SimpleFunctions

Before 2029 · KXNEWCITY-29

Before 2029 is priced at 35¢ on Kalshi. Current book: 35¢ bid, 40¢ ask, 5¢ spread. This page tracks a standalone prediction-market contract.

Price history

35¢ current

30¢35¢40¢
May 9, 2026Jun 4, 2026

Contract brief

If a new city is created or chartered on federal land after Issuance and before Jan 20, 2029, then the market resolves to Yes.

Outcome

Before 2029

Rank

Standalone

Leader

Range

Family volume

$0

Identifier

KXNEWCITY-29

Jun 5, 2026, 5:38 PM UTC · 8m ago

Implied probability

35¢
Latest venue quote
Jun 5, 2026, 5:38 PM UTC · 8m ago

Bid

35¢

Ask

40¢

Spread

Reported volume

$5K

Family rank

Standalone

Standalone contract

Closes

Jan 20, 2029

Family volume

$0

Orderbook snapshot

35 / 40¢

Kalshi
5¢ spread
BidSize
35¢100
33¢350
18¢200
10¢1
9¢60
AskSize
40¢33
43¢100
44¢200
88¢1.0K
89¢402

Contract terms

What resolves this market.

YES condition

If a new city is created or chartered on federal land after Issuance and before Jan 20, 2029, then the market resolves to Yes.

Venue

Kalshi

Closes

Jan 20, 2029

Identifier

KXNEWCITY-29

SF Signal
SF Index
35.31
Regime
neutral

Event family

KXNEWCITY-29.

The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.

Total volume

$0

Outcomes

1

Highest price

Before 2029 35¢

Current share

Indicators

Yield, cliff risk, volatility, and regime.

Regime

neutral

Score

0.5

Full indicator table

70.6%
20.5%
Adj IY
35%
2

Odds pages

Related prediction questions

Browse odds

Related readings

Matched from SimpleFunctions blog, opinions, technical guides, concepts, and learn pages.

Browse library
Blogmarkets

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.

Blogmarkets

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.

Technicalguide

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.

Opinionanalysis

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.

Blogmacro

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.

Opinionanalysis

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.

Open index

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.