Will the Tampa Bay Buccaneers beat the Minnesota Vikings at home on September 27, 2026?

Base rate for TB winning (unconditional, 23-game sample) is 43.5%. The market (Kalshi mid 0.475) already sits above this base rate, implicitly pricing in some home-field value. My own home-field regression estimate (+3.71 margin pts, p=0.267) is directionally consistent but too noisy to confirm independently, and the injury differential (TB 3 out vs MIN 2 out) is a weak, unweighted signal that if anything nudges slightly against TB. Recent form (TB's last 3 games: W-L-L) is also mildly negative but not statistically distinguishable from noise given autocorr near zero. I see no clear, testable edge over the market: the evidence roughly triangulates to a number close to what Kalshi already prices, so I set my estimate marginally below market (0.46 vs 0.475), reflecting a slight tilt toward MIN from the injury-count differential and negative recent form, while acknowledging this tilt is not statistically robust.

Own objection: The home-field regression coefficient (+3.71 pts, CI including negative values) is too noisy to reject the null, but it is nonetheless the correct-signed, best point estimate I have, and dismissing it entirely in favor of the unconditional 43.5% base rate risks underrating TB's true home probability, which by simple margin-to-win-prob conversion could put TB closer to 50-52%, right at or above the market price of 47.5%. If the true home effect is real but I lack power to detect it in n=23, I am erring too conservative by anchoring near the base rate instead of the market-adjacent home-boosted estimate.

Base rate for TB winning (unconditional, 46-game sample) is 52.2%. Every formal test I ran — the home-field regression (s3), the conditional-probability/Fisher-exact test (s4), and the mean-comparison tests (s5) — fails to reject the null that TB's win probability at home equals its unconditional base rate; none clears conventional significance thresholds. The market price (0.47) sits inside the noise band of the base rate and is itself a highly persistent, low-variance series (s6, autocorr=0.974) consistent with an efficiently-updated random walk. I therefore do not have a statistically demonstrated edge against the market. I nudge my estimate slightly below the 52.2% base rate to 0.49, reflecting the observed (but statistically unconfirmed) recent 3-game losing pattern and negative point-differential trend in the tail of d1/d3, which the aggregate autocorrelation stat is too blunt to validate or refute. This is a small, low-confidence adjustment, not a rejection of market efficiency.

Own objection: The full-sample regressions and conditional-probability tests treat all 46 games as exchangeable and ignore recency/opponent quality. The last three observed outcomes in d1 are 0,0,0 (a losing streak) and the last three point differentials in d3 are -19,-6,-4 (consistently negative), which the full-sample autocorrelation statistic (-0.024) is too coarse to pick up if the process is regime-switching (e.g., injury, defensive collapse) rather than stationary. If TB is currently in a genuine down-form regime, the correct conditional probability is meaningfully below both the 0.52 unconditional base rate and the 0.47 market price, and my flat "market is roughly right" call would be wrong in the pessimistic direction.

The Kalshi market at 0.47 for TB is close to fair value; d1 (likely tracking this or a similar TB win-probability series) shows very low volatility (sd=0.03) and extremely high autocorrelation (0.974) with a non-stationary unit-root structure (s6, p=0.496) -- a classic signature of an efficiently-updating price series rather than one prone to large corrections. The lone statistically testable relationship (s3, corr=-0.17 between two series) is not significant (p=0.065, CI crosses zero) and is further undermined by severe autocorrelation inflating apparent significance. Recent point-differential data (d6) shows TB in a negative stretch (-19, -6, -4 in the last three observations), a real but already-plausibly-priced fundamental headwind -- it doesn't by itself imply the market is wrong, just that a home team near a coinflip is reasonable. The one flag is d2's sudden spike to 0.815 on 9/20, a week before kickoff, which could indicate a real information shock in a related market not yet reflected in d1; I cannot confirm what d2 represents, so I treat this as an unresolved uncertainty rather than a trade signal. Net: no confirmed edge, low-to-moderate crowding, slight lean below market on recent-form data.

Own objection: d2's sharp jump to 0.815 on 2026-09-20 (six observations in one day, rising from 0.335 to 0.815) could represent genuine new information -- e.g., a Vikings starter ruled out -- that has not yet been reflected in d1/the Kalshi market by the as_of time (2026-09-27 11:30 UTC, pre-kickoff). If so, there IS a real, current mispricing in TB's favor that this analysis is underweighting because I cannot identify with certainty what d2 actually measures.

None of the fundamental signals offered (d1–d6) show a statistically or causally identified relationship to the outcome variable. Every test that tried to link a "signal" to the win outcome returned a null result (lift=1.0, p=1.0 in s3; p=0.405 in s4 and s7; CIs straddling zero). The market price (d7) is near a coin-flip and essentially unmoving (autocorr=0.974), which is more consistent with an efficiently-priced, low-information event than with a market missing an edge. I cannot rule out that any apparent home-field edge is confounded by schedule strength, roster composition, or season-stage effects not present in this dataset. I default close to market with wide uncertainty.

Own objection: A determined proponent could argue the null results are simply due to low power (n=23 per arm) rather than true absence of effect — Cohen's d=0.25 in s4 is a small-to-moderate effect size that a larger sample might resolve to significance, and I am effectively accepting the null hypothesis rather than failing to reject it, which is a real statistical error I should flag against myself.

debate skipped: panel unanimous within 0.03

debate skipped: panel unanimous within 0.03

debate skipped: panel unanimous within 0.03

debate skipped: panel unanimous within 0.03

All four analysts independently converge on a near-coin-flip estimate (0.46-0.49) that sits within noise of the current Kalshi price (0.475), but this convergence is largely a single line of evidence repeated four ways: every formal statistical test run (home-field OLS, conditional-probability/Fisher-exact, Pearson correlation) failed to reject the null that TB's home win probability differs from its base rate, and every analyst independently observed the market series is stable, high-autocorrelation, and non-stationary -- the classic signature of an efficiently-priced event. I collapsed these into two independent evidence lines (formal null-result testing, and market-efficiency diagnostics) plus two weaker, non-duplicated inputs (Analyst A's injury-count differential and Analyst C's unresolved d2 spike). The one genuine disagreement -- an 8.7pp gap between Analyst A's 43.5% and Analyst B's 52.2% base rates from different-sized historical windows -- was resolved by anchoring to the market price as the higher-information, more current prior rather than averaging the two base rates. Weighting: Analyst A gets credit for sports-domain specificity and a unique injury signal but is capped for an n=1 calibration sample that overstates its track record; Analyst B and D get the highest weight for rigorous, largest-sample statistical testing and better multi-game calibration; Analyst C is downweighted because its core market-efficiency evidence duplicates B/D and its calibration Brier score is the weakest of the panel. Conclusion: this is NOT tradeable. Consensus (0.47) sits inside the market price (0.475) and within the stated CI; no analyst identified a statistically significant, non-duplicated edge, and the market series shows no sign of mispricing (autocorr 0.974, unit-root p=0.496). Recommended action: no position. If forced to express a view, a directionally-neutral micro-position (e.g., a small TB-No/MIN-Yes tilt reflecting the marginal, unconfirmed lean of 3 of 4 analysts below the raw base rate) could be taken at a size consistent with near-zero expected edge (~-0.5 cents per dollar), which does not clear a reasonable transaction-cost or slippage threshold on a 1-day binary event market.

Consensus 47% · interval 42% to 53%