Polymarket Bundle Btc 5min Streak Trader

Bundle BTC 5-Min Streak Trader

This is a template. The default 签名al 检测s directional streaks in BTC 5-min interval markets and trades mean-reversion on the next interval -- remix it with live BTC price feeds, order flow data, or momentum-following mode. The 技能 handles all the plumbing (market discovery, interval parsing, streak 检测ion, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s ~103 live BTC "Up or Down" 5-minute interval markets per day, each asking whether Bitcoin will go up or down in a specific 5-minute window (e.g. "Bitcoin Up or Down - March 28, 11:00AM-11:05AM ET").

When 3+ consecutive intervals show the same directional bias (all Up or all Down), retAIl momentum chasers pile into the streak direction for the next interval. But BTC 5-minute returns exhibit negative autocorrelation at lag 1-3 (coefficient 应用roximately -0.04 to -0.08) -- meaning streaks are more likely to reverse than continue at this timeframe.

The 技能 检测s these streaks, identifies the next unresolved interval, and trades the contrarian direction with conviction 扩展d by streak length.

Edge

BTC 5-min microstructure returns are mean-reverting, not trending. This is well-documented in market microstructure literature:

Negative autocorrelation -- 5-min BTC returns show statistically 签名ificant negative lag-1 correlation, meaning a series of Up moves makes the next Down move more likely (and vice versa) RetAIl momentum bias -- Polymarket participants see 3+ consecutive Up intervals and extrapolate; this is the gambler's fallacy in reverse -- they bet on continuation when the statistics favor reversion Bundle density -- With 103+ intervals per day, streaks of 3+ occur multiple times dAIly, providing consistent trading opportunities Short resolution -- 5-minute markets resolve quickly, so cAPItal isn't tied up; the edge compounds across many small trades 签名al 记录ic Discover active BTC "Up or Down" 5-min interval markets via keyword 搜索 + 获取_markets(limit=200) fallback 解析 each question to 提取 date and time window (e.g. "March 28", "11:00AM", "11:05AM") Group by date and 排序 by time window Classify each interval's directional bias: p > 0.55 = Up, p < 0.45 = Down, else Neutral Walk 排序ed intervals looking for streaks of STREAK_LENGTH+ (default 3) same-direction bias After a streak, evaluate the NEXT interval for mean-reversion: After Up streak: sell NO (bet on Down / reversion) After Down streak: buy YES (bet on Up / reversion) Conviction 扩展s with streak length beyond minimum (bonus +0.1 per extra streak interval, c应用ed) Size = max(MIN_TRADE, conviction * MAX_POSITION) Remix 签名al Ideas Binance real-time BTC price feed: Compare the actual price movement during the streak intervals agAInst the market probabilities -- if price moved 0.5% up in 15 minutes but the market only shows 55% Up bias, the streak might continue (switch to momentum mode) Order flow imbalance: Wire Binance order book depth into the 签名al -- if bid depth is 3x ask depth during a Down streak, the reversion is more likely and conviction should increase Volatility regime 过滤器: In high-vol regimes (VIX > 25, BTC realized vol > 80%), streaks are longer and reversion is sharper; in low-vol regimes, streaks are noise and reversion is weaker -- 扩展 conviction accordingly Time-of-day pattern: BTC 5-min autocorrelation is strongest during Asian 会话 (00:00-08:00 UTC) and weakest during US equity hours (14:00-21:00 UTC); weight streak 签名als by 会话 Momentum mode toggle: 设置 SIMMER_STREAK_MODE=momentum to trade WITH the streak instead of agAInst it -- useful during strong trend days when the dAIly candle is >3% in one direction Safety & Execution Mode

The 技能 defaults to paper trading (venue="sim"). Real trades only with --live flag.

Scenario Mode Financial risk python trader.py Paper (sim) None Cron / automaton Paper (sim) None python trader.py --live Live (polymarket) Real USDC

auto启动: false and cron: null mean nothing 运行s automatically until 配置d in Simmer UI.

Required 凭证s Variable Required Notes SIMMER_API_KEY Yes Trading authority. Treat as a high-value 凭证. Tunables (Risk Parameters)

All declared as tunables in ClawHub.json and adjustable from the Simmer UI.

Variable Default Purpose SIMMER_MAX_POSITION 40 Max USDC per trade at full conviction SIMMER_MIN_TRADE 5 Floor for any trade SIMMER_MIN_VOLUME 3000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.08 Max bid-ask spread SIMMER_MIN_DAYS 0 Min days until resolution (0 = allow same-会话) SIMMER_MAX_POSITIONS 8 Max concurrent open positions SIMMER_YES_THRESHOLD 0.38 Buy YES only if market probability <= this SIMMER_NO_THRESHOLD 0.62 Sell NO only if market probability >= this SIMMER_STREAK_LENGTH 3 Minimum consecutive same-direction intervals to trigger Edge Thesis

BTC 5-minute interval markets are the highest-frequency prediction markets on Polymarket. With 103+ markets per day, th