Will there be more than 175 tornadoes in April
Leader sits at 89% across 12 bound outcomes, runner-up at 71%. This is a winner-take-all market — the headline is the leader’s price, not an arithmetic mean.
Leader probability
Above 375
Outcomes
12
winner-take-all
Runner-up
71¢
Above 400
Spread
18pp
contested
24h volume
$3K
modest
Closes
Aug 1, 2026
37 days
Venue
Kalshi
12 bound
30-day trend
Bracket family
How the bracket ladder is priced.
Each row is one outcome on the venue. Sorted by 24h volume — the heaviest book is at the top.
Cluster 1
Will there be more than
Will there be more than 425 tornadoes in June?: Above 425
KXTORNADO-26JUN-425
Will there be more than 400 tornadoes in June?: Above 400
KXTORNADO-26JUN-400
Will there be more than 375 tornadoes in June?: Above 375
KXTORNADO-26JUN-375
Will there be more than 150 tornadoes in July?: Above 150
KXTORNADO-26JUL-150
Will there be more than 200 tornadoes in July?: Above 200
KXTORNADO-26JUL-200
Will there be more than 50 tornadoes in July?: Above 50
KXTORNADO-26JUL-50
Will there be more than 100 tornadoes in July?: Above 100
KXTORNADO-26JUL-100
Will there be more than 175 tornadoes in July?: Above 175
KXTORNADO-26JUL-175
Will there be more than 125 tornadoes in July?: Above 125
KXTORNADO-26JUL-125
Will there be more than 250 tornadoes in July?: Above 250
KXTORNADO-26JUL-250
Will there be more than 225 tornadoes in July?: Above 225
KXTORNADO-26JUL-225
Will there be more than 75 tornadoes in July?: Above 75
KXTORNADO-26JUL-75
Analysis
This contract resolves based on whether April 2026 will record more than 175 tornado events in the United States. The 97% probability reflects historical tornado frequency data and seasonal patterns; April is typically the second-most active tornado month after May, with average counts often exceeding this threshold. The probability would move downward if April weather patterns prove unusually stable or atmospheric conditions fail to support tornado development. Resolution will depend on official preliminary tornado counts released by the Storm Data division of the National Weather Service, typically available within weeks after month-end. The single largest factor determining outcome is spring atmospheric conditions during April—specifically the frequency and intensity of severe weather systems moving through tornado alley.
- ›Historical April tornado averages in the U.S. typically range from 80–120 events, meaning 175 is well above the median but achievable in active seasons
- ›Spring 2026 sea-surface temperature patterns and upper-level atmospheric conditions will determine tornado-supporting weather system frequency during April
- ›The National Weather Service Storm Data database provides the official tornado count; preliminary April data becomes available in early May with possible adjustments through mid-year
- ›An exceptionally dry or stable atmospheric pattern in April would reduce severe weather system development and lower tornado likelihood
- ›El Niño or La Niña conditions and the North Atlantic Oscillation phase influence spring severe weather frequency and intensity across the tornado belt
What moved the line
- Jun 25Above 375↑25pp61→86¢ · Kalshi
- Jun 22Above 150↑15pp8→23¢ · Kalshi
- Jun 23Above 150↑8pp23→31¢ · Kalshi
- Jun 25Above 425↑5pp34→39¢ · Kalshi
- Jun 25Above 150↑3pp31→34¢ · Kalshi
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These markets stopped trading. Last odds and any captured outcome are shown above — full settlement detail lives at the venue.
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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.
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