SimpleFunctions

Prediction Market Index.

SF Index v2 by SimpleFunctions

Live volatility, geo risk, breadth, and activity across the prediction market tape.

The Prediction Market Index is a four-gauge market-wide state vector built from Kalshi and Polymarket. Disagreement is per-ticker realized volatility; geo risk is a curated geopolitical basket; breadth is up/down skew; activity is tape-wide percentile. One wake signal for agents, one monitor pane for desks. JSON API with 7-day history. Refreshed every 15 minutes.

Live history

Computed every 15 minutes. SF Index v2 history starts 2026-04-09.

Prediction market volatility, geo risk, breadth, activity.

Four gauges, each computed from a different slice of the prediction market tape. Disagreement is the prediction-market volatility component; the other three describe risk direction, move skew, and tape activity. Read together they describe regime; read individually they describe pressure points.

Disagreement

0–100

Median per-ticker realized volatility over the last hour. The prediction market volatility component of the index. High readings = consensus unsettled, contracts repricing quickly.

Geo Risk

0–100

Theater-equal weighted curated geopolitical basket. High readings = risk-signed contracts moving toward worse outcomes.

Breadth

−1 … +1

Up/down skew of markets with absolute 24h net delta ≥ 10¢. Positive = tape moving up; negative = tape moving down.

Activity

0–100

Percentile rank against trailing 30-day rolling windows. 50 is normal; >80 is an unusually active prediction market tape.

How agents use the index

Four numbers are a cheap wake signal. An agent on a 30-minute loop polls the index, decides whether the market state has shifted enough to refresh the full world, and saves tokens when nothing meaningful has moved.

How institutions use the index

A market-wide monitor for event risk and repricing pressure. Sits next to a VIX panel or a macro screen, not as a substitute. Hedging desks use it as a pre-screen before deciding which prediction-market contracts deserve attention.

How it differs from a stock index or volatility index

PropertyS&P 500 / equity indexVIX / volatility indexSF Prediction Market Index

Underlying

Listed equity weights

SPX option implied vol

Event contract prices and movement

Update cadence

Realtime tick

Realtime tick

15-minute snapshot

Tradable?

Yes (futures, ETFs, derivatives)

Yes (VIX futures, options)

No — informational only

What it tells you

Equity beta direction

Forward equity volatility

Event repricing, geo risk, breadth, activity

Useful for

Equity exposure

Vol regime detection

Event-driven monitoring, agent wake signal

API access

Two endpoints. Both public, no auth, JSON. Latest snapshot is computed every 15 minutes; history endpoint serves snapshots since SF Index v2 launched 2026-04-09.

LatestJSON
curl https://simplefunctions.dev/api/public/index
HistoryJSON
curl https://simplefunctions.dev/api/public/index/history?days=7

JSON schema

FieldTypeRangeMeaning
disagreementnumber/null0–100

Median realized repricing across markets

breadthnumber/null−1 … +1

Up/down skew of large 24h moves

geoRisknumber/null0–100

Curated geopolitical risk basket

activitynumber/null0–100

Market-wide activity percentile

componentsobject/nullmixed

Component details from the underlying computation

timestampstringISO datetime

Snapshot computation time

dataStartDatestringdate

SF Index v2 history start (2026-04-09)

nextActionsobjectURLs

Suggested drill-down endpoints

Example response

Compact, four numbers, timestamp, and pointers to the related world state and history endpoints. Example values shown — call the API for live values.

GET /api/public/indexJSON
{
  "disagreement": 52,
  "breadth": 0.32,
  "geoRisk": 31,
  "activity": 57,
  "timestamp": "2026-04-30T01:45:00.061Z",
  "dataStartDate": "2026-04-09",
  "nextActions": {
    "drill": [
      { "method": "GET", "url": "https://simplefunctions.dev/api/public/index/history?days=7" }
    ],
    "related": [
      { "method": "GET", "url": "https://simplefunctions.dev/api/agent/world?format=json" }
    ]
  }
}

FAQ

What is a prediction market index?

A prediction market index is a combined signal built from many prediction markets at once. Instead of reading one contract at a time, it summarizes broad repricing, risk, breadth, and activity across the market tape.

What is the SF Index?

The SF Index is the SimpleFunctions Prediction Market Index. It reports four gauges — disagreement, geo risk, breadth, and activity — computed every 15 minutes from Kalshi and Polymarket data.

Which markets are included in the index?

Active Kalshi and Polymarket contracts that meet liquidity and movement thresholds. Sports, weather, and very thinly traded markets are filtered out. The geo-risk basket is a curated set of geopolitical contracts weighted by theater.

How often is the index updated?

Every 15 minutes. The latest value is at /api/public/index and historical snapshots are at /api/public/index/history. SF Index v2 history starts 2026-04-09.

What does disagreement mean?

Disagreement (0–100) is the median per-ticker realized volatility over the last hour across qualifying markets. Higher means contracts are repricing quickly and consensus is unsettled.

Is this a prediction market volatility index?

Effectively yes for the disagreement gauge — it is a per-ticker realized volatility median across the prediction market tape. The other three gauges (geo risk, breadth, activity) capture risk direction, move skew, and tape activity. Together they give a richer regime read than a single volatility number.

How is the SF Index different from VIX or a stock volatility index?

VIX is implied volatility from S&P 500 options. The Prediction Market Index is realized movement and risk across event contracts on Kalshi and Polymarket. Different underlying, different cadence (15 minutes vs tick), and the SF Index is informational only — not tradable.

What does geo risk mean?

Geo Risk (0–100) is a theater-equal-weighted basket index over curated geopolitical contracts. Higher means risk-signed conflict and geopolitical contracts are moving toward worse outcomes.

What does breadth mean?

Breadth (−1 to +1) is the up/down skew of markets with absolute 24-hour net delta of at least 10 cents. Positive breadth means large moves are broadly upward; negative breadth means the tape is moving down.

What does activity mean?

Activity (0–100) is a percentile rank against trailing 30-day rolling windows. 50 is normal; readings above 80 mean an unusually active prediction-market tape.

Can AI agents use the index?

Yes. Agents can use the four numbers as a wake signal before fetching the full world state. Rising disagreement or activity tells an agent the market state has changed enough to re-check context.

Is the SF Index a tradable product?

No. The SF Index is an informational index and API, not a tradable fund, token, derivative, ETF, or investment product. It is also not equivalent to VIX or to a stock index.

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