Polymarket edge

Public Polymarket price-threshold markets in crypto, priced by a quant model: spot, implied volatility with the risk premium removed, and barrier probabilities resampled from four years of real price paths. Edge = model probability − market price, taken only where it survives the pessimistic end of its confidence bound. Read-only — no orders placed.
Paper exposure
portfolio cap 10%
Edge signals
oracle > market
Avg expected ROI
mean edge — pp

Edge signals ·

CLOB ask VWAP + taker fee · ¼ Kelly · 3.75% signal / 5% cluster / 10% portfolio · paper only
Market Side Entry Market prob (YES) Oracle p Conf Edge (pp) Exp. ROI Kelly (cap) Vol 24h Liquidity Ends Source
awaiting polymarket signals

Watch ·

CLOB edge ≥3pp · below action threshold or failed robust bound · zero Kelly / zero exposure
Market Side CLOB all-in Our p Edge Why watch Ends Source
no watch candidates

Settled terminal predictions ·

current terminal eligibility · first signal per condition · flat 1-unit record · pre-CLOB rows use legacy entry
Settled
W / L
Accuracy
recommended side
Flat ROI
1 unit / market
Brier vs market
positive = model better
Market Prediction Entry Our p Edge Result ROI P&L Settled
awaiting settled predictions