJSONCSVCoverage: 2026/2027 Updates: Four model runs a day in season; Kalshi prices every 10 minutes near puck drop Every Kalshi NHL game contract on tonight's slate (moneyline, puck line, totals, team totals, overtime, first-period) with the Goal Light model probability, the market-anchored fair value, the Kalshi mid and the publish status. One row per contract, rewritten four times a day as starting goalies are confirmed.
Measures- Model probability the contract resolves yes
- Market-anchored fair value
- Kalshi top-of-book mid
- Publish status (position, watch, fair value, no call)
Dataset pageJSONCSVCoverage: 2026/2027 Updates: Twice a day (06:15 sim + prices, 18:35 prices) All 32 NHL teams on every Kalshi futures market (Stanley Cup, conference, division, playoff qualification, season points, Presidents' Trophy) with the Kalshi mid, the Polymarket international-book price where the same question is listed, and a 10,000-season simulation probability. Refreshed twice a day.
Measures- Kalshi mid
- Polymarket international-book mid
- Simulated probability
- Gap in percentage points
Dataset pageJSONCSVCoverage: 2026/2027