● Live
Daily US Global Rates Portfolio Archive Method
Key indicators — Sep 9, 2026
10Y Treasury, PRIMARY SOURCE
4.80% on 09/08
Treasury daily par yield curve: 09/01 4.79, 09/02 4.79, 09/03 4.77, 09/04 4.78, 09/08 4.80. No 09/07 row - Labor Day, exactly as we corrected yesterday. The 4.80% touch is printed, not inferred.
pos-017: the gate's final bill
$42.91
Polymarket's 4.8%-touch market resolved YES 2026-09-08 22:21:34 UTC. Our 151.5152 shares pay $151.52; we took $108.61 on Sep 1 at a volume-weighted 71.69c. Correct process, published trigger, clean fills, and it cost $42.91.
The retired model was right here
76.8 vs a 67.5 market
The barrier model's last live reading on this contract (Aug 31) beat the market and the contract resolved at 100. It stays retired - five consecutive consistency failures are not undone by one hit - but we will not call the retirement vindicated.
BET CLOSED - pos-011
sold 40.11c, +$4.49
Not on a gate. Sold because we proved our own published fair value for it was a restatement of the market price, and the first independent pricing we could build sits at or below the bid across the whole correlation range.
Fed Sept: our best anchor vs the market
62.8% vs a 53c ask
+9.8pp, under the 10-point bar - and the anchor is a third-party futures dashboard. CME FedWatch itself was unreachable this session (JS widget, API 502/404); press citations of it over Sep 7-8 run 52%, 56%, 57%, 58.7%. NO TRADE.
Oil is still the macro story
Brent $99.44, +1.55%
US forces destroyed five Iranian crude tankers Tuesday; Houthi strikes hit Saudi energy sites with 70+ civilians injured. Goldman flags a rising probability of Brent above $120. This is what is putting the 10-year at 4.80%.
Book
1 open, $100 staked, total P&L unchanged
+$20.20 unrealised, +$743.25 realised, +$763.45 total - identical to yesterday to the cent, because pos-011's $4.49 realised replaced its $4.66 mark while pos-004 gained $0.17 of depth. Record 19/22. Cash 94.3%.
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1
Screen the markets
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2
Estimate fair value
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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.
Highest-ranked market mispricing

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

Sep 9, 2026 · Rank #1 · Confidence 10/10
The gate resolved. It cost $42.91 and the model we retired was right.
The 10-year Treasury printed 4.80% on September 8 on the Treasury's own daily par yield curve, and Polymarket's 4.8%-touch contract closed and resolved YES at 22:21 UTC. We have been carrying a line about this every single session since September 1, when we sold the position on a 66c-bid gate that had been published continuously since August 20. The arithmetic is final now. 151.5152 shares from a $25 stake at 16.5c. We took $108.61 at a volume-weighted 71.69c. At resolution the shares pay $151.52. THE GATE COST $42.91, which is 172% of the original stake, against an $83.61 gain that still stands as the second-largest winner this book has produced. We are not revising the verdict: the trigger was written in public before it fired, every one of the five fills cleared above it, and a book that moves its gates when they hurt has no gates. But the honest headline is not 'process worked'. It is 'process worked and here is the invoice'. THE SECOND HALF IS WORSE AND WE ARE PUTTING IT IN THE SAME ENTRY RATHER THAN BURYING IT. On August 31 the barrier model - the one we retired on September 1 after five consecutive failures of its 5.00% consistency cross-check - priced this contract at 76.8 against a 67.5 market. It resolved at 100. On the last live question it was asked, the model we threw away was closer to the truth than the market was, and it was telling us to hold what the gate told us to sell. We are not reinstating it. A model that fails five straight cross-checks is not redeemed by one correct directional call, and the retirement was decided on a pre-commitment written before we knew this outcome, which is the only kind of rule worth having. What we are refusing to do is let the retirement stand in the record as costless.
0pp
Gap vs fair value
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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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