Mispricd
Menu
The weekly scorecard · Kalshi temperature ladders

How the price did, week by week.

The settled record of Kalshi's temperature ladders, week by week: the favorite-longshot bias, bought at the ask that was actually there plus the fee, and the dead brackets, with the queue at one cent and any stale bid.

loading the scorecard…

Hypothetical results · the favourite tilesThese results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

The favorite rule at the real ask

Per contract, week by week

cents a contract at the ask plus the fee, settled entries only
the numbers
source: scorecard_weeks, refreshed hourly

One simulated trade per market: Yes at the ask that was resting the first time the midpoint sits between 65c and 90c, plus Kalshi's taker fee, held to settlement. "Day before" is the day-ahead entry, the leg that made +6.1c a contract over 47 days of history; "same day" is the intraday one. Size is the contracts resting at that ask when the rule entered, which is the capacity a reader would have found.

Hypothetical results · the favorite rule, the chart and the tableThese results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
week ofenteredentriessettledpaidmean askper contractmedian size at ask$ a week at the ask
reading…

How "per contract" is computed

per contract = mean of (1 − ask − fee) on winners and (−ask − fee) on losers, in cents; only settled entries count; a week with under 20 settled entries is shown but cannot decide anything.

The dead brackets

A bracket is dead once the station's confirmed running extreme has cleared it by a full degree. The logger reads its order book every pass: the Yes asks resting at one cent, which is the queue a new seller would stand behind, and whether any Yes bid at 3c or better is still resting on it. Brackets called dead that settled Yes anyway are the observation feed's error rate, live.

week ofdead bracketsbook readsmedian at 1creads with no askreads with a stale bidsettled Yes anyway
reading…

the record begins with the robot's first read on 2026-09-18, so the week of Sep 14 holds only Sep 18–20.

Where the numbers come from

The ladder logger (agents/kalshi_ladder_logger.py) writes every read to the database; scorecard_views.sql scores the weeks from those reads and the outcomes every hour, and retention.sql copies each week into a permanent table and freezes it once its raw rows leave the rolling window (method), so the record outlives the rows it was computed from. The same rows are scored offline by agents/exp_favorites.py and agents/exp_queue.py with day-clustered confidence intervals, which this page does not compute; the pieces and the calls carry those.