Polymarket Candle Cross Asset Divergence Trader — Polymarket Candle Cross As设置 Divergence Trader

Candle -- Cross-As设置 Divergence Trader

This is a template. The default 签名al 检测s cross-as设置 divergence between BTC and other crypto coins on 5-minute interval markets and trades the convergence using conviction-based sizing. The 技能 handles all the plumbing (interval parsing, divergence 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, SOL, and XRP: "Will Bitcoin be Up or Down in the 10:50AM-10:55AM ET interval?" These resolve to YES (up) or NO (down) based on actual price movement. Crypto as设置s are highly correlated -- when BTC moves, ETH/SOL/XRP typically follow within minutes. But on Polymarket's discrete 5-minute intervals, this correlation occasionally breaks down: BTC shows UP (>55%) while ETH shows DOWN (<45%) in the same time window. This divergence is structurally temporary because the underlying correlation reasserts itself. The less liquid coin (ETH/SOL/XRP) tends to converge toward BTC's direction.

Edge

Unlike generic correlation trading that requires continuous price feeds and complex cointegration 模型s, this 技能 operates on Polymarket's discrete binary outcomes where the divergence 签名al is unambiguous:

Structural correlation -- BTC, ETH, SOL, and XRP 分享 macro drivers (risk 应用etite, USD strength, regulatory news) that 创建 persistent positive correlation on 5-minute timeframes Liquidity hierarchy -- BTC interval markets are more liquid and efficiently priced; when BTC and a follower coin disagree, BTC is more likely correct because it incorporates in格式化ion faster Discrete binary resolution -- each interval resolves to UP or DOWN, meaning a divergence between BTC=UP and ETH=DOWN must close by resolution time; one of them is wrong, and structural correlation says the follower is more likely wrong Market segmentation -- Polymarket participants trading ETH intervals may not simultaneously 监控 BTC intervals, creating temporary in格式化ional inefficiency across correlated as设置s 签名al 记录ic Discover crypto interval markets via keyword 搜索 (Bitcoin Up or Down, Ethereum Up or Down, Solana Up or Down, XRP Up or Down) with a 获取_markets(limit=200) fallback 解析 each question to 提取 (coin, date, 启动_time_minutes) using regex Group markets by (date, time_window) to find overl应用ing intervals across coins For each window with BTC + at least one follower coin, compare candle directions: UP: probability > 0.55 DOWN: probability < 0.45 NEUTRAL: 0.45-0.55 (ignored) 检测 divergence: BTC and follower show opposite directions with divergence >= DIV_THRESHOLD Trade the follower coin toward BTC's direction (convergence trade): BTC UP + follower DOWN -> buy YES on follower BTC DOWN + follower UP -> sell NO on follower Size by conviction (distance from threshold), not flat amount Remix 签名al Ideas Weighted correlation -- use historical 5-minute correlation coefficients between BTC and each follower to weight the divergence 签名al; higher historical correlation means stronger convergence expectation Volume-gated divergence -- only trade divergences where BTC's interval has high volume (confident 签名al) and the follower has low volume (inefficient pricing) Multi-coin divergence -- if BTC is UP but ALL followers are DOWN, the 签名al is weaker (BTC might be the outlier); if only one follower diverges while others agree with BTC, the 签名al is stronger Time decay -- divergences 检测ed early in the 5-minute window have more time to converge; weight 签名als by remAIning time to interval resolution Cascade 检测ion -- if a BTC move triggers ETH convergence 5-10 minutes later in historical data, use the lag to front-运行 the convergence on the next interval 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_DIV_THRESHOLD 0.08 Min divergence between BTC and follower coin Edge Thesis

Crypto as设置s on Polymarket's 5-minute interval markets exhibit strong positive correlation