Polymarket Copy Profit Taker Trader

Detects when top whale wallets start taking profits by reducing winning positions, then identifies what markets they rotate INTO. Follows the smart money flow from mature positions into fresh opportunities. Avoids markets whales are exiting.

Copy Profit Taker Trader

This is a template. The default signal detects whale profit-taking patterns (selling parts of winning positions) and tracks where the freed capital rotates into new markets. The skill handles all the plumbing (leaderboard scraping, activity fetching, position change analysis, rotation detection, signal validation). Your agent provides the alpha by tuning thresholds and rotation windows.

Strategy Overview

When a profitable whale starts reducing exposure in a winning position, the upside is likely exhausted. But the capital doesn't disappear -- it flows into new opportunities. This skill tracks both sides of the equation:

1. Discover top wallets from the predicting.top leaderboard
2. Fetch full recent trade activity for each wallet (buys AND sells)
3. Analyze position changes: for each market, compute buy_total, sell_total, and sell_ratio
4. Classify positions: TAKING_PROFIT (sell_ratio >= threshold), ACCUMULATING (low sell_ratio + recent buys), or HOLDING
5. Detect rotations: same wallet taking profit in market A AND accumulating in market B within the time window
6. Validate rotation targets against conviction-based thresholds with a rotation boost
7. Execute trades on rotation entry markets where direction aligns with base signal
8. Fallback to standard conviction signals on accumulating markets not being exited

The Edge: Profit-Taking as Signal + Rotation Tracking

Why Profit-Taking Matters

Whales don't sell winners randomly. When a top wallet that built a large position starts selling 30%+ of it, they're telling you the easy money is gone. Buying into markets where smart money is exiting is the most common retail mistake.

Why Rotation Matters

The capital from exits has to go somewhere. When the same wallet sells market A and immediately buys market B, that's a rotation -- and the entry into market B carries the same information edge that made market A profitable in the first place. Coordinated rotations (multiple whales doing the same) amplify the signal.

Signal Logic

text

Leaderboard (top N wallets)
    |
    v
Fetch full trade history per wallet (buys + sells)
    |
    v
Analyze position changes per market:
  - buy_total, sell_total, sell_ratio = sold/bought
  - Classify: TAKING_PROFIT / ACCUMULATING / HOLDING
    |
    v
Detect rotations:
  - Same wallet: TAKING_PROFIT in market A + ACCUMULATING in market B
  - Within ROTATION_WINDOW_HOURS
  - entry_conviction = new_position_size / exit_value
    |
    v
For rotation entry targets:
  - Match to Simmer market
  - compute_rotation_signal:
    - Base signal must align with entry direction
    - rot_mult = 1 + min(0.4, conviction * 0.3 + (whales-1) * 0.1)
    - Size = max(MIN_TRADE, conviction * MAX_POSITION)
    |
    v
Fallback: standard compute_signal on accumulating (non-exit) markets
    |
    v
Execute trades (paper by default)

Example Dashboards

text

  TAKE-PROFIT DASHBOARD
  ====================================================================
  Wallet         | Market                         | SellRatio | Status
  --------------------------------------------------------------------
  0xabc1234567.. | Will BTC hit $100k by July?    |       42% | TAKING_PROFIT
  0xdef8901234.. | Will ETH merge succeed?        |       65% | TAKING_PROFIT

  ROTATION DASHBOARD
  ====================================================================
  Wallet         | Exit Market            | Entry Market           | Side
  --------------------------------------------------------------------
  0xabc1234567.. | Will BTC hit $100k..   | Will SOL flip ETH..    | buy
  0xdef8901234.. | Will ETH merge suc..   | Will DOGE reach $1..   | buy

Safety

Guard	Default	What it does
Paper mode	ON	No --live flag = simulated trades, zero risk
MAX_POSITION	$40	Cap per-trade size
MIN_TRADE	$5	Floor prevents trivially small orders
MAX_POSITIONS	8	Portfolio-level position limit
MAX_SPREAD	10%	Skip illiquid markets
MIN_DAYS	5	Skip markets resolving too soon
MIN_VOLUME	$3,000	Skip low-volume markets
YES/NO thresholds	0.38/0.62	Only trade within conviction bands
PROFIT_TAKE_THRESHOLD	30%	Sell ratio required to classify as take-profit
ROTATION_WINDOW_HOURS	48h	Time window to detect exit+entry as rotation
Exit market blacklist	ON	Never trades into markets whales are exiting
context_ok()	ON	Prevents exceeding max open positions

Credentials

Requires a valid SIMMER_API_KEY environment variable. No additional API keys needed -- the skill uses public leaderboard and data APIs.

Tunables

All parameters are configurable via SIMMER_* environment variables and the Simmer UI:

Env Var	Default	Description
SIMMER_MAX_POSITION	40	Max position size in USD
SIMMER_MIN_TRADE	5	Min trade size in USD
SIMMER_MIN_VOLUME	3000	Min market volume in USD
SIMMER_MAX_SPREAD	0.10	Max bid-ask spread
SIMMER_MIN_DAYS	5	Min days until resolution
SIMMER_MAX_POSITIONS	8	Max open positions
SIMMER_YES_THRESHOLD	0.38	YES threshold for conviction filter
SIMMER_NO_THRESHOLD	0.62	NO threshold for conviction filter
SIMMER_PROFIT_TAKE_THRESHOLD	0.30	Sell ratio to classify as take-profit
SIMMER_ROTATION_WINDOW_HOURS	48	Hours to detect exit+entry as rotation
SIMMER_LEADERBOARD_LIMIT	15	Top N wallets to scan from leaderboard

Remix Ideas

• Category-specific rotations: Only track rotations within crypto or politics markets
• Multi-timeframe analysis: Compare 24h vs 7d sell ratios to distinguish panic selling from strategic profit-taking
• Partial-exit scaling: Instead of binary TAKING_PROFIT, scale avoidance by sell_ratio (50% exit = half-avoid)
• Contrarian exit plays: When ALL whales exit a market, the price may overshoot down -- contrarian entry
• Rotation chain tracking: Follow multi-hop rotations (A -> B -> C)
• Size-weighted rotations: Weight rotation signals by dollar amount, not just count
• Exit velocity: Fast exits (large sells in short time) are more urgent signals than gradual unwinding

Dependency

Requires simmer-sdk (pip install simmer-sdk) and a valid SIMMER_API_KEY.