scheme-c · 8 themes · 9 tickers · 60d rolling ols
polymarket signals for commodities
Live backtest + pre-market models run against the same 9-ticker universe with a shadow-cost ledger per PROTOCOL §8.2. vNext shadow track (exploratory, not admissible for current verdict) runs in parallel.
§1 · signals
backtest uses pm[Fri] · premarket uses pm[Sun]Backtest
pm[fri]
| Ticker | Signal | Pred | R² |
|---|---|---|---|
| BZ=F | LONG | 2.642% | 16.7% |
| CL=F | LONG | 2.454% | 22.7% |
| DX-Y.NYB | LONG | 0.081% | 10.7% |
| GC=F | LONG | 0.183% | 16.0% |
| NG=F | LONG | 0.276% | 10.1% |
| SI=F | LONG | 0.567% | 9.2% |
| SPY | FLAT | — | — |
| TLT | FLAT | — | — |
| XLE | FLAT | — | — |
Pre-Market
pm[sun] on fri
| Ticker | Signal | Pred | R² |
|---|---|---|---|
| BZ=F | FLAT | — | — |
| CL=F | FLAT | — | — |
| DX-Y.NYB | FLAT | — | — |
| GC=F | FLAT | — | — |
| NG=F | FLAT | — | — |
| SI=F | FLAT | — | — |
| SPY | FLAT | — | — |
| TLT | FLAT | — | — |
| XLE | FLAT | — | — |
Both models use 8 PM themes and per-ticker optimal feature selection. Scheme-C end-of-day
sampling, 60-day rolling OLS. Pre-market model substitutes pm[Sun] for pm[Fri] on Friday rows
to capture weekend PM activity before Monday open.
§2 · paper trades
per-ticker equity curvesPnL · §9 primary basis · ALL days clean (degraded days were backfilled 2026-06-10; exclusion re-arms automatically if degradation recurs)
paper_trade_events · shadow = net of costs
Backtest (Fri-PM)
portfolio (clean, 48d):
gross -4.98% ·
shadow -5.45%
| Ticker | N(clean) | Gross | Shadow |
|---|---|---|---|
| BZ=F | 48 | -22.35% | -22.70% |
| CL=F | 48 | -19.33% | -19.79% |
| DX-Y.NYB | 48 | +0.07% | -0.75% |
| GC=F | 48 | +1.95% | +1.36% |
| NG=F | 48 | +4.17% | +3.50% |
| SI=F | 48 | -0.03% | -0.46% |
| SPY | 46 | -3.71% | -3.94% |
| TLT | 46 | -0.36% | -0.67% |
| XLE | 46 | +7.70% | +7.37% |
Premarket (Sun-PM)
portfolio (clean, 48d):
gross +3.32% ·
shadow +2.89%
| Ticker | N(clean) | Gross | Shadow |
|---|---|---|---|
| BZ=F | 48 | +3.25% | +2.93% |
| CL=F | 48 | -21.55% | -22.01% |
| DX-Y.NYB | 48 | +4.11% | +3.41% |
| GC=F | 48 | +2.92% | +2.67% |
| NG=F | 48 | +18.67% | +18.05% |
| SI=F | 48 | +16.15% | +15.74% |
| SPY | 46 | +2.79% | +2.56% |
| TLT | 46 | -0.36% | -0.77% |
| XLE | 46 | +13.07% | +12.72% |
Gross vs shadow · backtest (clean)
Gross vs shadow · premarket (clean)
Backtest
cum pnl
| Ticker | N Days | Last | Cum PnL |
|---|---|---|---|
| BZF | 44 | 2026-06-19 | -22.01% |
| CLF | 44 | 2026-06-19 | -28.97% |
| DX-Y.NYB | 48 | 2026-06-19 | +0.07% |
| GCF | 41 | 2026-06-19 | +1.95% |
| NGF | 41 | 2026-06-19 | +1.57% |
| SIF | 44 | 2026-06-19 | -0.44% |
| SPY | 42 | 2026-06-18 | -3.71% |
| TLT | 38 | 2026-06-18 | -0.36% |
| XLE | 40 | 2026-06-18 | +7.70% |
Pre-Market
cum pnl
| Ticker | N Days | Last | Cum PnL |
|---|---|---|---|
| BZF | 44 | 2026-06-19 | +3.25% |
| CLF | 41 | 2026-06-19 | -21.55% |
| DX-Y.NYB | 45 | 2026-06-19 | +4.11% |
| GCF | 46 | 2026-06-19 | +2.99% |
| NGF | 43 | 2026-06-19 | +18.67% |
| SIF | 44 | 2026-06-19 | +16.15% |
| SPY | 40 | 2026-06-18 | +2.79% |
| TLT | 41 | 2026-06-18 | -0.36% |
| XLE | 41 | 2026-06-18 | +13.07% |
equity curves · backtest
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equity curves · pre-market
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🌙 §4b · weekend-active substitute · prospective
research · in-sample until 2026-06-05 · prospective afterWeekend PM information — precisely: Saturday's PM move (00:00-UTC bar deltas; P3.10 verified this Saturday-based quantity beats true-Sunday 56%-vs-49% — see retro 2026-06-10) — restricted to weekend-active themes (shutdown · russia · tariffs · iran), predicts the Monday close-to-close move (in-sample slope +1.34, t=4.04, perm-p=0.0014). Call = sign of the weekend substitute increment, computed live from prod signal_state. Hold to Monday close (the edge is in the session, not the open gap). Prospective verdict 2026-07-13. Excluded: fed/recession/china (weekend-static). GC=F has no weekend-active theme → no call. P3.13 (2026-06-10): paper Fri-close accounting is NOT deployable (the Fri→Sun-reopen gap is untradeable; shock reopens overshoot). The E2 columns score the same calls at a real entry — first intraday print at/after Mon 01:00 UTC (current live compute timing) — exit Monday close.
directional hit-rate (settled, non-flat):
35/56 = 62%
vs 50% coin-flip
tradable E2 (per-asset first print):
4/8 = 50%
· shadow
-0.47%
(paper same-rows -3.68%)
E2 clean-only (≥06-05):
3/5 · -0.59%
Latest Friday call → Monday
2026-06-12 → 2026-06-15
| Ticker | Call | Themes | Incr | Fri→Mon | E2→Mon | Hit | Cum PnL |
|---|---|---|---|---|---|---|---|
| CL=F | FLAT | shutdown | +0.0000 | -4.87% | — | · | +19.85% |
| BZ=F | LONG | tariffs · shutdown | +0.0026 | -4.76% | -0.37% | ✗ | +16.76% |
| NG=F | FLAT | shutdown | +0.0000 | +0.86% | — | · | +4.79% |
| SI=F | LONG | russia | +0.0007 | +3.25% | -0.72% | ✓ | +3.65% |
| XLE | FLAT | shutdown | +0.0000 | -3.48% | — | · | +0.17% |
| SPY | SHORT | iran · russia | -0.0035 | +1.76% | -0.38% | ✗ | -1.68% |
| DX-Y.NYB | LONG | russia · shutdown | +0.0001 | -0.12% | +0.23% | ✗ | +0.07% |
| TLT | SHORT | iran · shutdown | -0.0026 | -0.06% | -0.03% | ✓ | +0.25% |
Scored history (settled Fridays)
| Friday → Monday | Hits | E2 | Rate |
|---|---|---|---|
| 2026-06-12 → 2026-06-15 | 2/5 | 3/5 | 40% |
| 2026-06-05 → 2026-06-08 | 2/5 | — | 40% |
| 2026-05-29 → 2026-06-01 | 6/8 | — | 75% |
| 2026-05-22 → 2026-05-25 | 4/5 | — | 80% |
| 2026-05-15 → 2026-05-18 | 3/4 | — | 75% |
| 2026-05-08 → 2026-05-11 | 5/8 | — | 62% |
| 2026-05-01 → 2026-05-04 | 6/8 | — | 75% |
| 2026-04-24 → 2026-04-27 | 4/8 | — | 50% |
| 2026-04-17 → 2026-04-20 | 3/5 | 1/3 | 60% |
History before 2026-06-05 is in-sample (theme partition chosen with knowledge of this window). Genuinely prospective rows accrue weekly. Futures/DXY closes settle via R-3; the most recent Monday may show ✓/✗ only after settlement.
Portfolio · gross vs shadow (equal-weight, weekend round-trips)
cum:
gross +6.83% ·
shadow +6.57%
·
tradable E2 -0.47%
(48 rows no intraday)
shadow = gross net of round-trip cost (2× one-way: 1.5bp futures · 2bp DXY · 1bp ETF). Cumulative additive %, equal-weight across active tickers per weekend. In-sample until 2026-06-05. E2 = same calls scored at a deployable entry — each asset's own first tradable print after the signal exists (futures/DXY: ≥ Mon 01:00 UTC; ETFs: ≥ Mon 13:30 UTC open) — exit Mon close; per-trade additive, paired against paper on identical rows. The H1 quiet-weekend-core test from P3.13 accrues here weekly (per-asset entry convention since 2026-06-11).
🔬 §4c · P11 pre-registered slices · prospective
frozen 2026-06-11 · window 2026-06-15 → 2026-08-21 · interim 2026-07-13Two hypotheses mined from the post-freeze in-sample window (04-15 → 06-10, ~50 cuts examined → multiple-comparisons prior applies). Specs + verdict rules frozen in P11_plan_prereg_sunpm_weekday_xle.md; this panel is the same mechanical read as p11_prereg_eval.py on forward rows only. Both come from one mining pass — if both PASS that is one joint result, not two. PASS ≠ deploy (P3.13: paper margins die at real entry). Data through 2026-06-19.
H-A · Sun-PM model — Mon+Tue carry the edge
PENDING
| Slice | fwd PnL (pts) | win% | n | in-sample |
|---|---|---|---|---|
| A1 · Mon+Tue (pre) | +7.89 | 70.6 | 17 | +78.99 · 62.7% · 126 |
| A2 · Wed–Fri (pre) | -6.63 | 47.6 | 21 | −64.64 · 50.5% · 202 |
Claim: Sunday-PM information is freshest Monday and decays by Wednesday (pre−backtest same-day gap was +55.56 pts on Mondays alone in-sample). PASS = A1 pnl > 0 ∧ win ≥ 55% ∧ A1 > A2, n ≥ 60 · FAIL = A1 pnl ≤ 0 ∨ win < 50%.
H-B · XLE-only — the one ticker with an edge
PENDING
| Slice | fwd PnL (pts) | win% | n | in-sample |
|---|---|---|---|---|
| B1 · XLE pooled ×2 active / 4 prereg | -0.20 | 45.5 | 11 | +44.50 · 69.0% · 126 |
| B1d · day-level mean | +1.76 | 50.0 | 4 | +13.08 · 71.4% · 35 |
| B2 · XLE pre-only | +0.92 | 50.0 | 4 | +14.84 · 71% · 35 |
Claim: slow ETF reprices slower than CL/BZ futures (CL=F was −93 pts across all 4 models in-sample). B1d corrects cross-model correlation in B1's n. Attribution caveat: in-sample XLE wins sat on macro-only/shutdown days, not its d_china feature days. PASS = B1 pnl > 0 ∧ win ≥ 60% ∧ B1d pnl > 0, n ≥ 30 · FAIL = B1 pnl ≤ 0 ∨ win < 52%.
H-A · per-ticker forward cum PnL % (pre model)
| Ticker | A1 Mon+Tue | n | A2 Wed–Fri | n |
|---|---|---|---|---|
| BZ=F | -0.30 | 2 | -0.18 | 2 |
| CL=F | -0.95 | 2 | +0.33 | 2 |
| DX-Y.NYB | +0.21 | 2 | +1.31 | 3 |
| GC=F | +0.07 | 1 | +1.23 | 3 |
| NG=F | +3.79 | 2 | +3.88 | 2 |
| SI=F | +3.01 | 2 | -9.45 | 3 |
| SPY | -2.36 | 2 | -0.21 | 2 |
| TLT | +0.61 | 2 | -0.65 | 2 |
| XLE | +3.82 | 2 | -2.89 | 2 |
H-B · XLE forward cum PnL % per model
| Model | cum PnL % | win% | n | in-sample |
|---|---|---|---|---|
| backtest | +3.42 | 75.0 | 4 | +9.28 · 65% |
| pre | +0.92 | 50.0 | 4 | +14.84 · 71% |
| vnext | -1.65 | 0.0 | 1 | +12.05 · 70% |
| vnext_pre | -2.89 | 0.0 | 2 | +8.34 · 70% |
cum PnL % = additive SUM(pnl_day)×100 over forward rows only (same convention as §2). In-sample columns are the frozen 04-15→06-10 baselines.
Forward equity curves · cumulative additive % (gross, paper convention)
A1 = pre model Mon+Tue slice · A2 = pre model Wed–Fri slice · XLE = day-level mean across the 4 models. All start at 0 on 2026-06-15; if H-A holds, A1 should climb while A2 stays flat/negative.
Watch-only (not registered, no verdict): entry-day PnL vs carry-day PnL (entry first-holding-day was negative in 3/4 models in-sample — delay-entry idea needs a state-machine replay, not a row slice) · vnext flip-day PnL (−31.51 pts @ 30.6% in-sample; wide 0.25σ deadzone means flips need big prediction swings, and those swings mistime turns) · |prediction| terciles (PnL monotone ↑, win% inverted, in-sample). Tracked informally at interim; any of these gets registered only if its forward sign holds on 07-13.
🔬 §4d · P11b vNext2 refreshed-palette soak · prospective
frozen 2026-06-17 · window 2026-06-18 → 2026-08-27 · interim 2026-07-23
Exploratory, pre-registered, NOT admissible to the current 250-day verdict OR the in-progress frozen-vNext shadow verdict.
Refreshed PM palette running in parallel under commodity_pm_vnext2_*
signal_names. Spec + verdict rules frozen in P11b_plan_prereg_vnext2_palette.md;
this panel is the same mechanical read as vnext2_prereg_eval.py on forward
rows only. Bonferroni-adjusted alpha: ticker α = 0.05/18 ≈ 0.0028;
portfolio α = 0.0250.
PASS ≠ deploy (P3.13: paper margins die at real entry).
Permutation null: missing.
Data through 2026-06-19.
vnext2_backtest — per-ticker forward + portfolio
PENDING
| Ticker | Palette | fwd PnL (pts) | win% | n | max-day% | in-sample ΔIC½ | perm p | verdict |
|---|---|---|---|---|---|---|---|---|
| PORTFOLIO ⬅ load-bearing | equal-weight 9 tickers | -0.32 | 2/3 +/− | 5 | 39.8* | — | — | PENDING |
| Per-ticker rows below are informational only — α_ticker = 0.05/18 ≈ 0.00278 (Bonferroni × 9 tickers × 2 modes) makes single-ticker PASS arithmetically near-impossible at n=173. Diagnostic 2026-06-17 confirmed off-diagonal mean ρ ≈ +0.03 (CASE A diversified, not single-factor artifact) — portfolio gate is the load-bearing verdict, single tickers are component contributors. | ||||||||
| CL=F | iran+russia | +1.01 | 100.0 | 1 | 100.0 | — | — | PENDING |
| BZ=F | iran+russia | +0.46 | 100.0 | 1 | 100.0 | — | — | PENDING |
| NG=F | iran+crypto | +0.00 | — | 0 | 0.0 | — | — | PENDING |
| GC=F | fed | -1.20 | 0.0 | 1 | 100.0 | — | — | PENDING |
| SI=F | fed | -1.80 | 0.0 | 1 | 100.0 | — | — | PENDING |
| XLE | iran+russia | +0.00 | — | 0 | 0.0 | — | — | PENDING |
| SPY | iran+russia+crypto | +0.00 | — | 0 | 0.0 | — | — | PENDING |
| DX-Y.NYB | russia+fed+crypto | -0.05 | 0.0 | 1 | 100.0 | — | — | PENDING |
| TLT | iran+russia | +0.00 | — | 0 | 0.0 | — | — | PENDING |
Portfolio h1/h2: -0.32 / +0.00 (split-half OOS-consistency gate). *max-day% on per-ticker rows = single-day share of slice gross |pnl|; on portfolio row = single-ticker share of portfolio gross |pnl|.
vnext2_premarket — per-ticker forward + portfolio
PENDING
| Ticker | Palette | fwd PnL (pts) | win% | n | max-day% | in-sample ΔIC½ | perm p | verdict |
|---|---|---|---|---|---|---|---|---|
| PORTFOLIO ⬅ load-bearing | equal-weight 9 tickers | -0.42 | 2/3 +/− | 5 | 44.9* | — | — | PENDING |
| Per-ticker rows below are informational only — α_ticker = 0.05/18 ≈ 0.00278 (Bonferroni × 9 tickers × 2 modes) makes single-ticker PASS arithmetically near-impossible at n=173. Diagnostic 2026-06-17 confirmed off-diagonal mean ρ ≈ +0.03 (CASE A diversified, not single-factor artifact) — portfolio gate is the load-bearing verdict, single tickers are component contributors. | ||||||||
| CL=F | iran | +0.00 | — | 0 | 0.0 | — | — | PENDING |
| BZ=F | iran+fed | +0.46 | 100.0 | 1 | 100.0 | — | — | PENDING |
| NG=F | russia+fed+crypto | +0.49 | 100.0 | 1 | 100.0 | — | — | PENDING |
| GC=F | fed+crypto | -1.20 | 0.0 | 1 | 100.0 | — | — | PENDING |
| SI=F | fed | -1.80 | 0.0 | 1 | 100.0 | — | — | PENDING |
| XLE | iran+fed+crypto | +0.00 | — | 0 | 0.0 | — | — | PENDING |
| SPY | iran+russia+crypto | +0.00 | — | 0 | 0.0 | — | — | PENDING |
| DX-Y.NYB | russia+fed | -0.05 | 0.0 | 1 | 100.0 | — | — | PENDING |
| TLT | iran+russia | +0.00 | — | 0 | 0.0 | — | — | PENDING |
Portfolio h1/h2: -0.42 / +0.00 (split-half OOS-consistency gate). *max-day% on per-ticker rows = single-day share of slice gross |pnl|; on portfolio row = single-ticker share of portfolio gross |pnl|.
Verdict gates (frozen, see plan doc):
per-ticker PASS = forward pnl > 0 ∧ win% ≥ 55 ∧ single-day cap 35% ∧ perm p < α_ticker, n ≥ 30; FAIL = pnl ≤ 0 ∨ win% < 48 ·
portfolio PASS = pnl > 0 ∧ ≥ 6/9 tickers + ∧ single-ticker cap 60% ∧ h1 ≥ 0 ∧ h2 ≥ 0 ∧ perm p < α_port, n_ticker_days ≥ 200; FAIL = pnl ≤ 0 ∨ ≤ 3/9 +.
In-sample ΔIC½ = the refreshed-cache ΔIC halved per memo §3 (Iran-shock regime inflates the raw number; trust the rank, not the magnitude).
Cache-immutability hardening is a prerequisite for any post-soak promotion (memo §6 operator action item — separate task).
§3 · §9.4 fragility flags
ledger curves merged into §2 (2026-06-10) · PROTOCOL §8.2 · from 2026-04-15Portfolio gross-vs-shadow curves now live in §2 (the §9 primary panel) — identical series while no degraded days exist; if degradation recurs, §2 shows clean-only and the full audit series is recoverable from the ledger. shadow = net of one-way fees per §8.2 (futures 1.5, ETFs 1.0, FX 2.0 bps, charged on position changes). §9.4 go/no-go uses Shadow.
fragility flags · §9.4
triggered at >40% single-ticker/weekday concentration
Primary:
ticker:BZ=F=416%
ticker:CL=F=363%
ticker:SPY=72%
weekday:Tue=230%
weekday:Wed=670%
weekday:Thu=712%
Secondary:
ticker:BZ=F=101%
ticker:DX-Y.NYB=118%
ticker:GC=F=92%
ticker:NG=F=624%
ticker:SI=F=544%
ticker:SPY=88%
ticker:XLE=440%
weekday:Mon=1219%
weekday:Fri=2420%
collector_health
status:
ok
run_at: 2026-06-20T21:42:47Z
latest: 2026-06-19
signals: 54
events: 1680
⚡ §4 · vnext shadow · exploratory
NOT admissible · separate evaluation track
universe: CL=F · BZ=F · NG=F · GC=F · SI=F · XLE · SPY · DX-Y.NYB · TLT
eligible (5): iran · russia · fed · china · crypto
— tariffs/recession/shutdown excluded (<15 markets)
Shadow start: 2026-04-17. Research tracking only. See VNEXT_SHADOW_LAUNCH.md.
Signals · backtest
| Ticker | Signal | Themes | Pred |
|---|---|---|---|
| commodity_pm_vnext2_BZF | LONG | d_iran · d_russia | 0.0262 |
| commodity_pm_vnext2_CLF | LONG | d_iran · d_russia | 0.0242 |
| commodity_pm_vnext2_DX-Y.NYB | LONG | d_russia · d_fed · d_crypto | 0.0014 |
| commodity_pm_vnext2_GCF | LONG | d_fed | 0.0043 |
| commodity_pm_vnext2_NGF | FLAT | d_iran · d_crypto | 0.0017 |
| commodity_pm_vnext2_SIF | LONG | d_fed | 0.0107 |
| commodity_pm_vnext2_SPY | FLAT | ||
| commodity_pm_vnext2_TLT | FLAT | ||
| commodity_pm_vnext2_XLE | FLAT | ||
| commodity_pm_vnext2_pre_BZF | FLAT | ||
| commodity_pm_vnext2_pre_CLF | FLAT | ||
| commodity_pm_vnext2_pre_DX-Y.NYB | FLAT | ||
| commodity_pm_vnext2_pre_GCF | FLAT | ||
| commodity_pm_vnext2_pre_NGF | FLAT | ||
| commodity_pm_vnext2_pre_SIF | FLAT | ||
| commodity_pm_vnext2_pre_SPY | FLAT | ||
| commodity_pm_vnext2_pre_TLT | FLAT | ||
| commodity_pm_vnext2_pre_XLE | FLAT | ||
| BZF | LONG | d_iran · d_russia · d_china | 0.0264 |
| CLF | LONG | d_iran · d_russia · d_china | 0.0245 |
| DX-Y.NYB | LONG | d_russia · d_fed · d_china | 0.0014 |
| GCF | FLAT | d_iran · d_fed · d_crypto | 0.0024 |
| NGF | FLAT | d_china | 0.0028 |
| SIF | FLAT | d_russia · d_crypto | 0.0057 |
| SPY | FLAT | ||
| TLT | FLAT | ||
| XLE | FLAT |
Signals · premarket
| Ticker | Signal | Themes | Pred |
|---|---|---|---|
| BZF | FLAT | ||
| CLF | FLAT | ||
| DX-Y.NYB | FLAT | ||
| GCF | FLAT | ||
| NGF | FLAT | ||
| SIF | FLAT | ||
| SPY | FLAT | ||
| TLT | FLAT | ||
| XLE | FLAT |
Paper · backtest
| Ticker | N Days | Last | Cum PnL |
|---|---|---|---|
| commodity_pm_vnext2_BZF | 1 | 2026-06-19 | 0.46% |
| commodity_pm_vnext2_CLF | 1 | 2026-06-19 | 1.01% |
| commodity_pm_vnext2_DX-Y.NYB | 1 | 2026-06-19 | -0.05% |
| commodity_pm_vnext2_GCF | 1 | 2026-06-19 | -1.2% |
| commodity_pm_vnext2_SIF | 1 | 2026-06-19 | -1.8% |
| commodity_pm_vnext2_pre_BZF | 1 | 2026-06-19 | 0.46% |
| commodity_pm_vnext2_pre_DX-Y.NYB | 1 | 2026-06-19 | -0.05% |
| commodity_pm_vnext2_pre_GCF | 1 | 2026-06-19 | -1.2% |
| commodity_pm_vnext2_pre_NGF | 1 | 2026-06-19 | 0.49% |
| commodity_pm_vnext2_pre_SIF | 1 | 2026-06-19 | -1.8% |
| BZF | 35 | 2026-06-19 | -15.43% |
| CLF | 38 | 2026-06-19 | -21.83% |
| DX-Y.NYB | 34 | 2026-06-19 | 1.21% |
| GCF | 36 | 2026-06-19 | -4.11% |
| NGF | 31 | 2026-06-16 | -0.36% |
| SIF | 31 | 2026-06-19 | 0.89% |
| SPY | 36 | 2026-06-18 | -1.53% |
| TLT | 30 | 2026-06-18 | -3.07% |
| XLE | 31 | 2026-06-18 | 4.87% |
Paper · premarket
| Ticker | N Days | Last | Cum PnL |
|---|---|---|---|
| BZF | 37 | 2026-06-19 | -49.17% |
| CLF | 34 | 2026-06-19 | -27.48% |
| DX-Y.NYB | 35 | 2026-06-19 | -0.33% |
| GCF | 34 | 2026-06-19 | 0.21% |
| NGF | 35 | 2026-06-16 | -9.07% |
| SIF | 33 | 2026-06-19 | 13.1% |
| SPY | 29 | 2026-06-17 | 0.93% |
| TLT | 37 | 2026-06-18 | -3.24% |
| XLE | 32 | 2026-06-18 | -1.86% |
Gross vs shadow · backtest
Gross vs shadow · premarket
equity curves · vnext backtest
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equity curves · vnext pre-market
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§5 · event radar
320 markets · 8 themes · 2026-06-20T21:42
INTRA_THEME_DIVERGENCE
crypto: 5 markets up, 6 markets down (>2% each)
INTRA_THEME_DIVERGENCE
iran: 3 markets up, 13 markets down (>2% each)
Top movers · 24h
| Theme | Market | Direction | Change | Current |
|---|---|---|---|---|
| crypto | Will the price of Bitcoin be above $64,000 on June 20? | UP | +61.3% | 79.0% |
| iran | Iran agrees to end enrichment of uranium by July 31? | DOWN | -59.5% | 13.0% |
| crypto | Will Bitcoin dip to $62,000 June 15-21? | DOWN | -54.5% | 11.5% |
| iran | US x Iran diplomatic meeting by June 19, 2026? | DOWN | -33.3% | 9.8% |
| crypto | Will Bitcoin dip to $57,500 in June? | DOWN | -13.8% | 13.7% |
| crypto | Will the price of Bitcoin be above $62,000 on June 19? | UP | +12.4% | 90.7% |
| iran | Strait of Hormuz traffic returns to normal by end of June? | DOWN | -8.5% | 6.5% |
| iran | Will 80 ships transit the Strait of Hormuz on any day by Jun | DOWN | -7.5% | 9.0% |
§6 · market context
prices · correlations · historylatest close · 9 tickers
CL=F
$76.54
2026-06-19
BZ=F
$80.59
2026-06-19
NG=F
$3.20
2026-06-19
GC=F
$4172.90
2026-06-19
SI=F
$64.91
2026-06-19
XLE
$53.77
2026-06-18
SPY
$746.74
2026-06-18
TLT
$86.75
2026-06-18
DX-Y.NYB
$100.85
2026-06-19
price history · normalized · 5d
click legend to toggle
All assets normalized to 1.0 at start for comparable overlay.
§7 · monitored markets
latest snapshot · 228 markets| Theme | Market | YES | Liquidity | Polarity |
|---|---|---|---|---|
| china | Will China invade Taiwan by end of 2026? | 6.3% | $654,196 | neutral |
| china | Will a team from LPL (China) win MSI 2026? | 31.5% | $56,099 | neutral |
| china | Xi Jinping divorce before 2027? | 1.8% | $30,833 | neutral |
| china | Xi Jinping out in 2025? | — | $— | neutral |
| china | Will Trump meet with Xi Jinping by October 31? | 100.0% | $— | neutral |
| crypto | Will Bitcoin dip to $47,500 in June? | 0.8% | $191,758 | neutral |
| crypto | Will Bitcoin reach $85,000 in June? | 0.4% | $175,890 | neutral |
| crypto | Will Bitcoin dip to $50,000 in June? | 1.7% | $129,065 | neutral |
| crypto | Will Bitcoin dip to $57,500 in June? | 13.7% | $102,682 | neutral |
| crypto | Will Bitcoin reach $1,000,000 by December 31, 2026? | 1.4% | $98,634 | neutral |
| crypto | Will Ethereum reach $3,000 in June? | 0.4% | $93,733 | neutral |
| crypto | Will Ethereum reach $10,000 by December 31, 2026? | 1.6% | $90,591 | neutral |
| crypto | Will Bitcoin reach $200,000 by December 31, 2026? | 1.8% | $89,662 | neutral |
| crypto | Will Bitcoin dip to $50,000 by December 31, 2026? | 56.5% | $79,809 | neutral |
| crypto | Will Ethereum dip to $1,300 in June? | 3.2% | $64,840 | neutral |
| crypto | Will Ethereum reach $7,500 by December 31, 2026? | 2.6% | $64,182 | neutral |
| crypto | Ethereum all time high by December 31, 2026? | 6.0% | $63,000 | neutral |
| crypto | Will Bitcoin reach $160,000 by December 31, 2026? | 3.4% | $53,859 | neutral |
| crypto | Will Bitcoin dip to $30,000 by December 31, 2026? | 13.5% | $46,618 | neutral |
| crypto | Will Bitcoin dip to $60,000 June 15-21? | 1.9% | $37,839 | neutral |
| crypto | Will the price of Bitcoin be above $62,000 on June 21? | 97.5% | $30,945 | neutral |
| crypto | Ethereum all time high by September 30, 2026? | 2.9% | $28,240 | neutral |
| crypto | MicroStrategy sells any Bitcoin by May 31, 2026? | — | $— | neutral |
| crypto | MicroStrategy sells any Bitcoin in 2025? | — | $— | neutral |
| crypto | Will Bitcoin reach $150,000 by December 31, 2025? | — | $— | neutral |
| crypto | Will Bitcoin reach $250,000 by December 31, 2025? | — | $— | neutral |
| crypto | Will Bitcoin reach $200k in October? | — | $— | neutral |
| crypto | Will Bitcoin dip to $90k in May? | — | $— | neutral |
| crypto | Bitcoin above $97,000 on January 10? | — | $— | neutral |
| crypto | Will Bitcoin reach $140,000 by December 31, 2025? | — | $— | neutral |
| crypto | Will Ethereum reach $4,400 in February? | — | $— | neutral |
| crypto | Will Bitcoin reach $80,000 in April? | — | $— | neutral |
| crypto | Will Bitcoin reach $80,000 in March? | — | $— | neutral |
| crypto | Will Bitcoin dip to $70,000 by December 31, 2025? | — | $— | neutral |
| crypto | Will Bitcoin dip to $85,000 in January? | 100.0% | $— | neutral |
| crypto | Bitcoin above $105,000 on January 31? | 100.0% | $— | neutral |
| crypto | MicroStrategy sells any Bitcoin by June 30, 2026? | 100.0% | $— | neutral |
| crypto | Will Bitcoin reach $90,000 in December? | — | $— | neutral |
| crypto | Bitcoin above $97,000 on February 21? | 100.0% | $— | neutral |
| crypto | Will Ethereum hit $17,000 by December 31? | — | $— | neutral |
| crypto | Will Ethereum reach $4,000 in March? | — | $— | neutral |
| crypto | Will Bitcoin reach $90,000 in November? | 100.0% | $— | neutral |
| crypto | Will Bitcoin hit $100k again in 2024? | — | $— | neutral |
| crypto | Will Bitcoin reach $200,000 by March 31? | — | $— | neutral |
| crypto | Ethereum above $3,400 on January 24? | — | $— | neutral |
| crypto | Will Ethereum reach $3,750 in November? | — | $— | neutral |
| crypto | Will Bitcoin reach $130,000 in December? | — | $— | neutral |
| crypto | Will Trump say "crypto" or "Bitcoin" during his inauguration speech? | — | $— | neutral |
| crypto | Will Bitcoin dip to $50,000 by December 31, 2025? | — | $— | neutral |
| crypto | Ethereum above $3,400 on January 31? | 100.0% | $— | neutral |
| crypto | Will Bitcoin reach $125k in May? | — | $— | neutral |
| crypto | Will Bitcoin reach $90,000 in February? | — | $— | neutral |
| crypto | Will Bitcoin reach $80,000 in February? | — | $— | neutral |
| crypto | Will Bitcoin dip to $75,000 by February 28, 2025? | — | $— | neutral |
| crypto | Ethereum above $2,700 on February 21? | 100.0% | $— | neutral |
| crypto | Will Bitcoin reach $115k in May? | — | $— | neutral |
| crypto | Will Bitcoin hit $100k today? | — | $— | neutral |
| crypto | Will Bitcoin dip to $20,000 by December 31, 2025? | — | $— | neutral |
| crypto | Will Bitcoin dip to $60,000 in February? | 100.0% | $— | neutral |
| crypto | Will Bitcoin reach $110k in May? | 100.0% | $— | neutral |
| crypto | Will Bitcoin reach $150K in June? | — | $— | neutral |
| crypto | Will Bitcoin dip to $70,000 in May? | — | $— | neutral |
| crypto | Bitcoin all time high by March 31, 2026? | — | $— | neutral |
| crypto | Will Bitcoin reach $200,000 by January 31, 2025? | — | $— | neutral |
| crypto | Will Bitcoin reach $125K in July? | — | $— | neutral |
| crypto | Will Bitcoin reach $100,000 in February? | — | $— | neutral |
| crypto | Will Ethereum reach $8000 in October? | — | $— | neutral |
| crypto | Will the price of Bitcoin be greater than $109K on June 10? | 100.0% | $— | neutral |
| fed | Will the Fed decrease interest rates by 25 bps after the July 2026 mee | 1.1% | $298,043 | neutral |
| fed | Will 3 Fed rate cuts happen in 2026? | 1.1% | $207,163 | neutral |
| fed | Will 5 Fed rate cuts happen in 2026? | 0.4% | $177,610 | neutral |
| fed | Will 1 Fed rate cut happen in 2026? | 13.5% | $151,038 | neutral |
| fed | Will 4 Fed rate cuts happen in 2026? | 0.5% | $136,063 | neutral |
| fed | Will 2 Fed rate cuts happen in 2026? | 2.8% | $115,700 | neutral |
| fed | Fed rate cut by July 2026 meeting? | 1.6% | $94,292 | neutral |
| fed | Will there be no change in Fed interest rates after the September 2026 | 49.5% | $93,668 | neutral |
| fed | Jerome Powell federally charged by June 30? | 0.4% | $21,793 | neutral |
| fed | Fed decreases interest rates by 50+ bps after January 2026 meeting? | — | $— | neutral |
| fed | Fed increases interest rates by 25+ bps after January 2026 meeting? | — | $— | neutral |
| fed | Will the Fed increase interest rates by 25+ bps after the March 2026 m | — | $— | neutral |
| fed | Fed decreases interest rates by 50+ bps after December 2025 meeting? | — | $— | neutral |
| fed | Fed increases interest rates by 25+ bps after November 2024 meeting? | — | $— | neutral |
| fed | Fed increases interest rates by 25+ bps after December 2025 meeting? | — | $— | neutral |
| fed | Will Trump nominate Judy Shelton as the next Fed chair? | — | $— | neutral |
| fed | No change in Fed interest rates after January 2026 meeting? | 100.0% | $— | neutral |
| fed | Fed increases interest rates by 25+ bps after October 2025 meeting? | — | $— | neutral |
| fed | Fed decreases interest rates by 25 bps after January 2026 meeting? | — | $— | neutral |
| fed | Will the Fed decrease interest rates by 25 bps after the March 2026 me | — | $— | neutral |
| fed | Will there be no change in Fed interest rates after the April 2026 mee | 100.0% | $— | neutral |
| fed | Will the Fed increase interest rates by 25+ bps after the April 2026 m | — | $— | neutral |
| fed | No change in Fed interest rates after September 2025 meeting? | — | $— | neutral |
| fed | Fed increases interest rates by 25+ bps after September 2025 meeting? | — | $— | neutral |
| fed | Will the Fed decrease interest rates by 50+ bps after the April 2026 m | — | $— | neutral |
| fed | Will the Fed decrease interest rates by 25 bps after the April 2026 me | — | $— | neutral |
| fed | Will Trump nominate Kevin Warsh as the next Fed chair? | 100.0% | $— | neutral |
| fed | Will Trump nominate David Zervos as the next Fed chair? | — | $— | neutral |
| fed | Fed increases interest rates by 25+ bps after September 2024 meeting? | — | $— | neutral |
| fed | Fed decreases interest rates by 25 bps after March 2025 meeting? | — | $— | neutral |
| fed | No change in Fed interest rates after March 2025 meeting? | 100.0% | $— | neutral |
| fed | Fed decreases interest rates by 50 bps after November 2024 meeting? | — | $— | neutral |
| fed | Will Trump nominate David Malpass as the next Fed chair? | — | $— | neutral |
| fed | Fed decreases interest rates by 25 bps after November 2024 meeting? | 100.0% | $— | neutral |
| fed | Will Fed cut interest rates 2 times in 2024? | — | $— | neutral |
| fed | Will 8+ Fed rate cuts happen in 2025? | — | $— | neutral |
| iran | Will the Iranian regime fall by June 30? | 0.2% | $1,017,826 | neutral |
| iran | Strait of Hormuz traffic returns to normal by end of June? | 6.5% | $805,513 | neutral |
| iran | Will the U.S. invade Iran before 2027? | 13.5% | $315,594 | neutral |
| iran | Will Trump agree to Iranian transit fees in the Strait of Hormuz by Ju | 1.9% | $217,837 | neutral |
| iran | Strait of Hormuz traffic returns to normal by July 15? | 24.5% | $143,570 | neutral |
| iran | Israel x Iran permanent peace deal by July 31, 2026? | 9.5% | $114,246 | neutral |
| iran | Will Trump agree to Iranian enrichment of uranium by June 30? | 4.8% | $113,928 | neutral |
| iran | Will Reza Pahlavi enter Iran by December 31? | 6.5% | $110,068 | neutral |
| iran | US obtains Iranian enriched uranium by December 31? | 14.5% | $95,159 | neutral |
| iran | US x Iran diplomatic meeting by July 31, 2026? | 98.5% | $94,851 | neutral |
| iran | Iran agrees to surrender enriched uranium stockpile by December 31, 20 | 21.5% | $82,309 | neutral |
| iran | Will the next diplomatic US-Iran meeting be in Pakistan? | 0.2% | $77,670 | neutral |
| iran | Will the US officially declare war on Iran by December 31, 2026? | 4.5% | $72,084 | neutral |
| iran | Iran agrees to end enrichment of uranium by July 31? | 13.0% | $64,333 | neutral |
| iran | Will Mahmoud Ahmadinejad be head of state in Iran end of 2026? | 0.3% | $56,072 | neutral |
| iran | Will Abbas Araghchi be head of state in Iran end of 2026? | 0.8% | $55,132 | neutral |
| iran | Will Sadegh Mahsouli be head of state in Iran end of 2026? | 0.2% | $54,088 | neutral |
| iran | Will Steve Witkoff sign a U.S. x Iran deal by July 31? | 12.6% | $53,973 | neutral |
| iran | Will the next diplomatic US-Iran meeting be in Austria? | 0.1% | $51,755 | neutral |
| iran | Will Mustafa Hijri be head of state in Iran end of 2026? | 0.2% | $50,773 | neutral |
| iran | Will the next diplomatic US-Iran meeting be in another country? | 0.1% | $50,755 | neutral |
| iran | Will Ali Asghar Hejazi be head of state in Iran end of 2026? | 0.2% | $49,420 | neutral |
| iran | Israel x Hezbollah permanent peace deal by July 31, 2026? | 28.5% | $43,459 | neutral |
| iran | Will the next diplomatic US-Iran meeting be in Kazakhstan? | 0.1% | $43,372 | neutral |
| iran | Will the next diplomatic US-Iran meeting be in Turkey? | 0.1% | $38,469 | neutral |
| iran | US recognizes Reza Pahlavi as leader of Iran in 2026? | 4.5% | $34,932 | neutral |
| iran | Will 80 ships transit the Strait of Hormuz on any day by June 30, 2026 | 9.0% | $28,789 | neutral |
| iran | Naim Qassem out as Hezbollah’s secretary-general by June 30, 2026? | 2.9% | $28,374 | neutral |
| iran | Will the next diplomatic US-Iran meeting be in Italy? | 0.1% | $25,333 | neutral |
| iran | Will the next diplomatic US-Iran meeting be in the United States? | 0.1% | $25,171 | neutral |
| iran | Will Abbas Araghchi attend the US-Iran Signing Ceremony? | 19.5% | $24,010 | neutral |
| iran | Kurds declare independence from Iran? | 0.7% | $23,958 | neutral |
| iran | Will Israel reopen its embassy in Iran in 2026? | 5.4% | $22,611 | neutral |
| iran | Will Pete Hegseth enter Iran by June 30? | 0.4% | $13,655 | neutral |
| iran | Will the UK designate the IRGC a terrorist organization by June 30? | 0.9% | $2,745 | neutral |
| iran | US forces enter Iran by April 30? | 100.0% | $— | neutral |
| iran | US x Iran ceasefire extended by April 22, 2026? | — | $— | neutral |
| iran | US x Iran permanent peace deal by June 15, 2026? | 100.0% | $— | neutral |
| iran | US x Iran ceasefire by April 7? | 100.0% | $— | neutral |
| iran | Khamenei out as Supreme Leader of Iran by February 28? | 100.0% | $— | neutral |
| iran | Israel x Hezbollah ceasefire by April 18, 2026? | 100.0% | $— | neutral |
| iran | US strikes Iran by February 28, 2026? | 100.0% | $— | neutral |
| iran | US x Iran permanent peace deal by May 31, 2026? | — | $— | neutral |
| iran | US forces enter Iran by March 31? | — | $— | neutral |
| iran | Khamenei out as Supreme Leader of Iran by March 31? | 100.0% | $— | neutral |
| iran | Will the Iranian regime fall by March 31? | — | $— | neutral |
| iran | Strait of Hormuz traffic returns to normal by May 15? | — | $— | neutral |
| iran | US x Iran ceasefire by April 30? | 100.0% | $— | neutral |
| iran | US strikes Iran by February 9, 2026? | — | $— | neutral |
| iran | Major cyberattack on Iran in June? | 100.0% | $— | neutral |
| iran | Kharg Island no longer under Iranian control by April 30? | — | $— | neutral |
| iran | US strikes Iran by February 24, 2026? | — | $— | neutral |
| iran | Israel strikes Iran by January 31, 2026? | — | $— | neutral |
| iran | Iran closes its airspace by May 24? | — | $— | neutral |
| iran | US strikes Iran by February 13, 2026? | — | $— | neutral |
| iran | US strikes Iran by February 19, 2026? | — | $— | neutral |
| iran | US announces new Iran agreement/ceasefire extension by June 13? | — | $— | neutral |
| iran | Iran closes its airspace by May 31? | — | $— | neutral |
| iran | Will Reza Pahlavi enter Iran by March 31? | — | $— | neutral |
| iran | US strikes Iran by January 16, 2026? | — | $— | neutral |
| iran | Kharg Island no longer under Iranian control by April 15? | — | $— | neutral |
| iran | Will US or Israel strike Iran by January 31, 2026? | — | $— | neutral |
| iran | Will Iran close the Strait of Hormuz before July? | — | $— | neutral |
| iran | Will the Iran ceasefire continue through May 25? | — | $— | neutral |
| iran | Iran Strike on Israel by February 28? | 100.0% | $— | neutral |
| iran | Will the Iranian regime fall in 2025? | — | $— | neutral |
| iran | Iran leadership change by April 30? | — | $— | neutral |
| iran | Israel nuclear weapon use against Iran by January 31? | — | $— | neutral |
| iran | France, UK, or Germany military action against Iran by March 31? | — | $— | neutral |
| iran | Trump announces end of military operations against Iran by April 21st? | — | $— | neutral |
| iran | Iran closes its airspace by June 15? | 100.0% | $— | neutral |
| iran | US strikes Iran by February 16, 2026? | — | $— | neutral |
| iran | US x Iran diplomatic meeting by May 31, 2026? | — | $— | neutral |
| iran | Will another country strike Iran by March 31? | — | $— | neutral |
| iran | Iran closes its airspace by May 27? | — | $— | neutral |
| iran | Israel military action against Iran by Friday? | 100.0% | $— | neutral |
| iran | US announces new Iran agreement/ceasefire extension by June 30? | 100.0% | $— | neutral |
| recession | US recession by end of 2026? | 12.5% | $31,321 | neutral |
| recession | Will China’s 2026 annual GDP growth (Y/Y) be between 4.0% and 5.0%? | 77.0% | $10,399 | neutral |
| russia | Russia x Ukraine ceasefire agreement by June 30, 2026? | 1.8% | $105,456 | neutral |
| russia | Russia x Ukraine ceasefire agreement by December 31, 2026? | 47.0% | $104,735 | neutral |
| russia | Will Rodina gain the most seats in the next Russian parliamentary elec | 0.2% | $97,314 | neutral |
| russia | Russia x Ukraine ceasefire by December 31, 2026? | 30.5% | $92,195 | neutral |
| russia | Will Volodymyr Zelenskyy win the Nobel Peace Prize in 2026? | 10.3% | $69,398 | neutral |
| russia | Will Trump and Putin meet next in China? | 0.1% | $69,218 | neutral |
| russia | Will New People (NL) gain the most seats in the next Russian parliamen | 33.9% | $66,356 | neutral |
| russia | Russia x Ukraine ceasefire agreement by October 31, 2026? | 30.5% | $64,945 | neutral |
| russia | Will Russia capture Kostyantynivka by December 31, 2026? | 93.0% | $62,367 | neutral |
| russia | Will Russia capture Sloviansk by June 30? | 0.8% | $48,809 | neutral |
| russia | Will United Russia (ER) win the most seats in the next Russian parliam | 96.2% | $48,602 | neutral |
| russia | Will Russia invade another country in 2026? | 8.5% | $46,867 | neutral |
| russia | US x Russia military clash by June 30, 2026? | 0.7% | $38,840 | neutral |
| russia | Will the Liberal Democratic Party of Russia (LDPR) win the most seats | 0.2% | $37,400 | neutral |
| russia | Will Ukraine agree to cede territory to Russia before 2027? | 14.5% | $34,742 | neutral |
| russia | Will Russia enter Dopropillia by June 30? | 3.5% | $33,714 | neutral |
| russia | Will A Just Russia – For Truth (SRZP) win the most seats in the next R | 0.2% | $32,671 | neutral |
| russia | Will any country leave NATO by December 31, 2026? | 4.7% | $23,402 | neutral |
| russia | Will Trump and Putin meet next in Australia? | 0.1% | $22,641 | neutral |
| russia | Will Trump and Putin meet next in another country? | 0.1% | $19,894 | neutral |
| russia | Ukraine election called by June 30, 2026? | 0.8% | $18,014 | neutral |
| russia | Will Russia enter Kramatorsk by June 30? | 0.9% | $15,346 | neutral |
| russia | Will Trump and Putin meet next in Ukraine? | 0.1% | $14,817 | neutral |
| russia | Will Zelenskyy and Putin meet next in Russia before 2027? | 0.7% | $14,401 | neutral |
| russia | Will Zelenskyy and Putin meet next in Kazakhstan before 2027? | 0.6% | $14,128 | neutral |
| russia | Will Trump and Putin meet next in Finland? | 0.1% | $13,362 | neutral |
| russia | Will Zelenskyy and Putin meet next in Belarus before 2027? | 0.7% | $13,331 | neutral |
| russia | Will Trump and Putin meet next in Switzerland? | 0.1% | $10,977 | neutral |
| russia | U.S. agrees to give Ukraine security guarantee by June 30? | 0.7% | $8,665 | neutral |
| russia | European country agrees to give Ukraine security guarantee by June 30? | 1.1% | $7,763 | neutral |
| russia | Will Russia enter Kherson by June 30? | 0.2% | $7,285 | neutral |
| russia | Will Russia capture Kostyantynivka by June 30? | 26.4% | $7,174 | neutral |
| russia | Russia x Ukraine Peace Parlay | 15.5% | $6,849 | neutral |
| russia | Russia x Ukraine ceasefire by May 31, 2026? | 100.0% | $— | neutral |
| russia | Russia x Ukraine ceasefire in 2025? | — | $— | neutral |
| russia | Russia x Ukraine ceasefire by June 30, 2026? | 100.0% | $— | neutral |
| russia | Russia x Ukraine ceasefire before July? | — | $— | neutral |
| russia | Russia x Ukraine ceasefire before October? | — | $— | neutral |
| russia | Russia x Ukraine ceasefire by November 30? | — | $— | neutral |
| russia | Will Ukraine win Eurovision 2026? | — | $— | neutral |
| shutdown | US government shutdown Saturday? | 100.0% | $— | neutral |
| shutdown | Will the Government shutdown end November 12-15? | 100.0% | $— | neutral |
| shutdown | Will the government shutdown last 5 days or more? | — | $— | neutral |
| tariffs | U.S. agrees to a new trade deal with "Pakistan" before 2027? | 9.5% | $10,896 | neutral |
| tariffs | Supreme Court rules in favor of Trump's tariffs? | — | $— | neutral |