Mispricing Scanner
A Bayesian dual-agent engine scans prediction markets daily for mispricings. Agent A cross-references prices across platforms. Agent B is Claude NLP estimating probability from the question. When both diverge from the market by 5pp+, the contract is flagged with Kelly sizing.
Runs daily at 6 AM ET. Results stored and served from Supabase. How it works →
What Is the Mispricing Scanner?
The Mispricing Scanner is a daily automated tool that uses a Bayesian dual-agent engine to find prediction markets where the listed price is significantly wrong. It scans both Kalshi (the only CFTC-regulated prediction market in the US) and Polymarket. When both agents independently flag a market as mispriced by 5 percentage points or more, it surfaces with a Kelly-sized position recommendation.
Kalshi is the primary scan — because it's where US traders can actually act on these signals. Polymarket provides the broadest global liquidity. The scanner exploits gaps on both platforms.
How It Works
For each platform: Agent A cross-references the contract price against the other platform using title similarity matching, weighted by relative volume. Agent B sends the same question to Claude AI for an independent probability estimate. Both feed into a Bayesian weighted average. Divergences of 5pp+ are flagged; 8pp+ at HIGH CONFIDENCE means both agents pull in the same direction.
When to Use This Tool
Check the scanner every morning after 6 AM ET when the daily scan has run. HIGH CONFIDENCE flags are the priority — verify the cross-platform match is the same event, check for overnight news that could explain the gap, then size with the quarter-Kelly fraction shown. This is a signal to investigate, not a guaranteed trade.
MARKET INTELLIGENCE
Find markets where the crowd got it wrong
What is this?
The crowd is often right. But not always. This scanner identifies prediction market contracts where the price seems significantly out of line with real-world data — news, historical base rates, or statistical models.
Think of it as a lie detector for market prices. When a market is way overpriced or underpriced relative to reality, this flags it. You still have to decide — but this gives you the shortlist of where to look.
Real-World Example
→ The Flag
Historical data shows government shutdowns resolve within 14 days 84% of the time. A market asks "Shutdown lasts more than 21 days" — priced at 55¢ (the crowd thinks 55% likely). That's a mispricing signal.
The scanner flags the gap: historical base rate says this should be worth about 16¢, not 55¢. You buy NO at 45¢ (inverse of YES at 55¢) and wait.
✅Action: Use this as your daily deal-finder. Look for anything flagged more than 15 points from the estimated fair value.
Bottom line: The crowd panics, overreacts, and misprices markets every day. This helps you catch it.
Full guide →