Binary Ladder Contracts

All-or-nothing contracts on a player's WAR Index at laddered strikes. Simple enough to quote as a probability, liquid enough to trade all season. Designed for listing on a CFTC-registered Designated Contract Market.

Prototype. No contract described here is listed or tradable. Terms are illustrative and would be finalized under a partner DCM's rulebook.

The mechanics in thirty seconds

A binary Call pays $100 if the player's final WAR Index meets its strike, $0 otherwise; a Put is the mirror. Prices quote 0–100, so a Call trading at 42 is the market saying “42% chance.” Max loss is what you paid. No leverage, no margin calls, no unbounded downside.

Worked example: Bobby Witt Jr., 2027 season

Witt's five-season index history runs 0.9, 4.3, 9.6, 7.1, 4.8* (*2026, in progress). The ladder brackets his realistic outcome range. Hypothetical marks are anchored to empirical base rates: among all post-1947 players coming off three consecutive 6.5+ index seasons — Witt's profile — 84% cleared 4.0 the next season, 64% cleared 6.0, and 36% cleared 8.0 (155 comparable seasons, 62 players):

ContractMeaningPriceImplied probability
Call 4.0Healthy everyday season84~84%
Call 6.0Star season64~64%
Call 8.0MVP-candidate season36~36%

The ladder self-polices: if Call 6.0 ever trades above Call 4.0, that's free money for arbitrageurs, so monotonicity is enforced by the market rather than by rule. Spread positions — long the 4.0, short the 8.0 — express “good but not great” views with defined risk, and that's where secondary volume concentrates.

Three horizons per player

HorizonUnderlyingRole
SeasonalOne regular seasonThe volume product; re-lists annually
Multi-YearSummed index, e.g. 2027–29Bridges retail flow toward swap tenors
CareerCumulative career indexLong-dated “store of value” — will Ohtani's career index cross 100?

Deliberately scarce

Liquidity strategy is concentration: eight watchlist players at launch, three to five instruments each, two to three strikes per ladder. Every listed instrument is enumerated in a version-controlled instrument matrix. No long tail of dead markets.

Edge cases settle themselves

Full settlement procedure: methodology.