Skill: simmer/polymarket-fast-scaler (version 0.9.0)

--- name: polymarket-fast-scaler description: Trade Polymarket BTC 5-minute fast markets using a magnitude-gated conviction-ladder strategy. Only fires when |1m BTC momentum| >= 0.10% — the backtested threshold above which the strategy shows positive EV. Position size scales with signal strength (3 conviction tiers). Use when user wants disciplined, gate-filtered BTC fast-market trading. metadata: author: Simmer (@simmer_markets) version: "0.9.0" status: scaffold displayName: Polymarket FastScaler difficulty: advanced --- # Polymarket FastScaler Trade Polymarket BTC 5-minute fast markets with a conviction-ladder strategy. Only enters when Binance 1m momentum exceeds the 0.10% magnitude gate — the EV-positive regime validated by backtest. Position size scales with signal strength across 3 tiers. > 🚨 **Framework, not a production trading system.** Read [DISCLAIMER.md](./DISCLAIMER.md) before connecting to a wallet with real funds. > **Polymarket only.** All trades execute on Polymarket with real USDC. Paper mode is the default. > ⚠️ **Strategy invariants.** Do not lower `magnitude_gate_pct` below 0.10% without re-running the backtest. The 89.4% win rate is gated on this threshold. Below it, the strategy enters the noise zone where fees dominate. > ⚠️ **Risk monitoring does not apply to sub-15-minute markets.** Simmer's stop-loss and take-profit monitors check positions every 15 minutes — they will never fire on 5m markets before resolution. Size accordingly. ## Strategy **Signal**: Binance 1m candle at window-open — `momentum = (close - open) / open × 100` **Gate**: `|momentum| >= magnitude_gate_pct` (default 0.10%). Below = no trade. **Side**: `momentum > 0 → YES`, `momentum < 0 → NO`. Pure direction — no divergence filter. **Sizing (conviction ladder)**: | Tier | |momentum| | Position | |------|-----------|----------| | 1 | 0.10% – 0.20% | $3 | | 2 | 0.20% – 0.35% | $5 | | 3 | ≥ 0.35% | $10 | **Hold**: position held to expiry. No exit logic. **Why this works**: Polymarket fast markets resolve on Chainlink oracle snapshots. At the moment of the 1m window-open candle, strong BTC momentum correlates with the resolution direction before the market re-prices. The 0.10% gate filters the noise zone where this correlation collapses and fees dominate. **Backtest (BTC 5m, 30d)**: +5.04% gross / 218 markets / 89.4% win rate at |momentum| ≥ 0.10%. Past performance does not guarantee future results — see DISCLAIMER.md. ## When to Use This Skill Use this skill when the user wants to: - Trade BTC 5-minute fast markets on Polymarket with a validated magnitude filter - Automate conviction-scaled position sizing based on signal strength - Run a disciplined, gate-filtered fast-market strategy (not raw momentum) **Do NOT use for**: ETH/SOL/XRP fast markets (separate backtest required), 15m windows (backtest pending), or any strategy where the user wants to trade below the 0.10% magnitude gate. ## Setup Flow 1. **Install the Simmer SDK** ```bash pip install simmer-sdk ``` 2. **Set your Simmer API key** ```bash export SIMMER_API_KEY="your-key-here" # Get from: simmer.markets/dashboard → SDK tab ``` 3. **Run in paper mode first** ```bash python fast_scaler.py ``` 4. **Set up cron (every minute)** ```bash # crontab -e * * * * * cd /path/to/skill && python fast_scaler.py --live --quiet ``` ## Quick Start ```bash # Paper mode (default) — see what the strategy would do python fast_scaler.py # Live trading python fast_scaler.py --live # Live + quiet (for cron) python fast_scaler.py --live --quiet # Show current positions python fast_scaler.py --positions # Tune the magnitude gate (don't go below 0.10%) python fast_scaler.py --set magnitude_gate_pct=0.12 # Adjust position sizes python fast_scaler.py --set position_tier3_usd=15 ``` ## Key Config Parameters | Parameter | Default | Description | |-----------|---------|-------------| | `magnitude_gate_pct` | 0.10 | Min \|momentum\| % to trade. **Strategy invariant — don't lower below 0.10.** | | `ladder_tier2_pct` | 0.20 | Momentum threshold to enter tier 2 sizing | | `ladder_tier3_pct` | 0.35 | Momentum threshold to enter tier 3 (max) sizing | | `position_tier1_usd` | 3.0 | Position size for tier 1 | | `position_tier2_usd` | 5.0 | Position size for tier 2 | | `position_tier3_usd` | 10.0 | Position size for tier 3 | | `daily_budget_usd` | 30.0 | Max total USD per day across all trades | | `per_market_cap_usd` | 10.0 | Max USD on a single market window | | `asset` | BTC | Asset (BTC only in v1.0) | | `window` | 5m | Window (5m only in v1.0) | | `order_type` | GTC | GTC or FAK | ## What to Watch For - **Gate fires ~7×/day** on BTC under normal conditions (0.10% threshold). Significantly fewer = check if markets are live and Binance is reachable. Significantly more = consider raising the gate. - **Per-market cap** (default $10) prevents stacking multiple bets on the same slot. Leave it at or below `position_tier3_usd`. - **Daily budget** (default $30) is the safety cap. At 7 trades/day × avg $5 = $35, the default may cut the last ~1 trade. Increase if you want full daily exposure. ## Invariants — don't raise without re-backtesting The +5.04% / 89.4% backtest result is conditional on the parameter values it was run against. Three values are **invariants** — changing them invalidates the backtest and the skill becomes an unvalidated experiment: - **`magnitude_gate_pct ≥ 0.10`** — lowering admits noise; backtest win rate degrades fast below 0.10%. - **`position_tier3_usd ≤ 10`** — the conviction ladder ($3/$5/$10) is sized for the observed win-rate distribution. Raising T3 without re-running the backtest scales bet size beyond what the empirical edge supports. - **`daily_budget_usd ≤ 50`** — the daily budget caps total daily exposure. Raising it past ~$50 admits parameter combinations the backtest didn't cover. Lowering any of these is always safe. Raising them is your call but invalidates the empirical evidence cited above. ## Geo-fallback (Binance.us) The skill fetches BTC 1m klines from `api.binance.com`. In geo-restricted regions (e.g. US-hosted Railway deployments) Binance returns HTTP 451. The skill auto-falls-back to `api.binance.us` in that case. If both endpoints are unreachable, market discovery returns nothing for that cycle — the skill exits cleanly with no orders placed. If you're running this on a host that can reach neither endpoint, you'll need to proxy/VPN the request or run the skill from a host that can reach Binance. ## Gamma fallback liveness gap When the Simmer SDK's primary market-discovery path is unavailable, the skill falls back to Polymarket's Gamma API. Gamma-sourced markets come through without `is_live_now` precision — the skill uses a time-window heuristic instead. This can occasionally admit a market that has time remaining on the clock but isn't yet in the live trading window. Known gap; tracked for future fix. ## Advanced: Extending the Strategy The conviction ladder and magnitude gate are the two load-bearing components. All other parameters are tunable without invalidating the backtest. If you want to: - **Use ETH/SOL**: change `asset` — but run your own backtest first. The 0.10% gate and 89.4% win rate are BTC-only results. - **Use 15m markets**: change `window` — 15m backtest is on the roadmap but not yet run. - **Tighten the ladder**: raise `ladder_tier2_pct` / `ladder_tier3_pct` for fewer but higher-conviction trades. - **Cap exposure**: lower `position_tier3_usd` or `daily_budget_usd`. ## Caveats - Fast markets resolve on Chainlink, not Binance. The strategy trades the correlation, not the exact price. - Spreads on newly opened fast markets can be wide — the 10% spread cap filters most of these. - This is an alpha skill (status: scaffold). Run paper validation before committing real funds.


Security scan verdicts — ClawScan: suspicious | static analysis: clean | VirusTotal:  | SkillSpector: suspicious (HIGH)