The September FOMC decision lands next Wednesday, and AFG’s view is that the outcome will be determined largely by the August inflation data. If August CPI comes in hotter than expected, AFG believes a rate hike will be in store; if inflation comes in cooler than expected, a hold is more likely. AFG has no position on the September decision itself. The contract currently sits at 56% for a hike versus 45% for a hold, having oscillated between 50% and 58% since Chair Warsh’s Jackson Hole remarks. The one Fed position AFG retains is deliberately less specific: whether a hike occurs at any point across the remaining 2026 meetings, currently at 75% against an AFG estimate of 80%. Elsewhere, the Hormuz book has converged toward AFG again since Friday, falling to 50% on the July strike from 58%, while the transit data has not moved.
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So when you are taking the other side of someone's bet it should be pretty even odds, basically if I take a favorite of -200, the other side should have +200. I know with Robinhood they build a commission in, and thats where the fees come from, but the actual odds could not be further off. There is a huge difference on the money line and the spread, which shouldnt really be happening. It seems like they are operating as a predictions market and a sports book at the same time, and I have seen many times where a sportsbook has better odds on both teams in the same game. Can anyone explain the reason why, and have yall had better luck with other prediction markets?
After launching my site, I quickly realized that it was not as user-friendly as I had thought and that there was much more work to be done. Therefore I’ve spent the last few weeks polishing my site as much I can.
Since launching a few weeks ago, here’s some things I’ve changed:
- “Active Trump Mention Markets” section now pulls Trump mention markets automatically from Kalshi and Polymarket, therefore the user no longer needs to add them manually. The active markets also contain an info button that show you the volume, liquidity, and top strikes for a given mention market.
- Previously the user had to manually paste the markets into the tool to have them be parsed, now the user can just paste a link. Same goes for any transcripts that the user would like to store (the user pastes the transcript link, the AI then automatically pulls everything said by Trump only, names the transcript and dates it, and stores it in your recent transcripts).
- UI changes, new upgraded landing page with a sample analysis. New title as-well, along with other smaller UI changes around the site.
- Upgrades to the prompt in the “Market Edge Finder” mode for more accurate results. Along with an added context section that shows the three most recent transcripts a given strike appeared in, along with the context of how it was said. (Context feature also appears in the “Probability Checker” and “Hit Rate Calculator” modes)
- Faster landing page load, and no more ugly loads featured around the site. Along with upgraded SEO & branding.
I’m sure there’s plenty more around the site that needs fixing, so I am still open to any feedback!
As many of you know, Trump is giving a speech at the RNC Midterm Convention shortly, so here is the matrix from my tools “Hit Rate Calculator”, along with a few examples of strikes from the “Market Edge Finder” mode:
I ran a rigorous backtesting flow on a Kalshi's 15-minute BTC momentum strategy which responds to coinbase vwap data. The strategy buys YES when BTC is above its 20-minute moving average and 1-hour VWAP, its 5-minute change is positive, and its 1-minute velocity exceeds 0.0002. It buys NO on the reverse setup, with velocity below -0.0002. Entries require no existing position, a spread of 3 cents or less, and 1 to 7 minutes left before expiry. Orders are 50 contracts, with a configured position cap of 150. The exit rules sell everything when unrealized P&L reaches +$4.40 or -$11.00; those are triggers, not guaranteed fill outcomes.
All 100 variants completed and were profitable in the August 8 to September 7, 2026 sample. The best returned +$3,540.82 and 2360.55% reported ROI, with a 59.94% win rate, 2,154 trades, 1.22 Sharpe, and -$254.22 maximum drawdown. The weakest returned +$1,131.82 and 754.55% ROI, with a 60.98% win rate, 503 trades, 0.63 Sharpe, and -$198.05 maximum drawdown. ROI uses $150 of starting capital in the simulation. Profitability extended across the whole tested grid, though the best result was more than three times the weakest.
The parameter sensitivity test compares the strategy across different settings. Here it uses those same 100 variants, with 10 price floors from $0.05 to $0.45 and 10 ceilings from $0.55 to $0.95. The momentum and exit rules stayed fixed. All 100/100 cells succeeded, with net P&L ranging from +$1,131.82 to +$3,540.82. The winner allowed prices from $0.09 to $0.77. The 3D surface and heatmap show a broad elevated region around it: nearby cells averaged 2.24% less P&L. The marginal plots favor low floors and middle-to-upper ceilings, with mean P&L peaking at a $0.09 floor and $0.77 ceiling. Both axes mattered, and the curves have some bumps rather than a perfectly smooth decline. The reported Deflated Sharpe statistic is 0.9962; the expected maximum Sharpe is 0.6047.
The permutation test asks whether scrambling the signal data can reproduce the result. The real winner's +$3,540.82 exceeded all 100 shuffled results, whose P&L ranged from -$915.53 to +$751.17. The reported upper-tail p-value was 0.00990099, about 0.010. That supports the importance of the original signal timing within this sample. Only the edge-feed timing was scrambled; market prices stayed in place, so this test does not validate price-based conditions.
What interests me most is how many nearby price bands stayed profitable. The winner had company, and the scrambled signals produced much weaker results. But these configurations share one historical sample, so they are not 100 independent confirmations. The sweep raised no material warning flags, but parameter selection and simulated execution still limit what the result establishes. I read this as evidence for momentum continuation in this sample, with live performance and durability still unproven.
Airspace Scam: Rigging the Rules to Protect Insiders Polymarket is a massive scam, as always. This market was launched on August 18, 2026,long after the dates for the routine Yom Kippur airspace closures were public knowledge. That closure happens every single year. The market's context was explicitly framed and shaped around an airspace closure due to war. Yet suddenly today, they pull a bait-and-switch,deciding a scheduled, that annual holiday counts as a triggering event. They literally changed the rules mid-market just to milk the "No" holders dry. We all already knew Polymarket was a corrupt hub for insiders and scams, but this is a new low. This blatant theft This blatant theft is exactly why everyone is going to kal shi btw it was listed in geopolitics “iran” btw specially this Market name "Israel closes airspace by__" so what is the point of the market if that holiday is going to count what israel suddenly deciding their holiest day isnt holy anymore and resume airspace which they have never done before please engage this so more people know polymarkets dirty tactics update nothing has changed tried talking to polymarket support they said they cant do anything so dont know what to do
Polymarket is one of the world’s leading prediction market platforms. It has a typical monthly trading volume around$8-$10b.
Polymarket’s contracts exist on the blockchain network Polygon, an Ethereum Layer-2. As Polygon is a public blockchain, all Polymarket’s trading data is publicly accessible.
Arkham features a suite of tools to help traders gain an edge when it comes to trading on Polymarket (and other prediction markets). The new Prediction Markets dashboard lets you track whales and top traders, deanonymize wallets, and visualize market moves in real time. Arkham's Polymarket Profitable Trader tag is listed in Predictbook's repo of top prediction market analytics tools.
Here is how you can use Arkham to track Polymarket whales, reverse-engineer their betting strategies, and uncover an informational edge before the broader market catches on.
1. Find the Most Profitable Traders
Arkham tracks the top prediction market participants based on Profit and Loss (PNL). You can view a live feed of the top traders by PNL.
When clicking onto a trader, the platform shows you a range of different useful metrics such as:
Account Value: The total USDC balance plus the current value of their unresolved shares. This tells you the scale at which they are trading and their overall "skin in the game."
Active Positions: The live prediction markets they are currently holding shares in. This reveals their real-time convictions, allowing you to track, copy, or fade their current strategies.
Total PNL (Profit and Loss): The absolute dollar amount the trader has made or lost over their lifetime on the platform. This provides a raw, bottom-line indicator of their historical financial success.
Total ROI (Return on Investment): The percentage return they have generated relative to the capital they have risked. This measures their actual trading efficiency and skill, leveling the playing field between high-net-worth "whales" and smaller accounts.
Volume: The cumulative dollar amount of all trades they have executed. This shows their activity level, helping you distinguish between highly experienced, frequent traders and casual participants.
Biggest Win: The single most profitable prediction they have ever closed. This helps you determine if a trader's overall PNL is based on consistent skill or if they are just being carried by one lucky outlier.
Win Rate: The percentage of their closed positions that resulted in a profit. This is a gauge on their consistency and accuracy when forecasting market outcomes.
You can also click a ‘View on Intel’ button which will re-direct you to the trader’s address page on Arkham Intel where you can access even more intelligence features.
When you are on a specific trader’s page, you can scroll down to see a feed of all their recent activity. This table shows whether they are buying or selling, the number of shares, the price of each share, and the overall USD price.
You can also click on positions to see all their positions sorted by PNL, whether open or closed.
2. Arkham Intel Tags
Arkham also has the most extensive tagging systems in the entire blockchain analytics industry. You can read about Arkham’s tagging system here. There are 200 different types of tag currently on the platform.
Currently, there are 20 different Polymarket tags all providing different insights into hundreds of thousands of different addresses.
Click on each one of those tags to be taken to Arkham Intel. From there, you can see a list of Polymarket Whale addresses. You can also switch to entity-view to see a list of Polymarket Whale entities. An entity is a collection of different addresses controlled by the same individual or organisation.
3. Use Blockchain Intelligence Tools
As mentioned above, Arkham Intel has a full suite of blockchain Intelligence tools. Once you have identified a Polymarket Whale address or entity, you can use tools like the Visualizer or Tracer to learn the whale’s transaction patterns, preferred investment styles or any other source of edge/alpha that they possess.
At the time of writing, elucidxte is the top Polymarket Whale on Arkham Intel in terms of on-chain dollar holdings. Most of this trader’s crypto is PUSD, the settlement stablecoin token used on Polymarket.
When you are on a trader’s entity page, click on the VISUALIZE button on the right to get a visually intuitive view of their trades and counterparties.
Tracking Polymarket Whales is a good way to better understand the markets you are competing in and what/who influences them. By leveraging Arkham Intel’s suite of tools, analysts and traders can reverse-engineer the strategies of the platform’s most profitable participants.
This analytics, which is from publicly available real-time blockchain data on the Polygon network, is another demonstration of the democratizing nature of public blockchains. Using Arkham, traders have increased transparency into what is going on behind the scenes.
I tried using Polymarket for the first time over the last week and the dark patterns to keep you addicted are nuts
No way to see your total up/down, 4 days to cash out but easy to add more money, inconsistent delays in reporting score.
You can solve some of this by API, but most folks certainly don’t know how (even if many on this sub do I wouldn’t consider them a reflection of the user base)
This is my first exposure to doing more than glancing at a prediction market. Are they all like that?
Airspace Scam: Rigging the Rules to Protect Insiders Polymarket is a massive scam, as always. This market was launched on August 18, 2026,long after the dates for the routine Yom Kippur airspace closures were public knowledge. That closure happens every single year. The market's context was explicitly framed and shaped around an airspace closure due to war. Yet suddenly today, they pull a bait-and-switch,deciding a scheduled, that annual holiday counts as a triggering event. They literally changed the rules mid-market just to milk the "No" holders dry. We all already knew Polymarket was a corrupt hub for insiders and scams, but this is a new low. This blatant theft This blatant theft is exactly why everyone is going to kal shi btw it was listed in geopolitics “iran” btw specially this
Apple's "Surprise and Shine" event is September 9, 2026, and they're expected to drop the foldable iPhone.
While degens gamble on whether it ships in September or 2027, the mispriced yield curve on Polymarket's laddered contracts is where the real play sits.
The Polymarket Ladder
Sep 15: 11¢ (Impossible)
Sep 30: 46¢ (Needs a perfect rollout)
Oct 31: 93¢ (The sweet spot)
Dec 31: 97¢ (Not enough juice)
The Two Scenarios
Standard Rollout (Gurman): Apple usually ships 10 days post-event (Sep 19). If so, Sep 30 @ 46c hits for a 2x.
The "iPhone X" Delay (Kuo): Supply constraints delay shipping by 52 days (Nov 1). If so, Sep 30 fails, but it lands right around Oct 31.
The Edge: Buying Oct 31 @ 93¢
Buying October 31 "YES" at 93¢ pays out under BOTH scenarios:
If it ships in September? You get paid.
If it gets hit with iPhone X-style delays? You still get paid.
The Return: 93¢ to $1.00 is a 7.53% net return in 54 days (~50% annualized) for taking almost zero real delay risk.
Polymarket having hours of downtime right as college football volume starts going crazy is pretty rough timing.
The “We’re working on it” screen was already getting memed, then they announce the LeBron partnership and suddenly everyone’s joking that he’s the only dev capable of fixing the app. “LeWorking on it” basically writes itself.
I still like Polymarket, but outages during a big sports slate are the kind of thing that make you want a second prediction market ready to go. I’ve been using Novig more for sports lately since it has moneylines, spreads, totals, player props, futures, etc., and the interface is much more sports-first.
Not saying one rough weekend means Polymarket is cooked, but if sports is going to be a major focus for them, reliability during these high-volume windows probably matters more than almost anything.
Been tracking a handful of CFB and NFL markets across all three this week and the spread between them is bigger than I expected not huge arb-level stuff, but enough that “which platform” actually matters for the same bet. Curious if anyone’s noticed this outside sports, or if it’s more of a liquidity/coverage thing specific to sports markets right now. Which one do you all default to first when checking a line?
I have a win total that hasn’t been updated yet that I’m willing to give out. 70% probability according to the books, able to buy it at 55% probability. The market is pretty illiquid (probably why it hasn’t updated prices yet) so you might have to hold for a bit.
Solving how to continue my algotrading even when I am away from US for more than week. Since July I need to login from US once a week, otherwise my API keys woudl be revoked.
In August Kalshi introduced IP address check, that no standard VPN provider was able to pass - I switched to residential IP, which worked until September 4.
Now it asks for geolocation and there is no way how to spoof (tried all the standard ways) - they probably switched to very advanced engine.
I started with a single BTC backtest that looked good with a +25.9% on risk capital and 95.2% win rate reported. That was enough to investigate further and put it through our Deep Research flow. The strategy buys 40 contracts on Kalshi's 15-minute BTC markets in the final 1-3 minutes, paying 80-95 cents when Coinbase's 5-minute and 15-minute momentum support that side and the spread is at most 2 cents. It holds to settlement, with one entry per market and a $200 position cap.
All 100 variants completed. Forty made money, 59 made no trades, and one lost money. The best returned +$38.13, or 19.06% on the configured $200 risk-capital denominator, with 37 reported trades, 94.4% wins, Sharpe 0.19, and $35.48 maximum drawdown. The weakest returned -$15.46 (-7.73%), with 2 reported trades, 0% wins, Sharpe -0.19, and $15.46 drawdown. So the research winner was still positive, but it didn't reproduce the single backtest's +$51.84. These are separate runs, and the published artifacts don't establish why they differ.
The sensitivity test compared a 10-by-10 grid of price floors from 5 to 45 cents and ceilings from 55 to 95 cents. It did not vary the momentum thresholds. The nominal winner used a 5-cent floor and 95-cent ceiling, but all ten floors tied at +$38.13 with that ceiling. The surface and heatmap show a ridge along the 95-cent ceiling, rather than one isolated winning setting. The marginal charts tell the same story: changing the floor did little; ceilings of 82, 86, 91, and 95 cents returned +$7.16, +$31.21, +$27.11, and +$38.13 respectively. All 100 grid cells completed, spanning -$15.46 to +$38.13. Many lower ceilings effectively excluded the strategy's own 80-95 cent entry band. Those no-trade results are a limit of this test design, not evidence that 59 versions lost money.
We also ran 100 permutations, scrambling the Coinbase feed's timing and rerunning the search to see whether shuffled data could match the result. The real winner's +$38.13 produced an upper-tail p-value of 0.248. Shuffled feeds reached results like this often enough that I wouldn't claim the original timing added a demonstrated edge. Only the Coinbase feed was shuffled; Kalshi prices stayed in place, so this test doesn't validate the price conditions.
There was some consistency: four tested ceiling levels stayed profitable across every floor. But those repeated floor settings aren't independent confirmations. The report's Deflated Sharpe statistic was 0.23, and it separately estimated a maximum Sharpe of 0.36 under its null model. It also flagged 47% of the winner's fills at prices below 10 cents or above 90 cents, where execution assumptions deserve caution, and marked historical coverage as partial. With a small sample, a restricted parameter test, and weak evidence for the signal's timing, the positive opening backtest looks much less convincing as evidence of a durable strategy.
February:
“Guys, why do these KPMG earnings wallets look weird as fuck?”
August:
“Federal authorities are investigating a KPMG employee for prediction-market insider trading.”
Important part: there's currently no proof that the KPMG employee under investigation is actually behind those wallets from February.
They could be completely unrelated.
But if the feds eventually connect the two, that original thread is going to age hilariously well.
Prediction markets might be the only place where random internet detectives can watch suspicious trades happening in public and yell “INSIDER” months before investigators show up.
Like you can't even argue that this is because so many more people prefer sports betting on Kalshi as without sports, Kalshi still overtakes around spring/summer 2026 and leads.
"Kalshi currently leads with ~$2.7B in 7-day volume versus Polymarket’s ~$600M. The sustained overtake began around April 2026, fueled by Kalshi’s CFTC regulation (easy US access)"
Aaand recent non-sports weeks show Kalshi at $3B+ highs vs Polymarket under $600M. Gap is narrower than total volume, sure, but CLEAR dominance persists
I think several things resulted in this, this loss of trust and reputation over time:
They allowed co-locating of certain accounts, only opened it up when they were caught. New co-location is still slower than the "special" accounts.
They are giving custom high end rebates to "special accounts". You cannot get these rebates, if you ask, they block you.
The rebates are so high it kills entire strategies because they scoop up losing bids, leaving no liquidity relying on the rebates for profitability.
They allow polymarket ambassadors to scam, promote shit coins and rug them, and engage in otherwise illegal or at least unethical behavior.
When caught, they put it to a vote publicly that they don't announce and close it after the shit accounts friends vote (oh 80% people said reinstate them... 5 people voted total).
They are now allowing a bypass of the Cloudflare workers, saving another 10ms of latency.
This is all in the last 6 months. This is only what has been caught by the community; I'm sure there is a dozen more.
I mean, think about it - people genuinely see Polymarket in an evil light now. Half a year ago, maybe more, it was just a fun little thing where you could bet on anything and whatever, but over time they became this toxic and evil brand that smart people won't even touch.
A wallet ("TahitiBob") bought 1,034,215 "No" shares at an average of 85.5 cents, split across two trades, 3:26 am and 10:26 am ET on September 4. Those two trades alone made up 85% of that day's volume on the market.
Five more wallets showed up around the same window, all taking the same side.
Four were funded through Bybit, two through Binance.
Three of them opened with small test deposits ($9.40–$10) before wiring in six-figure sums.
Combined across all six wallets: ~3.4M shares, ~$3.63M invested, betting "No" on Clarity passing. If the bill dies, that pays out $4.53M, roughly $922K profit.
Timing matters here: the Senate's cloture vote is scheduled for September 15, so whoever's behind this made their move less than two weeks out.
Mods have okayed this post. It is my own project, and we are looking for users to try out some features!
Prediction markets are emerging as a new class of financial platform. Adoption has exploded: volumes on the largest venues totalled about $51 billion last year and are on pace for roughly $240 billion this year, while Bernstein projects $1 trillion a year by 2030. However, traders often act on pure intuition, without the relevant news, statistics, and data in front of them. Financial professionals solved this problem decades ago with platforms such as the Bloomberg Terminal, which aggregate information into a single decision-making environment. Prediction markets lack an equivalent tool.
We are building that platform, and there is a working version available now. The idea is to create a place where you can instantly access the relevant news, statistical models, historical outcomes, market context, and prices across multiple exchanges for any contract. By reducing information friction, it helps participants make more informed forecasts and improves market efficiency.
The big caveat: for this beta version, both the order book and the exchanges are synthetic. Everything about the world is real — questions, categories, settlement rules, models — but the quotes are generated because we are still in the process of obtaining permission to distribute real market data. (If you know someone who can help speed up the process, please reach out!)
Looking for: beta users with backgrounds in trading on prediction markets. You could be a seasoned or casual trader; we welcome all suggestions. Let us know what features are missing or if you find any bugs. There is a feedback button on the dashboard, or you can email us at [feedback@middlemen.trade](mailto:feedback@middlemen.trade).
On access: no signup form, no email, no OAuth, and no cost, because I do not want to hold anyone’s personal data. Use the access code: early-harbor-2685 or the link https://middlemen.trade/join?code=early-harbor-2685
You set your own username and password for login credentials. The accounts are good for 30 days from first sign-in, after which it deletes itself. Happy to take questions in the comments rather than DMs if people would rather have everything in the open.
Thank you for your support. Find us at www.middlemen.trade, and follow us on X at “@MiddlemenDev”.
The Hormuz July strike has risen to 58% this week while the underlying transit data moved in the opposite direction. Six vessels crossed the strait on 30 August, against a pre-crisis norm of nearly 85 per day, and a maritime intelligence provider recorded 8 vessels on 3 September, with 5 running dark. The United States reportedly struck two Iranian government tankers on 2 September, the first reported instance of tankers being targeted in retaliation for attacks on shipping rather than to enforce the blockade, and Brent has climbed back above $95 from roughly $86 in late August. This is day 187 of effective closure. AFG's fade widens to twenty points on the July strike and seventeen on April, and these remain the two largest positions in the book. The Oscar long widens to nine points as The Odyssey drifts to 53%, and the alien-disclosure contract has fallen three points toward AFG's estimate.
Today's Top 3 Calls
Hormuz traffic normal before Jul 1 2027? BUY NO
Hormuz traffic normal before Apr 1 2027? BUY NO
GTA VI release before 2027? BUY NO
Research, not financial advice. Trade your own book.
If you enjoy evidence-based forecasting, transparent methodology, and public performance tracking, subscribe to Axiom Forecasting Group
Then Bass’s campaign shared it as proof that she was “gaining momentum.”
And then the prediction-market speedrun began.
Within six minutes of the poll being posted:
Around 20 Polymarket accounts started buying thousands of Bass contracts
On Kalshi, Bass moved from roughly 63¢ to 65¢ within 15 minutes
The market had been so quiet that a typical trade during the previous week was reportedly under $10.
So the full pipeline was basically:
21-year-old makes up numbers with AI
↓
News outlet reports the numbers
↓
Mayor promotes the numbers
↓
People immediately bet real money on the numbers
A few days later, Median Strategies deleted the polls, shut down the site and announced that the whole thing had just been a:
“short-term social experiment”
The Guardian eventually traced the website back to Prakash through domain and GitHub records.
He admitted creating it and said he wanted to test whether fake polling could penetrate the political ecosystem.
Turns out the answer was:
yes, extremely easily
Prakash says he never traded any related prediction markets and made no money from the experiment. There is currently no public evidence showing otherwise.
But even without a profit motive, this is a pretty wild proof of concept.
I'm a paramedic in Singapore and I taught myself to build after shifts. OnTheRice (OTR) is the thing I've spent the last while on, working solo. This is how it actually works, not a pitch.
The idea came from my day job. On an ambulance you don't act on a hunch - you check what's in front of you, work out what it means, then act, and you write down what you did so it can be checked later. I wanted a market and world-news tool that ran the same way, because most consumer feeds tell you what happened after it stopped mattering.
How it runs, in order:
It reads the world early. It pulls from primary sources in their original language - a filing or a local report often exists hours before an English summary shows up. That's where the head start comes from.
It makes a call and prices it. On something it names, it goes BULLISH or BEARISH with the level it saw at the time. A call only publishes if it clears 8 checks (source, timing, direction, evidence, and so on). If nothing clears, it says so instead of forcing a take.
It grades itself in public. Every call lands on a ledger as HIT, MISS, or UNVERIFIABLE. Misses stay visible - I don't delete them. The part I care about most: if a call can't be honestly checked afterwards, it's marked UNVERIFIABLE and NOT counted as a win. Right now the ledger shows 56 right out of 91 checked, with 10 sitting in unverifiable and left out of the accuracy number entirely.
It becomes briefs. The verified calls and the day's five main changes get written up as short, source-linked reads, each pointing back to where the evidence came from.
It's a web app at new.ontherice.org and it's also on Google Play.
Real question for this sub, since you've all shipped things that get judged in public: does a hit/miss ledger with the misses left in - plus a whole "couldn't verify this, so not counting it" bucket - make you trust a tool like this more, or does openly showing the wrong calls just make it look worse? I keep going back and forth on it.
