Polymarket 24h Precipitation Range Trader

24h Precipitation Range Trader

This is a template. The default 签名al is distribution-sum and monotonicity violation 检测ion across precipitation-range bin markets — remix it with weather API feeds, historical precipitation data, or 命令行工具mate 模型 ensembles. The 技能 handles all the plumbing (market discovery, distribution construction, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s multiple precipitation range bins for the same city and period:

"Will Seattle have more than 5 inches of precipitation in April?" = 18.8% "Will Seattle have between 4.5 and 5 inches in April?" = 17.5% "Will Seattle have between 4 and 4.5 inches in April?" = 29% "Will Seattle have between 3.5 and 4 inches in April?" = 19% "Will Seattle have between 3 and 3.5 inches in April?" = 19% "Will Seattle have between 2.5 and 3 inches in April?" = 20%

These range bins form a probability distribution that must sum to ~100%. When they don't, individual bins are mispriced. 添加itionally, cumulative markets ("more than X inches") must be monotonically decreasing as X increases.

The Edge: Distribution Arbitrage for Precipitation Markets

In traditional markets, discrete outcome probabilities must sum to 1.0 — this is a fundamental axiom. On Polymarket, each precipitation range bin trades independently with its own order book and liquidity. RetAIl treats each bin as an isolated bet without 检查ing the full distribution.

Violation Type 1: Sum Deviation

All range bins for a (city, period) must sum to ~100%:

P(2.5-3in) + P(3-3.5in) + P(3.5-4in) + P(4-4.5in) + P(4.5-5in) + P(>5in) = 100%

If the sum is 108%, at least one bin is overpriced. If the sum is 92%, at least one bin is underpriced.

Violation Type 2: Cumulative Monotonicity Break

Cumulative markets must be monotonic:

P(>3in) >= P(>3.5in) >= P(>4in) >= P(>4.5in) >= P(>5in) [more_than: decreasing] P(<3in) <= P(<3.5in) <= P(<4in) <= P(<4.5in) <= P(<5in) [less_than: increasing]

If a higher threshold has a higher "more than" probability than a lower threshold, the curve is broken.

Why This Works RetAIl trades in silos — most users view each precipitation bin independently and don't cross-reference the full distribution No market maker enforcing consistency — unlike bookmakers who balance their book, Polymarket has no mechanism to keep bins summing to 100% Mathematical, not opinion — the violations are provable inconsistencies in the probability axioms Multiple cities, monthly resolution — many cities with monthly precipitation markets 创建 a large opportunity surface 签名al 记录ic Discover all precipitation range markets via keyword 搜索 ("precipitation", "inches", "rAInfall", "Seattle") 解析 each question: 提取 city, precipitation range (between X and Y / more than X / less than X), and period (month) Group into distributions by (city, period) For each distribution with 2+ bins: 检查 if all range bins sum to ~100% (tolerance configurable via SIMMER_SUM_TOLERANCE) If sum > 105%: identify and sell the most overpriced bin (highest relative to neighbors) If sum < 95%: identify and buy the most underpriced bin (lowest relative to neighbors) 检查 monotonicity on cumulative bins ("more than X" decreasing, "less than X" increasing) Rank violations by magnitude Trade only violations that also pass threshold gates (YES_THRESHOLD / NO_THRESHOLD) Size by conviction (violation magnitude + threshold distance), not flat amount Safety & Execution Mode

The 技能 defaults to paper trading (venue="sim"). Real trades only with --live flag.

Scenario Mode Financial risk python trader.py Paper (sim) None Cron / automaton Paper (sim) None python trader.py --live Live (polymarket) Real USDC

auto启动: false and cron: null mean nothing 运行s automatically until 配置d in Simmer UI.

Required 凭证s Variable Required Notes SIMMER_API_KEY Yes Trading authority. Treat as a high-value 凭证. Tunables (Risk Parameters)

All declared as tunables in ClawHub.json and adjustable from the Simmer UI.

Variable Default Purpose SIMMER_MAX_POSITION 35 Max USDC per trade at full conviction SIMMER_MIN_TRADE 5 Floor for any trade SIMMER_MIN_VOLUME 5000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.08 Max bid-ask spread SIMMER_MIN_DAYS 0 Min days until resolution (0 = allow same-day) SIMMER_MAX_POSITIONS 8 Max concurrent open positions SIMMER_YES_THRESHOLD 0.38 Buy YES only if market probability <= this SIMMER_NO_THRESHOLD 0.62 Sell NO only if market probability >= this SIMMER_SUM_TOLERANCE 0.05 Allowed deviation from 100% sum before trading Edge Thesis

Precipitation range markets on Polymarket are structured as discrete probability distributions. Each bin trades independently, but they are mathematically constrAIned to sum to 100%. When retAIl order flow pushes individual bins without propagating to the full distribution, the sum deviates — creating pure mathematical arbitrage. This 技能 reconstructs the distribution, finds where the