Lowest Mississippi level at St. Louis by November 30?

According to the latest prediction market data for the query “Lowest Mississippi level at St. Louis by November 30?”, traders have formed a strong consensus.

Currently, 1.00 to 2.99 ft is dominating the market with an overwhelming 58% chance of winning. -1.00 to 0.99 ft follows in second place at 28%, while -3.00 to -1.01 ft sits in third with 8.5%. The betting volume for this specific market has already reached $96.6K, reflecting intense industry interest.

To better assess where each potential outcome stands, the market can be segmented into three distinct trading tiers based on implied probability and contract pricing:

🥇 Tier 1: The Dominant Leader

• 1.00 to 2.99 ft (58%): Currently commanding the highest probability, 1.00 to 2.99 ft is heavily favored by the order book. Traders looking to back this outcome face a “Buy Yes” contract price of 58¢, signaling a high degree of market conviction. This contract alone has generated $21.8K in volume.

🥈 Tier 2: The Primary Challengers

• -1.00 to 0.99 ft (28%): Positioned as the most viable alternative, -1.00 to 0.99 ft maintains a 28% chance of resolving true. Its “Buy Yes” shares currently trade at 28¢.
• -3.00 to -1.01 ft (8.5%): Sitting in third place with a 8.5% probability, the market shows measured skepticism toward -3.00 to -1.01 ft, treating it as an outside wildcard unless momentum shifts.

🥉 Tier 3: The Long-Tail Options (Combining for ~5.5%)

Beyond the top three choices, a wide field of macro variables and long-shot outcomes are being tracked. While their individual probabilities hover low, they represent crucial hedges for speculative traders:

• Alternative Options: This includes Below -3.00 ft (1.2%), and 3.00 ft or more (0.8%).
• Speculative Volume: Despite low statistical likelihood, certain long-tail contracts like Below -3.00 ft are still attracting notable interest.

This market will resolve according to the lowest gage height (river level), in feet, recorded at the Mississippi River at St. Louis, MO streamgage (USGS site 07010000) between market creation and November 30, 2026, as published by the United States Geological Survey (USGS) for parameter code 00065 under statistic code 30800. Exactly one outcome in this market will resolve to "Yes".

The lowest daily reading in the window decides this market; the level does not need to be sustained. If USGS does not publish a reading for one or more days, this market will resolve according to the lowest reading among the days that are published.

Values will be used exactly as published by USGS, without rounding. USGS reports gage height at this gage to 2 decimal places. Each range includes both of its stated bounds and consecutive ranges are contiguous, so every reading falls in exactly one range: a lowest reading of exactly -1.00 ft resolves the range beginning at -1.00 ft to "Yes" and every other range to "No".

This market will resolve on the values published at the time of resolution, whether flagged provisional ("P") or approved ("A"); revisions published afterward will not be considered, except where the correction provision below applies.

If any data remains unpublished or unfinalized, this market will remain open for up to 2 calendar days (ET) after November 30, 2026; it will then resolve based on the finalized data published up to that point.

In case of obvious data integrity issues (i.e., erroneous data), the market may remain open until the end of the third calendar day (ET) after such data is first released to allow for corrections; this applies only to clerical or similar errors, not to USGS differing from other sources.

If the source is unavailable, this market may be extended to December 15, 2026, 11:59 PM ET. If no data for the window is available by then, this market will resolve to "Below -3.00 ft".

The primary resolution source for this market will be the USGS Daily Values service for site 07010000; however, a consensus of credible reporting may also be used. The service is available here: https://waterservices.usgs.gov/nwis/dv/?sites=07010000&parameterCd=00065&statCd=30800&startDT=2026-09-21&endDT=2026-11-30&format=rdb

While human consensus and speculative volume shape the broader prediction market, our quantitative algorithms offer a data-driven counter-perspective. By analyzing fundamental signals, underlying trends and historical distributions, our AI Valuation model calculates an independent “Fair Value” probability for each outcome.

Comparing this Fair Value against the current Trade Value uncovers major disparities — known as the Expected Value (EV) Gap. Contracts with a positive EV Gap represent statistically underpriced outcomes, whereas a negative EV Gap flags a potential market overreaction.

Top AI Alpha & Mispriced Arbitrage Opportunities

Based on the latest data model run, several key contracts stand out with significant deviations:

• The Most Overvalued Outcome 1.00 to 2.99 ft currently trades at 58%, but our AI places its Fair Value at just 38.8%. This creates a large negative EV Gap of -19.2%, suggesting the crowd may be overhyping this outcome and driving the premium too high.
• The Best Value Play (Highest EV) Our model identifies 3.00 ft or more as the premium value opportunity on the board. While the market only assigns it a 0.8% trading probability, our AI’s Fair Value assessment sits at 13.6% — yielding an impressive +12.8% EV Gap.
• Under-the-Radar Dark Horses Other notable discrepancies include -3.00 to -1.01 ft (EV Gap: +2.8%) and -1.00 to 0.99 ft (EV Gap: +0.4%). These long-tail opportunities are heavily discounted by the live order books despite stronger statistical backing from our predictive model.