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Top mispricings — 10K sim vs. Kalshi

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Gold Edge

Same underlying. Two pricing channels. We surface the gap on every active Kalshi gold strike, daily.

Formula
P(spot > K) = N(d2), d2 = ( ln(S/K) + (r − σ²/2)·τ ) / ( σ·√τ )
S = XAU/USD gold spot at snapshotK = Kalshi strike (same scale as S)σ = GLD options IV (Brent on BS inverse)τ = years until Kalshi event closer = 4-week T-bill yieldN = standard normal CDF
Edge = options_prob − kalshi_yes · BUY YES if edge > +5pp · BUY NO if edge < −5pp · Tier: ≥10pp HIGH · ≥8pp MEDIUM · 5–8pp LOW
Quick Answer

If you're asking how Gold Edge prices the same number as Kalshi: KXGOLDW settles deterministically on the public XAU/USD spot oracle every Friday at 5 PM ET. Gold Edge extracts the risk-neutral probability of the same outcome from GLD options expiring closest to that close — Brent-solved IV through Black-Scholes, N(d2) as the probability spot finishes above strike. When that probability and Kalshi's YES price diverge by more than +5pp after round-trip friction, the tool flags the strike.

Caveat: the model knows the math but not the news. Always check for fresh COT positioning, CPI prints, or Fed commentary before sizing — those move gold faster than options can reprice, which is exactly when an edge that looks clean on screen turns into adverse selection.

What Is the Gold Edge Tool?

Kalshi's weekly KXGOLDW market settles on a deterministic XAU/USD spot oracle every Friday at 5pm ET. GLD options on the same underlying settle through a different channel with a different mechanism but the same number. The Gold Edge tool extracts the probability the options market is implying, compares it to the Kalshi YES contract price on every active strike, and flags the gaps.

The free tier shows the headline — spot, ATM IV, hours to close, and the direction of today's top edge. The Pro grid below shows every strike with the signed edge in percentage points, the rationale, and direct trade links to Kalshi (with referral) and Robinhood (for the GLD options hedge).

How to Use It

Start with the HIGH confidence rows — those passed all four liquidity guards (edge, distance from spot, spread, volume). Cross-check the rationale for any caveat. Click through to Kalshi to verify the live book before sizing. Then optionally enter the matching GLD option on Robinhood as a directional hedge.

Engine's at the beach

Markets are closed. Live signals resume Tuesday at 10:05 AM ET. Last live snapshot: Mon, Jun 15, 4:00 PM ET.

Table below shown as historical reference — click-throughs disabled until reopen.

This week's Kalshi gold event
KXGOLDW-26JUN1817
Trade on Kalshi
Updated Jun 15, 4:00 PM ET

Markets closed. Live edge calculations resume Tuesday at 10:05 AM ET — check back when markets are open.

XAU/USD spot
$4321.72
ATM IV
36.0%
Settles
Thu Jun 18 · 5 PM ET
in 3d
Top edge
BUY YES

Direction-only preview. The full strike grid — edge in pp, confidence tier, rationale, and Kalshi/Robinhood links — is available with Pro.

Dealer gamma regimeNEUTRAL
neutral $396.60 · gold $396.60

Dealer gamma balanced. No regime modifier applied to today’s edges.

Methodology

The 7 Oracles · Methodology by Benny Ricciardi
  1. Settlement source. Kalshi's KXGOLDW weekly gold market settles on a deterministic XAU/USD spot oracle at 5:00 PM Eastern on Friday. The settlement source is published in the Kalshi series metadata under settlement_sources. Our spot reference price is computed against that same oracle, so the snapshot's spot is the exact number Kalshi will settle on.
  2. Options data source. We read the GLD (SPDR Gold Shares ETF) option chain that expires closest to the Kalshi event close. GLD is the deepest commodity ETF options book on the market (~$65B AUM) and tracks 1/10 oz of gold per share, so call probabilities map cleanly to Kalshi gold strike levels via the GLD-to-spot ratio.
  3. IV recovery. The chain feed publishes implied volatility per strike. We use the IV when present and back-solve from the option's last traded price (or bid/ask mid where available) using Brent's method on the Black-Scholes inverse when not, with a smile filter (strike within ±25% of spot) and an IV clamp of [0.10, 1.50] annualized.
  4. Probability calculation. The risk-neutral probability that spot finishes above strike K is N(d2) from the Black-Scholes formula, where d2 = (ln(S/K) + (r − σ²/2)·τ) / (σ·√τ). We use the 4-week T-bill yield for r and τ in years until Kalshi event close. GLD pays no distributions, so dividend yield is 0.
  5. Edge calculation. The signed edge is options_prob − kalshi_yes_price. Positive = YES is underpriced relative to options. Negative = NO is underpriced. Magnitude is reported in percentage points (pp).
  6. Confidence tiers. HIGH— edge ≥ 10pp, strike within ±5% of spot, option bid-ask spread < $0.05, Kalshi 24h volume ≥ 100 contracts.MEDIUM — edge ≥ 8pp; one liquidity guard fails (volume, spread, or distance from spot).LOW — edge between 5pp and 8pp, or wide spreads on both legs.PASS / SKIP — edge below 5pp, or missing IV (Brent failed to converge inside the smile band).
  7. Caveats. The risk-neutral probability already prices the market's view of risk; for tail strikes a known risk-premium gap can persist (the rationale field flags it as MEDIUM or LOW with a note). The GLD-vs-XAU/USD tracking error is bounded but non-zero. Use the tool as a screen — the Kalshi link on each row goes to the live order book.
  8. Last data refresh. Snapshot taken 3.4 hours ago (XAU/USD spot = $4321.72, snapshot stale — pipeline check pending).

Position sizing: cap any single Gold Edge play at 2% of trading account, and cap stacked correlated strikes (same direction, adjacent strikes) at 5% combined. Trade responsibly.

Related Tools

Deep Dive

Gold Is Going Higher — and the Options Market Already Knows It

Why Options and Kalshi Disagree on Gold

Gold is the deepest commodity prediction-market arbitrage candidate in the US market. Kalshi's weekly gold event settles deterministically on a public XAU/USD spot oracle — there is no question what number the market lands on. GLD options on the SPDR Gold Shares ETF track the same underlying through a $65B physical-bullion vehicle. Two different markets, two different microstructures, one underlying number.

The price discovery channels are different. Kalshi's weekly gold flow is dominated by retail traders sizing in 1–10 contract clips. GLD options are priced by professional options market makers running risk-neutral hedging books with deep liquidity at every strike. When retail flow puts a Kalshi strike at 30¢ and the options book is implying 45% on the same outcome, the gross gap is 15pp. Round-trip trading cost on Kalshi (bid-ask + fees) runs about 5pp on liquid contracts, which leaves roughly +10pp of expected-value edge after slippage. That is not noise — it is two markets on the same underlying that have not agreed on the same number yet.

The Edge in pp

The Gold Edge tool reports gaps in percentage points (pp). A +20pp edge on a BUY YES means the options market is pricing the YES outcome 20 percentage points higher than the Kalshi YES contract. The Kalshi contract pays out $1 if the event happens — pricing it below the options-implied probability is a direct expected-value edge.

Confidence tiers gate the rows by liquidity, not just by edge size. A 60pp edge on a strike with zero 24h volume is not actionable. We require ≥100 contracts of recent volume, a tight bid-ask, and a strike within ±5% of spot for the HIGH tier. Outside those guards, the rationale field flags the specific reason the row dropped to MEDIUM or LOW.

The Hedge

The Robinhood link on each row goes to the GLD option position that mirrors the Kalshi contract. Entering both legs neutralizes most of the directional risk and turns the trade into a pure mispricing capture. Sizing is 2% of trading account per Kalshi leg, 5% combined across correlated strikes — the methodology block below has the exact thresholds and caveats.

How Gold Edge Has Scored on Two Years of Markets

The engine doesn't get to grade itself on vibes. We replayed Gold Edge across every settled KXGOLDW daily snapshot from January 2, 2024 through May 14, 2026 2,395 settled signals — and scored the model probability against what gold actually did at the public XAU/USD settle.

The calibration table — model probability vs realized hit rate, by bucket:

  • When the model said ≥ 80% likely: 565 signals, hit rate 94.2%.
  • When the model said 65–80%: 275 signals, hit rate 85.1%.
  • When the model said 50–65%: 477 signals, hit rate 70.2%.
  • When the model said under 20%: 485 signals, hit rate 13.2%.
  • Overall across 2,395 settled signals: 58.0%.

Monotonic across every bucket — higher model probability, higher realized hit rate, in the right shape. That is the property a calibrated signal is supposed to have. Two and a half years of public XAU/USD settles, scored after the fact, no curve-fitting. Gold is the tightest of the three commodities we run — the strong-call hit rate of 94.2% is the highest across silver, gold, and oil. See the full calibration plots →

Why this section exists

Most prediction-market explainers online are screenshots and theory written by people who don't trade. We replayed the model on every gold settle of the last two years and showed the hit rate by confidence bucket above. If the engine had been wrong on the strong calls, the number on row one would read 50%, not 94.

Want the live signal in real time? Pro members get Gold Edge alerts in Discord the second the engine fires. See also: Silver Edge · Oil Edge · How our commodity engines work.

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