Polymarket Whale Momentum Trader

Detects when multiple top-performing whale wallets independently enter the same Polymarket market in the same direction within a configurable time window. When 2+ whales agree, trades with conviction-boosted sizing.

Whale Momentum Trader

Strategy Overview

This skill monitors the top-performing wallets on Polymarket (via the predicting.top leaderboard) and detects momentum consensus -- when multiple whale wallets independently enter the same market on the same side within a short time window.

The core insight: when 2+ top-performing traders independently decide to buy the same side of a market within 48 hours, they are likely reacting to the same underlying information edge. This convergence is a stronger signal than any single whale trade.

Signal Logic

text

1. Fetch leaderboard    -> Top N wallets from predicting.top
2. Fetch activity       -> Recent trades per wallet from Polymarket data API
3. Build momentum map   -> For each market: count YES wallets vs NO wallets
4. Filter signals       -> Markets with MIN_WHALES+ wallets on the same side
5. Match markets        -> Find corresponding Simmer market for each signal
6. Boosted signal       -> Conviction-based sizing + whale consensus boost
7. Trade                -> Place order if whale direction aligns with threshold signal

Edge Thesis

Independent whale agreement is a strong conviction signal because:

• Information asymmetry: Top leaderboard wallets consistently outperform. They have better information pipelines, faster reaction times, and deeper domain expertise.
• Independence filter: Two wallets trading the same direction within 48 hours suggests they are both reacting to the same underlying catalyst, not copying each other.
• Consensus premium: A single whale trade could be noise or portfolio rebalancing. Multiple whales agreeing filters out idiosyncratic trades and isolates genuine conviction.
• Timing edge: By monitoring activity within a lookback window (default 48h), the skill catches momentum before it fully reprices into the market.

The conviction boost formula rewards stronger consensus:

• 2 whales: +15% conviction boost
• 3 whales: +30% conviction boost
• 4+ whales: +45-50% conviction boost (capped at 50%)

Critically, the skill only trades when the whale direction aligns with the threshold signal (YES below YES_THRESHOLD, NO above NO_THRESHOLD). This prevents chasing whale momentum into already-priced territory.

Remix Ideas

• Sector filtering: Only follow whale consensus in specific market categories (crypto, politics, sports) where whale edge is strongest.
• Volume weighting: Weight the momentum signal by USD volume, not just wallet count. A whale putting $50K in is a stronger signal than one putting $500.
• Decay weighting: Apply time decay to activities -- trades from 2 hours ago are stronger signals than trades from 46 hours ago.
• Anti-correlation filter: If whale A and whale B historically trade opposite directions, discount their "agreement" (they may be the same entity hedging).
• Leaderboard recency: Weight wallets by their recent performance (last 30 days) rather than all-time rank.

Safety

Control	Setting
Default mode	Paper (sim) -- zero financial risk
Live trading	Requires explicit --live flag
Max position	$40 per trade (tunable)
Min trade	$5 floor prevents trivial orders
Max positions	8 concurrent (tunable)
Spread gate	Skips markets with spread > 10%
Days gate	Skips markets resolving in < 5 days
Flip-flop guard	SDK context check prevents reversals
Slippage guard	Skips if slippage > 15%
Alignment check	Only trades when whale direction matches threshold signal

Tunables

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 (10%)
SIMMER_MIN_DAYS	5	Min days until resolution
SIMMER_MAX_POSITIONS	8	Max concurrent positions
SIMMER_YES_THRESHOLD	0.38	Buy YES below this probability
SIMMER_NO_THRESHOLD	0.62	Buy NO above this probability
SIMMER_MIN_WHALES	2	Min whales agreeing for a signal
SIMMER_LOOKBACK_HOURS	48	Time window for momentum detection
SIMMER_LEADERBOARD_LIMIT	15	Number of top wallets to track

Dependencies

• simmer-sdk: Simmer trading SDK for market discovery, trading, and context checks.
• predicting.top API: Public leaderboard API for top Polymarket wallet addresses.
• Polymarket Data API: Public API for fetching wallet trading activity.

No additional pip packages required beyond simmer-sdk. All HTTP calls use Python's built-in urllib.