Polymarket Macro Calendar Catalyst Trader

Trades Polymarket prediction markets that resolve near known calendar catalyst events (FOMC meetings, major tournament finals, geopolitical summits, crypto h...

Calendar Catalyst Trader

This is a template. The default signal matches market resolution dates to a calendar of known catalyst events and trades coiled springs (markets near 50%) with boosted conviction when a directional hint exists from macro analysis. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Known calendar events create predictable volatility windows. FOMC meetings happen on a fixed 6-week cycle. The Super Bowl, NBA Finals, World Cup, and Wimbledon have known dates months in advance. Geopolitical summits (G7, UN General Assembly, COP) and crypto events (halvings, protocol upgrades) are scheduled well ahead. Markets that resolve during or shortly after these events WILL move sharply -- but Polymarket prices direction, not volatility.

The structural edge: a market sitting at 50% that resolves the day after an FOMC meeting is a coiled spring. The Fed will either cut, hold, or hike -- and the market will snap to 20% or 80% in hours. The expected move is huge, but the market price doesn't reflect that. Similarly, a "Will Team X win the championship?" market at 48% the day before the final is about to move to either ~5% or ~95%. The 48% price is correct in expectation but massively underpriced for the magnitude of movement.

Why this works:

• Calendar events are public knowledge, but resolution-date proximity to catalysts is not priced as a factor
• Markets near 50% have maximum convexity -- any directional signal produces outsized returns
• Catalyst categories carry macro directional hints (crypto events historically bullish, geopolitical summits often disappoint, sports finals confirm favorites)
• The CATALYST_BOOST multiplier (default 1.25x) converts this timing edge into larger position sizes

Signal Logic

Default Signal: Catalyst Window Detection

1. Scan ALL active markets via get_markets(limit=200) plus targeted keyword search
2. For each market, check if its resolution date falls within SIMMER_CATALYST_WINDOW days (default 3) of any known catalyst event
3. Fallback: match market question text to catalyst categories via keyword matching
4. For catalyst-adjacent markets:
   • Coiled springs (price between 0.40-0.60): use macro directional hint from catalyst category, apply CATALYST_BOOST to conviction
   • Standard threshold (below YES_THRESHOLD or above NO_THRESHOLD): apply CATALYST_BOOST to standard conviction
   • Coiled + no direction hint (e.g., FOMC): skip -- genuinely uncertain direction

Catalyst Calendar

Category	Events	Directional Hint
FOMC	8 meetings/year on fixed 6-week cycle	None (genuinely uncertain)
Sports	Super Bowl, NBA Finals, World Cup, Wimbledon, US Open, World Series	YES (favorites tend to be confirmed)
Geopolitical	G7, UN General Assembly, COP climate summit, US elections	NO (summits often disappoint, status quo persists)
Crypto	Bitcoin halving cycle milestones, Ethereum upgrades	YES (historically bullish events)
Space	SpaceX Starship, Artemis launches	YES (modern launch success >95%)

Coiled Spring Logic

Markets between 40-60% resolving within the catalyst window are "coiled springs":

• They WILL move sharply in one direction
• Even a weak directional signal is valuable at these prices
• The CATALYST_BOOST multiplier (default 1.25x) increases position size
• Proximity factor: closer to catalyst = stronger boost

Why Directional Hints Work

• Sports YES: Championship finals disproportionately confirm the higher-seeded/favored team. The 48% market for the favorite is slightly underpriced.
• Geopolitical NO: Peace summits, climate agreements, and diplomatic deadlines more often fail than succeed. Markets at 55% for "will agreement be reached" are slightly overpriced.
• Crypto YES: Every major crypto catalyst (halvings, ETF approvals, protocol upgrades) has historically been followed by price appreciation. Markets pricing crypto milestones near 50% tend to resolve YES.
• Space YES: SpaceX has a >97% success rate on Falcon 9. Starship is improving rapidly. Markets near 50% for "successful launch" are underpriced.
• FOMC None: Fed decisions are genuinely uncertain. No directional hint -- we skip coiled springs for FOMC but still trade markets outside the threshold bands.

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	5000	Min market volume filter (USD)
SIMMER_MAX_SPREAD	0.10	Max bid-ask spread (10%)
SIMMER_MIN_DAYS	1	Min days until resolution
SIMMER_MAX_POSITIONS	10	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)
SIMMER_CATALYST_WINDOW	3	Days window around catalyst events
SIMMER_CATALYST_BOOST	1.25	Conviction boost multiplier for catalyst-adjacent markets
SIMMER_COIL_LOW	0.40	Coiled spring lower bound
SIMMER_COIL_HIGH	0.60	Coiled spring upper bound

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

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