Install
openclaw skills install polymarket-24h-equity-strike-traderPolymarket 24h Equity Strike Trader
Trades structural mispricings in equity/stock price-threshold markets by reconstructing the implied probability curve across strike levels for the same company and period, detecting monotonicity breaks and range-sum inconsistencies in strike ladders for PLTR, MSFT, NVDA, TSLA, SpaceX, Nasdaq-100, and other equity markets.
24h Equity Strike Trader
This is a template. The default signal is implied-CDF violation detection across equity price-threshold markets -- remix it with additional tickers, curve-fitting models, or cross-venue price feeds. The skill handles all the plumbing (market discovery, curve construction, trade execution, safeguards). Your agent provides the alpha.
Strategy Overview
Polymarket lists equity strike-ladder markets analogous to options chains:
- "Will Palantir (PLTR) finish week above $152?" = 7%
- "Will Palantir (PLTR) finish week above $153?" = 23.5% <-- VIOLATION!
- "Will Palantir (PLTR) finish week above $154?" = 18.5%
- "Will Microsoft (MSFT) finish week above $370?" = 5%
- Tesla delivery bins: <350k=46%, 350-375k=47.5%, 375-400k=13.5%
Retail trades each market as an isolated bet. But together, these markets form an implied probability distribution curve across strike levels.
This skill reconstructs that curve and finds where it is mathematically broken.
The Edge: Options-Chain Arbitrage for Prediction Markets
In traditional options markets, market makers enforce no-arbitrage pricing across strikes. Polymarket has no such mechanism -- each market is its own order book.
Violation Type 1: Monotonicity Break
The probability of being above a lower price must always be >= being above a higher price:
P(PLTR > $152) >= P(PLTR > $153) >= P(PLTR > $154)
If a higher strike is priced above a lower strike, the curve is broken.
Violation Type 2: Range-Sum Inconsistency
A "between" market's price must equal the difference of two "above" markets:
P($370 < MSFT < $380) == P(MSFT > $370) - P(MSFT > $380)
Violation Type 3: Bin-Sum Overflow/Underflow
When a market has exhaustive bins (e.g., Tesla deliveries), all bins must sum to ~100%:
P(<350k) + P(350-375k) + P(375-400k) + P(>400k) ~= 100%
Why This Works
- Retail trades in silos -- most users view each market independently and don't cross-reference the full strike ladder
- No options infrastructure -- unlike traditional markets, there's no market maker maintaining curve consistency across strikes
- Mathematical, not opinion -- the violations are provable inconsistencies, not subjective edge calls
- Broad coverage -- applies to any equity/index with multiple strike-level markets
Signal Logic
- Discover equity price-threshold markets via keyword search (MSFT, PLTR, NVDA, TSLA, SpaceX, Nasdaq, etc.)
- Parse each question: extract ticker, strike price(s), date/period, and type (above/between/below)
- Group into curves by (ticker, date/period)
- For each curve with 2+ points:
- Check monotonicity across "above" markets
- Check range-sum consistency for "between" markets
- Check bin-sum consistency for exhaustive bin sets
- Rank violations by magnitude
- Trade only violations that also pass threshold gates (
YES_THRESHOLD/NO_THRESHOLD) - Size by conviction (violation magnitude), not flat amount
Safety & Execution Mode
The skill 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 |
autostart: false and cron: null mean nothing runs automatically until configured in Simmer UI.
Required Credentials
| Variable | Required | Notes |
|---|---|---|
SIMMER_API_KEY | Yes | Trading authority. Treat as a high-value credential. |
Tunables (Risk Parameters)
All declared as tunables in clawhub.json and adjustable from the Simmer UI.
| Variable | Default | Purpose |
|---|---|---|
SIMMER_MAX_POSITION | 40 | Max USDC per trade at full conviction |
SIMMER_MIN_TRADE | 5 | Floor for any trade |
SIMMER_MIN_VOLUME | 5000 | Min market volume filter (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_MIN_VIOLATION | 0.03 | Min curve violation magnitude to trigger a trade |
Edge Thesis
Traditional options markets have market makers who enforce curve consistency (no-arbitrage pricing). Polymarket has no such mechanism -- each market is priced by its own order book with its own liquidity pool. This creates systematic micro-inconsistencies in the implied distribution, especially when:
- New markets are created at previously unlisted strikes
- Large directional flow pushes one strike without propagating to neighbors
- Market makers leave gaps during low-liquidity hours
- Delivery/unit-count bin markets are added piecemeal without ensuring they sum correctly
This skill treats the equity strike ladder as a probability lattice and trades the repair.
Dependency
simmer-sdk by Simmer Markets (SpartanLabsXyz)