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I-cb2030 (KXGDP-26OCT30 (Q3 advance GDP growth ladder; on 9 Oct >3.5 was priced about 0.36 and >3.0 about 0.675)) · found by the Scout 2026-10-09

Compare the ladder with the Atlanta Fed GDPNow estimate for Q3 (3.6% on 8 Oct) using the published track record of final GDPNow against the BEA advance estimate (root mean squared error 1.15pp, mean absolute error 0.77pp). A normal centred on 3.6 with sd 1.15 gives about 0.53 for >3.5 against 0.36 priced, and about 0.70 for >3.0 against 0.675. So the candidate trade is YES on the 3.5 rung, small, …

Not taken forward: The GDP advance estimate comes out four times a year, so a GDPNow-versus-strike rule would need many years to reach a verdict even with a large edge, and the quoted forecast error is measured at release time, not three weeks out. Declined on scale.

I-cf4bb5 (KXBTCMAXY-26DEC31, KXETHMAXY-27JAN01, KXWTIMAX-26DEC31 (year-end 'how high will it get' ladders; far rungs such as BTC a) · found by the Scout 2026-10-09

Price each rung as a barrier touch, using the reflection principle on the current spot (BTC about 83.1k, ETH about 2.5k, WTI about 90.6 on 9 Oct) with a volatility taken from the options market (for WTI the OVX was 48.6 on 7 Oct; for crypto use a recent realised or implied figure). Where the model probability is far below the ask on the far rungs, buy NO there, and leave the front rungs alone sinc…

Not taken forward: These year-end 'how high will it get' ladders settle once a year (the monthly oil version has only 3 settled months so far), so they cannot reach 20 independent events, and the desk's tools cannot score a touch-probability model. The same idea was declined on 29 Sep for the same reason.

I-ea288b (KXTXOIL-27MAR31 (Texas crude oil production, annual-average ladder; the >5.8 million b/d rung traded 0.34/0.36 on 9 Oct)) · found by the Scout 2026-10-09

Back out what the rest of the year has to average from the EIA monthly Texas production already published (EIA API v2 series MCRFPTX2, monthly, 'DEMO_KEY' works with curl -L), then compare it with the recent run-rate. For the >5.8 rung the Aug-Dec average has to be about 5.857 against a recent run-rate of about 5.77, so buy NO at roughly 0.65 if a simple trend-plus-noise model puts the probability…

Not taken forward: This is an annual-average ladder that settles once a year, so it can never give the desk the 20 independent events it needs, and the EIA monthly figures are revised after the fact. Declined on scale.

I-b150a4 (KXNYCSUBWAY-26OCT31 (NYC subway average weekday ridership for October, first monthly event; at 12:30Z on 9 Oct the >4.3M) · found by the Scout 2026-10-09

Project the October mean of weekday turnstile totals from the MTA daily series (data.ny.gov dataset sayj-mze2, free Socrata JSON, updated daily with a short lag). Take the weekdays printed so far (Oct 1-7), add the remaining weekdays at the recent weekday level for the same weekday and week of month, and give each rung a probability from the spread of that projection. My rough projection is a mean…

Not taken forward: This market settles once a month and has no settled history on Kalshi yet, so even a very good projection from the MTA daily series would take years to produce the 20 independent events the desk needs. Declined on scale, not on the quality of the data source.

I-acd2ef (State annual-average employment ladders settled on BLS: KXPAMFGEMP (Pennsylvania manufacturing, 128k contracts, ladder 5) · found by the Scout 2026-10-08

Each ladder settles on the officially published 2026 annual average, which includes the March 2027 benchmark revision. Build the distribution as: the eight published months of 2026 plus the last-year seasonal path for Sep-Dec, plus a benchmark-revision error term estimated from vintages. Compare to the ladder and trade the wings. Worked example from FRED/ALFRED: PAMFG Jan-Aug 2026 average with a f…

Not taken forward: Each state's annual-average employment ladder settles once a year, and the 13 states share the same national benchmark revision, so they are one bet, not thirteen. Too few independent events to test.

I-3d6e35 (KXHURCTOTMAJ-26DEC01 (number of major Atlantic hurricanes in 2026; 'Above 1' 0.19/0.20 with 30k contracts, 'Above 2' 0.0) · found by the Scout 2026-10-08

Fade the multi-major wings of the season-count ladders using the known season state. As of 8 Oct the season has 9 named storms, 1 hurricane (Isaias, now Cat 1) and 0 majors, and NHC's 8 Oct outlook says no new formation is expected in the next 7 days. 'Above 1' therefore needs Isaias to reach Cat 3 and another major to form after about 15 Oct (or two new majors). Estimate P(at least one Atlantic m…

Not taken forward: Season-count hurricane markets settle once a year (2 Dec), so one season gives one event and capital is locked until then. There is no way to collect enough independent results to judge the idea.

I-481184 (KXHURCAT-26ISAIAS (Hurricane Isaias category; rungs T1..T5 = Cat 1..5 or above; at 12:30Z on 8 Oct T3 bid/ask 0.52/0.55,) · found by the Scout 2026-10-08

Price every rung from the NHC forecast peak plus a forecast-error distribution, then trade the rungs where the book differs by more than fees. Advisory 7 (09Z 8 Oct) has Isaias at 70 kt, 85 kt at 18Z today, a peak of 95 kt at 06Z 9 Oct, 90 kt at 18Z 9 Oct, then shear weakening before landfall. NHC prints winds in 5 kt steps and 95 kt is 110 mph, so Cat 3 (rule: at least 111 mph) needs the next ste…

Not taken forward: A single hurricane's category ladder settles once, when that storm ends, and the forecast-error model would have to be built from scratch. That is one event, so no forward test could reach a verdict this season.

I-c306cd (KXRONI-27AUG (peak RONI of the 2026-27 El Nino, 'At least 3.0C' at 0.68, 2.5-2.9 at 0.32), KXRONI-27APR2 (NDJ peak, 'At ) · found by the Scout 2026-10-07

Convert the weekly Nino 3.4 anomaly into the monthly RONI that NOAA CPC will publish, then price the peak buckets. History says peak ONI is about the late-September weekly Nino 3.4 anomaly plus 0.4 (1997: 1.85 to 2.37; 2015: 2.0 to 2.59; 2023: 1.6 to 1.99), and RONI runs below ONI by 0.0-0.4 in strong events, with the gap widening as the tropics warm (now 0.47, JAS ONI 2.16 vs RONI 1.69; ratio 0.7…

Not taken forward: These peak-El Nino markets settle in 2027 and there are only a handful of them, so there is no history to test against and no way to get a verdict in a useful time. The conversion from weekly to monthly ocean-temperature readings is also a custom model the desk's tools cannot run yet.

I-a281a0 (KXSPACEXCOUNT (SpaceX launches per month; open event KXSPACEXCOUNT-26OCT, ladder 'Above 6..16', about 6-16k contracts pe) · found by the Scout 2026-10-07

Build the month-count distribution from the launch manifest instead of a flat rate: launches already flown this month (Launch Library 2, ll.thespacedevs.com/2.2.0/launch/previous with lsp__name=SpaceX, works from curl but not from python urllib) plus 'Go' launches with NET dates in the remaining days, plus a rate for unlisted Starlink flights fitted on the last 3 weeks. Compare P(count > k) with t…

Not taken forward: The idea needs a launch-count model built from a launch manifest, and the desk's testing tools can only compare a price with a public number, not run a custom forecasting model. The market also settles once a month (15 past events), so even a working model would take years to reach a verdict. Not testable here yet.

I-359298 (KXFAOFPI (FAO Food Price Index, monthly; KXFAOFPI-26NOV06 for October, release 6 Nov)) · found by the Scout 2026-10-06

Build a bridge from the month's average of liquid commodity futures to the month-on-month change in the FAO headline index, then price the ladder in the last week of October when most of the month's futures averages are already known. Inputs to test: CBOT wheat and corn, palm and soybean oil, ICE raw sugar, and the Global Dairy Trade auction results. Fit it on the FAO monthly CSV (nominal indices …

Not taken forward: The FAO Food Price Index market settles once a month and has only 3 settled events, so it cannot reach the 20 independent events the desk needs for years; the commodity-futures bridge is also unfitted and untested.

I-1f2c7b (KX10YRDIRHM and KX30YRDIRHM (10Y and 30Y Treasury 'how high by month-end', monthly; also the KX10YRDIRLM / KX30YRDIRLM ') · found by the Scout 2026-10-06

Price each rung as the probability that the running maximum (or minimum) of Treasury's daily par yield reaches the threshold on any remaining business day. Take the latest published par yield and the month's running extreme as the starting point, and bootstrap the remaining business days from the desk's own history of daily yield changes (de-meaned, 60-day and 10-year windows). Buy YES on rungs wh…

Not taken forward: These monthly 10Y/30Y Treasury 'how high/low by month-end' markets have only 2 to 3 settled events per series so far, far short of the 20 independent events the desk needs, and the same barrier-model idea (I-020b20) was already declined for that reason. The weekly versions have no settled history yet.

I-dba14b (KXHORMUZNORM-26MAR17 (when will Hormuz traffic normalise: ladder of 'before date' rungs from Oct 1 2026 to Jan 2029; Nov) · found by the Scout 2026-10-05

Settlement is 'IMF PortWatch 7-day moving average of Strait of Hormuz transit calls above 60'. Pull the PortWatch daily series (public ArcGIS endpoint) and build a monitor: the last published 7-day mean, days since it was above 20, and the PortWatch publication lag. Buy NO on short-dated rungs while the mean is below about 20, and treat any move of the mean above about 35 as the only trigger for b…

Not taken forward: The Hormuz traffic market is a single event (one ladder, opened in March 2026) that settles only when traffic recovers, so there is no repeated outcome to test and a verdict is not reachable.

I-ae4a61 (KXLLM1 (Best AI, company; weekly, monthly and year-end) and KXTOPMODEL (top specific model; weekly and monthly), both se) · found by the Scout 2026-10-05

Scrape the leaderboard table (public, no login: rank, score with plus/minus interval, votes, 'Preliminary' flag) once or twice a day, and price 'who is rank 1 on settlement day' from the lead over the runner-up, both intervals, and how fast votes are still arriving. Trade the Oct 31 and year-end ladders when that probability differs from the quote by more than the spread. Also check the two ladder…

Not taken forward: The AI leaderboard markets have settled 10 times with the same winner (Anthropic) every time, so a rule keyed to a newly listed 'Preliminary' leader has never fired and has nothing to be tested on; it would amount to one bet on one model release. The Arena's plus/minus is a 95% interval, so the current lead is larger than the idea assumes, and the market already priced the new entry within a day. The desk has no leaderboard history to replay either.

I-acd03c (KXUSGASCPI (US gasoline CPI, seasonally adjusted FRED CUSR0000SETB01; September print on 14 Oct, event KXUSGASCPI-26OCT1) · found by the Scout 2026-10-05

Before the 14 Oct release, estimate the September SA gasoline index from the EIA weekly retail price: take the log change of the September mean of the weekly all-grades price versus the August mean, regress on the past 43 months of SA index changes, and price each rung off that point estimate with the regression's error. Buy the rungs the model puts clearly on the other side of the market's implie…

Not taken forward: The gasoline CPI ladder has settled only twice (Aug and Sep 2026), and it settles once a month, so a forward test would take years to reach the 20 events the gates require. The idea of reading the EIA weekly pump price against the market is sound, but one trade a month cannot be judged.

I-ec0e6f (Spice Data restaurant price series: KXCHIPBURRITO (Chipotle chicken burrito), KXTBCRUNCHWRAP (Taco Bell Crunchwrap Supre) · found by the Scout 2026-10-04

Buy NO on rungs above the last published Spice Data value by two cents or more. Sell the rung where the ladder is centred above last month's print: October Chipotle ladder is centred near 9.845 (9.85 at 0.36 bid / 0.44 ask) against 9.82 last month, Crunchwrap near 6.72 (6.72 at 0.48 / 0.56) against 6.70.

Not taken forward: These restaurant price series settle once a month and only 3 months have ever settled, so the history is too short to ground a rule and a forward test would take years to reach a verdict.

I-2dfe6a (KXNHLGOAL and KXNHLAST (NHL player 1+ goal and 1+/2+/3+ assist contracts, 30-36 players a game; games listed for 3-4 Oct) · found by the Scout 2026-10-04

On game day, once the confirmed lineup and power-play units are public (morning skate reports, projected lines on DailyFaceoff), estimate each skater's goal and assist chance as 1 - exp(-rate x expected ice time), using last season's per-60 rates and the expected time at even strength and on the power play. Buy YES where a player has been promoted to line 1 or power-play unit 1 and the ask is belo…

Not taken forward: Needs a per-player scoring model built from lineups and ice time, and 30 to 36 correlated player contracts a game. The desk cannot express or record that yet, and the hockey game-winner test already running covers the lineup-information question at the game level.

I-92c46b (KXITFMATCH (ITF M15/M25 men's tennis match winner, one event per match; two events traded about 41,600 contracts in 24h,) · found by the Scout 2026-10-04

One to three hours before the scheduled start, take a sharp reference for the same match (Pinnacle line, or Betfair Exchange back price if the match is listed), remove the margin, and buy the Kalshi side whose ask is at least 4 cents below the reference probability. Adjust the reference for the settlement rule: a walkover or cancellation before the first ball pays 0.50 to both sides, so fair value…

Not taken forward: The rule needs a sharp bookmaker line (Pinnacle or Betfair) for each tennis match, and the desk has no free, recordable feed of those prices; without a stamped record of what the line was before the match, the test could not be checked afterwards.

I-0a45c2 (KXCHICKENWINGM (average US wholesale price of whole chicken wings in a month, USDA Weekly National Chicken Report; Octob) · found by the Scout 2026-10-04

The month's value is the plain mean of the first-published 'Wings - Whole' weighted average in each weekly report whose period ends in the month (five reports in October: weeks ending 2, 9, 16, 23, 30 Oct). After every Friday report, compute the exact running mean, put a random-walk distribution (weekly sd estimated from the USDA report archive) on the remaining weeks, and trade rungs that disagre…

Not taken forward: Interesting arithmetic, but only one monthly event has ever settled on this series, so a forward test would produce 12 events a year and no verdict for years. The running-average calculation also cannot be expressed in the desk's rule language yet.

I-dd8ec6 (KXUSEDCARCPI (US used cars and trucks CPI, seasonally adjusted FRED CUSR0000SETA02; September print on 14 Oct, event KXU) · found by the Scout 2026-10-04

Fit monthly % change in the used-car CPI on the Manheim Used Vehicle Value Index changes at lags 1 to 3 months (Cox publishes the index and its monthly values, history back many years). Convert to a level distribution for September and trade rungs where the model's probability differs from the quote by more than 10 cents. Re-run after the full-month September Manheim figure (due about 7 Oct, a wee…

Not taken forward: Kalshi has settled only 2 monthly events on this series (Aug and Sep 2026), so there is nothing to judge a rule on and a verdict would take years at one event a month. The idea also needs a fitted wholesale-price model, which the desk's testing tools cannot score yet.

I-8494b9 (KXTEMPMIAH (Miami hourly temperature on the Kalshi Weather Index, settled by Synoptic; 10 floor-only rungs an hour, the ) · found by the Scout 2026-10-04

Five minutes before each hourly close, read the newest complete minute of GET /trade-api/v2/live_data/weather/miami?detailed=true (5 stations, no auth). The index moves in steps of 0.36F. If the index sits one step below a rung (for example 84.92 against the 84.99 rung), the YES on that rung is overpriced: buy NO. If it sits one step above, buy YES on that rung. Skip events with fewer than 5 contr…

Became a hypothesis: H-2026-10-03-01. Same mechanism as the New York hourly temperature test already written up (H-2026-10-03-01): rebuild Kalshi's own weather index from its per-station feed a few minutes before the hour. That hypothesis names Miami as the sibling to run if the New York check shows the book is not already pricing from that feed; it is not a separate test until then.

I-51bdaf (Metacritic score ladders on new games (KXMC: Gears of War E-Day closes 13 Oct, Castlevania Belmont's Curse 22 Oct, Ninte) · found by the Scout 2026-10-03

Once the review embargo lifts and the Metascore shows roughly 30 or more critic reviews, compare the live score with the ladder: buy the rungs the live score clears or misses by 3 points or more when the book still prices them away from 0/1, since a Metascore rarely drifts more than a couple of points over the following week. Before the embargo, fade the top rung only as a base-rate bet: the 95 ru…

Not taken forward: Metacritic score markets are one-off events, one per game: Kalshi lists 15 settled in all and a few new ones a month, so the desk could not collect enough results to tell a real edge from luck for a very long time. The live score would also need a data feed the desk does not have.

I-5ac6d8 (Hourly temperature index markets settled on Kalshi's own weather index: KXTEMPNYCHS (New York, 8 tri-state airports), KX) · found by the Scout 2026-10-03

In the last 1 to 5 minutes before each hourly close, rebuild the settlement value from Kalshi's free live_data/weather/{city}?detailed=true endpoint (per-station one-minute readings arrive about a minute after the minute, while the official point for minute t is only published at t+5min). Apply the published station offsets and equal weights to get the current index, then buy the side of the bound…

Became a hypothesis: H-2026-10-03-01. Written up as a hypothesis on the hourly New York temperature ladder. Kalshi publishes the eight station readings behind its own temperature index a couple of minutes after each minute, and the official value later, so the desk can rebuild the settlement number a few minutes early. The open question is whether the quotes already do the same; a close earlier test on a similar weather feed found they did. It needs a new data source added to the desk's tools before it can be run.

I-b324c0 (KXCOPPER15M) 2026-10-02

analysis of all of the data and paper trading that occured over the test period, review any outside big loosers, outside big winners, see if you dyamically scale bet size and or reduce big losses in order to turn it into a winning strategy.

Not taken forward: The desk deliberately trades one contract while a strategy is still unproven, and the Copper results so far do not show an edge. Changing the bet size after looking at which past trades won or lost would be fitting to the past, and larger bets only enlarge whatever the strategy already earns or loses. If a strategy ever passes its tests, its size is set by the desk's limits rule, not tuned on old trades.

I-0c0842 (Daily biggest earthquake worldwide (KXBIGGESTQUAKE, one event per UTC day, rungs 5.2 to 7.0, USGS ComCat magnitude)) · found by the Scout 2026-10-02

Aftershock clustering rule: when the previous 24 hours (or the first hours of the UTC day) contain an event of magnitude 6.8 or higher, buy YES on the 6.0 and 6.2 rungs if priced below the empirical conditional rate from the USGS catalog, since the largest aftershock is typically about 1.2 magnitudes below the mainshock and decays over days. Back-test first: build the daily maximum from the free U…

Not taken forward: Strong aftershock clusters (a magnitude 6.8 or larger quake in the last day) happen only about 10 to 20 times a year, so the rule would fire on a handful of days and could not reach a verdict in under several years. The unconditional daily rungs already look priced in by the idea's own check.

I-2c40c7 (Annual company KPI ladders after the Q3 print: Rivian total vehicles delivered 2026 (KXRIVNA-28JANDELIV), Ford US vehicl) · found by the Scout 2026-10-02

After each company's third-quarter delivery or sales release, set year-to-date actuals plus a remaining-quarter range built from the company's own full-year guidance and the last quarter's run rate, and compare it with the annual rungs. Buy YES on rungs whose required fourth quarter is below the latest quarter (and the company reaffirmed guidance), and buy NO on rungs above the top of the guidance…

Not taken forward: Settlement is months away (early 2027), the idea itself says the edge per rung is probably small after fees and spreads, and it gives only a few independent events a year. The desk cannot get a verdict from that, so it is not worth a test slot.

I-17778f (Kalshi compute-price markets on the Ornn Compute Price Index (OCPI): monthly 'average hourly price' ladders KXH200MS, KX) · found by the Scout 2026-10-02

The monthly markets resolve on the arithmetic mean of Ornn's hourly index values for the whole calendar month, with the same index published free as a daily 4pm ET settle (latest value plus three months of history on data.ornn.com). From about day 12 of the month, take the month-to-date mean, project the remaining days as a random walk with the index's own recent daily volatility, price every rung…

Not taken forward: The month-to-date average idea is a real mechanism, but it does not give the desk enough to test: one event per GPU type per month (and the five GPU types move together, so they are not independent), only about three months of free history, and the quotes in the book are 20 cents or more wide, which swallows any edge. Revisit if the books tighten and volume appears.

I-3d3670 (Robinhood Q3 2026 KPI ladders: KXHOOD-26NOVECVOL (event contracts traded) and KXHOOD-26NOVFUNDED (funded customers); set) · found by the Scout 2026-10-02

Robinhood publishes monthly operating data about the 10th to 14th of each month (August came out 10 Sep, July on 12 Aug) and the quarterly number is the sum of the three months (event contracts traded) or the month-end level (funded customers). Once September data lands (expected about 13 Oct, two weeks before earnings), compute the Q3 figure exactly from the three monthly releases and trade the l…

Not taken forward: Robinhood publishes its monthly figures only 12 times a year and each quarterly ladder has about three or four rungs that matter, so the whole idea gives two or three independent events a quarter. That is far too few for the desk to ever reach a verdict. The reasoning (the quarter is a known sum once September is out) is sound, but it is a one-off trade rather than something the desk can test.

I-60ac13 (Kalshi cross-game sports combo (parlay) markets, 7 or more legs) · found by the Scout 2026-10-01

Buy NO on cross-game combo contracts with 7 or more legs whenever the combo price exceeds the product of the contemporaneous single-game leg prices by more than 10%. Skip combos with fewer than 5 legs, where the paper finds no overpricing.

Not taken forward: Buying NO on long combo contracts earns only the markup on a very small price, and the markup (about 3 percent per leg in the cited study) is no larger than the trading fee, so it resembles the one-to-four-cent longshot trades the desk already tried and killed. The desk's tools also cannot compare a combo to the product of its legs' live prices.

I-21f993 (Tesla quarterly deliveries threshold ladder (Kalshi Tesla Q3 2026 deliveries market; ticker not confirmed), report due F) · found by the Scout 2026-10-01

In the last week before Tesla's delivery report, compare the Kalshi-implied delivery count with an estimate built from China weekly insurance registrations, European registration data and independent trackers, and buy the side of the thresholds beyond the tracker estimate when the gap is more than about 3%. Kalshi's implied number is currently in the low-to-mid 470,000s, against a company-compiled…

Not taken forward: Tesla's deliveries market settles once a quarter, so it produces four events a year and could never reach a verdict. The idea itself also notes that the independent estimates disagree in both directions and that no consistent Kalshi bias has been documented.

I-7f800b (Billboard Hot 100 #1 song, weekly (KXTOPSONG; runner-up KXBILLBOARDRUNNERUPSONG)) · found by the Scout 2026-10-01

Each week, sum the tracking-week (Friday to Thursday) US Spotify daily streams from kworb's chart for the two or three contenders for #1, add a rough allowance for airplay and sales from the previous chart, and buy the contender whose stream lead over the next song exceeds a threshold fitted on past weeks, when the Kalshi ask is below the fitted win rate. Do this once the Thursday data is in and b…

Being researched: Kalshi lists this weekly market and it settles on Billboard's own chart, so the idea can be tested in principle. But the same song has been #1 on every settled week we can see since mid-August, so its price sits above the desk's 95-cent ceiling and a stream-lead rule would almost never be allowed to trade. It only matters in a contested week, and Billboard's formula also counts radio airplay and sales, which are not free data. Waiting for a contested week to define the rule on before writing it up.

I-86f444 (NHL game totals ladder (KXNHLTOTAL), regular season from October) · found by the Scout 2026-10-01

Per a third-party summary of Kalshi's rules, NHL totals count regulation plus overtime goals and record a shootout as one goal for the winner, which sportsbooks usually do not count in totals. A game tied 2-2 or 3-3 after overtime and decided by shootout therefore settles at 5 or 7 on Kalshi but 4 or 6 at a book. Before puck drop, price the 4.5 and 6.5 rungs from a sharp-book totals distribution p…

Not taken forward: The rule detail is real: Kalshi's own market rules say a shootout is recorded as one goal for the winner, which sportsbooks do not count. But it moves only about 3 points of probability on the 6.5 and 4.5 lines, and the trading fee (about 2 cents) plus the bid-ask gap take most of that. Even if the market ignored it completely, the best case is roughly half a cent per contract, too small for a forward test to ever confirm. Revisit if resting orders ever prove fillable on this series.

I-1dfa47 (Mention markets on events that may not be broadcast (KXMENTION-type boards for rallies, local events)) · found by the Scout 2026-09-30

Add a filter to the desk's mention-market ideas: before buying YES on any word at a live event, check that the event is open to press and will be televised or streamed. If it is not clearly qualifying, skip YES or buy NO on the 'event does not qualify' resolution path.

Not taken forward: This is a screening tip for mention-market ideas (check the event is broadcast) rather than a rule that can be tested by itself, and the desk has no mention-market strategy running to apply it to. It will be used as a check if a mention-market idea is written up.

I-5bcd3f (Weekend box office opening-weekend threshold markets (Kalshi 'box office' tag)) · found by the Scout 2026-09-30

On Saturday morning, take the Friday actual gross including Thursday previews from studio or Box Office Mojo reports, apply a Friday-to-weekend multiplier chosen by genre and audience score (CinemaScore), and compare the resulting opening-weekend estimate and its spread with the threshold ladder. Buy the threshold side with a clear gap.

Not taken forward: No market for this: no box-office series appears in the desk's list of 714 repeating Kalshi series or on Kalshi's public API as of 30 Sep. Worth revisiting if a box-office series is confirmed to exist and trade.

I-9c5bda (2026 midterm House and Senate race winner markets, favourites only (elections category)) · found by the Scout 2026-09-30

In political markets, buy the favourite side when priced between 60 and 90 cents and hold to the 3 Nov settlement, with position size capped per election night because all races settle on the same night. Test first on Kalshi's settled 2024 and 2022 political markets, grouped by election rather than by contract.

Not taken forward: All the 2026 midterm races settle on the same night, so they give a handful of independent events at most, far short of the 20 the desk needs before anything can trade. The cited study is also about a different set of markets and cannot be replayed here as a fixed rule with enough events.

I-58db4e (Music artist YouTube weekly and monthly 'highest daily views' markets (KXYTVIEWSW and the monthly series, e.g. KXYTVIEWS) · found by the Scout 2026-09-30

Settlement is YouTube Charts daily views, published with a lag of about 48 hours. Once any day's published value crosses a threshold, that threshold is decided YES; for the days not yet published, use the artist's own weekday pattern (peak usually release day or weekend) and public view-count deltas on the top videos as a proxy. Buy YES on thresholds that published days already cleared, or NO on t…

Being researched: The market exists (KXYTVIEWSW, weekly) and the publication-lag idea is a real structure. It needs two things first: a clean archive of YouTube Charts daily views to check which thresholds were already decided, and a way for the desk's tools to track a running maximum over a week. Neither exists yet.

I-988929 (S&P 500 daily close range ladder (KXINX, 4pm ET), not the hourly KXINXU) · found by the Scout 2026-09-30

At 3:30 to 3:45pm ET, take the live S&P level (ES futures adjusted to cash, or SPX), a remaining-time volatility from that day's VIX1D or the 0DTE options chain, and price every range bracket as a lognormal probability over the remaining 15 to 30 minutes. Buy brackets whose ask is at least a fixed margin below model probability; one trade per event.

Being researched: The S&P 500 end-of-day ladder is already covered in part: the desk's hourly S&P market (KXINXU) includes the 4pm close, and the rule comparing the live index with its strikes read negative over 388 past events (-14 cents per event). The range-bracket version in this idea (pricing each bracket with a volatility model) is not something the desk's tools can score yet, so it waits for that tooling.

I-f3b4fd (Treasury 10-year daily yield ladder (KXTNOTED; weekly KXTNOTEW as a check)) · found by the Scout 2026-09-30

Settlement is Treasury's daily par-yield-curve 10-year rate, which Treasury builds from bid-side quotes taken at about 3:30pm ET. Between 3:30 and 4:00pm ET, read the live 10-year yield (Yahoo ^TNX or ZN futures), subtract the historical offset between the par-curve 10Y and that reference, and buy the bracket the adjusted yield lands in when its ask is well below the implied probability. First ste…

Became a hypothesis: H-2026-09-30-02. Written up as a hypothesis, with one correction: the series named in the idea (KXTNOTED) has no markets, and the live Treasury ladders are the KXUST family (the 10-year one is KXUST10A), which close at 3:30pm ET, the same moment Treasury takes its quotes. So the test is the last hour before close against the live 10-year yield. It settles once a week, so a verdict will be slow, and the desk still has to add the yield feed before it can run.

I-f4c3dc (AI sports betting.) 2026-09-29

Have Claude code latest frontier model wake up 2-3 times daily, review a list of Kalshi sports betting that’s available sometime in the future, do its own research on the games and understand if there is a mispriced market. Then bet.

Not taken forward: The desk tests fixed, written-down rules on recorded data before anything trades, and a model that reads news and decides case by case cannot be replayed on past games or frozen as a rule. There is also no outside sports feed the desk can compare against the price for most sports. If a specific, repeatable sports rule comes out of this idea, send it and it will be tested like any other.

I-897eb2 (CPI year-over-year ladder (KXCPI, KXCPICORE), Oct 2026 release) · found by the Scout 2026-09-29

Convert the YoY thresholds into the exact NSA index level each one needs, using BLS index levels from a year earlier and the rounding to one decimal, so each threshold becomes a monthly-change cutoff (for example 3.3% vs 3.4% turns on a monthly change of about 0.273% vs 0.30%). Fit the ladder's implied median monthly change and compare it to the Street consensus the evening before; trade a bracket…

Being researched: The CPI ladders exist, but CPI comes out once a month, so a verdict would take years, and the idea depends on the Street consensus forecast, which the desk has no free feed for. The Cleveland Fed nowcast alone is already reported to lose against the market. Needs a consensus source first.

I-1e2200 (Daily #1 song on Spotify, USA and Global (KXSPOTIFYD, KXSPOTIFYGLOBALD)) · found by the Scout 2026-09-29

The evening before, read kworb's daily chart for the previous day: the stream gap between #1 and #2 (on 27 Sep 2026 the US #1 led #2 by about 25%) and Friday release-calendar entries. Buy the incumbent when its gap exceeds a threshold fitted on kworb history and no major release is scheduled at midnight; buy the release when a big-catalogue artist drops and its first-day streams should exceed the …

Not taken forward: No market for this today: the Spotify daily-chart series (KXSPOTIFYD and KXSPOTIFYGLOBALD) list no markets at all on Kalshi's public API as of 29 Sep. Worth revisiting if they come back.

I-020b20 ('How high will X get' running-maximum markets (KXMORTGAGERATE 2026, KXHIGHINFLATION 2026 and similar max-over-period ser) · found by the Scout 2026-09-29

Price each threshold as a barrier-touch probability: current running maximum as the floor, weekly or monthly volatility of the underlying (Freddie PMMS, YoY CPI) estimated from history, and the reflection-principle touch probability over the remaining prints. Sell thresholds priced above the barrier value and buy those priced below, only where the gap exceeds the fee.

Not taken forward: These 'how high will it get' markets settle once a year at most, so they can never give the desk the 20 independent events it needs, and the touch-probability model behind the idea is not something the desk's testing tools can score.

I-11ae6a (Weekly 30-year mortgage rate (KX30YMORTW, next resolution Thu 1 Oct 2026)) · found by the Scout 2026-09-29

The market settles on Freddie Mac's weekly PMMS 30-year rate, published Thursday 12pm ET. Each Wednesday after 4pm ET, read Mortgage News Daily's daily 30-year index for the survey window, regress the coming PMMS print on the window-average MND index (fit the spread on the past 52 weeks of FRED MORTGAGE30US against MND history), and buy the threshold the fit favours when it disagrees with the book…

Being researched: The market exists (KX30YMORTW, weekly, one-basis-point strikes) and Mortgage News Daily publishes its daily rate free on its site, which makes the idea testable in principle. Kalshi has only about five settled weeks so far and the desk has no way to read the Mortgage News Daily series yet. Needs that archive fetched and the gap to Freddie Mac's Thursday print measured before a rule is written. A verdict would take a very long time at one event a week.

I-b8daf7 (Monthly rainfall totals (KXRAINNYCM and the other city monthly-rain series; October markets open now)) · found by the Scout 2026-09-29

From day 15 of the month on, take the NWS Climatological Report month-to-date total (the settlement source; trace 'T' and missing 'M' both count as zero) and add the remaining-days distribution from climatology conditioned on the WPC 7-day QPF. Compare that to the bracket ladder and buy the bracket the arithmetic favours when the gap exceeds the fee; brackets that the month-to-date total has alrea…

Being researched: The monthly rainfall markets exist (KXRAINNYCM has settled and open months). Settlement is a plain sum of the National Weather Service's daily values, which is a real structure, but the brackets the month-to-date total has already ruled out trade at 1 to 2 cents, outside the desk's 5 to 95 cent range, so any edge would sit in the middle brackets and needs a rainfall forecast model the desk does not have yet. Needs that data source and a per-city event count first.

I-156fdc (Fed decision brackets (KXFEDDECISION and the large-move market KXLARGECUT), ahead of the 27-28 Oct 2026 FOMC meeting) · found by the Scout 2026-09-28

In the 30-60 minutes after each CPI or PCE inflation print between now and the meeting, sell (buy No on) the tail-outcome buckets -- the largest-hike and largest-cut brackets -- on the theory that they should reprice toward zero fastest.

Not taken forward: No market for this: neither KXFEDDECISION nor KXLARGECUT appears in the desk's list of repeating series. The same rate-decision family was already declined for a different idea on 27 Sep (I-236e36): an FOMC meeting happens about eight times a year, far too few independent events to ever reach the desk's 20-event gate, the same scale problem that already killed KXSOFRD.

I-fe63e6 (Rotten Tomatoes movie score (KXRT)) · found by the Scout 2026-09-28

In the hours before the Monday 10am ET settlement snapshot, read the live Tomatometer percentage and current review count directly from rottentomatoes.com; if the live score sits clearly past the nearest listed strike (more room than a single new review could swing given the current n) and Kalshi's book hasn't moved to match, buy the favoured side and hold to the snapshot.

Not taken forward: No market for this: KXRT does not appear anywhere in the desk's list of 708 repeating Kalshi series, whether searched by ticker or by title keywords like 'tomato' or 'movie score'. There is nothing to check or test unless this series is confirmed to exist and trade.

I-1d3be8 (Weekly initial jobless claims (KXJOBLESSCLAIMS)) · found by the Scout 2026-09-27

Real-time WARN Act mass-layoff notice trackers (e.g. WARNRadar, aggregating state filings) post company-level layoff notices days to weeks before workers actually file for unemployment. In a week where tracked WARN filings spike well above the recent average, lean toward the higher-claims bracket versus the market's prior-week-anchored price.

Being researched: The scout's own submission already flags this as weaker and more speculative than the desk's other current leads. Needs scoping against actual historical claims data (how well WARN notice spikes actually predict the following week's claims) before it's worth writing as a testable rule.

I-d6cc0e (Daily high/low temperature markets (KXHIGH*, KXLOW*)) · found by the Scout 2026-09-27

Kalshi moved settlement of daily temperature markets from the National Weather Service to The Weather Company on 14 Aug 2026, keeping the same station IDs. In the afternoon window when a city is likely near its daily high, compare The Weather Company's own live current-conditions reading for that station (its app/weather.com) against the Kalshi market price, and buy the side the live reading alrea…

Being researched: Checked directly: Kalshi's own settlement documentation (help.kalshi.com) says daily high/low temperature markets still settle on the National Weather Service's Daily Climate Report, published the next morning with no live pre-close access; it is the hourly temperature markets that settle on The Weather Company's station reading, not the daily ones this idea named. That said, this points at a real gap in the desk's own rejected hourly-temperature test (H-2026-09-19-01), which used a stale ASOS feed fetched a day late from a third party (IEM) as a stand-in for the settlement source, rather than The Weather Company's own feed. Needs a check of what live current-conditions data The Weather Company actually publishes for these station coordinates before this is worth a new hypothesis.

I-6d45b6 (WTI crude oil daily-settlement markets (KXWTI)) · found by the Scout 2026-09-27

Every Tuesday at 4:30pm ET the American Petroleum Institute publishes a private survey of US crude inventories, about 16 hours before the EIA's official Wednesday 10:30am figure; WTI futures typically move within minutes when the API count surprises versus consensus. Watch for a sharp API surprise and check whether Kalshi's KXWTI market, thin overnight, still lags the futures move; if so, buy the …

Became a hypothesis: H-2026-09-27-06. A cleaner version of this same information source, the API's private weekly crude-stocks survey, is written up as H-2026-09-27-06 on KXEIACRUDEW, whose strike is denominated in the same unit the API and EIA report, rather than routed through a crude-futures-price translation as this idea's KXWTI target would require. Credited to that hypothesis rather than filing a second, weaker version.

I-236e36 (Fed decision (KXFEDDECISION), next resolves for the 27-28 Oct 2026 FOMC meeting) · found by the Scout 2026-09-27

Compare Kalshi's KXFEDDECISION implied probability against the CME FedWatch tool's fed-funds-futures-implied probability for the same meeting. When the two diverge by more than 5 percentage points after fees, buy the side FedWatch favors, sized small, and hold toward the meeting on the expectation the gap closes.

Not taken forward: KXFEDDECISION only settles about eight times a year, once per FOMC meeting — far too few independent events to ever reach the desk's 20-event gate, the same scale problem that already killed a similar rates-market line (KXSOFRD).

I-5aa8bf (State daily gas prices (KXAAAGASD and 20 or more KXAAAGASD<state> series)) 2026-09-27

Station-level lead on AAA, pooled across states. AAA publishes each state's average once a day; station-level prices from GasBuddy's state averages update through the day. The evening before, estimate tomorrow's AAA state average from today's AAA print plus the GasBuddy intraday move, and buy the strike side it favours when the ask is off by more than the fee. The market closes 11:59pm ET the nigh…

Became a hypothesis: H-2026-09-27-05. Written up as a hypothesis: pooling 26 state daily gas-price series and comparing GasBuddy's intraday state average against AAA's own slower daily print. Flagged that same-day state moves may be correlated, so the true independent-event count needs care.

I-4dfc23 (Netflix weekly Top 10 (KXNETFLIXRANKSHOW, KXNETFLIXRANKMOVIE and the global and runner-up series)) 2026-09-27

Daily ranks lead the weekly chart. Netflix's weekly chart covers Monday to Sunday and publishes Tuesday, but the market stays open until 11:59pm ET Monday. By Monday, the daily Top 10 ranks for the full week (Netflix's in-app daily lists, aggregated by FlixPatrol) are known. Score each title's week from its daily ranks and buy the title the week's daily data makes the likely number one when its as…

Being researched: Needs a daily Top-10-rank data feed (FlixPatrol) that isn't currently wired into the desk, plus a model mapping daily ranks to the published weekly chart. Worth scoping once that data access is confirmed.

I-a68134 (Any series with thin books (weather, economics, entertainment, crypto ladders)) 2026-09-27

Favourite-longshot bias conditioned on volume. At a fixed time before close, buy contracts priced 35 to 85 cents in markets whose traded volume is below the median for their category, and never buy under 15 cents. One contract, hold to settlement.

Not taken forward: This conditions on the market's own trading volume rather than a genuine outside number, so it doesn't meet the desk's information rule (a real-world mechanism, not a price-tape pattern), and it closely resembles favourite-price rules the desk has already tried and killed in similar deep and thin books.

I-7f7677 (Billboard album markets (KXALBUMEQUIV, KXPUREALBUMS, KXTOPALBUM, KXBBCHARTPOSITIONALBUM)) 2026-09-27

Industry projections. HITS Daily Double publishes first-week and running unit projections for major albums midweek, before Luminate's tracking week closes and before Billboard prints. Buy the strike bucket the projection implies when the ask is below it by more than the fee, after correcting for the projections' measured historical error.

Being researched: Needs a HITS Daily Double projections feed, which isn't currently wired into the desk, plus a measured error correction against Billboard's published actuals. Worth scoping once that data access is confirmed.

I-3c7583 (Mention markets (earnings calls, speeches, broadcasts)) 2026-09-27

Hazard decay on words not yet said. From a corpus of past transcripts, measure where in a call each kind of term is said (prepared remarks versus Q&A, minutes elapsed). During a live call, as time passes without the term, the chance it is still said falls along that curve. When the YES bid sits above the hazard-implied probability by more than the fee, buy NO and hold to settlement.

Being researched: Needs the same live transcription infrastructure as the mention-race idea, plus a historical transcript corpus to fit timing curves by term type. Worth scoping once both exist.

I-50be3d (Mention markets: earnings calls, FOMC press conferences, NFL announcer mentions) 2026-09-27

Live transcription race. Run speech-to-text on the live audio of the call or broadcast on spark's GPU (whisper is already installed there). When a listed word or phrase is spoken under the contract's matching rules, buy YES immediately, before the book reprices. Hold to settlement.

Being researched: Needs a live audio transcription pipeline wired to real-time broadcast or call feeds, plus per-market matching-rule encoding — infrastructure the desk doesn't have yet, and explicitly a latency race against others doing the same thing. Worth scoping once that pipeline exists.

I-b104fc (Coin race 15 minutes (KXCRYPTOLEAD15M)) 2026-09-27

Model the race. Each window asks which of BTC, ETH, SOL, XRP and HYPE has the highest 15-minute return. At minute 10 to 13, compute each coin's return so far from live prices, simulate the remaining minutes with each coin's short-horizon volatility and the cross-coin correlation, and get P(each coin wins). Buy the coin whose ask is below its simulated probability by more than the fee.

Being researched: Needs a cross-coin volatility and correlation model built from live prices, more groundwork than a simple reference comparison. The desk has only tried this series' own price tape so far. Worth scoping once that model exists.

I-bce6d1 (Crypto range ladders (KXBTC, KXETH hourly and daily ranges)) 2026-09-27

Options-implied distribution. Build the risk-neutral distribution for the settlement time from Deribit's option chain (public API, interpolated in time and strike, with skew) and price every range bucket from it. Buy any bucket whose ask is below its implied probability by more than the fee, and apply a variance-premium haircut measured from past implied-versus-realized volatility.

Being researched: Needs a Deribit options-data feed that isn't currently wired into the desk, plus a measured variance-premium correction before any rule could be trusted. Worth building once that feed exists.

I-fd5f67 (Crypto hourly and 15-minute (KXBTCD, KXETHD, KXBTC15M, KXETH15M)) 2026-09-27

The settlement average locks as the last minute passes. Every Kalshi crypto contract settles on the simple average of 60 one-second CF Benchmarks RTI prints before the close. At close minus 30 seconds, half of the average is already fixed. Reconstruct the RTI each second from its constituent exchanges' public trade feeds, compute the distribution of the final average given the locked part and shor…

Being researched: The idea itself says it must start by recording: no second-level history of the settlement window exists yet, so there's nothing to ground even a forward test's design on until that recording infrastructure is built.

I-a53151 (Events listed on both Kalshi and Polymarket: sports game winners, BTC and ETH hourly up/down) 2026-09-27

Polymarket as the reference price. Poll Polymarket's public CLOB mid for the same event every few seconds. When the Polymarket mid moves by at least 3 cents and the Kalshi ask on that side has not followed within 30 seconds, buy the Kalshi side and hold to settlement.

Being researched: A genuinely new information source (the desk has never read another venue's order book), but it needs a new data pipeline to poll Polymarket, plus careful matching of events and settlement rules across the two venues. Worth building once that pipeline exists.

I-57ac96 (Soccer ladders (KXUEFANLGAME, TOTAL, SPREAD, BTTS; CONCACAF, AFCON, MLS)) 2026-09-27

Poisson coherence. Fit a Dixon-Coles (bivariate Poisson) model per match to the two deepest Kalshi markets, the three-way result and the main total. From it price both-teams-to-score, every spread rung and every total rung. Buy any rung whose ask is below the model by more than the fee, 30 minutes before kickoff, hold to settlement.

Being researched: Needs a soccer scoring model (Dixon-Coles style) fitted to historical results, which the desk hasn't built. Worth scoping once that modeling work is done.

I-f69882 (NFL and CFB ladders (KXNFLGAME, KXNFLSPREAD, KXNFLTOTAL, KXNFL1H*, KXNCAAF1H)) 2026-09-27

Ladder coherence. Fit a final-margin distribution for each game to its deepest market, normally the moneyline (for scale, one 24 Sep ATL-GB spread rung alone traded 123,696 contracts), using the historical NFL margin distribution with its key numbers (3, 7, 10). Price every spread rung, the first-half winner and the total ladder from that one distribution, and buy any rung whose ask is below the f…

Being researched: Needs a margin-distribution model fitted to historical NFL scores (with key numbers like 3 and 7) that the desk hasn't built yet. Worth scoping once that modeling work is done.

I-54ab33 (NHL game winner (KXNHLGAME), from the 2026-27 regular season (early October)) 2026-09-27

Starting-goalie shock. The starting goalie is confirmed on game day (morning skate reports, team announcements, aggregated by DailyFaceoff), and a backup start moves win probability several points. Within minutes of a confirmed backup start, buy the opponent on Kalshi if its ask is below the sportsbook line updated for the news by more than the fee. Hold to settlement.

Being researched: Same data gap as the NFL-inactives idea (needs a sportsbook line feed), and the NHL season doesn't start until October. Revisit once that feed exists and games are underway.

I-706f45 (NFL player and team props (KXNFLTD, KXNFLFIRSTTD, KXNFLRSHYDS, KXNFLRECYDS ladders)) 2026-09-27

Inactives shock. Official NFL inactive lists post about 90 minutes before kickoff. When a starter (RB1, WR1, TE1) is ruled inactive, the backups' touchdown and yardage ladders should jump. Within 10 minutes of the list, buy YES on the backup's anytime-TD and lower yardage rungs where the Kalshi ask is still below the sportsbook line updated for the news. Hold to settlement.

Being researched: Needs two feeds the desk doesn't have yet: the official inactive-list feed and an updated sportsbook prop line to use as the reference number. Worth scoping once both exist.

I-d887ee (Thin sports: soccer (KXUEFANLGAME, KXMLSGAME), darts, T20 cricket, NCAA volleyball, UFC) 2026-09-27

Sharp-book reference where Kalshi is thin. 30 to 60 minutes before start, take the Pinnacle no-vig probability for the outcome and buy the Kalshi side whose ask is below it by more than the fee plus a margin. Hold to settlement. Restrict to series where Kalshi traded volume is below its sport's median.

Being researched: Needs a sportsbook odds feed (a service like The Odds API) that isn't currently wired into the desk's data sources. Worth pursuing once that access is set up and its cost is checked against the size of book this desk trades.

I-774a07 (Esports in-play maps (KXLOLMAP, KXDOTA2MAP, KXCS2MAP)) 2026-09-27

In-play state against a win-probability model. During a live map, read the official live-stats feed (League: gold difference, towers, dragons and barons by minute; Dota 2: net worth lead and buildings; CS2: round score and team economy) and convert it to a win probability with a model fitted on past games. When that probability exceeds the own-side ask by at least 0.15, buy and hold to settlement.

Being researched: Needs a win-probability model fitted from historical in-game state (gold or net-worth lead by minute) that the desk doesn't have yet, plus a fill model for very thin esports books. Worth building once that groundwork exists.

I-f04a5a (CS2 map winner (KXCS2MAP)) 2026-09-27

Veto information. Map markets list as 'map 1, map 2, map 3' before the pick-and-ban veto. Once the veto is published at match start, the actual maps are known. Price each map from the two teams' recent win rates on that specific map (last 3 months, adjusted for opponent rating) and buy the side the map-specific estimate favours when the ask is below it by more than the fee, before map 1 starts.

Being researched: A genuinely different information source than the desk's past CS2 work (all on the Kalshi price tape). Needs a reliable feed for the published veto and per-map team statistics first; the usual public source for this sits behind access restrictions the desk hasn't worked around yet.

I-99a91e (MLB inning markets (KXMLBINNINGWIN, KXMLBINNINGTOTAL)) 2026-09-27

Base-out state pricing. For each inning market (which team scores more runs in inning N, or tie; inning run totals), price it from the live base-out state and the probability-of-scoring tables built from play-by-play history, updated every plate appearance from the MLB StatsAPI live feed. When the table probability exceeds the own-side ask by more than a set margin, buy at the ask and hold to sett…

Not taken forward: No matching Kalshi ticker for these inning-level markets was found in the desk's catalogue, and the regular season ends 28 Sep, before the needed base-out probability model and live-feed tooling could be built and tested. Worth revisiting ahead of the 2027 season with more lead time.

I-be22d2 (Texas ERCOT daily peak demand (KXTXERCOTPEAKD)) 2026-09-27

Definition gap. The market settles on the highest HOURLY total system load reported for the day, while ERCOT's public real-time dashboard shows instantaneous (5-minute) demand, which at the peak runs above the hourly average. From about 6pm CT, when the day's peak is set, compute the hourly averages from ERCOT's 5-minute actual system load and buy the strike side the hourly peak implies, where the…

Became a hypothesis: H-2026-09-27-04. Written up as a hypothesis: Texas ERCOT's peak-demand market settles on the hourly-averaged system load, but the public dashboard highlights a faster instantaneous reading. The series already trades with a real, measured weekly rate, so this tests whether that averaging distinction is priced.

I-39bfad (College football AP rank markets (KXNCAAFTOPAPRANK; later KXNCAAMBAPRANK, KXNCAAWBAPRANK)) 2026-09-27

Poll-release lead. On Sundays the Coaches Poll comes out between noon and 1pm ET and the AP Top 25 about 2pm ET, and some AP voters post their own ballots publicly before the AP total. After the Coaches Poll prints (and any public AP ballots), estimate for each team market P(team in the AP top 25, or in the listed rank bucket) from its Coaches rank, and buy the side where the Kalshi ask sits below…

Not taken forward: The AP/Coaches poll rank market (KXNCAAFTOPAPRANK) does not appear in the desk's list of 708 repeating Kalshi series as of 27 Sep, so there is nothing to check or test yet. Worth revisiting if that series is confirmed to exist and trade.

I-b63560 (Kalshi x AppliedXL biotech/FDA markets (new pilot, tickers not yet catalogued)) · found by the Scout 2026-09-26

This is a brand-new, low-attention market pilot settling on ClinicalTrials.gov status-field changes and FDA response letters. When a tracked trial's ClinicalTrials.gov record updates (e.g. status flips to 'Completed', or a primary-completion date posts) before the Kalshi market has repriced, buy the side the update implies.

Being researched: This market pilot is new enough that its tickers don't exist in the desk's Kalshi catalogue yet, so there is nothing to check or test yet. Worth revisiting once the pilot actually lists markets.

I-419353 (Kalshi bracket ladders generally (weather KXHIGH/KXLOW, price ladders)) · found by the Scout 2026-09-26

Re-test the '1-cent longshot' mechanism, but as a basket rather than single contracts: on a mutually-exclusive bracket ladder for one event, buy all the tail (long-shot) brackets together in proportion, rather than any one, and compare the basket's realized payout to its cost.

Being researched: A genuinely different bet than the single-contract longshots the desk already tried and killed: buying a whole set of long-shot outcomes together, rather than any one. The cited study is from a different prediction-market venue, so it needs to be checked against this desk's own markets, and the desk's testing tools currently only score one contract at a time, not a basket, so this needs new tooling before it can be tested properly.

I-e7ad62 (AAA gas price weekly/monthly ladder (KXAAAGASW, KXAAAGASM)) · found by the Scout 2026-09-26

AAA's national average is a smoothed, lagging retail price; a move in wholesale gasoline (RBOB futures) takes on the order of days to fully reach the pump. When RBOB moves sharply, buy the Kalshi bracket that the still-unrealized pass-through implies, before AAA's daily average catches up.

Being researched: Reopened 27 Sep: settling only once a week is no longer a reason to decline. The Research lead will ground it on the settled history (Kalshi lists weekly results back to 2022 or 2023 for this series) and the outside data, and start a forward test even though a verdict will take months.

I-b7bde1 (TSA weekly check-ins (KXTSAW)) · found by the Scout 2026-09-26

TSA publishes each day's checkpoint count on tsa.gov by 9am, but Kalshi's weekly-average market is thinly traded (~$10k/week) and moves slowly. Mid-week, once Mon-Thu are published, fit a simple day-of-week seasonal model on the remaining days and compare the implied weekly average to the market price; trade when the gap exceeds the spread.

Being researched: Reopened 27 Sep: settling only once a week is no longer a reason to decline. The Research lead will ground it on the settled history (Kalshi lists weekly results back to 2022 or 2023 for this series) and the outside data, and start a forward test even though a verdict will take months.

I-24b4fa (Hourly index and crypto ladders (maker version)) 2026-09-26

Maker version of the reference rule: in the last 10 minutes of hourly markets, when the reference makes an outcome near-certain, rest a buy order a cent or two below fair value on that side instead of taking, cancel if the reference moves against it.

Being researched: The desk already records every paper strategy both ways, paying to trade immediately and waiting to trade at a better price, so no new setup is needed. The strategy closest to this idea is the Ether daily reference rule, the only one positive on paper so far (14 events, short of the 20 the gates require before anything can trade); its waiting-versus-paying record keeps growing on its own.

I-8a08b5 (Daily high temperature, all cities (KXHIGH*)) 2026-09-26

After mid-afternoon local time, use the live station observation (max so far, ASOS/METAR) and the remaining-hours climatology to buy the bucket that is already nearly certain when it trades below that probability. Pool all stations so events accumulate fast.

Being researched: Promising in principle (near-certain outcomes carry little fee drag, and it uses a live station reading plus climatology rather than chasing the price tape), but it needs two things the desk doesn't have yet: a decision-time definition per city and season (when the day's high is 'in'), and a way to compare a computed probability against the market price, which isn't something the current tooling can read. Needs more groundwork before it's testable.

I-98f135 (NYC daily high (KXHIGHNY), station KNYC Central Park) 2026-09-26

Station bias: the market is priced off city forecasts, but settlement is the Central Park station, which runs systematically different from the city forecast. Measure the historical station-minus-forecast error by season, and buy the bucket the corrected forecast favours when it is underpriced. Extend to other cities' settlement stations.

Being researched: A real, different mechanism from the weather strategies already tried and killed (this one is about a systematic station-vs-forecast bias, not a speed race against a live reading). Before it can be written up as a testable hypothesis we need to measure the actual historical gap between the city forecast and the Central Park settlement station across seasons, using stored weather data. That measurement hasn't been done yet.

I-fadbec (Dow hourly (KXDOW hourly ladder, not daily)) 2026-09-26

Same reference rule on the Dow hourly ladder only: 15 minutes before close, buy the side the Dow index favours by at least 0.1 percent vs the strike, one contract, hold to settle.

Became a hypothesis: H-2026-09-26-01. This is already an active hypothesis: H-2026-09-26-01 (26 Sep) is exactly this rule, the Dow hourly ladder (KXDJI) against the Yahoo Dow index level, already approved and recording paper results. No new hypothesis needed; crediting the idea to the existing one.

I-cc1802 (Nasdaq-100 hourly (KXNASDAQ100U)) 2026-09-26

Replicate the S&P hourly reference rule on the Nasdaq-100 hourly ladder: 15 minutes before the close, buy the side the Nasdaq-100 index already favours by at least 0.1 percent of the index against the strike, one contract, held to settlement.

Became a hypothesis: H-2026-09-26-09. Written up as a hypothesis: Nasdaq-100 hourly reference gap using the Yahoo ^NDX index level, the same mechanism already running on the Dow (KXDJI). The census shows this series has plenty of settlement history to test the idea properly.