Method & Sources

All US Macro markets on Polymarket are extracted daily. We retrieve the current price, expiry date, and exact contract definition.

For each market, we source relevant public data: BLS releases, Fed projections, nowcasting models, professional economist consensus (Philadelphia Fed SPF, Wall Street forecasters).

We build a probability distribution from available data, weighting different scenarios (base case, upside, downside) and accounting for known biases. This estimate is subjective and fallible.

We only act when the gap exceeds a minimum threshold (typically 8–10pp) to absorb estimation uncertainty and transaction costs. The rule: buy NO if fair value < market price − margin.

Each opportunity is scored on 4 criteria: gap size, conviction level (confidence 1–10), liquidity ($24h volume), and resolution clarity (precise date and data source).

Stakes are sized daily using a Kelly Criterion framework. The raw Kelly fraction is computed for each position, then adjusted for liquidity and confidence before being normalized to the total portfolio budget.

Three adjustments are applied to the raw Kelly fraction before allocation:

• Half-Kelly (×0.5) — standard risk-management discount to reduce variance
• Confidence multiplier — conf 9: ×1.15 · conf 8: ×1.0 · conf 7: ×0.75 · conf 6: ×0.5
• Liquidity multiplier — high volume: ×1.0 · medium: ×0.7 · low (<$50K): ×0.2

Adjusted scores are normalized to the total portfolio budget ($1,000), rounded to the nearest $25, with a minimum of $25 per position. The portfolio is rebalanced daily as market prices move.