What we set out to build
To find out whether a real edge existed in prediction-market pricing, without the self-deception that makes most arbitrage backtests worthless.
What was built
- Observed-cross maker fills rather than assumed fills
- A master view that compares strategies instead of summing them, so nothing double-counts
- A risk leaderboard that discloses leverage and sample size next to every result
- Four live keyless data feeds: derivatives, economics, multi-venue and options
What it achieves
- 29 tests
- The honest baseline result is $1,000 growing to $1,005. It is published as-is, because a simulator that produces exciting numbers is a simulator that is lying
- Remains simulation-only while the geographic eligibility question is unresolved
The stack
Python, Polymarket, Chainlink.
Common questions
How was this built?
A founder brought the idea and the domain knowledge. We brought the team. The founder funded the build with a monthly subscription, and they hold equity in the company that resulted. We label every case study, because a studio that publishes its prices and argues the other side of its own comparisons has to be equally precise about its own portfolio.
What state is it in?
Simulation only. We state that plainly rather than describing everything as production: several things here are deliberately gated, and the reason is usually evidence rather than a missing feature.
Can you build something like this for us?
That is the point of publishing it. The same patterns are in the catalogue at published prices, and you can scope your own version on the plain-English page without contacting us first.
Where to next
If something here is close to what you need, the same patterns are in the catalogue at published prices, or you can describe your version in plain English and get it scoped and priced without talking to anyone.