Polymarket Worldcup Group Repricer

World Cup Groups skill — a market-dynamics play on group-winner sets. Buys group favorites at pre-tournament prices and trims after qualification "becomes obvious" and casual money reprices (bet on the repricing, not the champion), plus trades incoherent group market sets back toward consistency. Sim by default.

WC Group Repricer

A Groups-category skill for the 2026 World Cup built on market dynamics, not winner-picking:

1. Repricing timing — enter group favorites at pre-tournament asks; exit after qualification becomes "obvious" and retail money reprices the leg up. "Obvious" is read from the market itself (the leg crossing a configured price threshold) — no sports model required. (Strategy family credit: group-stage repricing ideas circulating on X.)
2. Group-set coherence — within a group's winner set (mutually exclusive, exhaustive), trade prices that sum incoherently back toward 1. Mutual exclusivity is confirmed from market text (a complete 4-leg "win Group X" set) — if it can't be confirmed, the set is alerted, never arbed.
3. Elo anchor (tiebreak only) — a static Elo table decides which leg of an incoherent set is the mispriced one. It never picks winners standalone.

Safety rails

• Sim-first. Default venue is $SIM; real trading requires --live and --venue polymarket and a claimed, wallet-linked Simmer agent. --live and --dry-run are mutually exclusive.
• Budget = open exposure, not daily spend: new trades are rejected if open_exposure + cost > DAILY_BUDGET_USD. State updates are lock-protected (fcntl.flock).
• Dry-run never touches live state (separate state_dry.json) and routes through the SDK paper engine rather than stubbing success.
• Prices are passed raw to the SDK (no pre-rounding); edges are computed vs the ask when the venue exposes one (falls back to mid on $SIM — see Known limitations).
• One position per market; every trade carries skill_slug + a public reasoning string.

Configuration (env — all knobs Autoresearch-mutable)

Var	Default	Meaning
TRADING_VENUE	sim	sim or polymarket (with --live)
MAX_TRADE_USD	5	per-leg cap
DAILY_BUDGET_USD	50	open-exposure cap
ENTRY_MAX_ASK	0.55	buy a group favorite only at/below this
EXIT_REPRICE	0.78	trim a held leg at/above this
MIN_COHERENCE_GAP	0.05	min `
MAX_SLIPPAGE_PCT	0.03	skip legs whose context slippage exceeds this

Usage

python scripts/group_repricer.py --dry-run            # default; sim paper pass
python scripts/group_repricer.py --status             # show positions/exposure
python scripts/group_repricer.py --live --venue polymarket   # real money (after sim record)

Requires SIMMER_API_KEY.

Known limitations (v0.1)

1. $SIM (LMSR) has no order book — ask/spread/depth gates only bind on the real venue; sim validates logic, not microstructure.
2. Market discovery uses a text search for "win Group X" sets; the canonical WC tag/series slug is unverified upstream — discovery may need the paginated sports-markets workaround at launch.
3. Coherence legs are entered sequentially, not atomically; partial-fill unwind is basic.
4. The exit threshold (EXIT_REPRICE) is the strategy's most sensitive knob — it ships at a reasonable default and is meant to be tuned in sim / by Autoresearch, not trusted blindly.
5. Real-venue depth (L2) checks are a TODO hook; v0.1 uses the context slippage gate.
6. Platform per-leg stop-losses can fire on temporarily-down legs of a coherent set — review auto-risk settings before running live.

No performance claims are made or implied. This skill describes what it does, not what it returns.