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 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

Install the Simmer SDK
```
pip install simmer-sdk
```

Set your Simmer API key

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

Run in paper mode first
```
python fast_scaler.py
```

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.

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.