W.E.T. Earnings Beat Index: methodology

The W.E.T. Earnings Beat Index is a daily 0–100 reading of how much upside prediction markets are pricing into the live earnings board.

Components

Active earnings markets on revenue, EPS, segment and guidance thresholds for companies reporting now. Downside thresholds are included oriented 1−p, so a cheaply-priced miss adds to the beat reading.

Value

The volume-weighted mean beat-side probability across companies, 0–100. No single market may exceed its weight cap (excess redistributed), so one whale contract can't be the index. Each real-world event contributes once, through its leading qualifying market. When too few qualifying markets are live, the index reports insufficient data rather than a number.

Publication & freshness

Computed and published daily to a durable, dated snapshot; the "last moved" date advances only on a real move, drivers attribute each daily change to the markets that caused it, and every point is appended to a permanent, citable history.

What this index is not

This is a benchmark reading of market prices, not a W.E.T. forecast and not advice. A high value does not predict that the event happens — it reports what prediction-market traders are collectively pricing right now. Prices move continuously and can be wrong.

An accuracy record for a benchmark requires resolved outcomes accumulated over time. W.E.T. publishes this index daily with a dated, immutable history from first publication — that published series is the audit trail. Calibration analysis will ship strictly when the resolved-outcome corpus supports it, never before. See the site methodology for the same discipline applied to the W.E.T. Score.