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Common questions about the indices and the published data.

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General

Belief Index is a family of rules-based indices that measure how prediction markets price themed categories of real-world event risk. Each index (a “series”) condenses a basket of related event contracts into a single published level – like the S&P 500 for equities, but for event probabilities. See Introduction for a full overview.
Anyone who needs a citable, methodologically stable read on how markets price event risk: researchers and academics, journalists and analysts, risk and strategy teams, and product issuers evaluating an index to license. The data is public and free to cite with attribution.
No. A Belief Index is a published index – a measurement, not an investment product. The distinction is the same as between the S&P 500 itself (a number computed by an index provider) and an S&P 500 fund (an investable product an issuer builds on it). Nothing tracks a Belief Index with real assets, and Belief Systems offers no account, deposit, or investment of any kind. Issuers interested in referencing a series under license can contact Index Services.
Belief Systems publishes index data and research; the indices themselves are informational and are not registered with any regulator. Belief Systems does not offer, sell, or manage any security or investment product, and nothing on this site or in these docs is an offer to sell or a solicitation of an offer to buy any security. See Disclosures for the formal legal framework.
Use Source: Belief Systems (beliefsystems.xyz). When describing index movements, percentage changes over a stated period are the most robust framing. Levels are theoretical values computed from midprices – see Risk Factors for what they do and do not represent.

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Levels & Pricing

The index value is computed at periodic valuation windows – currently every 30 minutes (subject to change). Each computation uses the latest available prices from the underlying prediction markets, and the index level is published on the same cadence.
Yes. The Index Calculation Methodology is fully published. You can fetch public price data from the underlying venue’s order book, apply the published formula, and compare your result to the published value. See the “Independent Verification” section of the methodology page for step-by-step instructions.
Timing differences are the usual cause – your price fetch may occur seconds before or after the system’s fetch, producing discrepancies of roughly 0.0001 to 0.001. Differences below 0.0000001 are normal rounding. See the verification-issues table in Index Calculation Methodology.
A stale computation means the system could not fetch a current price for one or more underlying markets and used the last known good price as a fallback. Stale computations are flagged transparently. See Index Calculation Methodology – Staleness.
Resolved markets are priced at their settlement value ($1 for the winning outcome, $0 for the losing outcome). The series continues publishing with its remaining active markets. When all markets resolve, the series reaches its terminal index value. See Index Series – Lifecycle.
It depends on the series’ Maturity Type. Fixed series are locked at publication – composition never changes. Perpetual series may add new constituent markets over time through formal reconstitution events at a published review cadence; removals are rules-based only – under the published maintenance criteria or an extraordinary integrity event, per Index Governance – never discretionary. Reconstitutions are chain-linked so the published level stays continuous across composition changes. See Perpetual Series.

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Technical

The underlying prediction markets settle on the Polygon blockchain – outcome tokens are ERC-1155 tokens on Polygon, and each market’s resolution is publicly queryable there. See the Independent Verification Guide.
Prices are sourced from the underlying prediction market venue’s order book, which is publicly readable via API. The system reads the best bid and best ask for each tracked outcome token and computes the midprice.
If the price feed is unavailable, the system falls back to the last known good price and marks the computation as stale. Extended outages could suspend computation – and therefore index publication – entirely. See Risk Factors.