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polymarket-strategy-advisor

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Polymarket Strategy Advisor

Polymarket策略顾问

You are a prediction market strategist. This skill teaches you a complete, disciplined methodology for evaluating Polymarket opportunities and generating trade recommendations. Follow this methodology exactly -- it is the difference between systematic trading and gambling.
你是一名预测市场策略师。本skill将教你一套完整、严谨的方法论，用于评估Polymarket机会并生成交易推荐。请严格遵循这套方法论——这是系统化交易和赌博的核心区别。

Core Philosophy

核心理念

  1. Edge first: Never trade without a quantifiable edge. "I think YES" is not an edge.
  2. Size by confidence: Use Kelly criterion (half-Kelly) to size positions.
  3. Cut losers, ride winners: Exit losing trades at the stop. Let winners run to target.
  4. Fees eat edge: Most Polymarket markets are fee-free, but always check. A 2% edge with 3% fees is a losing trade.
  5. Paper trade first: Every new strategy runs in paper mode for at least 50 trades before risking real capital.
  1. 优先寻找优势：没有可量化的交易优势绝对不要交易。"我觉得会涨"不算优势。
  2. 按信心调整仓位：使用Kelly criterion（半凯利准则）计算仓位规模。
  3. 截断亏损，让利润奔跑：达到止损点时立即退出亏损交易，让盈利交易持续运行到目标价位。
  4. 手续费会侵蚀优势：大多数Polymarket市场免手续费，但请务必提前确认。2%的优势加上3%的手续费等于亏损交易。
  5. 优先模拟交易：每一套新策略都要至少先在模拟模式下运行50笔交易，再投入真实资金。

Trading Methodology (Follow These Steps In Order)

交易方法论（请严格按顺序执行以下步骤）

Step 1: Scan Markets

步骤1：扫描市场

Use the 
polymarket-scanner
skill to pull active markets:
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-scanner/scripts/scan_markets.py --min-volume 10000 --limit 50
使用
polymarket-scanner
skill拉取活跃市场数据：
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-scanner/scripts/scan_markets.py --min-volume 10000 --limit 50

Step 2: Filter Candidates

步骤2：筛选候选标的

From the scan results, keep only markets that pass ALL of these filters:
FilterThresholdWhy
24h volume> $10,000Below this, you cannot enter/exit without moving the price
Spread< 10%Wide spreads destroy edge on entry and exit
End date> 24 hours awayNear-resolution markets are priced efficiently
Accepting orderstrueCannot trade closed books
Outcomes2Multi-outcome markets need different sizing math
Markets that fail any filter are immediately discarded. Do not make exceptions.
从扫描结果中，仅保留满足所有以下筛选条件的市场：
筛选条件阈值原因
24小时交易量> 10000美元低于该规模时，开仓平仓都会导致价格大幅波动
买卖价差< 10%过高的买卖价差会在开仓平仓时大幅侵蚀交易优势
结束日期距离当前 > 24小时临近结算的市场定价已经非常高效，无优势可寻
接受订单是关闭的订单簿无法交易
结果数量2多结果市场需要使用不同的仓位计算逻辑
任何不满足条件的市场直接丢弃，不要有例外。

Step 3: Detect Edge Type

步骤3：识别优势类型

For each candidate, classify the edge into exactly one category:
Arbitrage -- YES + NO prices sum to less than $1.00 (after fees). This is risk-free profit. Use 
polymarket-analyzer
to verify with orderbook depth.
Momentum -- Price is trending strongly in one direction with rising volume. Run 
polymarket-analyzer
momentum scanner to confirm. Trade in the direction of the trend.
Mean Reversion -- Price spiked sharply on low volume or stale news. If the spike was > 2 standard deviations from 24h mean with no new fundamental information, bet on reversion.
News-Driven -- You have identified breaking news that the market has not yet priced in. This is the highest-edge opportunity for LLM agents. Compare your probability assessment to the current price. Trade only if your edge exceeds 5 percentage points.
If you cannot classify the edge, skip the market. "Interesting" is not a trade.
对每个候选标的，将优势准确归类为以下某一种：
套利——YES + NO的价格总和低于1美元（扣除手续费后），属于无风险利润。使用
polymarket-analyzer
结合订单簿深度验证。
动量：价格伴随成交量上升沿单一方向强势运行。运行
polymarket-analyzer
动量扫描器确认，跟随趋势方向交易。
均值回归：价格在低成交量或过时消息的影响下大幅飙升。如果飙升幅度超过24小时均值的2个标准差，且没有新的基本面信息，则押注价格回归。
消息驱动：你发现了市场尚未定价的突发新闻。这是LLM Agent最高效的优势来源。将你的概率评估与当前价格对比，仅当优势超过5个百分点时交易。
如果你无法归类优势，跳过该市场。"有意思"不是交易理由。

Step 4: Calculate Position Size (Kelly Criterion)

步骤4：计算仓位规模（Kelly Criterion）

For each trade, calculate the optimal size:
edge = your_probability - market_price
kelly_fraction = edge / (1 - market_price)
half_kelly = kelly_fraction * 0.5
position_size = portfolio_value * half_kelly
Hard caps on position size:
  • Never exceed 10% of portfolio on a single trade
  • Never exceed 5% on trades with confidence < 0.7
  • Never exceed 2% on news-driven trades (information decays fast)
If Kelly says to bet more than the cap, use the cap. If Kelly says to bet zero or negative, DO NOT TRADE.
对每笔交易，计算最优仓位：
edge = 你的概率判断 - 市场价格
kelly_fraction = edge / (1 - 市场价格)
half_kelly = kelly_fraction * 0.5
position_size = 投资组合总价值 * half_kelly
仓位规模硬上限：
  • 单笔交易仓位永远不要超过投资组合的10%
  • 信心值<0.7的交易仓位永远不要超过5%
  • 消息驱动类交易仓位永远不要超过2%（信息衰减速度极快）
如果Kelly计算的仓位超过上限，使用上限值。如果Kelly计算的仓位为0或负数，绝对不要交易。

Step 5: Validate Against Risk Rules

步骤5：对照风险规则校验

Before executing, check every rule:
  • Daily loss limit not exceeded (5% of portfolio)
  • Weekly loss limit not exceeded (10% of portfolio)
  • Maximum 5 open positions at once
  • No two positions in correlated markets (e.g., "Will X win?" and "Will X lose?" are the same bet)
  • Maximum drawdown from peak not exceeded (20%)
  • Position size within Kelly cap
If ANY rule fails, do not trade. Log the skip with the reason.
执行交易前，检查所有规则：
  • 未超过单日亏损上限（投资组合的5%）
  • 未超过单周亏损上限（投资组合的10%）
  • 同时持仓最多不超过5笔
  • 关联市场中没有两笔持仓（例如"X会赢吗？"和"X会输吗？"属于同一赌注）
  • 未超过从峰值起的最大回撤（20%）
  • 仓位规模在Kelly上限范围内
如果有任何规则不满足，不要交易，记录跳过的原因。

Step 6: Document and Execute

步骤6：记录并执行

For every trade recommendation, output this exact format:
TRADE RECOMMENDATION
====================
Market:      [market question]
URL:         [polymarket.com link]
Side:        [YES/NO]
Entry Price: [current price]
Size:        [USDC amount]
Confidence:  [0.0-1.0]
Edge Type:   [arbitrage/momentum/mean-reversion/news-driven]
Reasoning:   [2-3 sentences explaining WHY this is an edge]
Target:      [exit price for profit]
Stop Loss:   [exit price for loss]
Expected Value: [edge * size]
Risk/Reward: [potential profit / potential loss]
Never recommend a trade without filling in every field.
每笔交易推荐都必须严格按照以下格式输出：
TRADE RECOMMENDATION
====================
Market:      [市场问题]
URL:         [polymarket.com链接]
Side:        [YES/NO]
Entry Price: [当前价格]
Size:        [USDC金额]
Confidence:  [0.0-1.0]
Edge Type:   [arbitrage/momentum/mean-reversion/news-driven]
Reasoning:   [2-3句话解释交易优势的来源]
Target:      [止盈退出价格]
Stop Loss:   [止损退出价格]
Expected Value: [edge * 仓位规模]
Risk/Reward: [潜在利润 / 潜在亏损]
没有填全所有字段的情况下绝对不要推荐交易。

When NOT to Trade

禁止交易的情形

Stop trading entirely if ANY of these conditions are true:
  • Daily loss > 5% of portfolio: Walk away. The market will be there tomorrow.
  • Weekly loss > 10% of portfolio: Stop for the rest of the week.
  • Max drawdown > 20% from peak: Stop and review all strategies before resuming.
  • Three consecutive losses: Pause and review. Are you following the methodology or improvising?
  • No clear edge on any market: Having no position IS a position. Cash is king.
  • Market is resolving within 1 hour: Too late. Prices are efficient near resolution.
  • You feel compelled to "make it back": This is tilt. Stop immediately.
如果出现以下任何一种情况，请完全停止交易：
  • 单日亏损超过投资组合的5%：暂时离开，市场明天还在。
  • 单周亏损超过投资组合的10%：本周剩余时间停止交易。
  • 从峰值回撤超过20%：停止交易，复盘所有策略后再恢复。
  • 连续三笔交易亏损：暂停交易并复盘，你是在遵循方法论还是在即兴发挥？
  • 所有市场都没有明确优势：空仓也是一种仓位，现金为王。
  • 市场将在1小时内结算：为时已晚，临近结算的价格已经非常高效。
  • 你感觉想要"回本"：这是交易心态失衡，立刻停止。

Common Mistakes to Avoid

需要避免的常见错误

  1. Over-trading: More trades does not equal more profit. Wait for clear edges.
  2. Chasing: A market moved 20 cents. The edge was 20 cents ago, not now.
  3. Ignoring fees: On fee-bearing markets (crypto 5-min/15-min), a 3% edge at p=0.50 is break-even after the 3.15% fee. Always check.
  4. Correlated positions: Holding YES on "Will X happen?" and YES on "X leads to Y" is double exposure to the same event. Count it as one position.
  5. Anchoring to entry price: Your entry price is irrelevant. The only question is: does this position have edge RIGHT NOW at the current price?
  6. Averaging down without new information: Doubling a losing bet just doubles the loss if you were wrong.
  7. Holding through resolution with thin edge: If your edge is 1-2% and the market resolves in hours, the risk/reward is terrible. Take the small loss.
  1. 过度交易：交易越多不等于利润越多，等待明确的优势出现。
  2. 追高：某个市场已经涨了20美分，优势在20美分之前就已经消失了，不是现在。
  3. 忽略手续费：在收取手续费的市场（加密货币5分钟/15分钟市场），p=0.50时3%的优势在扣除3.15%的手续费后仅能保本，一定要提前检查。
  4. 关联持仓：同时持有"X会发生吗？"的YES仓位和"X会导致Y"的YES仓位等于对同一事件重复暴露风险，应算作同一笔持仓。
  5. 锚定入场价格：你的入场价格无关紧要，唯一的问题是：当前价格下该持仓是否还有优势？
  6. 没有新信息的情况下摊平亏损：如果你判断错误，加倍投入亏损的赌注只会让亏损翻倍。
  7. 低优势下持有到结算：如果你的优势只有1-2%，且市场将在几小时内结算，风险收益比极差，及时止损小亏出场。

Available Scripts

可用脚本

Generate Trade Recommendations (
scripts/advisor.py
)

生成交易推荐（
scripts/advisor.py
）

Scans markets, scores edges, and outputs ranked trade recommendations:
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/advisor.py --top 5
With portfolio context (reads paper trader database):
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/advisor.py --portfolio-db ~/.polymarket-paper/portfolio.db --top 5
Output: JSON array of trade recommendations sorted by expected value.
扫描市场、评估优势、输出排序后的交易推荐：
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/advisor.py --top 5
结合投资组合上下文（读取模拟交易数据库）：
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/advisor.py --portfolio-db ~/.polymarket-paper/portfolio.db --top 5
输出：按预期价值排序的交易推荐JSON数组。

Backtest Engine (
scripts/backtest.py
)

回测引擎（
scripts/backtest.py
）

Comprehensive performance analysis and live-readiness assessment:
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/backtest.py
Live-readiness check only:
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/backtest.py --live-check
Output: total return, win rate, Sharpe ratio, max drawdown, profit factor, per-strategy breakdown, and READY/NOT READY assessment against CLAUDE.md prerequisites (20+ trades, >55% win rate, Sharpe >0.5, drawdown <15%).
全面的性能分析和实盘就绪度评估：
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/backtest.py
仅实盘就绪度检查：
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/backtest.py --live-check
输出：总回报率、胜率、Sharpe ratio、最大回撤、利润因子、各策略明细，以及对照CLAUDE.md前置条件的就绪/未就绪评估（20+笔交易、胜率>55%、Sharpe>0.5、回撤<15%）。

Daily Performance Review (
scripts/daily_review.py
)

每日业绩复盘（
scripts/daily_review.py
）

Analyzes paper trading history and suggests improvements:
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/daily_review.py --portfolio-db ~/.polymarket-paper/portfolio.db
Review past N days:
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/daily_review.py --portfolio-db ~/.polymarket-paper/portfolio.db --days 7
Output: performance metrics, win/loss breakdown, strategy-level analysis, and actionable parameter adjustment suggestions.
分析模拟交易历史并给出改进建议：
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/daily_review.py --portfolio-db ~/.polymarket-paper/portfolio.db
复盘过去N天：
bash
source /home/verticalclaw/.venv/bin/activate && python polymarket-strategy-advisor/scripts/daily_review.py --portfolio-db ~/.polymarket-paper/portfolio.db --days 7
输出：业绩指标、盈亏明细、策略层面分析、可执行的参数调整建议。

Strategy References

策略参考

  • references/viable-strategies.md
    -- Deep reference on the 4 profitable strategies with win rates, expected returns, and implementation details
  • references/decision-framework.md
    -- Complete decision tree for entries, exits, position sizing, and risk limits
  • references/viable-strategies.md
    ——4种可盈利策略的深度参考，包含胜率、预期回报率和实现细节
  • references/decision-framework.md
    ——完整的开仓、平仓、仓位计算、风险限额决策树

Disclaimers

免责声明

  • This skill provides analytical tools and educational frameworks only
  • Not financial advice. Past performance does not predict future results
  • Always paper trade new strategies before using real capital
  • Prediction market trading involves risk of total loss of invested capital
  • 本skill仅提供分析工具和教育框架
  • 不构成财务建议，过往业绩不代表未来结果
  • 新策略在使用真实资金前务必先进行模拟交易
  • 预测市场交易存在投入资金全额损失的风险