Geopolitical developments involving high-level diplomatic visits carry significant implications for international relations and financial markets. This event aggregates three related prediction markets tracking the possibility of a Trump visit to China during a three-day window in mid-May 2026. Diplomacy at this level influences policy expectations, shapes investor positioning across sectors sensitive to US-China relations—from technology and manufacturing to financial services—and signals broader strategic alignment or friction between the world's two largest economies. The three markets examine whether a visit occurs on May 13, 14, or 15, allowing observers to track how informed participants assess the timing of potential diplomatic engagement. Price movements across these date-specific markets reveal nuanced information: if May 14 trades at significantly higher odds than its neighbors, it may reflect specific calendar considerations or known diplomatic schedules. Conversely, if all three dates show low probability, the market is pricing skepticism about the visit materializing at all. Tracking the spread between these markets—comparing the probability of "any visit in the three-day window" against individual dates—provides insight into whether participants expect the trip to happen but are uncertain on timing. These prediction markets aggregate information from policy analysts, finance professionals, and observers tracking US-China relations, creating a real-time probability assessment that complements traditional reporting. Whether you're monitoring geopolitical risk, studying how markets price diplomatic developments, or analyzing international relations sentiment, this aggregated view offers direct insight into informed expectations about this potential visit.