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These 3 bots trading Polymarket made $13,801 in 8 hours (67.1% win rate)
Wasn’t trying to build something crazy
just split the market into 3 simple systems
Prediction Alpha
LLM reads news / twitter / narratives
-> text -> signal > direction
-> enters when sentiment moves before price
It’s noisy, but catches the early moves
Liquidity Beta - no predictions
-> spread > fees > execute
-> orderbook imbalance > lean
-> bad quotes / routing lag > capture
just constant micro-PnL
dΠ/dt ≈ α · (spread − fees) · flow − β · latency²
Gamma Harvest
Only trades when things get unstable
-> volatility spikes
-> event repricing
-> panic moves
doesn’t predict direction
just trades mispriced convexity
edge ≈ γ · σ² · ∂²P/∂x²
combined it behaves like:
E[PnL] ≈ Σᵢ (αᵢ + βᵢ + γᵢ) · (1 / latency) · liquidity
not perfectly clean math but surprisingly close to reality
Most people try to build one “smart” model
but markets don’t fail in one way
-> narratives lag
-> liquidity disappears
-> volatility gets mispriced
So instead of one model
i just separated the failure modes
3 simple bots > 1 complex system
LLMs didn’t make it smarter
Just faster at seeing where the market is wrong
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