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A series is the fundamental unit of a Belief Index product — a themed basket of prediction market outcome tokens, each assigned a weight, tracked as a single investable entity. If index funds are baskets of stocks, a Belief Index series is a basket of event contracts.

What Is a Series?

Think of a series as a focused, thematic index fund. Just as the S&P 500 is a basket of 500 stocks representing U.S. large-cap equities, a Belief Index series is a basket of prediction markets representing a specific category of event risk.
ComponentEquity Index FundBelief Index Series
Underlying assetsStocksPrediction market outcome tokens
Selection criteriaMarket cap, sector, liquidityTheme relevance, liquidity, resolution clarity
WeightingMarket-cap or equal weightRules-based (typically equal weight)
RebalancingPeriodic (quarterly, annually)On market resolution
ValuationStock pricesMidpoint of bid/ask quotes
MaturityGenerally perpetualDefined by event resolution dates
The key structural difference: unlike equity indices that are generally perpetual, each Belief Index series has a finite life determined by the resolution dates of its underlying markets. When all markets settle, the series reaches its terminal NAV.

Series Examples

SeriesThemeTypical MarketsDirectional Exposure
U.S. Monetary Policy Easing Expectations 2026Rate cut trajectoryFed rate decisions, inflation prints, employment dataMarkets that resolve favorably if rates decline
U.S. Presidential Election Republican Expectations 2028Republican electoral prospectsCandidate victories, party-level results, primary outcomesMarkets that resolve favorably under Republican scenarios
U.S. Macro Data 2026Economic data releasesGDP prints, unemployment figures, CPI targetsMarkets tied to specific macro outcomes
Investors buy the theme, not individual contracts. A single series position provides diversified exposure to an entire category of event risk.

Naming Conventions

Each series follows a structured naming convention designed for institutional clarity: Canonical name format:
Belief [Geographic Scope] [Risk Domain] [Directional Expectation] [Time Horizon] Index
ComponentPurposeExample
BeliefBrand prefixAlways first
Geographic ScopeJurisdiction of underlying eventsU.S., Europe, Global
Risk DomainWhat class of uncertainty is measuredMonetary Policy, Presidential Election, Macro Data
Directional ExpectationWhich direction of outcomes is trackedEasing Expectations, Republican Expectations
Time HorizonCalendar year or period2026, 2028
IndexSuffixAlways last
Each series also has a short ticker (e.g., “RATES26”) for compact reference. Tickers are designed to be recognizable alongside institutional identifiers like SPX, VIX, or SOFR.
Directional expectations are always framed as expectations, never as outcomes or guarantees. “Easing Expectations” describes which markets are tracked, not a prediction that rates will fall.

Composition

A series composition defines exactly which markets are included and how they contribute to the index:
PropertyDescription
MarketsThe specific prediction markets included in the basket, identified by condition ID
Tracked outcomeWhich side of each binary market is tracked (YES or NO)
WeightThe relative importance of each market in the index calculation
Weights are normalized so they sum to exactly 1.0 — this mathematical property guarantees that the Raw NAV always falls between 0 and 1. See NAV Methodology for the normalization formula.
A rates-themed series with 7 markets, each assigned a raw weight of 0.1429:
MarketTracked OutcomeRaw WeightNormalized Weight
Fed cuts 25bps by MarchYES0.14290.14286
CPI below 3% by JuneYES0.14290.14286
Unemployment above 4.5%YES0.14290.14286
Fed cuts 50bps by JuneYES0.14290.14286
Core PCE below 2.5%YES0.14290.14286
10Y yield below 4%YES0.14290.14286
Recession declared by Q4YES0.14290.14286
Sum of raw weights: 1.0003. After normalization: each weight = 0.14286; sum = 1.00000.Equal weighting means no single market dominates the index. A surprise in any one market affects approximately 14.3% of the total NAV.

Series Lifecycle

Each series progresses through defined states as its underlying markets evolve toward resolution:
1

Active

All underlying markets are open and trading. NAV is computed at each window using live midpoint prices from the Polymarket order book. Investors can mint and redeem shares at each NAV window (subject to capacity and risk limits).
2

Partially Resolved

One or more markets have settled while others remain active. Resolved markets use their settlement price ($1 or $0) in the NAV computation. The series continues operating normally — investors can still mint and redeem.This is the most common state for a mature series, as individual events resolve on different timelines.
3

Fully Resolved

All underlying markets have settled. The series reaches its terminal NAV — a definitive final value that will not change. No further price updates occur. Investors can redeem their remaining shares at the terminal NAV.

Resolution Mechanics

When an individual market in the series resolves:
  • If the tracked outcome won: the market’s contribution to NAV becomes $1.00 (maximum value)
  • If the tracked outcome lost: the market’s contribution to NAV becomes $0.00 (zero value)
  • The resolved market continues to contribute to NAV at its settlement price — it is not removed from the basket
Consider a 5-market equal-weighted series (each market has 20% weight) with a current Raw NAV of 0.60:
  • Market A resolves: tracked outcome wins (price goes to $1.00 from $0.75)
  • Effect: The Raw NAV increases by approximately 0.20 x ($1.00 - $0.75) = +0.05
  • New approximate Raw NAV: 0.65
Conversely, if Market A had resolved with the tracked outcome losing (price goes to $0.00 from $0.75):
  • Effect: The Raw NAV decreases by approximately 0.20 x $0.75 = -0.15
  • New approximate Raw NAV: 0.45
This asymmetry is fundamental to binary markets: a losing resolution always costs the full current price, while a winning resolution only gains the remaining distance to $1.00.
A fully resolved series has a definitive terminal value. This terminal NAV is final and not subject to staleness, repricing, or revision.

How Markets Are Selected

Markets are selected for inclusion in a series based on four criteria:
  1. Theme relevance — The market must directly relate to the series’ stated risk domain. A rate cut market belongs in a monetary policy series; an election market does not.
  2. Sufficient liquidity — The market should have enough order book depth to produce a reliable midprice signal. Very thinly traded markets can distort NAV through wide bid-ask spreads.
  3. Clear resolution criteria — The market must have unambiguous settlement rules. Markets with subjective or disputed resolution criteria are avoided because they introduce oracle risk.
  4. Appropriate time horizon — The market’s expected resolution date should fall within the series’ intended duration. A 2026 series should not include markets that resolve in 2030.
Market selection follows systematic, rules-based criteria — not discretionary judgment. The selection methodology is designed to be reproducible and auditable.

Composition Versioning

Each series composition is versioned with a unique identifier. If the composition changes (markets added, removed, or reweighted), a new version is recorded. All NAV computations reference their composition version, creating a complete audit trail of which markets and weights were used for each valuation.