Как рос бы банк при ставке долей банка каждый день (сложный процент) против плоской ставки. Стартовый банк $5000, вся история. In-sample симуляция — не прогноз: край усиливается компаундом в обе стороны.
Кэфы — реальные цены Polymarket (тотал 2.5, на момент открытия рынка + спред). До 24.09 здесь по ошибке использовались кэфы shadow-фида: они в 92% случаев выше рыночных, и доходность завышалась в разы (+1462% вместо реалистичного). Выборка мала — десятки ставок; статистически результат пока не отличим от нуля. Доверять — после сотен ставок и сверки с фактическими сделками аккаунта.
Пунктир — стартовый банк $5,000. Линия — банк по дням (слева старт → справа конец).
| Дата | Матчей | Итог | Ставка/матч | Оборот | ROI | P&L дня | Банк |
|---|---|---|---|---|---|---|---|
| 29.10 | 10 | 4 / 6 | $49 | $489 | -42.5% | $-208 | $4,684 |
| 28.10 | 7 | 7 / 0 | $66 | $464 | +54.3% | +$252 | $4,892 |
| 27.10 | 1 | 0 / 1 | $516 | $516 | -100.0% | $-516 | $4,640 |
| 24.10 | 1 | 1 / 0 | $492 | $492 | +47.0% | +$231 | $5,155 |
| 23.10 | 8 | 7 / 1 | $59 | $472 | +43.4% | +$205 | $4,924 |
| 22.10 | 5 | 3 / 2 | $95 | $473 | -3.0% | $-14 | $4,719 |
| 21.10 | 16 | 11 / 5 | $29 | $470 | +7.2% | +$34 | $4,733 |
| 18.10 | 27 | 20 / 7 | $17 | $460 | +21.9% | +$101 | $4,699 |
| 17.10 | 8 | 5 / 3 | $57 | $458 | +3.0% | +$14 | $4,598 |
| 16.10 | 1 | 0 / 1 | $509 | $509 | -100.0% | $-509 | $4,585 |
| 15.10 | 17 | 11 / 6 | $30 | $510 | -0.5% | $-3 | $5,094 |
| 14.10 | 10 | 8 / 2 | $50 | $498 | +22.7% | +$113 | $5,097 |
| 13.10 | 6 | 4 / 2 | $84 | $503 | -8.3% | $-42 | $4,984 |
| 12.10 | 4 | 3 / 1 | $122 | $486 | +34.0% | +$165 | $5,025 |
| 11.10 | 27 | 19 / 8 | $18 | $480 | +12.1% | +$58 | $4,860 |
| 10.10 | 39 | 32 / 7 | $12 | $467 | +29.2% | +$136 | $4,802 |
| 09.10 | 12 | 8 / 4 | $38 | $462 | +10.6% | +$49 | $4,666 |
| 08.10 | 2 | 2 / 0 | $215 | $429 | +76.0% | +$326 | $4,617 |
| 07.10 | 1 | 1 / 0 | $408 | $408 | +52.0% | +$212 | $4,291 |
| 06.10 | 5 | 3 / 2 | $84 | $418 | -24.4% | $-102 | $4,079 |
| 05.10 | 3 | 0 / 3 | $155 | $465 | -100.0% | $-465 | $4,181 |
| 04.10 | 10 | 5 / 5 | $47 | $471 | -13.5% | $-64 | $4,645 |
| 03.10 | 3 | 2 / 1 | $154 | $462 | +19.3% | +$89 | $4,709 |
| 02.10 | 5 | 2 / 3 | $96 | $479 | -35.4% | $-170 | $4,619 |
| 01.10 | 4 | 3 / 1 | $118 | $470 | +18.8% | +$88 | $4,789 |
| 30.09 | 2 | 2 / 0 | $219 | $437 | +74.5% | +$326 | $4,701 |
| 29.09 | 1 | 0 / 1 | $486 | $486 | -100.0% | $-486 | $4,375 |
| 28.09 | 7 | 3 / 4 | $71 | $494 | -16.0% | $-79 | $4,861 |
| 27.09 | 16 | 10 / 6 | $30 | $487 | +14.1% | +$69 | $4,940 |
| 26.09 | 17 | 7 / 10 | $29 | $497 | -20.3% | $-101 | $4,871 |
| 25.09 | 9 | 2 / 7 | $59 | $528 | -58.8% | $-310 | $4,972 |
| 24.09 | 8 | 2 / 6 | $70 | $561 | -59.0% | $-331 | $5,283 |
| 22.09 | 1 | 1 / 0 | $525 | $525 | +70.0% | +$367 | $5,614 |
| 21.09 | 4 | 2 / 2 | $134 | $536 | -20.5% | $-110 | $5,247 |
| 20.09 | 50 | 26 / 24 | $11 | $545 | -16.6% | $-90 | $5,356 |
| 19.09 | 56 | 31 / 25 | $10 | $547 | -3.6% | $-20 | $5,447 |
| 18.09 | 11 | 9 / 2 | $48 | $531 | +30.0% | +$159 | $5,466 |
| 17.09 | 6 | 4 / 2 | $86 | $518 | +25.5% | +$132 | $5,307 |
| 16.09 | 6 | 3 / 3 | $88 | $530 | -23.3% | $-124 | $5,175 |
| 15.09 | 6 | 3 / 3 | $90 | $541 | -20.3% | $-110 | $5,299 |
| 14.09 | 11 | 7 / 4 | $49 | $534 | +12.6% | +$67 | $5,409 |
| 13.09 | 45 | 27 / 18 | $12 | $535 | -2.5% | $-13 | $5,341 |
| 12.09 | 47 | 20 / 27 | $12 | $553 | -30.9% | $-171 | $5,355 |
| 11.09 | 6 | 5 / 1 | $88 | $530 | +42.5% | +$225 | $5,526 |
| 10.09 | 12 | 7 / 5 | $44 | $532 | -3.9% | $-21 | $5,300 |
| 09.09 | 16 | 14 / 2 | $32 | $514 | +34.8% | +$179 | $5,321 |
| 08.09 | 5 | 3 / 2 | $104 | $519 | -8.8% | $-46 | $5,142 |
| 07.09 | 7 | 5 / 2 | $73 | $511 | +15.9% | +$81 | $5,188 |
| 06.09 | 42 | 24 / 18 | $12 | $515 | -7.4% | $-38 | $5,107 |
| 05.09 | 42 | 20 / 22 | $12 | $524 | -19.0% | $-100 | $5,145 |
| 04.09 | 12 | 8 / 4 | $44 | $525 | -0.5% | $-3 | $5,245 |
| 03.09 | 5 | 1 / 4 | $113 | $563 | -68.6% | $-386 | $5,248 |
| 02.09 | 12 | 7 / 5 | $47 | $563 | +0.8% | +$4 | $5,634 |
| 01.09 | 5 | 5 / 0 | $106 | $531 | +60.0% | +$319 | $5,630 |
| 31.08 | 9 | 6 / 3 | $59 | $532 | -0.8% | $-4 | $5,311 |
| 30.08 | 36 | 27 / 9 | $14 | $519 | +25.1% | +$130 | $5,315 |
| 29.08 | 39 | 29 / 10 | $13 | $503 | +30.7% | +$154 | $5,185 |
| 28.08 | 12 | 7 / 5 | $42 | $509 | -11.3% | $-58 | $5,031 |
| 27.08 | 12 | 8 / 4 | $42 | $501 | +16.4% | +$82 | $5,088 |
| 26.08 | 2 | 1 / 1 | $257 | $514 | -25.5% | $-131 | $5,006 |
| 25.08 | 3 | 1 / 2 | $178 | $534 | -38.3% | $-205 | $5,137 |
| 24.08 | 3 | 3 / 0 | $165 | $496 | +77.3% | +$383 | $5,342 |
| 23.08 | 11 | 8 / 3 | $44 | $484 | +24.5% | +$119 | $4,959 |
| 22.08 | 44 | 21 / 23 | $11 | $490 | -12.7% | $-62 | $4,840 |
| 21.08 | 12 | 7 / 5 | $40 | $484 | +12.9% | +$63 | $4,902 |
| 20.08 | 24 | 16 / 8 | $20 | $482 | +3.5% | +$17 | $4,840 |
| 19.08 | 9 | 8 / 1 | $52 | $464 | +38.3% | +$178 | $4,823 |
| 18.08 | 1 | 1 / 0 | $434 | $434 | +69.0% | +$300 | $4,645 |
| 17.08 | 4 | 2 / 2 | $110 | $439 | -9.3% | $-41 | $4,345 |
| 16.08 | 27 | 18 / 9 | $16 | $431 | +16.9% | +$73 | $4,385 |
| 15.08 | 27 | 16 / 11 | $16 | $427 | +10.7% | +$46 | $4,312 |
| 14.08 | 9 | 4 / 5 | $49 | $437 | -23.2% | $-101 | $4,267 |
| 13.08 | 11 | 8 / 3 | $38 | $423 | +33.4% | +$141 | $4,368 |
| 12.08 | 2 | 1 / 1 | $210 | $420 | +6.5% | +$27 | $4,227 |
| 11.08 | 5 | 3 / 2 | $81 | $406 | +35.2% | +$143 | $4,200 |
| 10.08 | 4 | 2 / 2 | $104 | $417 | -28.0% | $-117 | $4,057 |
| 09.08 | 14 | 8 / 6 | $30 | $419 | -3.7% | $-16 | $4,174 |
| 08.08 | 10 | 5 / 5 | $42 | $425 | -13.8% | $-59 | $4,190 |
| 07.08 | 4 | 3 / 1 | $103 | $412 | +30.7% | +$127 | $4,248 |
| 06.08 | 12 | 6 / 6 | $35 | $425 | -30.5% | $-130 | $4,121 |
| 05.08 | 2 | 1 / 1 | $210 | $419 | +14.0% | +$59 | $4,251 |
| 03.08 | 2 | 1 / 1 | $215 | $429 | -23.0% | $-99 | $4,192 |
| 02.08 | 8 | 6 / 2 | $53 | $421 | +19.5% | +$82 | $4,291 |
| 01.08 | 8 | 5 / 3 | $53 | $422 | -2.6% | $-11 | $4,209 |
| 31.07 | 1 | 0 / 1 | $469 | $469 | -100.0% | $-469 | $4,220 |
| 30.07 | 7 | 4 / 3 | $67 | $469 | +0.6% | +$3 | $4,689 |
| 29.07 | 1 | 0 / 1 | $521 | $521 | -100.0% | $-521 | $4,686 |
| 28.07 | 2 | 1 / 1 | $265 | $530 | -18.0% | $-95 | $5,207 |
| 26.07 | 6 | 4 / 2 | $88 | $527 | +6.2% | +$32 | $5,302 |
| 25.07 | 1 | 1 / 0 | $500 | $500 | +54.0% | +$270 | $5,270 |
Компаунд = ставка фиксированной долей банка (растёт вместе с банком). Это правильный способ играть край, но доля должна быть скромной. Оговорки: (1) выборка ~38 дней, один режим, исторические кэфы; (2) OVER-ы коррелированы — «сухой» день бьёт по всем сразу; (3) при росте банка книга Polymarket не нальёт объём по той же цене (слиппедж). Прежде чем наращивать долю — доказать край вперёд живьём малым банком.