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 | ||||||||