Microstrategy delisted from MSCI index by...?

According to the latest prediction market data for the query “Microstrategy delisted from MSCI index by...?”, traders have formed a strong consensus.

Currently, December 31 is dominating the market with an overwhelming 63.5% chance of winning. June 30 follows in second place at 0.2%. The betting volume for this specific market has already reached $1.1M, 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

• December 31 (63.5%): Currently commanding the highest probability, December 31 is heavily favored by the order book. Traders looking to back this outcome face a “Buy Yes” contract price of 64¢, signaling a high degree of market conviction. This contract alone has generated $797 in volume.

🥈 Tier 2: The Primary Challengers

• June 30 (0.2%): Positioned as the most viable alternative, June 30 maintains a 0.2% chance of resolving true. Its “Buy Yes” shares currently trade at 0¢.

This market will resolve to “Yes” if MicroStrategy is removed from either the MSCI World Index or the MSCI USA Index at any point by March 31, 2026, 11:59 PM ET. Otherwise, it will resolve to “No.”

If MicroStrategy is transferred between indexes (e.g., from MSCI World to another MSCI index), that will also count as a removal for the purposes of this market.

An official MSCI announcement of removal or transfer will be sufficient for a ‘Yes’ resolution.

The resolution source will be official MSCI communication or a consensus of credible reporting.

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 December 31 currently trades at 63.5%, but our AI places its Fair Value at just 53.2%. This creates a large negative EV Gap of -10.3%, suggesting the crowd may be overhyping this outcome and driving the premium too high.
• The Best Value Play (Highest EV) Our model identifies June 30 as the premium value opportunity on the board. While the market only assigns it a 0.2% trading probability, our AI’s Fair Value assessment sits at 11.9% — yielding an impressive +11.7% EV Gap.