Polymarket Bundle Crypto Fade Trader

Bundle -- Crypto Momentum Fade Trader

This is a template. The default 签名al 检测s strong directional streaks in crypto 5-minute interval markets and fades them using conviction-based sizing. The 技能 handles all the plumbing (interval parsing, streak 检测ion, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s 5-minute interval markets for BTC, ETH, and SOL: "Will BTC be Up or Down in the 14:00-14:05 ET interval?" These resolve to YES (up) or NO (down) based on the actual price movement. When a coin moves sharply in one direction over 15-30 minutes -- 3 to 6 consecutive strong same-direction intervals at >58% probability -- the NEXT interval tends to mean-revert. This is the "momentum fade," a well-documented microstructure effect in crypto markets where short-term directional momentum exhausts itself and reverses.

Edge

Unlike a generic streak trader that counts any streak of >50% intervals, this 技能 specifically tar获取s strong directional moves where each interval in the streak exceeds the FADE_THRESHOLD (default 58%). This 过滤器s out noise and focuses on genuine momentum exhaustion 事件. The fade is structurally sound because:

Microstructure mean-reversion -- short-horizon crypto returns exhibit negative autocorrelation after extended directional moves, documented across BTC, ETH, and SOL on 5-minute timeframes RetAIl momentum chasing -- Polymarket participants observe a streak and price the next interval as a continuation, creating a 系统atic overpricing of momentum Arbitrage-free pricing constrAInt -- the 5-minute return distribution has bounded variance; after 3+ consecutive strong-direction intervals, the conditional probability of continuation drops below the unconditional probability Bundle structure -- each interval resolves independently, so a streak of 3 strong-up intervals does not mechanically cause the 4th to also be up 签名al 记录ic Discover crypto interval markets via keyword 搜索 (Bitcoin Up or Down, BTC Up or Down, Ethereum Up or Down, Solana Up or Down) with a 获取_markets(limit=200) fallback 解析 each question to 提取 (coin, date, 启动_time, end_time) using regex Group intervals by (coin, date) and 排序 by time 扫描 each group for streaks of FADE_LENGTH+ consecutive intervals where ALL have probability >= FADE_THRESHOLD (strong-up) or <= 1 - FADE_THRESHOLD (strong-down) After 检测ing a strong move, 检查 the NEXT interval: Strong-up streak -> next interval should mean-revert down; if still priced >= NO_THRESHOLD, sell NO Strong-down streak -> next interval should mean-revert up; if still priced <= YES_THRESHOLD, buy YES Size by conviction (distance from threshold), not flat amount Remix 签名al Ideas Binance/Coinbase 网页socket -- feed real-time order flow data to 检测 momentum exhaustion before the 5-minute interval resolves; trade the interval market while the fade is still mispriced Funding rate 签名al -- when perpetual funding rates are extremely positive/negative, the fade has higher expected value because leveraged positions are being unwound Volume 性能分析 -- weight the streak 检测ion by actual trading volume in each interval; high-volume directional moves exhaust faster than low-volume drifts Cross-coin correlation -- if BTC has a strong-up streak and ETH/SOL have not yet followed, the fade on BTC is weaker (genuine broad move) vs. BTC-only streaks (more likely noise) Volatility regime -- adjust FADE_THRESHOLD dynamically based on realised volatility; in high-vol regimes, require stronger streaks before fading 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 (min USDC regardless of conviction) SIMMER_MIN_VOLUME 3000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.10 Max bid-ask spread SIMMER_MIN_DAYS 1 Min days until resolution SIMMER_MAX_POSITIONS 10 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_FADE_THRESHOLD 0.58 Min probability for a "strong" interval in streak 检测ion SIMMER_FADE_LENGTH 3 Min consecutive strong intervals to trigger a fade Edge Thesis

Crypto 5-minute interval markets on Polymarket exhibit momentum chasing by retAIl participants. When a coin moves sharply in one direction -- 3+ consecutive intervals where each is p