I've written about those state-legislative special elections a bunch. I totally get the preference for federal special elections, especially now that we've got a big sample size of them, but the evidence is pretty good that state-legislative special elections are predictive too. Plus, there are literally hundreds of them, which is helpful for averaging out.
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Finally, state legislatures are going to be battlegrounds in November too, and those special-elections are definitely bellwethers for THAT.