A quant bot turned $563 into $30,279 in 4 weeks on Polymarket BTC 5-min markets 4,014 predictions, $961 biggest single win, running on a Markov state model What it actually does: The bot models BTC's 5-min direction as a Markov chain - each price move depends on the current state, not on history When persistence ≥ 0.87, the next move isn't 50/50 - it's a committed state with directional drift baked in Polymarket prices these windows as near coin-flips at 49¢–58¢ The bot enters only inside that band, where the crowd is most uncertain and the model is most confident Arbitrage gap: r = (p̂ − q) / q q = 0.50 → +100% per trade q = 0.49 → +104% per trade q = 0.58 → +72% per trade Maximum edge sits exactly where crowd uncertainty is highest The crowd sees a coin flip. The bot sees a Markov chain with 87% persistence. Profile: polymarket.com/profile/0x5204…
