菜单
Use when a Polymarket market probability changes as the resolution deadline approaches.
用 Codex 或 Claude 帮你安装 复制这段 Prompt，粘贴到 Codex、Claude 或其他助手里，让它检查 Skill 页面并帮你完成安装。
基于 SOC 职业分类
| name | deadline-drift |
| description | Use when a Polymarket market probability changes as the resolution deadline approaches. |
| version | 0.1.0 |
| updated | "2026-06-17T00:00:00.000Z" |
Use this for before-date contracts, monthly/weekly threshold markets, election timing markets, or requests where time remaining is the core thesis.
POST /v3/markets/search.market_end from market metadata.Moderate fit. Filled TradeTick data can show whether price drifted in line with deadline pressure and whether exits would usually occur before binary resolution.
Limit: this does not produce true fair-probability forecasts; it only tests historical price behavior around deadlines.
Enter when drift aligns with time decay or deadline acceleration. Exit before settlement unless the user explicitly asks for binary exposure into resolution.
on_trade_tick.market_end.min_days_to_end and max_days_to_end.exit_buffer_hours cutoff.{
"market_end": "2026-07-01T00:00:00Z",
"min_days_to_end": 2,
"max_days_to_end": 21,
"drift_threshold": 0.015,
"order_size": 10,
"exit_buffer_hours": 12
}
| Knob | Effect |
|---|---|
min_days_to_end | Avoids entering too close to settlement. |
max_days_to_end | Avoids entering when the deadline is still distant. |
drift_threshold | Higher values require stronger deadline repricing. |
exit_buffer_hours | Larger buffers reduce resolution timing risk. |
"This strategy trades deadline pressure, not certainty. I will backtest on filled TradeTicks to check whether the historical price drift is consistent and tradable, then suggest only cautious position sizing."
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