Iliana Iotova maintains her lead, enjoying clear institutional advantages as a candidate closely ali...

With less than 11 hours left until resolution, this market is based on the 7-day moving average of s...

There is a significant data latency risk. The rules state that if data is not published within 7 days after the target date, the market resolves based on the 'most recent date prior'. IMF Portwatch typically updates weekly with a lag, and in the context of the 2026 Strait of Hormuz crisis (simulated/forecast scenario), the data source could be disrupted or delayed by the conflict, potentially anchoring the resolution to outdated data rather than the actual situation on April 3.

Moderately exotic market. This is a niche logistics statistic based on a specific geopolitical crisis scenario (2026 US/Israel/Iran conflict context). While not completely obscure, it requires specialized knowledge of maritime AIS data and wartime logistics, falling outside standard financial market focus.

This event directly correlates with the lifeline of global energy supply. Current data shows extremely low transit (~6 ships/day); if the result remains in the '0-10' bracket, confirming a continued blockade, it supports extremely high Crude Oil prices and tanker stocks (e.g., FRO, due to rerouting rate spikes). Conversely, an unexpected rise to '60+' would signal sudden de-escalation, causing an oil price crash. This carries extreme structural shock value for energy, defense (LMT), and broader inflation expectations (S&P 500).

March 30, 2026 - April 2, 2026, the price of the '0-10' option surged from 78c to 98c, as the further approach of the resolution date and consistently low vessel transit data brought market confidence in this bottom bracket to near absolute certainty. March 30, 2026 - April 2, 2026, the price of the '10-20' option plummeted from 21c to 1c, as the approaching resolution date and extremely low actual transit data completely eliminated the mathematical possibility of the 7-day average exceeding 10. March 24, 2026 - March 27, 2026, the Yes price of the '0-10' option surged from 56.5c to 78.5c. This was driven by actual transit data falling far short of expectations, significantly boosting market confidence in this lowest bracket. March 24, 2026 - March 27, 2026, the Yes price of the '10-20' option plummeted from 42.5c to 18c, and Yes prices for '20-30' and higher brackets broadly collapsed from over 40c to mere pennies, reflecting the market's complete abandonment of expectations for a significant near-term recovery in shipping volumes.

Arbitrage Plan: Buy Yes shares for all options to construct a risk-free arbitrage portfolio. Plan Description: The current sum of Yes prices across all options is approximately 97.15 cents. Since exactly one opt...

With only about 1 day left until the target date of April 3, the Silver Bulletin approval rating mod...

April 1, 2026 - April 2, 2026: The '<39.0' bracket dropped from 15.8c to 7.6c, driven by the average failing to dip further below 39.0% as the settlement date approaches, causing the market to price out extreme low expectations. March 31, 2026 - April 2, 2026: The '40.0-40.4' bracket plummeted from 45c to 3.5c, while '39.0-39.4' surged from 7c to 46.5c. This was driven by persistently weak polling data entering the Silver Bulletin model as the resolution date neared, causing the moving average to decisively break below 40% and settle in the lower half of the 39% range, prompting a major downward revision in market expectations. April 1, 2026 - April 1, 2026: The '39.0-39.4' bracket surged from 15.5c to 46.5c, while '39.5-39.9' dropped from 49c to 35.5c, and '40.0-40.4' collapsed from 24.5c to 6c. This was driven by newly integrated polling data pushing the Silver Bulletin average significantly lower, shifting the market's center of gravity downward. March 31, 2026 - April 1, 2026: The '39.5-39.9' bracket rose from 32c to 49c, while '40.0-40.4' dropped from 40.5c to 24.5c. This was driven by the latest polling data failing to secure the average above 40% as the resolution date approaches, causing market expectations to converge towards the 39.5-39.9 range. March 30, 2026 - March 31, 2026: The '40.0-40.4' bracket surged from 17c to 45c, while '39.0-39.4' plummeted from 32c to 7c and '39.5-39.9' dropped from 52.5c to 39.5c. This was driven by newly processed polling data pushing the moving average slightly upward across the 40% threshold, prompting a rapid upward revision in market expectations. March 30, 2026 - March 31, 2026: The '39.5-39.9' bracket retracted from 52.5c to 32c, while the '40.0-40.4' bracket rebounded from 17c to 32.5c. This was driven by minor adjustments in the polling average as new data was processed, causing the market to become split again on whether the final number will land just above or below 40%. March 28, 2026 - March 30, 2026: The '40.0-40.4' bracket collapsed from 76.5c to 17c, while the '39.5-39.9' and '39.0-39.4' brackets surged from 13c and 6c to peak at 52.5c and 37.5c respectively. This was driven by new, lower approval polls entering the Silver Bulletin over the weekend, causing a distinct downward shift in the model's trendline. March 27, 2026 - March 28, 2026: Massive volatility occurred across all brackets. The '40.0-40.4' option surged from 41c to a peak of 75c, while lower brackets like '<39.0' and '39.0-39.4' plummeted. This was driven by a new data point update in the Silver Bulletin model, causing the market to rapidly converge around the 40% mark, followed by a slight correction as traders reassessed potential residual polling variance.

The sum of the YES prices for all four options is currently around 1.65 (165%). Since the rules dict...

This is a highly niche and localized topic. Framing NYC municipal repair projects as a bracket-style 'Madness' competition is a novel concept. The general public would almost never proactively care about or predict such trivial, localized civic issues.

With only about 1 day left until the deadline, the White House X account's posting frequency remains...

Betting on the volume of tweets from a government account over a specific week is an unconventional derivative market. While such markets have become more common since Elon Musk's takeover of X, it remains a niche market based on highly specific, unstructured behavior that the general public rarely quantifies naturally.

April 1, 2026 - April 2, 2026, the price of '200+' skyrocketed from 17.55c to 84.85c, while '180-199' plummeted from 78.5c to 13c. The reason is that the actual posting frequency near settlement was extremely high, making it almost certain that the total count will break the 200 mark, causing a fundamental reversal in market expectations. April 1, 2026, the price of '180-199' surged from 40.5c to 75.5c, as the accumulated post count continued to exceed expectations near the deadline, temporarily solidifying it as the most likely outcome. April 1, 2026, the price of '160-179' plummeted from 53c to 6.4c, as the rapid posting pace made it highly likely the final count would exceed this bracket. March 31, 2026 - April 1, 2026, the price of '140-159' plummeted from 24.5c to 0.2c, as the accumulated post count practically eliminated the possibility of finishing within this bracket. March 29, 2026 - April 1, 2026, the price of '160-179' surged from 37c to 61.5c before crashing, reflecting the total count approaching and then surpassing the range. March 30, 2026 - March 31, 2026, the price of '120-139' plummeted from 11.85c to 0.4c, as the accumulated post count made it highly unlikely to finish in this low range. March 28, 2026 - March 31, 2026, the price of '140-159' dropped from 32.5c to 20c, driven by higher daily post volumes pushing expectations into higher brackets. March 29, 2026 - March 31, 2026, the price of '200+' surged from 6c to 21c and then fell back to 8.5c, reflecting a quick market correction after a temporary spike in daily posts. March 28, 2026 - March 30, 2026, the price of '100-119' surged from 2.6c to 7.05c, likely due to lower than expected posting volume at that time. March 25, 2026 - March 27, 2026, the price of '160-179' steadily rose from 39c to 42c, indicating slightly increased market confidence in this range. March 24, 2026 - March 25, 2026, prices across all options reverted from an anomalous uniform 40.5c to a normal market distribution, correcting the previous flat pricing caused by data or liquidity gaps.