Research example · October 27, 2026 snapshot

TSA passenger screenings

A daily estimate of nationwide airport checkpoint screenings, tested on later TSA results and mapped to Kalshi's passenger-count thresholds.

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Historical test

What the data shows

TSA observations through October 25, 2026. Errors are passengers per day; lower is better.

2026 holdout298 daysExcluded from model tuning
Model mean error76,723Mean absolute error
Previous-week mean error147,083Same 2026 dates
90% band coverage91.3%Observed share of 2026 days

This is a forecast accuracy result, not a trading return. The available Kalshi series began in October 2026. A prospective record of predictions, executable prices, fees, and settled outcomes is needed before claiming a market edge.

Outcome and contract

The outcome is the nationwide checkpoint travel number for a specified date. Kalshi's listed thresholds resolve against the first published TSA count, without rounding. Later TSA revisions are excluded by the contract rule.

In the saved snapshot, 255 finalized threshold results were checked against the recorded TSA counts and all 255 matched. Several thresholds share the same daily outcome, so these are not 255 independent trading tests.

Forecast and uncertainty

The model combines the same weekday 52 weeks earlier, adjusted by the recent year-over-year traffic ratio, with the mean of the prior four matching weekdays. Its 90% annual-analog weight was selected using 2024–25 only.

Each 2026 test forecast uses data available at least two calendar days before the target. Error bands and threshold probabilities come from 2024–25 residuals. The 80% band covered 84.2% of held-out 2026 days.

Recent held-out dates

DateTSA countModel estimateAbsolute error
Oct 25, 20262,837,6252,808,80528,820
Oct 24, 20262,117,6432,089,74127,902
Oct 23, 20262,729,4322,715,31414,118
Oct 22, 20262,781,1032,720,80460,299

Selected recent days illustrate the saved test record; the 298-day summary above uses all held-out dates.

Method

From source count to tracked decision

1

Collect

Normalize TSA daily counts and record the exact contract settlement rule.

2

Estimate

Use earlier annual and recent weekday patterns to forecast each target date.

3

Validate

Tune on 2024–25 and compare the 2026 holdout with a previous-week baseline.

4

Track

Save predictions and pre-publication quotes, then compare settled results after costs.

Client project scope

Controls and handoff

A client implementation can be tailored to its data and review process.

Adjustable controls

Possible controls include the annual-pattern weight, recent-history window, probability band, threshold, and minimum price difference required before further review. Each change should be tested on dates that were not used to select it.

Operating process

The deliverable can include a dated source refresh, forecast log, quote capture, outcome check, and written instructions for the client's team. Holiday shifts, publication delays, revised counts, liquidity, and fees remain part of the review.

Source record

Published data and contract

This is a dated research example, not a current forecast or a recommendation to trade. The private workspace holds forecast and quote snapshots; no realized return is stated.

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