Prediction Market Intelligence

Know which
markets
to trust.

Beatpoly scores resolution risk, execution quality, cross-venue equivalence, and market integrity across event-contract markets — so professional teams know when to trade, cite, or monitor them.

We do not sell predictions. We score the reliability of other people's markets.

Beatpoly Reliability Engine
Will Fed raise rates before June 30?
Kalshi · Macro · 64% implied
B
Resolution Risk
Low
Insider Risk
Elevated
Execution Cost
Low
Cross-Venue Match
Not equivalent
Advisory: Similar Polymarket market resolves against different Fed statement date. Cross-venue spread is not safe arbitrage.
Illustrative output. Covering Polymarket & Kalshi.
4 reliability dimensions scored per market
Kalshi & Poly CFTC-regulated and decentralised venues, one framework
A–F composite reliability rating on every monitored market
Public methodology — score assumptions and limitations documented
The problem

A market price is not the same as a reliable signal.

Prediction markets are becoming data infrastructure — embedded in newsrooms, cited in analysis, integrated into risk monitoring. But a 64% market price tells you almost nothing about whether that market is safe to use.

It could be thin liquidity, a single whale, an ambiguous resolution rule, a manipulable data source, or a price that moved before a public announcement because information was not yet broadly public.

Beatpoly adds the missing reliability layer.

See the platform →
Resolution ambiguity
Vague wording, subjective criteria, or single-source dependency can make resolution contested or unpredictable — regardless of the market price.
Insider information flow
Markets can move before public announcements. A price spike without a public catalyst is a signal — but not the one most traders think it is.
Fake cross-venue arbitrage
Similar markets on different platforms often resolve against different sources, dates, or criteria. Apparent arbitrage is usually not arbitrage.
Execution cost destruction
Taker fees, spread, and slippage can consume the entire edge before a trade fills. A 4-point edge with a 5-point friction cost is a losing trade.
The Beatpoly Reliability Engine

Four dimensions. One reliability score.

Every market gets a structured risk profile across four dimensions. Each score is machine-readable, updatable, and API-accessible.

📋
01 — Resolution Risk

Does this market resolve cleanly?

We score source fragility, ambiguity of wording, single-point-of-failure risk, oracle vulnerability, dispute mechanism quality, and settlement timing. The most important — and most ignored — dimension in event-contract markets.

Resolution risk scoring →
📈
02 — Execution Cost

Does the edge survive execution?

We model bid-ask spread, taker and maker fee impact, estimated slippage at size, fill probability, and effective edge after friction. Built to incorporate current Kalshi and Polymarket fee schedules, spread, depth, and slippage assumptions.

Execution analytics →
03 — Cross-Venue Equivalence

Are two similar markets actually the same bet?

We compare wording, resolution source, settlement timing, dispute mechanisms, and oracle type across venues. Most cross-venue "arbitrage" opportunities fail this test. We tell you which ones before you trade.

Cross-venue analysis →
🔎
04 — Market Integrity

Is this market showing abnormal activity?

We detect large moves without public catalysts, new wallet clusters entering before announcements, concentrated positions, suspicious timing near data releases, and repeated pre-resolution behavior.

Integrity monitoring →
Use cases

Built for teams that need to trust the data.

📈
Funds & Prop Shops
Convert prediction-market prices into execution-aware signals. Know whether a trade survives fees, spread, and settlement risk before you enter.
Learn more →
🔐
Compliance & Risk
Monitor event-contract markets for abnormal information flow, insider-risk exposure, and employee trading around sensitive events. Build an audit trail.
Learn more →
📰
Media & Research
Know which prediction-market prices are reliable enough to cite. We score liquidity quality, source fragility, and whale concentration before you publish.
Learn more →
🔗
Data Platforms
Enrich raw prediction-market feeds with reliability metadata, risk scores, and integrity flags. Add the judgment layer your clients need.
Learn more →
API

Machine-readable reliability intelligence.

Every score is available via REST API. Pull reliability data, resolution risk assessments, execution cost models, and integrity alerts directly into your workflow.

Market reliability scoring
GET /v1/markets/{id}/reliability — resolution risk, execution cost, cross-venue equivalence, integrity flags
Real-time integrity alerts
GET /v1/alerts/integrity — abnormal moves, wallet clusters, pre-announcement activity
Cross-venue equivalence
GET /v1/equivalence — compare markets across Kalshi and Polymarket
Execution simulation
POST /v1/execution/simulate — model your trade before you place it
GET /v1/markets/{id}/reliability
// Response example { "market_id": "kalshi:HIGHNYC-24APR26", "venue": "kalshi", "title": "NYC high temp above 85°F on Apr 24?", "last_price": 0.72, "reliability_rating": "B", "resolution_risk_score": 81, "execution_cost_score": 64, "integrity_score": 92, "cross_venue_safe": false, "resolution_risk": { "band": "low", "source": "NWS Central Park station", "source_type": "single_station", "manipulability": "low" }, "integrity_alert": false, "cross_venue_note": "Polymarket version resolves against JFK station, not Central Park. Apparent arb is not safe.", "updated_at": "2026-04-24T12:00:00Z" }
Research Library

Market structure, explained.

The public research library behind the intelligence engine. Research claims are separated from enterprise-grade methodology. Documented scores are published with assumptions, limitations, and update history. Built for analysts, not traders.

View full research library →
For individual traders

The math behind the markets, explained plainly.

The same market-structure research that powers our intelligence engine is available free in our education library. No bonuses, no hype — just the mechanics behind resolution risk, execution cost, market reliability, and event-contract structure.

  • Expected value, Kelly Criterion, and position sizing
  • Why taker fees destroy statistical edge
  • How resolution direction, contract wording, and market structure affect risk
  • How resolution criteria determine trade risk
EXPLORE RESEARCH LIBRARY →

Build with prediction-market data you can trust.

Request API access for your team. We respond within 48 hours.