Alpha Strategy

Late-Resolution Spread captures the time-decay component of high-probability outcomes near market maturity. As a binary or multi-outcome market approaches its endDate (from Gamma API), a token priced at $0.95–$0.99 retains a positive expected settlement of $1.00 if the leading outcome holds. The spread between the current market price and $1.00 shrinks deterministically as resolution approaches. This bot monitors gamma.market.endDate to identify markets within max_minutes_to_resolution of close, checks that the price-to-$1.00 spread exceeds the configurable minimum, and emits a buy OrderIntent sized to max_clip_usd. It never averages down (never_average_down is locked true). This is a user-controlled execution tool exploiting time-value decay in near-resolution predictive markets; it is not a directional price forecast.

Neg-Risk Sum Arb exploits pricing dislocations on Polymarket’s negative-risk (multi-outcome) markets, where the sum of YES token prices across N outcomes must equal $1.00 at resolution. When sum(YES asks across outcomes) < $1.00 net of fees, the bot buys the underpriced YES tokens and — where profitable — routes the position through the NegRiskAdapter on Polygon to convert NO tokens across the set into pUSD. The 'Other' outcome is always excluded from the conversion path. This is a user-controlled execution tool that targets a structural pricing constraint specific to negative-risk event design on Polymarket. It is the multi-outcome counterpart to sum-to-one-arb.

Bregman-Projection Arb detects when the joint probability distribution implied by a neg-risk multi-outcome market's order book diverges from the closest valid (simplex-constrained) distribution by more than kl_divergence_threshold nats. It uses a Frank-Wolfe iterative projection to find the nearest valid distribution, measures the KL-divergence of the observed book from that projection, and emits a set of up to max_legs_per_trade OrderIntents to exploit the divergence. This is a user-controlled execution tool for multi-outcome neg-risk markets. It never trades standard 2-outcome binary markets (those are handled by Sum-to-One Arb). No performance claims are made; the tool automates the mechanical detection and sizing of Bregman-projection violations.

Cross-Market Arb detects logically constrained relationships between pairs of Polymarket binary markets — e.g. 'Candidate A wins primary' should price at or below 'Candidate A wins general', or 'Team X advances to semi-final' should price at or below 'Team X wins tournament'. When the logical constraint is violated by more than tolerance_bps (after fee buffer), the bot emits a pair of OrderIntents (one per market) to exploit the mispricing. Market pairs must pass manual review before the bot will trade them (require_manual_pair_review=true). This is a user-controlled execution tool; it does not copy trades or make performance claims.

Maker-Wide is a passive market-making strategy designed for thin, illiquid binary markets where the natural spread is wider than Maker-Tight's target. It posts resting maker quotes at a wider edge (80–200 bps from mid), a smaller clip size, and with a longer expected holding period. The stale-book detector (time since last fill > stale_book_minutes) prevents continuous requoting on markets with no real two-way flow. Volatility of mid over the last hour determines the spread width dynamically: higher vol → wider edge. This is a user-controlled liquidity-provision tool. Maker rebates (20–25% of platform fees, paid in pUSD) contribute to the return profile. No performance claims are made.

Mean-Reversion Sniper fades price momentum in markets that have overreacted to recent information. It monitors markets where the best-ask for YES tokens exceeds price_threshold (default 0.80), computes a rolling z-score of the price change over a lookback window, and checks for order-book signals of a momentum reversal (aggressor side flips and large cancels on the heavy side). When z_score >= z_score_min and no active news cycle is detected by the NewsIngest event-density feed, the bot emits an IOC OrderIntent to sell YES tokens at or above price_threshold. An automatic time exit (time_exit_s) and stop-loss (stop_bps) control downside risk. This is a user-controlled execution tool; it does not predict outcomes or make performance claims.

News Materiality Trader positions ahead of the book's full digestion of material news events. It receives news items from the NewsIngest pipeline (Reuters, AP, Bloomberg, league wires), scores them using a NLP materiality classifier, resolves the news entity to one or more watchlisted Polymarket markets via an entity-resolution dictionary, and emits an IOC OrderIntent when materiality_score >= materiality_threshold. A cooldown period (cooldown_s) prevents re-trading the same entity-market pair within the window. Order TTL (order_ttl_s) limits exposure if the IOC is not immediately filled. This is a user-controlled execution tool for reacting to material news before book equilibration; it does not predict resolution outcomes or make performance claims.

Sports Model computes a quantitative fair-value probability for Polymarket sports markets using an internal power-rating model fed by league APIs (NBA, NFL, EPL, ATP/WTA, MLB), lineup and injury data via SportsFeed-Adapter, and weather data for outdoor events. When the CLOB mid-price diverges from the model price by more than min_edge_bps_vs_model, the bot sizes an IOC OrderIntent using a fractional-Kelly position sizing formula (kelly_fraction) bounded by max_per_bet_usd. The bot targets the Apr 2026 $5M pUSD maker rebate pool for sports+esports markets when the edge direction permits maker posting. This is a user-controlled execution tool that automates quantitative sports market trading decisions. No performance claims are made.

BasisTrader identifies and trades the price basis between a Polymarket market and an off-platform reference (sportsbook line, futures price, or consensus poll) when the resolution rules of both platforms are provably identical. The bot buys the Polymarket leg when it is cheap relative to the reference and the basis exceeds min_basis_bps after fees.

Breakout-Follower is a momentum strategy that enters Polymarket binary markets when a high-confidence news event causes a price breakout beyond configurable Bollinger Band thresholds. It scales in across multiple steps and trails a stop using an ATR multiple, acting as the directional complement to Mean-Reversion Sniper.

CalendarCompression identifies pairs of related Polymarket markets resolving on different dates (e.g. 'Will X happen by June?' vs 'Will X happen by December?') and trades the price differential when it deviates from the fair time-decay spread. The bot buys the underpriced near-expiry leg and/or sells the overpriced far-expiry leg to capture calendar compression.

Cross-Venue Arb identifies price divergences between Polymarket and external prediction markets (Kalshi, PredictIt) that share an identical resolution source, then emits an OrderIntent to trade the cheaper leg on Polymarket. Both venues must resolve via the same authority; any mismatch blocks the trade.

Dispute-Risk Pricing identifies Polymarket markets affected by UMA dispute uncertainty where the current price does not reflect the true resolution probability given the dispute risk. The bot buys positions that appear mispriced due to dispute-inflated uncertainty, but only when the resolution-rule reading is unambiguous and the parser confidence is at maximum.

FundingRotationBot manages idle pUSD capital by rotating between pre-approved safe-yield routes and Polymarket deployment, ensuring the user's deployable budget is efficiently allocated without exceeding configured reserve requirements. All rotation decisions require the user's opt-in and stay within a whitelisted route set.

Liquidity-Pulse is a market-analytics tool that monitors emerging Polymarket markets for early liquidity opportunities. When a market's volume and attention signal crosses configured thresholds, the bot emits an OrderIntent for user-controlled maker quote placement. All execution decisions remain with the user; this bot provides structured analytics and sizing recommendations only.

MarketCreationScout monitors newly created Polymarket markets and identifies those worth seeding with early maker liquidity before the spread tightens. It evaluates quality score, market age, and event category, then emits GTC post-only OrderIntents to seed the book with initial maker quotes, generating rebate income from early-adopter taker flow.

NarrativeCrowdingFade detects Polymarket binary markets where social attention and narrative momentum have pushed prices above the statistical base rate. When attention Z-score and price drift signal crowding, the bot fades the move — taking the opposite position to capture reversion toward the base rate.

PortfolioHedger monitors the user's Polymarket portfolio for correlated exposure flagged by the Risk guardrail and builds offsetting positions to reduce net directional risk. When correlated market clusters exceed target_residual_corr and hedging cost is within max_hedge_cost_bps, the bot emits hedge OrderIntents to neutralise the correlation.

Resolution Fair-Value detects Polymarket binary markets that are close to resolution and priced away from their fair value (e.g. trading at ¢96 when the outcome is virtually certain). It emits an IOC OrderIntent to trade toward fair value on unambiguous markets whose oracle signal is clean and within resolution window.

ResolutionCurveTrader models the expected time-path of a Polymarket binary market's probability from the current moment to resolution, then trades when the market price deviates significantly from the model's projected curve. It captures mispricing in the temporal dimension rather than just the endpoint.

Rule-Risk Discount fades Polymarket binary markets where the resolution rule is ambiguous and the current market price does not reflect that ambiguity risk. When a market's price implies high certainty but the resolution rule has a significant ambiguity score, the bot takes the opposite position to capture the mean-reversion when uncertainty is priced in.

VolatilityHarvest quotes inside the spread on volatile Polymarket event markets with thick books, collecting maker rebates while managing inventory skew. It enters when realised volatility exceeds min_realised_vol, quotes inside the current spread by quote_inside_bps, and limits total position via max_inventory_skew. After a losing quote it cools off for cool_off_after_loss seconds.