Whale Streak Trader

Strategy overview

Most whale-following strategies treat all top wallets equally. This skill adds a critical filter: only follow wallets currently on a hot streak. Each run evaluates every leaderboard wallet's rolling win rate over their most recent trades and classifies them into three tiers:

| Status | Condition | Action | |--------|-----------|--------| | HOT | Win rate >= HOT_WIN_RATE (default 65%) | Follow positions, apply streak boost | | WARM | Between cold and hot thresholds | Ignore -- not confident enough | | COLD | Win rate <= COLD_WIN_RATE (default 45%) | Drop entirely -- wallet is underperforming |

This creates a dynamic roster that adapts every run. A whale who was HOT last week but started losing gets demoted automatically. A previously WARM wallet that hits a winning streak gets promoted.

Signal logic

Rolling win rate calculation

For each wallet, the skill fetches recent activity and processes the last N trades (configurable via STREAK_WINDOW):

Track entry prices per (market, outcome) pair
When a sell or redeem event occurs, compare exit price to average entry price
Count wins (exit > entry) and losses (exit <= entry)
Compute win_rate = wins / (wins + losses)

Streak-boosted conviction

When a HOT wallet's position aligns with the standard conviction signal:

Base conviction from standard YES/NO threshold bands
Streak multiplier: 1 + min(0.5, (win_rate - HOT_WIN_RATE) / (1 - HOT_WIN_RATE))
Final conviction: min(1.0, base_conviction * streak_mult)
Size: max(MIN_TRADE, round(conviction * MAX_POSITION, 2))

A whale with 65% win rate (at threshold) gets 1.0x multiplier. A whale with 82.5% gets 1.25x. A whale at 100% gets the max 1.5x.

Alignment requirement

The skill only trades when:

The whale's position direction (YES/NO) matches the standard conviction signal direction
The market passes spread, volume, and days-to-resolution gates
The context check (flip-flop, slippage) passes

Edge thesis

Raw whale-following is noisy. Even the best traders go through cold streaks, strategy shifts, or experiment with new approaches. By filtering to only currently-hot wallets, this skill:

Removes noise from lucky traders who got on the leaderboard by chance
Avoids degraded traders whose edge may have eroded
Captures momentum -- traders on winning streaks often have identified a temporary market inefficiency
Self-corrects -- no manual curation needed; the roster updates every run

The streak boost further rewards consistency: a wallet with 80% win rate over 30 trades gets more capital allocated than one barely clearing the 65% threshold.

Remix ideas

Weight positions by whale PnL magnitude, not just win rate
Add a "comeback" tier: wallets that were COLD but are now rapidly improving
Cross-reference multiple whale positions on the same market for consensus scoring
Track streak duration (how many consecutive runs a wallet has been HOT) as an additional signal
Add sector-specific whale tracking (crypto whales, politics whales, etc.)

Safety and execution

| Parameter | Default | Description | |-----------|---------|-------------| | Paper mode | Yes | Default behavior, no real money at risk | | --live flag | Required | Must explicitly pass to trade real funds | | Spread gate | 10% | Skips illiquid markets | | Volume gate | $3,000 | Skips thin markets | | Days gate | 5 days | Avoids near-resolution markets | | Flip-flop check | On | Prevents rapid position reversals | | Slippage check | 15% | Skips high-slippage markets | | Max positions | 8 | Hard cap on concurrent positions |

Credentials

| Variable | Required | Description | |----------|----------|-------------| | SIMMER_API_KEY | Yes | Simmer SDK API key |

Tunables

All tunables are prefixed with SIMMER_ and adjustable from the Simmer UI.

| Variable | Default | Description | |----------|---------|-------------| | SIMMER_MAX_POSITION | 40 | Max position size in USD | | SIMMER_MIN_TRADE | 5 | Min trade size in USD | | SIMMER_MIN_VOLUME | 3000 | Min market volume in USD | | SIMMER_MAX_SPREAD | 0.10 | Max bid-ask spread | | SIMMER_MIN_DAYS | 5 | Min days until resolution | | SIMMER_MAX_POSITIONS | 8 | Max open positions | | SIMMER_YES_THRESHOLD | 0.38 | YES signal threshold | | SIMMER_NO_THRESHOLD | 0.62 | NO signal threshold | | SIMMER_HOT_WIN_RATE | 0.65 | Min win rate to classify as HOT | | SIMMER_COLD_WIN_RATE | 0.45 | Max win rate before classified as COLD | | SIMMER_STREAK_WINDOW | 30 | Number of recent trades to evaluate | | SIMMER_LEADERBOARD_LIMIT | 20 | Top N wallets to scan from leaderboard |

Dependency

simmer-sdk (pip)