Will the 10-year Treasury yield dip below 3.0% before 2027?

US Recession 2025? What 1% Prediction Market Odds Get Right—and Wrong—About the Cycle

Prediction markets put 2025 US recession odds near 1%, while yield curves, economic indicators, and institutional forecasts point to much higher risk. This deep dive compares market pricing to historical base rates, Federal Reserve policy, and forecasting models to see if investors are underpricing recession risk.

Yield Curve (Prediction Markets)

A prediction-market yield curve plots implied yield against τ-days across all sibling contracts in an event family. Borrowed from bond desks, enabled by cycle clustering.

Maker / Taker Regime in Prediction Markets: How to Read the Orderbook State

Three regime states (maker-dominated, taker-dominated, neutral) and how to read which one a Kalshi or Polymarket contract is in. Strategy follows regime, not thesis.

Implied Yield vs Raw Probability: Why Bond-Adjacent Prediction Markets Need a Different Lens

Why fixed-income-adjacent prediction-market contracts need to be priced in implied yield, not raw probability, with two real Kalshi Fed-decision contracts as a case study.

Gavin Newsom December 2025: How California’s Governor Is Shaping the 2028 Presidential Odds

In-depth look at Gavin Newsom’s status in December 2025, his California record, and what prediction markets are signaling about his 2028 presidential chances.

Prediction market liquidity: why depth matters more than volume for serious traders

Why orderbook depth matters more than volume for prediction market traders. Real Kalshi examples, liquidity scoring framework, and how to avoid slippage.