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 | 6 / 4 | $57 | $574 | -12.6% | $-72 | $4,710 |
| 28.10 | 7 | 7 / 0 | $77 | $539 | +54.3% | +$292 | $4,782 |
| 27.10 | 1 | 0 / 1 | $612 | $612 | -100.0% | $-612 | $4,490 |
| 24.10 | 1 | 1 / 0 | $580 | $580 | +47.0% | +$272 | $5,102 |
| 23.10 | 8 | 7 / 1 | $69 | $551 | +43.4% | +$239 | $4,830 |
| 22.10 | 5 | 3 / 2 | $111 | $553 | -3.0% | $-17 | $4,591 |
| 21.10 | 16 | 11 / 5 | $34 | $548 | +7.2% | +$40 | $4,607 |
| 18.10 | 27 | 20 / 7 | $20 | $534 | +21.9% | +$117 | $4,568 |
| 17.10 | 8 | 5 / 3 | $67 | $532 | +3.0% | +$16 | $4,451 |
| 16.10 | 1 | 0 / 1 | $605 | $605 | -100.0% | $-605 | $4,435 |
| 15.10 | 17 | 11 / 6 | $36 | $605 | -0.5% | $-3 | $5,039 |
| 14.10 | 10 | 8 / 2 | $59 | $589 | +22.7% | +$134 | $5,043 |
| 13.10 | 6 | 4 / 2 | $99 | $595 | -8.3% | $-50 | $4,909 |
| 12.10 | 4 | 3 / 1 | $143 | $572 | +34.0% | +$194 | $4,958 |
| 11.10 | 27 | 19 / 8 | $21 | $563 | +12.1% | +$68 | $4,764 |
| 10.10 | 39 | 32 / 7 | $14 | $544 | +29.2% | +$159 | $4,696 |
| 09.10 | 12 | 8 / 4 | $45 | $538 | +10.6% | +$57 | $4,537 |
| 08.10 | 2 | 2 / 0 | $246 | $493 | +76.0% | +$374 | $4,480 |
| 07.10 | 1 | 1 / 0 | $464 | $464 | +52.0% | +$241 | $4,105 |
| 06.10 | 5 | 3 / 2 | $96 | $478 | -24.4% | $-117 | $3,864 |
| 05.10 | 3 | 0 / 3 | $181 | $543 | -100.0% | $-543 | $3,981 |
| 04.10 | 10 | 5 / 5 | $55 | $552 | -13.5% | $-74 | $4,524 |
| 03.10 | 3 | 2 / 1 | $180 | $539 | +19.3% | +$104 | $4,598 |
| 02.10 | 5 | 2 / 3 | $113 | $563 | -35.4% | $-199 | $4,494 |
| 01.10 | 4 | 3 / 1 | $138 | $551 | +18.7% | +$103 | $4,693 |
| 30.09 | 2 | 2 / 0 | $253 | $506 | +74.5% | +$377 | $4,590 |
| 29.09 | 1 | 0 / 1 | $575 | $575 | -100.0% | $-575 | $4,213 |
| 28.09 | 7 | 3 / 4 | $84 | $586 | -16.0% | $-94 | $4,788 |
| 27.09 | 16 | 10 / 6 | $36 | $576 | +14.1% | +$81 | $4,882 |
| 26.09 | 17 | 7 / 10 | $35 | $590 | -20.3% | $-120 | $4,800 |
| 25.09 | 9 | 2 / 7 | $71 | $635 | -58.8% | $-373 | $4,920 |
| 24.09 | 8 | 2 / 6 | $85 | $684 | -59.0% | $-403 | $5,293 |
| 22.09 | 1 | 1 / 0 | $631 | $631 | +70.0% | +$441 | $5,697 |
| 21.09 | 4 | 2 / 2 | $162 | $647 | -20.5% | $-133 | $5,255 |
| 20.09 | 50 | 26 / 24 | $13 | $660 | -16.6% | $-110 | $5,388 |
| 19.09 | 56 | 31 / 25 | $12 | $663 | -3.6% | $-24 | $5,497 |
| 18.09 | 11 | 9 / 2 | $58 | $640 | +30.0% | +$192 | $5,521 |
| 17.09 | 6 | 4 / 2 | $103 | $621 | +25.5% | +$158 | $5,329 |
| 16.09 | 6 | 3 / 3 | $106 | $638 | -23.3% | $-149 | $5,171 |
| 15.09 | 6 | 3 / 3 | $109 | $654 | -20.3% | $-133 | $5,320 |
| 14.09 | 11 | 7 / 4 | $59 | $645 | +12.6% | +$81 | $5,453 |
| 13.09 | 45 | 27 / 18 | $14 | $647 | -2.5% | $-16 | $5,372 |
| 12.09 | 47 | 20 / 27 | $14 | $671 | -30.9% | $-208 | $5,388 |
| 11.09 | 6 | 5 / 1 | $106 | $639 | +42.5% | +$272 | $5,595 |
| 10.09 | 12 | 7 / 5 | $53 | $642 | -3.9% | $-25 | $5,324 |
| 09.09 | 16 | 14 / 2 | $39 | $616 | +34.8% | +$214 | $5,349 |
| 08.09 | 5 | 3 / 2 | $125 | $623 | -8.8% | $-55 | $5,134 |
| 07.09 | 7 | 5 / 2 | $87 | $611 | +15.9% | +$97 | $5,189 |
| 06.09 | 42 | 24 / 18 | $15 | $617 | -7.4% | $-46 | $5,092 |
| 05.09 | 42 | 20 / 22 | $15 | $631 | -19.0% | $-120 | $5,138 |
| 04.09 | 12 | 8 / 4 | $53 | $631 | -0.5% | $-3 | $5,258 |
| 03.09 | 5 | 1 / 4 | $138 | $688 | -68.6% | $-472 | $5,262 |
| 02.09 | 12 | 7 / 5 | $57 | $687 | +0.8% | +$5 | $5,733 |
| 01.09 | 5 | 5 / 0 | $128 | $641 | +60.0% | +$385 | $5,728 |
| 31.08 | 9 | 6 / 3 | $71 | $642 | -0.8% | $-5 | $5,344 |
| 30.08 | 36 | 27 / 9 | $17 | $623 | +25.1% | +$156 | $5,349 |
| 29.08 | 39 | 29 / 10 | $15 | $601 | +30.7% | +$184 | $5,192 |
| 28.08 | 12 | 7 / 5 | $51 | $609 | -11.3% | $-69 | $5,008 |
| 27.08 | 12 | 8 / 4 | $50 | $597 | +16.4% | +$98 | $5,077 |
| 26.08 | 2 | 1 / 1 | $308 | $616 | -25.5% | $-157 | $4,979 |
| 25.08 | 3 | 1 / 2 | $215 | $646 | -38.3% | $-248 | $5,136 |
| 24.08 | 3 | 3 / 0 | $197 | $591 | +77.3% | +$457 | $5,384 |
| 23.08 | 11 | 8 / 3 | $52 | $574 | +24.5% | +$141 | $4,926 |
| 22.08 | 44 | 21 / 23 | $13 | $583 | -12.7% | $-74 | $4,785 |
| 21.08 | 12 | 7 / 5 | $48 | $574 | +12.9% | +$74 | $4,860 |
| 20.08 | 24 | 16 / 8 | $24 | $572 | +3.5% | +$20 | $4,786 |
| 19.08 | 9 | 8 / 1 | $61 | $547 | +38.3% | +$210 | $4,765 |
| 18.08 | 1 | 1 / 0 | $505 | $505 | +69.0% | +$348 | $4,556 |
| 17.08 | 4 | 2 / 2 | $128 | $511 | -9.3% | $-47 | $4,207 |
| 16.08 | 27 | 18 / 9 | $19 | $500 | +16.9% | +$85 | $4,255 |
| 15.08 | 27 | 16 / 11 | $18 | $494 | +10.7% | +$53 | $4,170 |
| 14.08 | 9 | 4 / 5 | $56 | $508 | -23.2% | $-118 | $4,117 |
| 13.08 | 11 | 8 / 3 | $44 | $489 | +33.4% | +$163 | $4,235 |
| 12.08 | 2 | 1 / 1 | $242 | $485 | +6.5% | +$32 | $4,072 |
| 11.08 | 5 | 3 / 2 | $93 | $465 | +35.2% | +$164 | $4,041 |
| 10.08 | 4 | 2 / 2 | $120 | $481 | -28.0% | $-135 | $3,877 |
| 09.08 | 14 | 8 / 6 | $35 | $484 | -3.7% | $-18 | $4,012 |
| 08.08 | 10 | 5 / 5 | $49 | $492 | -13.8% | $-68 | $4,030 |
| 07.08 | 4 | 3 / 1 | $119 | $474 | +30.7% | +$146 | $4,097 |
| 06.08 | 12 | 6 / 6 | $41 | $492 | -30.5% | $-150 | $3,952 |
| 05.08 | 2 | 1 / 1 | $242 | $484 | +14.0% | +$68 | $4,102 |
| 03.08 | 2 | 1 / 1 | $249 | $498 | -23.0% | $-114 | $4,034 |
| 02.08 | 8 | 6 / 2 | $61 | $486 | +19.5% | +$95 | $4,149 |
| 01.08 | 8 | 5 / 3 | $61 | $488 | -2.6% | $-13 | $4,054 |
| 31.07 | 1 | 0 / 1 | $555 | $555 | -100.0% | $-555 | $4,066 |
| 30.07 | 7 | 4 / 3 | $79 | $554 | +0.6% | +$3 | $4,621 |
| 29.07 | 1 | 0 / 1 | $630 | $630 | -100.0% | $-630 | $4,618 |
| 28.07 | 2 | 1 / 1 | $322 | $644 | -18.0% | $-116 | $5,248 |
| 26.07 | 6 | 4 / 2 | $106 | $639 | +6.2% | +$39 | $5,363 |
| 25.07 | 1 | 1 / 0 | $600 | $600 | +54.0% | +$324 | $5,324 |
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.