Every scenario is an agent swarm authored by a domain expert. Pin one to a market, get a probability, an audit trail, and a Brier-weighted royalty flow back to the author.
Agent swarm modelling sanctions escalation, IAEA inspections, and Knesset hawk dynamics against a six-month horizon. Forks the Diplomat Watch base.
Per-member belief updating against incoming CPI/PCE prints, dot-plot anchoring, and Powell press-conference framing. Top-ranked among rate-decision scenarios.
Models contagion across CEX redemption queues, AMM arbitrage paths, and validator behaviour during a depeg. Tuned on USDC/Mar-23 and USDT/Oct-22 episodes.
Channel-checks across Asian foundries plus hyperscaler cap-ex disclosure feed; outputs P(beat) and forward-rev whisper distribution.
Constituency-level swing model with tactical-voting dampening. Calibrated against 2024 GE micro-targeting data and current MRP polling.
Predicts settlement vs trial on open crypto enforcement matters using charging-pattern history and commissioner stance vectors.
PLA exercise frequency, ROC airspace incursion rate, US carrier deployments. Outputs P(quarantine) over 90D and 12M horizons.
Trained on the last 14 years of HSR filings and complaint outcomes. Scores deal-specific risk per HHI delta and incumbent-DOJ posture.
Decomposes ETF inflows into RIA, retail, and rotational buckets. Forecasts 30D net-creation against macro positioning vectors.
Models late-undecided break, non-response bias correction, and weather-driven turnout shocks across PA / WI / MI / GA / AZ / NV.
Per-member overproduction history, fiscal break-even pressure, and side-deal probabilities. Outputs ministerial-meeting outcome distribution.
Per-pitcher leverage-index decay model across a 7-game series. Updates after every appearance using win-probability deltas.
USTR–MOFCOM dialogue cadence, supply-chain reroute pressure, and election-cycle posture. Forecasts new-tariff probability over 90D.
Validator client-share, EIP author influence, and stakeholder alignment scoring. Outputs P(EIP-X mainnet inclusion).
USD/JPY pace-of-change thresholds, MoF rhetoric escalation tiers, and US Treasury G7 posture. Forecasts intervention probability per 7D window.
