The gap between nominal Treasury yields and inflation-protected ones — the breakeven rate — plus the inflation swap market give a continuously updated, professionally traded forecast of future inflation over any horizon. Polymarket's longer-dated inflation markets often price off narrative and recent prints instead. You convert the swap curve into a probability for each threshold market and trade the disagreement, adjusting for the small risk premium embedded in the bond spread.
Markets on Polymarket where breakeven & inflation-swap import is the natural play:
