Fed Funds — Cut 25 bps at Dec 2026 FOMC
- Kalshi yes_mid 42 ¢
- CME-implied probability 55.0%
- Divergence vs anchor −13 ¢
- Sibling-residual (5 buckets) +12 ¢ over 100
Signalmaxing turns calibrated divergence between Kalshi and CME futures into actionable, tier-rated signals — delivered to a private Discord, with the thesis explained in plain language.
Kalshi prices contracts. CME fed-funds futures imply rates with deep institutional liquidity. When the two disagree on the same outcome, mean reversion is mechanical — not a hot take.
For each Fed-decision market, we compute the implied probability from CME ZQ futures — the deepest, most-priced rate-expectation market in the world.
A gradient-boost model fuses the divergence with live order-flow microstructure: taker imbalance, price velocity, sibling-residual arbitrage, time to FOMC.
Below the gate — silent. Above it — a tier-rated signal hits Discord with the thesis, the kill-switch condition, and the suggested stake range. No noise.
Every signal carries the structured reasoning that produced it. You see the divergence, the catalyst window, the kill condition, and the size guidance — so you decide what to do with a clear head.
Mock — actual signals delivered to #grinder, #loaded, and #banger channels with full audit trail.
The tier reflects the mechanical strength of the edge — not a paywall trick. You see all three.
The bread and butter. One mechanical edge source clears the floor; reliable repricing.
Multiple signals converge — anchor divergence plus order-flow plus catalyst proximity.
Asymmetric, low-priced contracts with structured thesis. Most lose; the ones that hit cover the rest.
mean_edge=18.4¢, sharpe=0.895, hit_rate=83.8%. Live track record is built during the soak window pre-launch — every emitted signal is recorded with realized PnL on the resolution. The numbers are visible to subscribers in real time.
Joining is one click via Whop. Cancel any time. The Discord is private; the signals are calibrated; the math is documented.
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