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Daily US Global Rates Portfolio Archive Method
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Today's macro snapshot
Key indicators — Jul 22, 2026
Brent Crude
~$92
5-week high (from <$72 early July) — 20% Hormuz toll + ongoing strikes; the book's master variable
10Y Treasury
4.592%
~21bp from pos-017's 4.80 touch — oil is pure term-premium fuel now; FV raised to 42
Fed Hike 2026 (pos-010)
60.5%
+$20 MTM, best since entry; July-hike market rebounded 6.6 → 14.5c on the oil channel
Japan CPI (correction)
Was Jul 18
Our 'Jul 22' flag was off — June national print already landed (cooled, sub-2%). BoJ Jul 31 is the live event
pos-018 (GDP)
23.5c
Eased on thin volume; GDPNow ~1.7 unchanged. BEA advance Jul 30 — no chase, no panic
Book
+$57.85
Fresh unrealized high; 5 of 6 green three sessions from the crescendo
How it works
A three-step process, run daily

Each morning, we run the same systematic process across all US macro Polymarket markets. No discretion. Every gap is documented.

1
Screen the markets
We extract 10+ US macro Polymarket markets daily — inflation, unemployment, Fed rate, recession — and retrieve the current YES contract price, expiry date, and exact resolution clause.
2
Estimate fair value
For each market we build an independent probability estimate from official sources: BLS releases, the Philadelphia Fed Survey of Professional Forecasters, Cleveland Fed inflation nowcasting, and CME FedWatch implied probabilities. The gap between market price and our estimate is the signal.
3
Size with Kelly Criterion
Opportunities ranked by gap (≥10pp threshold) and conviction score (1–10). Stakes are sized with a half-Kelly formula, adjusted for liquidity (high/medium/low) and confidence multipliers, then normalized to a $1,000 total portfolio budget.
Today's top opportunity
Highest-ranked market mispricing

Updated each morning. All positions tracked live via Polymarket API.

Jul 22, 2026 · Rank #1 · Confidence 6/10
10Y Treasury Touches 4.8% Before 2027
Twelve days ago this was a $25 lottery ticket at 16.5c that 'shouldn't be working.' Today the 10Y is 21bp from the touch, Brent is at a five-week high, and a 20% shipping tax is manufacturing exactly the term-premium the contract needs. We raise FV to 42 — the war engine alone now justifies it, before the Fed engine even fires next Wednesday.
+15pp
Gap vs fair value
View full analysis with all 5 ranked opportunities → Browse the full archive →
Data sources
Official data only — no guesswork

Every fair value estimate is built exclusively from government publications and institutional forecasts. No paid data. No proprietary models.

BLS — Bureau of Labor Statistics
bls.gov →
Federal Reserve / FOMC
federalreserve.gov →
Philadelphia Fed — SPF
philadelphiafed.org →
Cleveland Fed — Nowcasting
clevelandfed.org →
NY Fed — DSGE Model
newyorkfed.org →
BEA — GDP & PCE
bea.gov →
Polymarket Gamma API
polymarket.com →
CME FedWatch Tool
cmegroup.com →
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10 markets screened · 5 ranked opportunities · Live portfolio tracking

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