Polymarket Macro Inflation Chain Trader

Three-step macro chain reaction trader for Polymarket. Chains commodity pressure (oil, WTI, crude) through inflation and rate expectations (Fed, FOMC) to equity-threshold markets (NVIDIA, S&P, Nasdaq). When commodities surge but equities havent corrected, sells equity optimism. When commodities crash and equities overreact, buys the oversold dip. Most traders think in single categories -- this skill chains three macro layers to find divergence alpha.

Macro Inflation Chain Trader

This is a template. The default signal chains commodity pressure through rate expectations to equity markets -- remix it with real-time CPI data feeds, Fed funds futures, or Treasury yield curve signals. The skill handles all the plumbing (market discovery, classification, chain logic, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Most Polymarket traders analyze markets in isolation: oil markets, Fed markets, or equity markets separately. But macro economics is a chain reaction:

1. Oil/commodity prices rise -- input costs increase across the economy
2. Inflation expectations rise -- the Fed holds or hikes rates instead of cutting
3. Rate-sensitive equities should fall -- higher rates compress equity valuations

This skill monitors all three layers simultaneously and trades the divergence when one layer hasn't caught up to the others.

Signal Logic

Step 1: Classify Markets

All markets from get_markets(limit=200) are classified into three buckets:

• Commodity: oil, WTI, crude, brent, natural gas, copper, gold, OPEC
• Monetary: Fed, rate cut/hike, FOMC, inflation, CPI, interest rate, Powell
• Equity: NVIDIA, Amazon, S&P, Nasdaq, stock, earnings, market cap

Step 2: Compute Aggregate Indicators

Indicator	Calculation
commodity_pressure	Average probability of commodity markets (high = commodities rising)
rate_hawkish	Average hawkish probability (rate hold/hike markets + inverse of rate cut markets)
equity_optimism	Average probability of equity-above-threshold markets

Step 3: Chain Logic

Condition	Signal	Reasoning
commodity_pressure > 0.50 AND equity_optimism > 0.55	Sell NO on equity thresholds	Equities haven't priced in commodity pain
commodity_pressure < 0.30 AND equity_optimism < 0.40	Buy YES on equity thresholds	Equities overreacted to low commodity pressure
Neither condition met	Fall back to standard conviction signals	No macro divergence detected

Conviction-Based Sizing

• Chain signals scale with the magnitude of the divergence between commodity and equity layers
• Standard signals use the CLAUDE.md formula: conviction = (threshold - p) / threshold
• Size = max(MIN_TRADE, conviction * MAX_POSITION) -- never flat sizing

Remix Ideas

• Fed funds futures: Replace rate_hawkish with CME FedWatch implied probabilities
• Treasury yield curve: Use 2y-10y spread as a direct hawkish/dovish indicator
• CPI nowcasting: Feed Cleveland Fed CPI nowcast into commodity_pressure for real-time inflation signals
• Supply chain indices: Add Baltic Dry Index or semiconductor lead times for deeper commodity pressure

Market Categories Tracked

COMMODITY_KW = ['oil', 'wti', 'crude', 'brent', 'commodity', 'commodities',
                'natural gas', 'copper', 'gold price', 'silver price',
                'oil price', 'barrel', 'opec']
MONETARY_KW  = ['fed', 'federal reserve', 'rate cut', 'rate hike', 'fomc',
                'inflation', 'cpi', 'interest rate', 'monetary policy',
                'powell', 'rate hold', 'basis points', 'hawkish', 'dovish']
EQUITY_KW    = ['nvidia', 'amazon', 's&p', 'sp500', 'nasdaq', 'stock',
                'dow jones', 'apple', 'tesla', 'microsoft', 'google',
                'meta', 'equity', 'market cap', 'ipo', 'earnings',
                'above', 'below', 'stock price']

Risk Parameters

Parameter	Default	Notes
Max position size	$40 USDC	Per market, reached at max conviction
Min market volume	$3,000	Liquidity filter
Max bid-ask spread	10%	Macro markets are typically liquid
Min days to resolution	7	Chain reactions need time to propagate
Max open positions	8	Diversify across equity targets

Installation & Setup

clawhub install polymarket-macro-inflation-chain-trader

Requires: SIMMER_API_KEY environment variable.

Cron Schedule

Runs on demand or via automaton. Cron is set to null -- configure it in the Simmer UI when ready.

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only execute when --live is passed explicitly.

Scenario	Mode	Financial risk
python trader.py	Paper (sim)	None
Cron / automaton	Paper (sim)	None
python trader.py --live	Live (polymarket)	Real USDC

The automaton cron is set to null -- it does not run on a schedule until you configure it in the Simmer UI. autostart: false means it won't start automatically on install.

Required Credentials

Variable	Required	Notes
SIMMER_API_KEY	Yes	Trading authority -- keep this credential private.

Tunables (Risk Parameters)

All risk parameters are declared in clawhub.json as tunables and adjustable from the Simmer UI without code changes. They use SIMMER_-prefixed env vars so apply_skill_config() can load them securely.

Variable	Default	Purpose
SIMMER_MAX_POSITION	40	Max USDC per trade (reached at 100% 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 (0.10 = 10%)
SIMMER_MIN_DAYS	7	Min days until market resolves
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_COMMODITY_PRESSURE	0.50	Commodity pressure threshold to trigger sell-equity chain
SIMMER_EQUITY_OPTIMISM_HIGH	0.55	Equity optimism above this = overpriced if commodities high
SIMMER_EQUITY_OPTIMISM_LOW	0.40	Equity optimism below this = oversold if commodities low
SIMMER_COMMODITY_LOW	0.30	Commodity pressure below this = deflationary signal

Dependency

simmer-sdk is published on PyPI by Simmer Markets.

• PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk
• Publisher: [e-mail]

Review the source before providing live credentials if you require full auditability.