Live probability distribution for the S&P 500 year-end close — powered by 27 Kalshi bracket markets. Embed on any website in 30 seconds. No account required.
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Kalshi lists 27 bracket markets for the S&P 500 year-end close — each bracket covers a price range (e.g., 5,750–6,000). Traders buy and sell binary contracts on each bracket, and the contract price directly represents the market-implied probability that the index finishes inside that range on December 31.
This widget aggregates all 27 brackets into a probability histogram. The tallest bar is the modal bracket — the range with the highest consensus probability. The implied medianis the price level where cumulative probability crosses 50%, giving you the market's center-of-mass estimate rather than a single analyst's point target.
The distribution also reveals tail risk — the probability the market assigns to extreme outcomes on either side. When tail probabilities spike, it signals that traders see genuine risk of a crash or a melt-up, information that a single point target cannot convey.
Why prediction markets over Wall Street targets? Because a distribution is strictly more informative than a number. You get the consensus estimate and the uncertainty around it — updated every 15 minutes by traders with capital on the line.
Each bar represents a Kalshi bracket market. The bar height is the market-implied probability that the S&P 500 closes inside that range on December 31. All bars sum to approximately 100%.
The modal bar— highlighted with a gold glow — is the bracket with the highest probability. This is the single range the market considers most likely, though “most likely” might only mean 15–20% in a wide distribution.
Tail indicators at the left and right edges show aggregate crash and melt-up risk. When the left tail grows, traders are pricing in downside scenarios (recession, earnings collapse). When the right tail grows, they see potential for an outsized rally.
A narrow, peaked distribution means strong consensus — traders agree on a tight range. A flat, wide distribution means high uncertainty — the market sees many plausible outcomes, and no single bracket dominates.
Hero (560 × 300px) — blog posts, dashboards, research pages. Sidebar(320 × 220px) — narrow column layouts, mobile-first sites.
Grab the iframe snippet from the code boxes above. The embed is self-contained — no JavaScript, no external dependencies.
Works with WordPress (Custom HTML block), Ghost (HTML card), Substack (iframe block), Webflow (embed element), and raw HTML. No account or API key needed for free-tier usage.
For newsletters and custom integrations, pull the raw distribution via JSON:
{
"impliedMedian": "5,840",
"modalBracket": {
"range": "5,750–6,000",
"probability": 18.4
},
"tailRisk": {
"below5000": 8.2,
"above7000": 5.1
},
"distribution": [
{ "bracket": "<4,500", "probability": 2.1 },
{ "bracket": "4,500–4,750", "probability": 3.4 },
{ "bracket": "4,750–5,000", "probability": 5.8 },
{ "bracket": "5,000–5,250", "probability": 8.1 },
{ "bracket": "5,250–5,500", "probability": 11.2 },
{ "bracket": "5,500–5,750", "probability": 14.6 },
{ "bracket": "5,750–6,000", "probability": 18.4 },
{ "bracket": "6,000–6,250", "probability": 15.3 },
{ "bracket": "6,250–6,500", "probability": 9.8 },
{ "bracket": "6,500–7,000", "probability": 6.2 },
{ "bracket": ">7,000", "probability": 5.1 }
],
"yearLabel": "2026"
}Four macro forces dominate the probability distribution for the S&P 500 year-end close:
The federal funds rate sets the discount rate for equity valuations. Rate cuts compress the equity risk premium and lift price targets; rate hikes do the opposite. Each FOMC decision can shift the distribution by 50–150 points.
S&P 500 earnings drive the fundamental floor. When aggregate EPS beats consensus, the right tail of the distribution grows as traders price in higher terminal values. Earnings season runs Jan, Apr, Jul, Oct — watch for beat/miss rates above 70%.
Core CPI and Core PCE prints directly influence the Fed's rate path, which feeds back into equity valuations. A sticky inflation surprise shifts probability mass leftward as traders reprice the “higher for longer” scenario by 3–8pp.
China's growth trajectory, tariff policy, and global supply chain disruptions ripple through S&P 500 earnings and multiples. Trade escalation events can spike left-tail probability by 2–5pp within hours.
Want the full picture?
See Full DistributionView all 27 bracket markets, the full histogram, implied median, tail risk breakdown, and historical distribution shifts.
The forecast is built from 27 Kalshi bracket markets, each representing a price range the S&P 500 could close at on December 31. Traders buy and sell contracts on each bracket — the contract price directly equals the market-implied probability of the index finishing in that range. The widget aggregates all 27 brackets into a full probability distribution.
The implied median is the S&P 500 price level where cumulative probability crosses 50%. Half the distribution sits above, half below. Unlike Wall Street point targets, the median comes from real market positions — traders with capital at risk — making it a consensus estimate weighted by conviction.
Wall Street targets are point estimates from individual analysts — one number with no uncertainty range. This widget shows the full probability distribution: where the market sees the most likely outcomes, how much uncertainty exists, and where the tail risks are. A distribution is strictly more informative than a single number.
Yes. The widget is completely free for editorial and informational use. Just paste the iframe code — no account required, no API key needed for basic embeds. Commercial or high-traffic use (over 500 loads per hour) requires a Pro API key.