{"slug":"oil-shock-fed-hold-divergence","title":"Oil shock vs Fed hold probability — macro cross-market divergence","category":"macro","market_id":null,"problem":"After an energy price shock, prediction market odds for a near-term Fed hold stayed too low relative to cross-market macro signals from rates and inflation expectations.","signal":"EdgeVisor flagged a divergence: macro inputs implied higher hold probability while crowd pricing lagged due to recency bias from prior rate-cut narratives.","result":"As inflation expectations repriced, hold odds moved materially upward and converged toward the macro-implied range before resolution.","lesson":"Macro contracts often lag when narratives flip quickly; cross-market confirmation is a strong filter for identifying delayed crowd adjustment.","brier_score":0.1,"edge_pct":0.2,"published_at":"2026-04-14T08:15:00+00:00","updated_at":"2026-04-20T12:47:57.841381+00:00"}