polymarket-fast-scaler

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 magnitude threshold the strategy is built around. Position size scales with signal strength (3 conviction tiers). Reference template for gate-filtered BTC fast-market trading; the original performance claim was retracted (see below).
metadata	{"author":"Simmer (@simmer_markets)","version":"1.2.0","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. Position size scales with signal strength across 3 tiers.

🚨 Framework, not a production trading system. Read 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.

⛔ Performance claim retracted (2026-06-12). An earlier version cited an "89.4% win rate / +5.04%" backtest. A look-ahead-enforced replay (Simmer skill-replay) found that backtest measured the 1m candle that starts at window-open, which only closes 60 seconds into the 5-minute window it is meant to predict. The signal the skill can actually act on at the decision point (the last complete 1m candle, i.e. the prior minute) shows no measured edge: roughly a coin flip before fees. Treat this skill as an unvalidated reference template, not a validated edge. Run paper mode and form your own view.

⚠️ Strategy invariants. magnitude_gate_pct defaults to 0.10%. Below it the gate admits more low-magnitude noise and fees dominate a larger share of trades. This is a design default, not a validated profit threshold (see the retraction above).

⚠️ 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.

Strategy thesis (unvalidated): the idea is that strong BTC momentum at window-open correlates with the resolution direction before the market re-prices, and that the 0.10% gate filters the noise zone. Replay testing did not confirm this for the signal available at the decision point (the prior complete 1m candle). Treat the thesis as untested.

Backtest status (2026-06-12): the original +5.04% / 89.4% backtest was retracted. A look-ahead-enforced replay found it used in-window price action (the first minute inside the window) that is not available when the entry decision is made. The live-actionable signal showed no measured edge. See the retraction note at the top and 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

   pip install simmer-sdk
   

2. Set your Simmer API key

   export SIMMER_API_KEY="your-key-here"
   # Get from: simmer.markets/dashboard → SDK tab
   

3. Run in paper mode first

   python fast_scaler.py
   

4. Set up cron (every minute)

   # crontab -e
   * * * * * cd /path/to/skill && python fast_scaler.py --live --quiet
   

Quick Start

# 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.

Risk-envelope defaults — don't raise without your own validation

The original backtest that motivated these values was retracted (see the top), so treat them as conservative risk-envelope defaults, not edge-preserving constraints. There is no validated edge to preserve; these just bound exposure:

• magnitude_gate_pct ≥ 0.10 — lowering admits more low-magnitude noise and trades a larger share of marginal signals.
• position_tier3_usd ≤ 10 — caps the largest single bet in the conviction ladder ($3/$5/$10).
• daily_budget_usd ≤ 50 — caps total daily exposure.

Lowering any of these reduces exposure. Raising them increases it, with no validated edge to justify the larger size.

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. If you want to:

• Use ETH/SOL: change asset, and run your own validation first. The 0.10% gate is a BTC-only default; there is no validated win rate to cite.
• Use 15m markets: change window. Untested.
• 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.