Consensus Risk Signals
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Consensus Risk Signals

Risk analytics when prediction markets reprice — via API.

Hedge windows, systemic stress, and trust telemetry over a movement-selected universe. Identical outputs for every customer; nothing executes.

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Standardized, impersonal market analytics for informational purposes only — not trading, investment, or hedging advice, and not a recommendation to transact in any market. Outputs are identical for all customers and are not tailored to any person's positions or circumstances (we never ingest customer positions, inventory, or P&L). Past performance, including live scored history and backtests, does not guarantee future results. All decisions remain yours.

Customer API surfaces
Hedge windows
Fresh signal onsets priced as exit-at-onset hedge windows — current one-leg cost vs backtest adverse-move priors, with live alert precision and auditable arm provenance.
Stress index
Systemic breadth: share of the tracked universe elevated per time bucket, on a 0–100 scale with trailing z-scores and category attribution.
Signal clusters
Hours where an unusually broad set of markets fired at once relative to the trailing baseline — relative episodes, not fixed thresholds.
Trust & status
Freshness vs SLA, universe coverage, trailing live hedge-alert precision, and per-model calibration status including regression-guard verdicts.
Signal definitions →
Headline product

Hedge windows — insurance timing, not direction alpha.

At fresh signal onsets we compare the current one-leg exit cost against backtest adverse-move priors for that arm. You decide whether to act; we never ingest your positions or execute.

Auditable precision

Trailing live-alert precision per arm, published wins and losses in the scored ledger.

Capacity-honest fills

Opportunities cap participation at a fraction of displayed liquidity — thin books aren't free.

Calibrated downstream

Probabilities feeding served surfaces pass walk-forward isotonic maps with regression guards.

Systemic context

Stress and clusters measure breadth — not forecasts.

Stress index tracks how much of the covered universe is elevated. Signal clusters flag hours with unusually broad concurrent onsets relative to baseline.

Stress index

Breadth ratio (elevated / covered markets) with z-scores and category attribution.

Signal clusters

Relative episodes via z-score vs trailing baseline — absolute cutoffs don't saturate on volatile days.

Known limits

Disclosed up front — not hidden in fine print.

We publish coverage, anticipation, and execution boundaries alongside the data.

Limit

Universe coverage (~22% of top movers on a given day). Signals describe the tracked universe, not the entire venue.

Limit

Stress and clusters detect broad repricing as it happens — validated as coincident measurement, not leading forecasts.

Limit

Shadow posture: nothing executes. All outputs are decision support.

“We help you measure risk and timing — not what to trade.”

See pricing Trust & validation