The favorite rule at the real ask
One trade per market: buy Yes the first time the midpoint sits between 65c and 90c, at the ask that was resting, plus Kalshi's taker fee, held to settlement. "Day before" is the day-ahead entry, the leg that made +6.1c a contract over 47 days of history; "same day" is the intraday one. Size is the contracts resting at that ask when the rule entered, which is the capacity a reader would have found.
| week of | entered | entries | settled | paid | mean ask | per contract | median size at ask | $ a week at the ask |
|---|
per contract = mean of (1 − ask − fee) on winners and (−ask − fee) on losers, in cents; only settled entries count; a week with under 20 settled entries is shown but cannot decide anything.
The dead brackets
A bracket is dead once the station's confirmed running extreme has cleared it by a full degree. The logger reads its order book every pass: the Yes asks resting at one cent, which is the queue a new seller would stand behind, and any Yes bid at 3c or better, which is a stale bid somebody could sell into. Brackets called dead that settled Yes anyway are the observation feed's error rate, live.
| week of | dead brackets | book reads | median at 1c | reads with no ask | reads with a stale bid | settled Yes anyway |
|---|
the dead-bracket record begins 2026-09-16; earlier weeks show the favorite rule only.
Where the numbers come from
The ladder logger (agents/kalshi_ladder_logger.py) writes every read to the database; scorecard_views.sql builds this table as a materialized view over the settled reads and the outcomes, refreshed every fifteen minutes. The same rows are scored offline by agents/exp_favorites.py and agents/exp_queue.py with day-clustered confidence intervals, which this page does not compute; the pieces and the calls carry those.