Polymarket Geopolitics Weekly Trader

Trades weekly cyclical patterns in geopolitical prediction markets. Military operations spike Mon-Thu, diplomacy clusters around working days, and weekend st...

Security Scan

The skill's code, declared dependencies, and runtime instructions align with its stated purpose (paper-first Polymarket trading using a Simmer SDK) and request only the trading API key it needs.

Purpose & Capability

The name/description (weekly-pattern trading on Polymarket) matches the implementation: trader.py uses simmer-sdk and a SIMMER_API_KEY, clawhub.json lists the same env/pip requirements, and the skill's tunables map to trading parameters. No unrelated credentials, binaries, or platform access are requested.

Instruction Scope

SKILL.md and trader.py limit actions to market discovery, filters, sizing logic, and SimmerClient operations (paper vs live trading). There are no instructions to read unrelated files, scan system paths, or post data to third-party endpoints outside the Simmer/Polymarket context. The code does call apply_skill_config when available and re-reads env vars, which is consistent with updating runtime tunables.

Install Mechanism

No arbitrary download/install is present. The manifest requires the simmer-sdk Python package (pip), which is proportionate for a SimmerClient-based trader. There are no remote URLs, archives, or non-standard installers in the package.

Credentials

The skill requires a single service credential (SIMMER_API_KEY) appropriate for executing trades via the Simmer SDK. Other env vars in clawhub.json are adjustable tunables (position size, thresholds, etc.). No unrelated secrets (AWS, git tokens, etc.) are requested. Note: SIMMER_API_KEY carries trading authority and should be granted least privilege.

Persistence & Privilege

always is false and autostart is false; the skill is user-invocable and may be run as an automaton when explicitly started. It does not request permanent global presence or attempt to modify other skills' configs. Autonomous invocation (model invoking the skill) is enabled by default on the platform but is normal and not excessive here.

Assessment

This skill appears coherent and implements a paper-first trading strategy that only needs your SIMMER_API_KEY. Before enabling live mode: (1) verify the SIMMER_API_KEY permissions and rotate / restrict it as appropriate (treat it as sensitive); (2) run and monitor in paper mode long enough to validate behavior and tunables; (3) confirm you trust the simmer-sdk version you will install (supply-chain risk); and (4) only enable the --live flag once you understand position sizing, max exposures, and regulatory/legal implications of real-money geopolitical prediction trading.

Geopolitics Weekly Pattern Trader

This is a template. The default signal is keyword-based geopolitical market discovery combined with conviction-based sizing and weekly_pattern_multiplier() — four weekly cycle factors, no external API required. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Geopolitical news flow follows predictable weekly cycles. Military operations and official statements spike Monday through Thursday during government working hours. Diplomatic announcements — UN sessions, G7/G20 summits, bilateral talks — cluster around Tuesday through Thursday. Weekends see reduced news flow from both Western and non-Western governments, leaving Polymarket prices stale and ripe for Monday repricing.

Polymarket's US-dominated retail base amplifies this pattern: US traders are least active Saturday-Sunday, meaning Friday evening and weekend news breaks sit unpriced for 24-48 hours. Monday mornings bring a wave of repricing as Asian and European news from the weekend flows into the US market open.

This skill exploits four distinct weekly windows:

1. Weekend Staleness — Reduced US retail attention on Saturday/Sunday means news isn't fully absorbed. Moderate-probability geopolitical markets (20-40% or 60-80%) are most likely to reprice Monday.

2. Monday Repricing — The sharpest window. Weekend events get priced in during Monday 00:00-14:00 UTC as Asian, European, and US sessions open sequentially. Early Monday conviction boost: 1.25x.

3. Friday Afternoon Unwinding — Traders reduce risk before the weekend, creating temporary price dislocations as positions are closed. Friday 18:00+ UTC conviction boost: 1.10x.

4. Midweek Diplomatic Calendar — UN sessions, G7/G20 meetings, and diplomatic summits cluster Tuesday through Thursday. Markets tagged with diplomatic keywords are more actionable midweek. Tue-Thu diplomatic boost: 1.10x.

Edge Thesis

The weekly cycle effect in prediction markets is well-documented:

• Weekend staleness: US retail dominance on Polymarket means weekday-heavy activity. Friday evening through Sunday sees reduced volume and slower price discovery. News that breaks outside US hours (Asian military operations, European diplomatic announcements) sits unpriced until Monday.

• Institutional absence: Unlike equity markets with 24/5 institutional desks, Polymarket has no market makers obligated to maintain fair pricing over weekends. This creates systematic staleness that the Monday session corrects.

• Geopolitical news cadence: Government press conferences, UN votes, and military briefings follow working-day schedules. The news cycle itself is cyclical, and markets that depend on government actions are most affected.

• Position unwinding: Friday afternoon risk reduction is a cross-asset phenomenon. On Polymarket, it manifests as price drift away from fair value as traders close positions ahead of weekend uncertainty.

Signal Logic

Default Signal: Conviction-Based Sizing with Weekly Pattern Multiplier

1. Discover active geopolitical markets via keyword search
2. Gate: must match geopolitics regex filter (war, ceasefire, military, sanctions, NATO, etc.)
3. Gate: spread, days-to-resolution checks
4. Compute base conviction from distance to YES_THRESHOLD / NO_THRESHOLD bands
5. Apply weekly_pattern_multiplier() based on current day/hour UTC and market type
6. Final conviction = min(1.0, base_conviction * weekly_multiplier)
7. Size = max(MIN_TRADE, round(conviction * MAX_POSITION, 2))

Weekly Pattern Multiplier (built-in, no API required)

Day / Time (UTC)	Multiplier	Why
Saturday-Sunday (all day)	1.15x	Weekend staleness: US retail absent, news unpriced
Monday 00:00-14:00 UTC	1.25x	Monday repricing: weekend events flow into market open
Monday 14:00+ UTC	1.05x	Repricing fading, most adjustment done
Friday 18:00+ UTC	1.10x	Position unwinding: pre-weekend risk reduction creates dislocations
Friday before 18:00 UTC	1.00x	Normal trading session
Tue-Thu (diplomatic markets)	1.10x	Diplomatic calendar: UN, G7/G20, summits cluster midweek
Tue-Thu (non-diplomatic)	1.00x	Baseline — no weekly pattern edge

How Sizing Works at Different Probability Levels

With defaults (YES_THRESHOLD=0.38, MIN_TRADE=$5, MAX_POSITION=$40, Monday AM multiplier=1.25x):

Market price p	Base conviction	Weekly conviction	Size
38% (at threshold)	0%	0%	$5 (floor)
30%	21%	26%	$11
20%	47%	59%	$24
10%	74%	92%	$37
0%	100%	100% capped	$40

Weekend multiplier (1.15x) at same levels:

Market price p	Base conviction	Weekly conviction	Size
30%	21%	24%	$10
20%	47%	54%	$22
10%	74%	85%	$34

Keywords Monitored

war, ceasefire, military, strike, Iran, Israel, Gaza, Lebanon,
sanctions, nuclear, troops, conflict, diplomacy, NATO, Ukraine,
Russia, China, Taiwan, meeting, summit, peace

Geopolitics Filter

Regex-based filter ensures only genuine geopolitical markets are traded. Prevents false positives from non-geopolitical uses of keywords (e.g., "labour strike", "lightning strike", "nuclear energy stock").

Remix Signal Ideas

• News API velocity by day-of-week: Wire GDELT or MediaCloud event counts by day into weekly_pattern_multiplier() — when actual Monday news volume exceeds the weekly baseline by >2 standard deviations, the repricing window is even sharper; dynamically scale the Monday multiplier up to 1.40x
• Diplomatic calendar feeds: Pull UN General Assembly schedule, G7/G20 summit dates, and bilateral meeting announcements from official APIs — boost midweek diplomatic multiplier to 1.20x on days with confirmed high-level meetings; reduce to 1.00x on empty calendar days
• Weekend volume anomaly detection: Track Polymarket volume by hour-of-week for geopolitical markets — when weekend volume drops below the 20th percentile of its historical range, the staleness premium is highest; dynamically scale the weekend multiplier
• Cross-timezone news flow: Wire Reuters/AP breaking news timestamps — when a story breaks during Asian hours (00:00-08:00 UTC) about a European/ME conflict, the repricing lag is longest; boost to 1.30x for these cross-timezone mismatches

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 — nothing runs automatically until you configure it in Simmer UI.

Required Credentials

Variable	Required	Notes
SIMMER_API_KEY	Yes	Trading authority. Treat as 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 (reached at 100% conviction)
SIMMER_MIN_VOLUME	15000	Min market volume filter (USD)
SIMMER_MAX_SPREAD	0.08	Max bid-ask spread (8%)
SIMMER_MIN_DAYS	3	Min days until resolution
SIMMER_MAX_POSITIONS	8	Max concurrent open positions
SIMMER_YES_THRESHOLD	0.38	Buy YES if market price <= this value
SIMMER_NO_THRESHOLD	0.62	Sell NO if market price >= this value
SIMMER_MIN_TRADE	5	Floor for any trade (min USDC regardless of conviction)

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

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