BenchmarkWETFRAG

W.E.T. Fragmentation Index

methodology v2.0
1.33▼ 0.38(−22.22%)vs prior close

WET Close 2026-09-22 · settled 2026-09-22 21:05 UTC · 38 days of record

Chainverified · 45 rowsMethodv2.0RestatementsnoneConfirmed0/53Venueswhitelist: polymarket

How far apart the venues are on the same question — the 5c(c) problem, indexed.

Higher = venues disagree more on identical questions. Lower = the market is converging on one price.

What this print is and is not
  • 53 of 53 constituents are provisional — admitted by the published rules, not yet confirmed through human review.
  • Venue whitelist: polymarket — admitted by methodology beyond the CFTC-regulated default. The published reason is in the governance status below, not hidden behind a link.
  • The independent committee seat is currently vacant, so the administrator is the sole decision-maker on methodology changes. Stated here rather than omitted.

Governance status

as of the 2026-09-22 WET Close · settled 2026-09-22 21:05 UTC
Chain verified
Yes
45 rows recomputed at render, genesis → today
Quality state
Stale
4 scheduled closes did not land — the newest print is 2026-09-22 against a nightly settlement cadence, so serving this as current would carry a value forward across a gap · Q not computed — the row publishes 40 of 53 constituents — a weight vector over part of a basket describes a different basket · no directional alert may be generated from this state (§6.7)
Constituents
53
minimum 10 to publish · weight cap 10%
Confirm state
0 / 53
53 unreviewed cross-venue merges — the confirm gate applies to merges only
Single-venue
0
every constituent priced across two or more venues
Days of record
38
unattended daily settlement
Last reconstitution
not derivable
this construction publishes no divisor, so a composition change cannot be dated from the ledger — not a claim that none occurred
Restatements
None
no published value has been corrected
Divisor
not published
this construction publishes no divisor on its rows
Venue whitelist · polymarket

Fragmentation is measured BETWEEN venues, so excluding the venue that lists most of the questions would not make the index purer — it would make it impossible. Every constituent here is by construction multi-venue.

Recorded on every settlement row (this row: polymarket), so no reader has to take this page's word for which venues produced the number.

Admission on this close
4,287 refused admission
resolution-source-discretionary 3,489below-liquidity-floor 2,256horizon 1,323price-band 269spread-too-wide 2

Why it moved

No attribution published. WETFRAG is a mean of per-constituent cross-venue price dispersion, and the settlement rows publish each constituent’s consolidated probability but not its dispersion — the quantity the level is a mean of is absent from the ledger, so the move cannot be decomposed from published data

How WETFRAG works

mirrors engine — mean of consolidated dispersion · methodology v2.0
What it measures

How far apart venues are on the same question — the fragmentation that makes a single venue’s price an incomplete answer, indexed.

How it is computed

F = 100 · (1/n) · Σ (max_v pᵢ,v − min_v pᵢ,v)

The mean cross-venue price gap: for each constituent, the widest venue mid minus the narrowest, averaged equally across constituents and scaled ×100 so a 5-point average gap reads 5.00. Every constituent must be genuinely multi-venue — a single-venue question has no gap to measure, and admitting it at zero would drag the index toward zero for exactly the reason it should be excluded. Equal-weighted on purpose: the question is how far apart venues are on a typical question, so the deepest handful must not speak for the rest.

How to read it

Higher means venues disagree more on identical questions. Lower means the market is converging on one price. A rising reading is where cross-venue consolidation earns its keep.

Scale: Converged → Fragmented

The markets behind it

40 linkable holdings · hypothetical · mid marks · before fees, spread and slippage

The composition of the last settled close, turned into contracts you can open at the venue that lists each one — with a live level beside the settled print. WETFRAG publishes 40 of the 53 constituents its 2026-09-22 level was computed over — the first 40 the settlement recorded, not a ranked selection, so these are not necessarily the largest. The remainder is real and priced but not written to the settlement row: a full daily roster at this width would be tens of megabytes a year. These holdings are a window on the index, not the index — figures computed from them alone would not reproduce the published level. Hypothetical · mid marks · before fees, spread and slippage. W.E.T. never handles orders.

Open the WETFRAG basket →

Constituents · 25 of 53

the 25 highest-priced of the 40 rows this settlement writes — the level itself was computed over 53
Canonical eventPriced
ETH ≥ $2,500 on 2026-09-25kalshi + polymarket97.7%
BTC ≥ $80,000 on 2026-09-25gemini + kalshi + polymarket97.6%
BTC ≥ $80,500 on 2026-09-25gemini + kalshi96.7%
BTC ≥ $81,000 on 2026-09-25gemini + kalshi96.3%
BTC ≥ $81,500 on 2026-09-25gemini + kalshi95.0%
XRP ≥ $1.4 on 2026-09-25gemini + kalshi + polymarket94.8%
XRP ≥ $1.42 on 2026-09-25gemini + kalshi93.6%
BTC ≥ $82,000 on 2026-09-25gemini + kalshi + polymarket93.4%
XRP ≥ $1.44 on 2026-09-25gemini + kalshi90.6%
ETH ≥ $2,600 on 2026-09-25gemini + polymarket90.5%
BTC ≥ $82,500 on 2026-09-25gemini + kalshi89.6%
SOL ≥ $110 on 2026-09-25gemini + kalshi + polymarket89.0%
BTC ≥ $83,000 on 2026-09-25gemini + kalshi88.3%
BTC ≥ $83,500 on 2026-09-25gemini + kalshi85.0%
XRP ≥ $1.48 on 2026-09-25gemini + kalshi81.6%
BTC ≥ $84,000 on 2026-09-25gemini + kalshi + polymarket79.7%
XRP ≥ $1.5 on 2026-09-25gemini + kalshi + polymarket76.6%
BTC ≥ $84,500 on 2026-09-25gemini + kalshi74.7%
XRP ≥ $1.52 on 2026-09-25gemini + kalshi69.5%
BTC ≥ $85,000 on 2026-09-25gemini + kalshi68.7%
SOL ≥ $115 on 2026-09-25gemini + kalshi + polymarket67.0%
ETH ≥ $2,700 on 2026-09-25kalshi + polymarket66.7%
XRP ≥ $1.54 on 2026-09-25gemini + kalshi62.6%
BTC ≥ $85,500 on 2026-09-25gemini + kalshi62.0%
XRP ≥ $1.56 on 2026-09-25gemini + kalshi54.5%

15 further constituents are published on this settlement row but not tabled here. The row itself publishes 40 of the 53 constituents the value was computed from — a capped sample, because printing every id daily would run to tens of megabytes a year. The composition digest, and therefore the checksum, is taken over all 53 ids, so the chain still covers what the row does not print. Every row as published (JSON) →

Settlement provenance

what produced this exact print
engine wet-engine/v1
rubric gpr-adapted/v1
classifier severity-rules/v2
methodology v2.0
composition 3903f2d4b9c2550c
checksum f7bab8dcf1d94b42 ← e40f21310566e717

FNV-1a over slug|date|value(6dp)|divisor(9dp)|compositionDigest|previousChecksum. Recomputable from the published rows alone, in any language — which is what makes “verified” above a result rather than a claim.

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A benchmark reading of prediction-market prices — not a W.E.T. forecast, not advice, and never a performance claim. W.E.T. is not an exchange and never handles orders. Data, not advice.