The record — methodology

The bar a case has to clear.

These are the selection rules, stated exactly as the generator enforces them. They are deliberately strict, and they bind us: in 2026 we re-measured every published case against this bar, found the lead times under our own 3-day minimum, and withdrew the cases rather than relabel them — the dated retirement object is served at the record’s data artifact. What stands is the population-level measurement, the flagged-vs-control repricing regression, and the calibration referee, which keeps grading the prediction-market prices we cite against how reality resolves. The maintained record these rules govern is at the record.

Selection rules

  • Minimum move: The prediction market's implied probability must move at least 20 percentage points across the reprice window. Smaller moves are not shown as evidence.
  • Lead window: Our flag must precede the START of the crowd's reprice by 3 to 45 days — measured to the move's first qualifying day, never to when the move completed. Displaying completion time as notice is the error this rule exists to prevent. Longer “leads” on permanently-watched entities are not treated as notice.
  • Thesis relevance: Detection-day coverage must speak to the market's actual question, not merely name the entity. Entity attention plus an unrelated market move is an association, never a documented case.
  • Baseline history: An entity must have been watched for at least 14 days before its flag counts — a flag raised near the start of our data has no baseline to be measured against and is excluded as a left-edge artifact.
  • Cross-domain breadth: The flag must have appeared across at least 8 of our coverage domains on the detection day.
  • On-subject evidence: At least one detection-day headline must actually be about the entity (word-boundary match), so the attention evidence is auditable on the page. Keyword mentions scattered across unrelated coverage do not qualify — entity ubiquity is not signal. Stated honestly: this establishes entity-level linkage (abnormal attention on X preceded movement in an X market), not an event-level causal chain — the detection-day story and the market may concern different developments about the same entity. An event-level gate is the named next tightening.
  • Time to resolution: We parse each market's deadline from its own question. A case whose reprice window ends within 7 days of the deadline at an extreme price (below 5% or above 95%) is excluded: markets drift toward 0% or 100% near expiry, and we do not present expiry mechanics as foresight. Each case discloses days-to-resolution measured from the flag date.
  • Event shocks: The move must be visible across the window, not delivered by a single terminal jump. A market that sat still and resolved on one surprise announcement is not evidence the world repriced toward our flag.
  • One per event: At most one case per entity and one per underlying event family. Markets about the same event are correlated, and we do not present correlated questions as independent confirmations.
  • No novelty markets: Handshake lengths, net-worth trackers, phrasing bets and similar entertainment markets are excluded even when they qualify mechanically.

Known limitations

  • Cases are selected from qualifying rows, so this is a curated exhibit, not a random sample. The population-level question — do flagged markets move more often than comparable unflagged markets? — is the standing measurement behind the scenes, and cases are illustrations of it, not proof by themselves.
  • Surviving cases are still correlated with one another (the same world events drive many markets); do not treat the case count as N independent trials.
  • The dataset is pinned to a stated as-of date and refreshed monthly, so the newest possible case always lags by the length of its own reprice window.
  • Prediction-market prices are the crowd's belief, cited as a public sensor — not our forecast, and never advice.

Reproducibility

The retirement is machine-readable: GET /api/record-data returns an explicit retirement object — why the cases were withdrawn, the empty former dataset, and the surviving regression result (estimate, 95% CI, cohort sizes, strata, window, as-of). For the population-level scoring of the cited market sensor — calibration curve, Brier score, log loss — see GET /api/calibration-data, which states its own scope in a whatThisCovers field.

Informational only — not financial, legal, or investment advice. Prediction-market prices are shown as a signal of what the crowd believes.