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A prediction-market hedge is worth placing only when every covered outcome remains profitable after the actual cost of both legs. Calculate executable fills for your intended size, charge each fill the venue’s current fee, include any exit trade, and then test the net cash flow under every settlement outcome. A price gap by itself is not arbitrage: the contracts must pay the same amount under the same event definitions and resolution rules.
Start with the decision rule
For a fully covered hedge, compute the net result separately for each possible outcome:
Net result in an outcome = payouts from all contracts − purchase cash outlay − fees on every fill − slippage versus the reference prices − other documented transaction costs.
The hedge is a guaranteed positive trade only if that number is greater than zero for every outcome the contracts can produce. If one outcome is uncovered, if the contracts resolve differently, or if your conclusion depends on a probability estimate, label the position an expected-value trade or residual-risk hedge rather than guaranteed arbitrage.
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Use this sequence before submitting an order:
- Write the payoff and resolution condition for every leg.
- Estimate the average executable price for the exact quantity you intend to trade.
- Apply the current fee formula and rounding rule to each leg and each fill.
- Combine payouts and costs in an outcome-by-outcome cash-flow table.
- Stress the prices, available depth, fees and timing to see whether the margin survives.
1. Prove that the contracts actually hedge one another
Two contracts can use nearly identical labels and still fail to create a hedge. Read the complete market rules, not just the title or ticker. Record what event is measured, the cutoff time, the data source, the authority that resolves it, the settlement date, and the amount paid for each winning share.
Build a payoff and resolution table
| Item to record | Leg A | Leg B |
|---|---|---|
| Event definition | Exact wording and scope | Exact wording and scope |
| Resolution condition | What evidence produces each result | What evidence produces each result |
| Possible outcomes | List every outcome, including invalid or postponed cases | List every outcome, including invalid or postponed cases |
| Payout per winning share | Amount and currency | Amount and currency |
| Settlement timing | Expected resolution and any delay rule | Expected resolution and any delay rule |
A hedge is structurally complete only when the combined positions pay a known amount in every relevant outcome. If one contract can be voided while the other resolves, or if their definitions use different geographic areas, time windows or data sources, model those cases explicitly instead of treating the pair as complementary.
Check share counts and payout units
Match quantities by payout, not by the number of contracts displayed in the interface. If one winning share pays $1 and the other pays a different amount, use the ratio that equalizes the covered payout. Include any minimum order size, tick-size restriction or integer-share requirement that prevents the ideal ratio.
2. Replace the quote with an executable average price
The best bid or ask is only the price available at the front of the book, and it may cover less than your planned quantity. Slippage is the extra cost of obtaining the intended size at worse prices than the reference price used in your initial calculation. A midpoint or top-of-book quote is not a fill estimate for a larger order.
Walk the visible order book
For a buy, start at the lowest available ask and consume levels until the target quantity is reached. For a sell, start at the highest bid. At each level, multiply price by the quantity that can actually be filled there, add the level costs, and divide by the total quantity.
Estimated average fill price = Σ(price at level × shares filled at level) ÷ total shares filled.
Estimated slippage cost = (estimated average fill price − reference price) × quantity for a buy. Reverse the subtraction for a sell so a worse execution remains a positive cost.
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Illustrative depth calculation
Suppose a 1,000-share buy is evaluated against a 0.480 reference ask. The visible book offers 400 shares at 0.480 and 600 at 0.500:
| Level | Shares filled | Price | Cash used |
|---|---|---|---|
| 1 | 400 | 0.480 | 192.00 |
| 2 | 600 | 0.500 | 300.00 |
| Total / average | 1,000 | 0.492 | 492.00 |
The book-based average is 0.492, so slippage versus 0.480 is 0.012 per share, or $12 for the order. This is an estimate at the instant the book was observed. It does not include queue priority, cancellations before arrival, latency, hidden liquidity, price improvement, or additional self-impact beyond the visible levels, limitations documented by the Prediction Market Slippage Calculator.
Keep spread and slippage separate from fees
The difference between bid and ask is a market spread; moving through multiple levels adds book-impact slippage. A platform fee is a separate charge calculated from executed trades. Record them in separate columns so you do not count the spread or depth impact twice, and so you can compare a market order with a passive order fairly.
Model the order type you will really use
A marketable order improves fill certainty but can cross several levels. A resting limit order may reduce the displayed price you pay, yet it can fill only partially or leave one hedge leg unfilled. For a two-leg hedge, include the risk that the first leg executes while the second moves away. If you cannot execute both sides within your acceptable price band, the calculated hedge is not available at that size.
3. Calculate fees for every fill and every leg
Use the venue’s live fee schedule and the market’s own fee setting on the day you trade. Apply the formula to each executed quantity and price, follow the venue’s rounding rule, and add fees from any later exit. A fee estimate based on a generic rate is not a substitute for the active schedule.
Polymarket fee treatment
Polymarket’s Help Center article dated July 10, 2026 states that taker fees apply only to certain markets, makers are not charged, and fees are set by protocol and applied at match time. Its formula is fee = C × feeRate × p × (1 − p), where C is shares traded and p is the share price. The article says rates vary by category, fees are rounded to five decimal places, and the minimum charge is 0.00001 USDC. It identifies geopolitical and world-events markets as fee-free under that article’s schedule. Check the individual market’s current fee terms before relying on any of those categories; schedules can change. The article’s exact statement is, “Makers are never charged fees,” within the markets and schedule it describes. See Polymarket’s Trading Fees article.
Kalshi fee treatment
Kalshi’s official Fee Schedule page is the primary source for current rates and market-specific changes. A historical PDF effective February 5, 2026 explains that fees are charged on immediately matched orders and directs users to the current schedule for active rates: Fee Schedule for Feb 2026 – 2.5.26 Update. Do not carry a rate from that historical document into a current calculation without confirming it on the live schedule.
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Apply rounding at the same stage as the venue
Do not round an average price early and then calculate fees from the rounded figure if the platform uses fill-level prices. Preserve the price and quantity for each fill, compute the fee at the required precision, round according to the venue’s rule, and sum the rounded charges if that is how the venue bills. If the documentation does not state whether rounding occurs per fill or per order, treat the difference as an uncertainty in your stress test rather than assuming the most favorable method.
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If you plan to unwind before settlement, add both exit legs, their expected execution prices, and their fees. A hedge that is profitable only when held to settlement has a different liquidity and capital requirement from one intended to be closed early. Include withdrawal, conversion or other transaction costs only when the venue documents them and they apply to your route.
4. Combine payouts and costs by outcome
Once you have fill-level costs and fees, write a cash-flow row for every possible resolution. Do not net the legs prematurely: separate rows expose an uncovered outcome, a different settlement amount or an unexpected void rule.
Worked two-leg example
The following arithmetic is illustrative, not a current quote from any venue. Assume you buy 600 shares of Leg A at an executable average of 0.490 and 600 shares of Leg B at 0.480. Each leg pays $1 if its corresponding outcome occurs, and exactly one leg wins. Assume, solely for this example, a 0.02 fee-rate parameter in the formula above.
| Leg | Shares | Average price | Purchase outlay | Illustrative fee |
|---|---|---|---|---|
| A | 600 | 0.490 | $294.00 | $2.9988 |
| B | 600 | 0.480 | $288.00 | $2.9952 |
| Total | 1,200 | — | $582.00 | $5.9940 |
If A wins, the 600 A shares pay $600 and B pays zero. If B wins, B pays $600 and A pays zero. The net in either covered outcome is $600 − $582 − $5.994 = $12.006, before any other documented cost. Because both rows are positive under the stated assumptions, the pair is a guaranteed positive hedge in this simplified example. If the contracts had different payout units, unequal quantities, a third outcome or a void condition, the rows would need to be expanded and the guarantee could disappear.
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Suppose the initial calculation used 0.480 for Leg A, but the depth walk produced 0.490. The $0.010 difference on 600 shares is $6 of additional outlay. Subtract that $6 from the previously calculated net rather than silently replacing the reference price. If both legs moved, calculate and record each leg’s difference separately.
5. Distinguish guaranteed profit from expected value
Guaranteed hedge
Call the result guaranteed only when every outcome allowed by the written settlement rules is covered and produces a positive net cash flow after all modeled costs. This standard is about contract mechanics, not your forecast of which event is likely.
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Expected-value hedge
If one outcome is not covered, or if a contract’s payoff depends on an uncertain interpretation, calculate an expected value using explicit probabilities. For outcomes i, expected net value is Σ(probabilityi × net resulti). The probability assumptions belong in a separate input column; do not present the result as risk-free arbitrage.
Residual-risk hedge
A position can reduce exposure without eliminating it. Describe which outcome, rule ambiguity, timing risk or execution leg remains open, and show the maximum loss in that case. This is more informative than calling every offsetting trade a hedge.
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6. Stress-test the margin before submitting
Thin apparent profits are often execution artifacts. Recalculate the complete outcome table under adverse but plausible inputs:
- Increase each buy average price and decrease each sell average price by a small, stated increment.
- Remove the best visible book level and recompute the fill from the remaining depth.
- Reduce available quantity so one leg fills partially.
- Apply a higher fee or an alternate rounding result when the active schedule is unclear.
- Add the expected cost and fee of an emergency unwind.
- Delay settlement and measure the extra capital tied up and the risk of a rule-based postponement.
Record the break-even price for each leg: the worst executable average price at which the minimum outcome still equals zero. If a small movement beyond the current top of book erases the profit, classify the hedge as fragile and avoid sizing it as though the displayed quote were guaranteed.
Use a sensitivity table
| Scenario | Leg A average | Leg B average | Total fees | Minimum net outcome |
|---|---|---|---|---|
| Base depth | Your book-walk result | Your book-walk result | Current schedule calculation | Calculated floor |
| One level removed | Recomputed | Recomputed | Recomputed | Recomputed |
| Adverse price move | Base plus stated increment | Base plus stated increment for buys | Recomputed | Recomputed |
| Partial fill / unwind | Filled quantity and exit price | Filled quantity and exit price | Entry plus exit fees | Recomputed residual |
7. Compare alternative hedge routes on the same basis
When several contract pairs or order strategies appear possible, compare them using identical quantities, settlement assumptions and stress cases. The lowest quoted price is not automatically the best route.
| Comparison axis | What to measure | Why it changes the decision |
|---|---|---|
| Total fees | Fee for every entry and planned exit fill | A lower price can still lose after category-specific charges. |
| Maker/taker treatment | Whether the order is charged and the likelihood it fills | A fee-free resting order has no value if the other leg moves first. |
| Spread and depth | Book-walk average for the intended size | Top-of-book prices may not be executable at scale. |
| Legging risk | Time and price exposure between fills | The first fill can create an unhedged position. |
| Payout equivalence | Resolution wording, units and invalid/void cases | A cross-market price difference is not a guaranteed hedge without matching rules. |
| Capital duration | Funds locked until settlement or exit | A small return may not compensate for long lock-up or opportunity cost. |
Exact settlement comparisons require the rulebooks for the specific contracts. Fee methodology pages can help organize inputs, but official venue schedules and market rules control the calculation; a third-party methodology such as How We Track Fees: Kalshi & Polymarket Methodology should not override those primary documents.
8. Build a repeatable worksheet
A spreadsheet or script should preserve raw observations so you can audit a decision after the book changes. Use one row per fill rather than one row per order.
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Entry and book columns
- Venue, market identifier and observation timestamp.
- Leg name, side, order type and intended quantity.
- Reference bid or ask used in the first estimate.
- Book level, available quantity, price and quantity actually assigned.
- Gross cash per level, cumulative quantity and weighted-average fill.
- Slippage per share and total slippage versus the reference.
Fee and settlement columns
- Fee schedule URL, market category, fee-rate parameter and effective date.
- Fee formula, unrounded charge, rounding precision and rounded charge.
- Settlement condition, payout per share, outcome name and resolution time.
- Entry outlay, exit outlay if applicable, and every documented transaction cost.
- Net cash flow for each outcome and the minimum outcome.
Keep the schedule date beside the rate. When a venue changes a category, exclusion or rounding rule, you can recalculate historical assumptions instead of mixing old and new inputs.
9. Common mistakes and how to correct them
Using the midpoint as the fill
Symptom: The spreadsheet uses the midpoint or first displayed quote for a large order. Correction: Walk the visible levels for the actual quantity and record the weighted average.
Applying one fee to the combined position
Symptom: One percentage is multiplied by total notional. Correction: Calculate each leg and each executed fill under that venue’s formula and rounding rule.
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Assuming labels imply identical settlement
Symptom: A “Yes” on one market is paired with a “No” on another without reading the rules. Correction: Enumerate outcomes, payout units, data sources, cutoffs and void cases in the payoff table.
Ignoring an unfilled second leg
Symptom: The model shows a profit only if both orders fill completely. Correction: Add partial-fill rows and an emergency exit price; size the first order so the remaining exposure is acceptable.
Treating a historical schedule as current
Symptom: A rate copied from an old PDF is used for today’s order. Correction: Open the venue’s live schedule immediately before trading and retain the effective date with your calculation.
Counting slippage twice
Symptom: The model both replaces the fill price with a worse average and subtracts the same difference as a separate cost. Correction: Either use the executable average in gross outlay and show slippage as a diagnostic, or use the reference outlay and subtract slippage once.
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Calling a probability trade risk-free
Symptom: A positive expected value is described as guaranteed profit. Correction: Show the losing outcome and its probability, or prove that every contractual outcome has a positive net result.
10. Final pre-trade checklist
- Have you copied the complete resolution wording for both legs?
- Do the payout units and quantities cover every possible outcome?
- Did you use executable depth for the intended size rather than a quote or midpoint?
- Are spread, book impact and explicit fees separate inputs?
- Did you apply the live, market-specific fee formula and rounding rule to every fill?
- Did you include fees and execution costs for any planned or emergency exit?
- Is the minimum outcome positive after adverse price and depth assumptions?
- Have you labeled the trade guaranteed, expected-value or residual-risk based on the actual payoff table?
- Did you note the schedule date, settlement date and capital locked until resolution?
If any answer is no, the calculation is incomplete. The correct action is to obtain the missing rule, depth or fee input—not to treat the displayed spread as a guaranteed opportunity.
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