Polymarket Real Estate Trader

Trades Polymarket prediction markets on housing prices, mortgage rates, Fed rate decisions, real estate crash scenarios, and regional property market milestones. Use when you want to capture alpha on macro housing markets using Fed minutes, Case-Shiller data, and mortgage rate signals.

Real Estate & Housing Trader

This is a template. The default signal is keyword-based market discovery combined with probability-extreme detection — remix it with the data sources listed in the Edge Thesis below. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Housing and Fed rate markets are priced by retail traders following mainstream media narratives. This skill exploits two structural edges without any external API:

1. FOMC calendar timing — Rate markets diverge most from CME FedWatch in the weeks before a meeting. Trading the pre-meeting window captures the professional vs retail pricing gap.
2. Market type confidence — Fed/rate decisions are professionally calibrated; crash/bubble markets are emotionally driven. Position sizing reflects this.

Signal Logic

Default Signal: Conviction-Based Sizing with Macro Cycle Bias

1. Discover active housing and rate markets on Polymarket
2. Compute base conviction from distance to threshold (0% at boundary → 100% at p=0/p=1)
3. Apply macro_cycle_bias() — combines FOMC month timing with market type confidence
4. Size = max(MIN_TRADE, conviction × bias × MAX_POSITION) — capped at MAX_POSITION
5. Skip markets with spread > MAX_SPREAD or fewer than MIN_DAYS to resolution

Macro Cycle Bias (built-in, no API required)

Factor 1 — FOMC Calendar Timing

Fed rate decision markets have their highest edge in the 2–4 weeks BEFORE a meeting — when CME FedWatch (professional market) and Polymarket (retail) diverge most. After the decision, repricing happens within hours.

FOMC meets ~8x/year: Jan, Mar, May, Jun, Jul, Sep, Nov, Dec

Condition	Multiplier
Rate question in FOMC-active month	1.2x — pre-meeting window, edge at its peak
Rate question in gap month (Apr, Aug, Oct)	0.9x — fewer catalysts

Factor 2 — Market Type Confidence

Market type	Multiplier	Why
Fed/FOMC rate decisions	1.25x	CME FedWatch = professional-grade calibration
Mortgage rate markets	1.15x	Mechanically tied to Fed funds — directionally predictable
Case-Shiller / price index	1.10x	Data-driven index releases — trackable trajectory
Housing crash / bubble / collapse	0.75x	Fear/narrative-driven — hard to time, high variance
Commercial RE / office vacancy	0.80x	WFH narrative distorts rational pricing

Combined capped at 1.40x. A Fed rate cut market in March → 1.2 × 1.25 = 1.40x (cap) — maximum edge. A "housing bubble crash" question → 1.0 × 0.75 = 0.75x — trade very conservatively.

Remix Signal Ideas

• CME FedWatch: Replace market.current_probability with FedWatch implied probability — trade the divergence between professional futures and Polymarket retail pricing
• FRED API: Federal Reserve economic data releases as leading signal for rate trajectory
• Case-Shiller releases: Track monthly index trajectory to front-run known lagged data
• Zillow / Redfin Research: Regional data as leading indicator for national market questions

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	30	Max USDC per trade (reached at 100% conviction)
SIMMER_MIN_VOLUME	8000	Min market volume filter (USD)
SIMMER_MAX_SPREAD	0.08	Max bid-ask spread (8%)
SIMMER_MIN_DAYS	7	Min days until resolution
SIMMER_MAX_POSITIONS	6	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