Polymarket Candle Marubozu Trader

Trades marubozu continuation signals on Polymarket 5-minute crypto interval markets. A marubozu is an interval with extreme conviction (>65% or <35%) indicat...

Security Scan

The skill's code, declared dependencies, and required credential align with its stated purpose (trading marubozu continuation signals on Polymarket); nothing in the package requests unrelated secrets or system access and it defaults to paper trading.

Purpose & Capability

Name/description claim: trade marubozu continuation signals on Polymarket 5-minute crypto interval markets. Declared requirement: SIMMER_API_KEY and the simmer-sdk Python package. The included trader.py implements market discovery, marubozu detection, sizing, and trade submission via SimmerClient — these match the stated purpose and required credentials.

Instruction Scope

SKILL.md and trader.py limit actions to market discovery, signal computation, and trading via the Simmer SDK. The skill explicitly defaults to paper trading (venue="sim") and requires an explicit --live flag for real trades. The runtime reads only the declared SIMMER_* tunables (present in clawhub.json) and SIMMER_API_KEY; it does not reference unrelated filesystem paths or other credentials.

Install Mechanism

No arbitrary download/install URLs; clawhub.json lists a pip dependency (simmer-sdk). Installing a pip package is standard for this use case but means remote code will be executed at install time — verify the simmer-sdk package provenance if you are cautious.

Credentials

Only SIMMER_API_KEY is required as a credential (appropriate for a trading skill). Tunables are non-secret environment variables declared in clawhub.json. The code only reads these declared variables (and re-reads them after apply_skill_config), so requested environment access appears proportionate to the function.

Persistence & Privilege

always:false and autostart:false (nothing runs automatically). The automaton entrypoint exists but defaults to paper mode; disable-model-invocation is false (normal). The skill does not request system-wide config or other skills' credentials.

Assessment

This skill appears coherent and implements what it promises. Before installing: 1) Understand SIMMER_API_KEY grants trading authority — keep it secret and prefer creating a scoped/test key if possible; 2) The skill defaults to paper trading but will place real USDC trades if run with --live or configured to run live — test extensively in sim mode first; 3) The package depends on simmer-sdk from PyPI — verify that package name and source (and review its code) if you don't already trust it; 4) Because the skill can be invoked autonomously (the platform default), avoid granting it live mode or scheduling it until you’ve validated behavior; 5) Monitor activity and logs when first running, and consider running in an isolated environment or with a least-privilege API key.

Candle -- Marubozu Continuation Trader

This is a template. The default signal detects marubozu (extreme conviction) intervals in crypto 5-minute markets and trades the continuation on the next interval using conviction-based sizing. The skill handles all the plumbing (interval parsing, marubozu detection, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Polymarket lists 5-minute interval markets for BTC, ETH, SOL, and XRP: "Will BTC be Up or Down in the 10:50AM-10:55AM ET interval?" These resolve to YES (up) or NO (down) based on actual price movement. A "marubozu" in candlestick analysis is a candle with a full body and no wick -- extreme conviction with no hesitation. On Polymarket, this translates to an interval priced at >65% (bullish marubozu) or <35% (bearish marubozu). Marubozu is a continuation signal: the NEXT interval should follow the same direction because the extreme conviction reflects new information that has not yet been fully priced into subsequent intervals.

Edge

Unlike reversal strategies that fade strong moves, this skill trades with momentum when conviction is extreme. The continuation edge is structurally sound because:

1. Information propagation lag -- when an interval reaches >65% conviction, it reflects genuine new information (large move, news catalyst) that takes more than 5 minutes to fully propagate through the market
2. Underpricing of continuation -- Polymarket participants exhibit mean-reversion bias, systematically underpricing continuation after extreme intervals; they assume "it can't keep going" when the information says it will
3. Marubozu vs. ordinary strength -- an interval at 66% is qualitatively different from one at 56%; the former reflects near-consensus while the latter reflects mild directional lean. This skill only trades the extreme cases.
4. Asymmetric payoff -- because the next interval is underpriced for continuation, the YES/NO price offers favorable odds relative to the true conditional probability

Signal Logic

1. Discover crypto interval markets via keyword search (Bitcoin Up or Down, Ethereum Up or Down, Solana Up or Down, XRP Up or Down) with a get_markets(limit=200) fallback
2. Parse each question to extract (coin, date_str, start_time_minutes) using regex
3. Group intervals by (coin, date) and sort by time
4. Scan for marubozu intervals: p > MARU_THRESHOLD (bullish) or p < 1-MARU_THRESHOLD (bearish)
5. Check the NEXT interval for continuation not yet priced:
   • Bullish marubozu (p > 0.65): if next interval p < 0.55, continuation is underpriced -> buy YES
   • Bearish marubozu (p < 0.35): if next interval p > 0.45, continuation is underpriced -> buy NO
6. Conviction scales with marubozu strength: an interval at 0.70 generates stronger conviction than one at 0.66
7. Size by conviction (distance from threshold), not flat amount

Remix Signal Ideas

• Volume confirmation -- only trade marubozu continuation if the extreme interval also had above-average trading volume, confirming genuine conviction rather than thin-market noise
• Multi-marubozu acceleration -- if 2+ consecutive intervals are marubozu in the same direction, increase conviction multiplier for the continuation trade
• Binance order book depth -- check real-time order book imbalance to confirm the directional move has structural support beyond Polymarket pricing
• Cross-coin marubozu -- if BTC, ETH, and SOL all show bullish marubozu simultaneously, the signal is stronger (broad crypto rally vs. single-coin noise)
• Decay filter -- marubozu strength decays over time; if 3+ intervals have passed since the marubozu, the continuation edge has likely been absorbed

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 (min USDC regardless of conviction)
SIMMER_MIN_VOLUME	3000	Min market volume filter (USD)
SIMMER_MAX_SPREAD	0.10	Max bid-ask spread
SIMMER_MIN_DAYS	1	Min days until resolution
SIMMER_MAX_POSITIONS	10	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_MARU_THRESHOLD	0.65	Min probability for a bullish marubozu (bearish = 1 - this)

Edge Thesis

Crypto 5-minute interval markets on Polymarket exhibit continuation bias after extreme conviction intervals. When an interval is priced at >65% (bullish marubozu) or <35% (bearish marubozu), the market is expressing near-consensus about the directional move. This extreme conviction typically reflects genuine new information -- a large price move, a news catalyst, or a structural shift -- that takes longer than 5 minutes to fully propagate. Polymarket participants systematically underprice continuation after marubozu intervals due to mean-reversion bias, creating an edge for the continuation trade. The skill exploits this by buying the continuation direction with conviction-based sizing that scales with marubozu strength and the distance from the trading threshold.

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

• PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk