The full breakdown
What counts as a spread, and how the numbers are derived.
The homepage keeps this short by design. Here is the detail behind it.
The full breakdown
The homepage keeps this short by design. Here is the detail behind it.
What it detects
One event where exactly one listed outcome must win, a Polymarket winner-take-all event, Kalshi brackets that cover every possible result, or on Polymarket US a 3-way soccer result or a championship with every team listed. Buy YES on every outcome for under $1, or NO on every outcome for under the payout, and the payout is fixed, as long as every leg fills at those prices. Events where an unlisted result could win are skipped. On every plan, Base included.
Two brackets on the same number in one event, where one range contains the other: “4.00% or above” happens whenever “4.25% or above” does. Buy YES on the wider and NO on the narrower for under $1 and the dollar is fixed, whatever the number turns out to be. Two legs instead of five, and a single bracket carries far more resting size than a whole ladder. On every plan, Base included.
A Kalshi market and a Polymarket market that look like the same real-world event. Search both platforms on your dashboard (the market list refreshes every minute), read both sets of rules, and confirm the pair yourself; only pairs you confirm are priced, and they’re re-priced every minute. Max.
Why the list is short
Plenty of screens will show you two prices that don’t match. Most of those aren’t trades. Here is everything that has to hold first.
Exactly one listed outcome must win, or one bracket’s range must contain another’s. Events where an unlisted result could win are skipped even when the prices look free. The scanner sets aside thousands of events a sweep for exactly that reason.
Every leg is priced at the live best ask and the quantity actually offered there, then each platform’s own published fee formula comes off. A spread that clears before fees and not after never reaches the table. That is why the number you see is smaller than the ones screenshotted on social media.
One tap sends every Kalshi and Polymarket US leg as a fill-or-kill limit order, up to 40 legs, thinnest book first, signed in your browser with keys that never reach our servers. Nothing is sent until you confirm the ticket. A read-only screen stops at the row. Max.
This is not the fastest scanner and doesn’t claim to be: the feed re-prices about once a minute, and dedicated bots react in milliseconds. What survives here is what they skip, on quieter venues, at sizes not worth their time, or with money tied up for weeks.
How this is different
Most arbitrage tools are screens: they compare prices, flag the difference and hand you a link. That is genuinely useful, and it stops three steps short of a position. Here is where the two part company.
It does one thing
ArbTrader only looks for arbitrage. There is no model here, no fair-value estimate, no rating, no pick, and no opinion about which way a market is heading. Every number on this site comes from two places: a structure that can be proved, and the live order book behind it.
That is deliberately a narrower product than a general betting tool, and the narrowness is the feature. A tool that ranks bets by expected value is only as good as the model behind the estimate, and you inherit whoever built it. Here there is nothing to inherit. You never have to trust our view of an event, because we do not have one: either exactly one listed outcome must win and the legs cost less than the payout after fees, or there is no row.
Two prices don’t match, so it shows you both.
Checks whether both prices can be wrong at once. It proves that exactly one listed outcome must win, or that one bracket’s range contains another’s, before the row exists. When it can’t prove it, the event is dropped.
Quotes the headline price at the top of the book.
Quotes the size actually resting at that price, on every leg, and takes each platform’s own published fee formula off before calling anything a spread. A gap that only exists before fees never appears.
Ends at a link. You retype the trade somewhere else, leg by leg, while the price moves.
Ends at a confirmed order. One tap sends every Kalshi and Polymarket US leg as a fill-or-kill limit order, up to 40 legs, thinnest book first, signed in your browser. Max.
Where a screen wins: raw speed, and how many venues it watches. A dedicated terminal re-prices in about a second and follows a dozen venues; this re-prices in about a minute and follows three. If you want the widest possible view of the market, that is the better buy. If you want prediction-market spreads that are proven before you see them and placeable when you do, that is this.
The 90-day projection · real data
A real snapshot of the live feed on Sep 23, 2026 showed 34 same-day-resolving spreads (Capital filter $200) that together needed $897.09 to take at full size and cleared $61.27, a 6.83% blended return. That is cut 50% before projecting forward, for day-to-day variance and because real fills compete with other traders and bots for the same resting size, leaving a conservative $448.55 of same-day liquidity a day. That haircut is a general margin of safety, not a model of how fast resting size actually decays after you see it; we do not have data on that. It assumes trades go out as a Max one-tap ticket, signed and sent in your browser the moment you confirm; clicking through to each platform yourself on Pro is slower, especially on a multi-leg bundle, and would likely capture less. On top of that, not every leg fills: every leg is a separate order, and if one misses you are holding the others unhedged until the event resolves, exactly as the risk notes on every spread say. We have not measured how often that happens on these venues, so as a further, separately labeled assumption, not measured data, we take it at 1 trade in 10, averaging a loss of 30% of that trade’s stake when it does. That brings the 6.83% blended return down to an effective 3.15%, and the daily profit down to $14.13 a day, capped by real same-day liquidity rather than by account size, the same $1,271.70 over 90 days would show up whether you started with $1,000 or $10,000, only the percentage return would be smaller on a bigger balance. That is also why this does not compound: reinvesting a day’s profit does not create more same-day mispricing to trade tomorrow, it just means more of your capital sits idle behind the liquidity cap. Kalshi was still recovering from a rate limit during this snapshot and barely contributed to it, so the liquidity side of this likely understates real cross-platform capacity. The “Average trader” line is not ours: it spreads Kalshi’s own documented average result evenly across the window, an average loss of 11% of the amount wagered, with about 74% of accounts finishing at a loss (Wall Street Journal analysis of Kalshi’s trading data, 2026; the same analysis found 70% of Polymarket users lose money). Simulated from real, dated data. Not a past result and not a guarantee of future returns.