Before his term ends · KXTRUMPRESIGN
Before his term ends is priced at 18¢ on Kalshi. Current book: 19¢ bid, 20¢ ask, 1¢ spread. This page tracks a standalone prediction-market contract.
Price history
18¢ current
−5¢Contract brief
If the President of the United States elected for the 2025-2029 term resigns the office, then the market resolves to Yes.
Outcome
Before his term ends
Rank
Standalone
Leader
—
Range
—
Family volume
$92
Identifier
KXTRUMPRESIGN
Jul 23, 2026, 4:08 AM UTC · 30m ago
Implied probability
Bid
19¢
Ask
20¢
Spread
1¢
24h volume
$92
Family rank
Standalone
Standalone contract
Closes
Jan 21, 2029
Family volume
$92
Orderbook snapshot
19 / 20¢
Contract terms
What resolves this market.
YES condition
If the President of the United States elected for the 2025-2029 term resigns the office, then the market resolves to Yes.
Venue
Kalshi
Closes
Jan 21, 2029
Identifier
KXTRUMPRESIGN
Event family
KXTRUMPRESIGN.
The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.
Total volume
$92
Outcomes
1
Highest price
Before his term ends 19¢
Current share
100%
Before his term ends
kalshi · KXTRUMPRESIGN
Indicators
Yield, cliff risk, volatility, and regime.
Regime
neutral
Score
0.409
Observability
medium
Event type
political
Related readings
Matched from SimpleFunctions blog, opinions, technical guides, concepts, and learn pages.
Kalshi vs Polymarket: Which Prediction Market Should You Trade?
In-depth comparison of Kalshi and Polymarket for prediction market traders. Regulatory structure, liquidity, fees, API tooling, and cross-venue trading with SimpleFunctions.
Prediction Market Orderbook Analysis: Reading Depth, Spread, and Liquidity
How to read prediction market orderbooks. Binary settlement, spread-as-percentage, depth asymmetry, executable edge calculation, and cross-venue arbitrage analysis.
Kalshi vs Polymarket: A Developer's Comparison of APIs, Orderbooks, and Liquidity
Data-driven comparison of Kalshi and Polymarket APIs, orderbooks, rate limits, and liquidity. Code examples for building on both prediction markets.
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.
Liquidity Availability Is the Real Edge in Prediction Markets
Implied yield, cliff risk, and overround all describe what to trade. Liquidity Availability Score describes whether the orderbook can absorb the trade. Why LAS is the indicator that decides who actually books P&L.
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.
SimpleFunctions context
Index, screen, query, and monitor.
Prediction Market Index
Market-wide volatility, geo risk, breadth, and activity around this contract.
Market Screener
Filter adjacent contracts by volume, expiry, IY, CRI, venue, and theme.
Event Probability API
Read 18% as a structured event probability object for agents and apps.
Realtime Data API
Prices, orderbooks, movement, heat, and liquidity indicators across venues.
World State API
Compact market-aware context packets for agent sessions and scheduled refresh.
Hedging Workflows
Map a thesis or exposure to candidate event markets and monitoring paths.
How we compute these odds
SimpleFunctions aggregates live prediction-market contracts from Kalshi and Polymarket. Each slug groups contracts that resolve on the same underlying event, identified by venue event_id.
For binary slugs, the headline probability is the liquidity-weighted mid-price across all bound contracts. For multi-outcome slugs (e.g. elections with 3+ candidates), the headline is the leader’s price; we never arithmetically average disjoint outcomes — that would produce a number with no real-world meaning.
Snapshots refresh every 5 minutes during market hours; daily aggregates are computed at 04:00 UTC. The 30-day sparkline is drawn from per-ticker daily means stored in market_indicator_daily; 24h delta and movement events are derived from the same source.