Polymarket Whale Streak Trader

Tracks rolling win rate per whale wallet and only follows wallets on a verified hot streak. Dynamically promotes and demotes wallets based on recent performance, ensuring you only copy currently-winning traders.

Whale Streak Trader

Strategy overview

Most whale-following strategies treat all top wallets equally. This skill adds a critical filter: only follow wallets currently on a hot streak. Each run evaluates every leaderboard wallet's rolling win rate over their most recent trades and classifies them into three tiers:

Status	Condition	Action
HOT	Win rate >= HOT_WIN_RATE (default 65%)	Follow positions, apply streak boost
WARM	Between cold and hot thresholds	Ignore -- not confident enough
COLD	Win rate <= COLD_WIN_RATE (default 45%)	Drop entirely -- wallet is underperforming

This creates a dynamic roster that adapts every run. A whale who was HOT last week but started losing gets demoted automatically. A previously WARM wallet that hits a winning streak gets promoted.

Signal logic

Rolling win rate calculation

For each wallet, the skill fetches recent activity and processes the last N trades (configurable via STREAK_WINDOW):

1. Track entry prices per (market, outcome) pair
2. When a sell or redeem event occurs, compare exit price to average entry price
3. Count wins (exit > entry) and losses (exit <= entry)
4. Compute win_rate = wins / (wins + losses)

Streak-boosted conviction

When a HOT wallet's position aligns with the standard conviction signal:

1. Base conviction from standard YES/NO threshold bands
2. Streak multiplier: 1 + min(0.5, (win_rate - HOT_WIN_RATE) / (1 - HOT_WIN_RATE))
3. Final conviction: min(1.0, base_conviction * streak_mult)
4. Size: max(MIN_TRADE, round(conviction * MAX_POSITION, 2))

A whale with 65% win rate (at threshold) gets 1.0x multiplier. A whale with 82.5% gets 1.25x. A whale at 100% gets the max 1.5x.

Alignment requirement

The skill only trades when:

• The whale's position direction (YES/NO) matches the standard conviction signal direction
• The market passes spread, volume, and days-to-resolution gates
• The context check (flip-flop, slippage) passes

Edge thesis

Raw whale-following is noisy. Even the best traders go through cold streaks, strategy shifts, or experiment with new approaches. By filtering to only currently-hot wallets, this skill:

• Removes noise from lucky traders who got on the leaderboard by chance
• Avoids degraded traders whose edge may have eroded
• Captures momentum -- traders on winning streaks often have identified a temporary market inefficiency
• Self-corrects -- no manual curation needed; the roster updates every run

The streak boost further rewards consistency: a wallet with 80% win rate over 30 trades gets more capital allocated than one barely clearing the 65% threshold.

Remix ideas

• Weight positions by whale PnL magnitude, not just win rate
• Add a "comeback" tier: wallets that were COLD but are now rapidly improving
• Cross-reference multiple whale positions on the same market for consensus scoring
• Track streak duration (how many consecutive runs a wallet has been HOT) as an additional signal
• Add sector-specific whale tracking (crypto whales, politics whales, etc.)

Safety and execution

Parameter	Default	Description
Paper mode	Yes	Default behavior, no real money at risk
--live flag	Required	Must explicitly pass to trade real funds
Spread gate	10%	Skips illiquid markets
Volume gate	$3,000	Skips thin markets
Days gate	5 days	Avoids near-resolution markets
Flip-flop check	On	Prevents rapid position reversals
Slippage check	15%	Skips high-slippage markets
Max positions	8	Hard cap on concurrent positions

Credentials

Variable	Required	Description
SIMMER_API_KEY	Yes	Simmer SDK API key

Tunables

All tunables are prefixed with SIMMER_ and adjustable from the Simmer UI.

Variable	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 signal threshold
SIMMER_NO_THRESHOLD	0.62	NO signal threshold
SIMMER_HOT_WIN_RATE	0.65	Min win rate to classify as HOT
SIMMER_COLD_WIN_RATE	0.45	Max win rate before classified as COLD
SIMMER_STREAK_WINDOW	30	Number of recent trades to evaluate
SIMMER_LEADERBOARD_LIMIT	20	Top N wallets to scan from leaderboard

Dependency

• simmer-sdk (pip)