{
  "index_name": "Private Information Index",
  "short_name": "PII",
  "snapshot_note": "Cumulative snapshot; weekly time series requires trade-timestamp join (v1.1)",
  "as_of": "2026-02-28",
  "source_paper": "Della Vedova (2026), 'Detecting Informed Trading in Prediction Markets'",
  "headline": {
    "total_wallets_tested": 483234,
    "total_flagged_p_lt_01": 6292,
    "flag_rate": 0.01302060699371319,
    "holm_bonferroni_survivors": 806,
    "bh_fdr_survivors": 2492
  },
  "mnpi_taxonomy": [
    {
      "mnpi_type": "vote",
      "n_wallets_tested": 90797,
      "n_flagged_01": 2534,
      "flag_rate_01": 0.0279084110708503,
      "z_above_1pct": 54.23444584872853
    },
    {
      "mnpi_type": "action",
      "n_wallets_tested": 78548,
      "n_flagged_01": 755,
      "flag_rate_01": 0.0096119570199113,
      "z_above_1pct": -1.0930242556986256
    },
    {
      "mnpi_type": "performance",
      "n_wallets_tested": 157755,
      "n_flagged_01": 1598,
      "flag_rate_01": 0.0101296313904472,
      "z_above_1pct": 0.5174687747028562
    },
    {
      "mnpi_type": "stochastic",
      "n_wallets_tested": 134972,
      "n_flagged_01": 1613,
      "flag_rate_01": 0.0119506267966689,
      "z_above_1pct": 7.202419788571609
    }
  ],
  "by_wallet_type": [
    {
      "wallet_type": "bot",
      "n_wallets": 64385,
      "n_significant_01": 1026,
      "pct_significant_01": 1.5935388677486992,
      "mean_excess_accuracy": -0.4531082191982071,
      "flag_rate": 0.015935388677486992
    },
    {
      "wallet_type": "sophisticated",
      "n_wallets": 64954,
      "n_significant_01": 1353,
      "pct_significant_01": 2.0830125935277275,
      "mean_excess_accuracy": -0.3631727379991407,
      "flag_rate": 0.020830125935277274
    },
    {
      "wallet_type": "active_retail",
      "n_wallets": 353895,
      "n_significant_01": 3913,
      "pct_significant_01": 1.105695192076746,
      "mean_excess_accuracy": -0.3733688074227401,
      "flag_rate": 0.01105695192076746
    }
  ],
  "by_raw_category": [
    {
      "category": "politics",
      "n_wallets_tested": 90797,
      "n_significant_01": 2534,
      "frac_significant_01": 0.0279084110708503
    },
    {
      "category": "sports",
      "n_wallets_tested": 157755,
      "n_significant_01": 1598,
      "frac_significant_01": 0.0101296313904472
    },
    {
      "category": "crypto",
      "n_wallets_tested": 134972,
      "n_significant_01": 1613,
      "frac_significant_01": 0.0119506267966689
    },
    {
      "category": "business",
      "n_wallets_tested": 78548,
      "n_significant_01": 755,
      "frac_significant_01": 0.0096119570199113
    },
    {
      "category": "other",
      "n_wallets_tested": 89761,
      "n_significant_01": 2034,
      "frac_significant_01": 0.0226601753545526
    }
  ],
  "vs_mitts_ofir": {
    "their_flag_rate": 0.38,
    "our_flag_rate": 0.01302060699371319,
    "cohens_kappa": 0.007,
    "note": "Near-zero concordance between structural (orthogonality) and heuristic (5-signal) approaches."
  },
  "generated_at": "2026-06-05T22:28:15+00:00",
  "sources": [
    "G:\\My Drive\\1. Research\\1. Polymarket\\2. Insider\\output\\stage19_significant_wallets.csv",
    "G:\\My Drive\\1. Research\\1. Polymarket\\2. Insider\\output\\stage19_summary_by_type.csv",
    "G:\\My Drive\\1. Research\\1. Polymarket\\2. Insider\\output\\stage22_mnpi_placebo.csv",
    "G:\\My Drive\\1. Research\\1. Polymarket\\2. Insider\\output\\stage22_significant_by_category.csv"
  ]
}