April 28, 2026, the 'Yes' prices of all mutually exclusive options (e.g., '100-119', '80-99', '60-79', '140-159', etc.) suddenly surged to around 50c. This was caused by a likely severe data feed error, API malfunction, or extreme liquidity drain leading to anomalous quoting, bringing the sum of implied probabilities for all mutually exclusive options well above 100%.
April 27, 2026 - April 28, 2026, the price of '100-119' climbed from 22.5c to 34c, '80-99' climbed from 15.95c to 25.4c, and '120-139' fell back from 32.5c to 26c, as the posting rate further slowed over time, causing market expectations to continue their downward revision toward the 80-119 range.
April 26, 2026 - April 27, 2026, the price of '80-99' surged from 15.45c to 37.65c, while '120-139' plummeted from 33.5c to 18c, as the latest posting frequency data fell short of expectations, leading the market to significantly lower its forecast to the 80-119 range.
April 25, 2026 - April 26, 2026, '120-139' price surged from 30.5c to 50c then fell back to 34c, while '140-159' steadily dropped from 21.5c to 11.5c, as the initial stabilization of the posting pace further concentrated the market on the 100-139 range.
April 24, 2026 - April 25, 2026, the price of '160-179' plummeted from 24c to 5c, as the posting pace failed to meet the expectations for this bracket over time, leading the market to drastically downgrade its probability.
April 22, 2026 - April 24, 2026, '120-139' fluctuated from 24c up to 41.5c and back to 27c, while '140-159' rose from 22c to 35.5c before settling at 27c. This occurred as early posting data caused market expectations to swing wildly regarding a final tally between 120 and 160.
April 21, 2026 - April 22, 2026, 'Yes' prices for lower-frequency brackets like '40-59' plummeted by over 15c. This was driven by the market rapidly pricing out the likelihood of unusually low posting volumes as the tracking period approached.