Each market's recent move is measured in log-odds and standardized against its own history. Z = +2 means the market just moved further than ~95% of its typical moves — red = up, green = down. The bar has a zero baseline and a symmetric ±4σ scale. A large |Z| is a research flag, not a recommendation.

The mini chart is a volume-at-price profile. The gold bar is the POC — the level where the most contracts changed hands, i.e. the crowd's approximate cost basis. The blue bar is current price. Stretch is the distance between them; conviction is the share of volume within ±5¢ of the POC.

Every historical |Z| ≥ 2 unusual move in collected data is tracked one window forward: did the probability retrace or extend? The split bar is the observed base rate; avg retrace is how much of the typical move was given back (negative = moves kept extending).

σ logit/hr is each market's hourly volatility in log-odds. The × column compares it against the median of markets with similar time-to-expiry, since volatility naturally rises near resolution. 3× = three times as jumpy as lifecycle peers.

Settled markets only: contracts priced ~80¢ should resolve YES ~80% of the time. Bars below the dotted diagonal mean that price range settled YES less often than priced; bars above, more often. n = bucket sample size.