Market snapshot: July 28, 2026, 09:51 MSK. All trades are model transactions.
PMF-20260728-31 — INCREASE
Chicago, July 29 high: 82–83°F — YES
Polymarket has repriced this outcome to approximately 22¢, while the latest NWS forecast for Chicago O’Hare still calls for a Wednesday high near 83°F. The contract settles using the KORD weather station.
| Metric | Estimate |
|---|---|
| Maximum entry price | 0.22 |
| Estimated fair probability | 35–41% |
| Edge | +13–19 percentage points |
| Additional allocation | 2 USDT |
| Contracts purchased | ≈9.09 |
| Incremental expected value | +1.18 to +1.73 USDT |
| Expected ROI | +59% to +86% |
| Profit if successful | ≈7.09 USDT |
After execution:
- total Chicago position cost: 7 USDT;
- total contracts: ≈28.04;
- do not increase beyond this level without a materially stronger forecast update.
The principal risks are a one-degree forecasting error, airport-station variation, and limited liquidity. Use a limit order only.
Existing positions
No other portfolio change is justified:
- Dallas July 29, 102–103°F: market approximately 22–23¢ versus an NWS high near 102°F. The position still has positive modeled value, but the existing 5 USDT limit remains appropriate after recent KDAL forecast errors.
- Houston July 29, 98–99°F: market approximately 22–23¢; official forecasts cluster around 99–100°F. Hold 5 USDT, but the lower bound of the estimated edge is not sufficiently above 8 points for another purchase.
- US–Iran talks by August 31: approximately 54%. Diplomatic contacts continue, but public statements remain contradictory, so no reliable 8-point discrepancy is present. Hold 65 USDT.
- Hormuz normalization: approximately 13%. Retain the existing 5 USDT position only as a de-escalation hedge.
- Fed +25 bps: hold 20 USDT. No additional trade is recommended.
Updated model portfolio
Market values use displayed probabilities rather than executable liquidation bids.
| Position | Cost | Estimated value | Unrealized P/L |
|---|---|---|---|
| US–Iran talks by Aug. 31 | 65.00 | 74.57 | +9.57 |
| Fed +25 bps | 20.00 | ≈40.04 | ≈+20.04 |
| Hormuz normalization | 5.00 | 4.64 | −0.36 |
| Dallas 102–103°F | 5.00 | 4.74 | −0.26 |
| Chicago 82–83°F | 7.00 | 6.17 | −0.83 |
| Houston 98–99°F | 5.00 | 4.64 | −0.36 |
| Total open | 107.00 | ≈134.80 | ≈+27.80 |
| Portfolio metric | Updated value |
|---|---|
| Starting capital | 1,000.00 USDT |
| Realized P/L | ≈+117.68 USDT |
| Unrealized P/L | ≈+27.80 USDT |
| Free reserve | ≈1,010.68 USDT |
| NAV | ≈1,145.48 USDT |
| Total return | ≈+14.55% |
Action: add 2 USDT to Chicago 82–83°F YES at 0.22 or lower. Leave all other positions unchanged.