01
What can I actually buy at?
Never the last trade. YES is priced at the live ask, NO at 100¢ minus the bid — and edge is measured only after the estimated venue fee and order-book slippage.
Read this slowly
Look at the price.
Now look at what it isn't telling you.
Every contract on Kalshi and Polymarket whispers a number. Thirty-four cents. Sixty-one cents. And somewhere between that number and the truth is a gap — quiet, measurable, waiting for someone patient enough to see it.
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You've felt it before. You open the board. A contract catches your eye. You think that's too cheap — and then you think or is it?
And the longer you look, the louder the noise gets. The headlines. The momentum. The crowd buying longshots like lottery tickets.
So let the noise go quiet for a moment.
Imagine instead that every market came with one calm sentence: which side, the most you should pay, and how much.
Nothing more. Nothing to chase.
That sentence already exists. It's called the call.
One number at a time
Not a tip. A ceiling.
Pricedger scans live contracts on Kalshi, Polymarket US and Polymarket Global, prices a fair probability with a quantitative model and an AI deep dive, and hands you one signal. A side. A maximum entry. A standardized allocation.
Above the ceiling, you wait. Below it, you decide. Either way, you're no longer guessing.
The callExample output
Side
BUY YES
Max entry
34¢
Model edge
+7¢
Allocation
2.4%
Read-only by design. Pricedger never places orders or moves funds — you place any trade yourself.
Model v3.0
Six quiet questions, asked of every market.
Before a single call is published, the model works through the same sequence. Each answer narrows the next. By the end, what's left is a number you can defend.
02
What is the crowd overpaying for?
Cheap longshots carry a lottery premium. A category-specific favorite–longshot adjustment trims it, alongside momentum, drift and order-book pressure.
03
Do the models agree?
The Visible Ensemble uses the median with three or more estimates, or the average of two. When they split by 15 points or more, sizing is guarded and you're warned.
04
Is it really the same bet elsewhere?
Cross-venue matches get a 0–100 contract-equivalence score across thresholds, dates, resolution source and time zone. Below 40, the other price is ignored.
05
Where is the big money leaning?
Whale Watch tracks block trades from $5,000 up. Smart Money Divergence flags when heavy buying on one side isn't yet reflected in the price.
06
How much — and no more?
Quarter-Kelly paper sizing, capped at 25% of a model bankroll, with concentration limits per market type and per event.
Not a feeling.
Not a hunch.
Not a tip sheet.
A price you can defend.
The part most services skip
Every call is written down before the market settles.
Eligible high-conviction calls are logged in advance and scored by the exchange's own outcome. Records are never backfilled. Losing calls are never removed. Brier score, log loss and a reliability curve show exactly how well-calibrated the model is — and measured overconfidence is fed back into future calls.
See the live track record14,000+
live contracts indexed
3
venues in one table
<60s
from sync to a call
0
calls deleted after losing
And now, as you finish reading, you might notice you already know what happens next. The board is live right now. The next mispriced contract is already listed. The only question is whether you'll be looking at it calmly — or guessing.
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