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 | 13 | 9 / 4 | $53 | $685 | +5.0% | +$34 | $4,603 |
| 28.10 | 7 | 7 / 0 | $91 | $634 | +54.3% | +$344 | $4,569 |
| 27.10 | 1 | 0 / 1 | $746 | $746 | -100.0% | $-746 | $4,225 |
| 24.10 | 1 | 1 / 0 | $696 | $696 | +47.0% | +$327 | $4,971 |
| 23.10 | 8 | 7 / 1 | $82 | $654 | +43.4% | +$284 | $4,643 |
| 22.10 | 5 | 3 / 2 | $131 | $657 | -3.0% | $-20 | $4,360 |
| 21.10 | 16 | 11 / 5 | $41 | $650 | +7.2% | +$47 | $4,379 |
| 18.10 | 27 | 20 / 7 | $23 | $629 | +21.9% | +$138 | $4,332 |
| 17.10 | 8 | 5 / 3 | $78 | $626 | +3.0% | +$19 | $4,194 |
| 16.10 | 1 | 0 / 1 | $737 | $737 | -100.0% | $-737 | $4,175 |
| 15.10 | 17 | 11 / 6 | $43 | $737 | -0.5% | $-4 | $4,912 |
| 14.10 | 10 | 8 / 2 | $71 | $713 | +22.7% | +$162 | $4,916 |
| 13.10 | 6 | 4 / 2 | $120 | $722 | -8.3% | $-60 | $4,754 |
| 12.10 | 4 | 3 / 1 | $172 | $687 | +34.0% | +$234 | $4,815 |
| 11.10 | 27 | 19 / 8 | $25 | $675 | +12.1% | +$82 | $4,581 |
| 10.10 | 39 | 32 / 7 | $17 | $647 | +29.2% | +$189 | $4,499 |
| 09.10 | 12 | 8 / 4 | $53 | $636 | +10.6% | +$67 | $4,310 |
| 08.10 | 2 | 2 / 0 | $286 | $571 | +76.0% | +$434 | $4,243 |
| 07.10 | 1 | 1 / 0 | $530 | $530 | +52.0% | +$276 | $3,809 |
| 06.10 | 5 | 3 / 2 | $110 | $550 | -24.4% | $-134 | $3,533 |
| 05.10 | 3 | 0 / 3 | $216 | $647 | -100.0% | $-647 | $3,667 |
| 04.10 | 10 | 5 / 5 | $66 | $661 | -13.5% | $-89 | $4,314 |
| 03.10 | 3 | 2 / 1 | $214 | $642 | +19.3% | +$124 | $4,404 |
| 02.10 | 5 | 2 / 3 | $136 | $678 | -35.4% | $-240 | $4,279 |
| 01.10 | 4 | 3 / 1 | $165 | $659 | +18.8% | +$124 | $4,519 |
| 30.09 | 2 | 2 / 0 | $297 | $593 | +74.5% | +$442 | $4,396 |
| 29.09 | 1 | 0 / 1 | $698 | $698 | -100.0% | $-698 | $3,954 |
| 28.09 | 7 | 3 / 4 | $102 | $715 | -16.0% | $-114 | $4,652 |
| 27.09 | 16 | 10 / 6 | $44 | $700 | +14.1% | +$99 | $4,766 |
| 26.09 | 17 | 7 / 10 | $42 | $722 | -20.3% | $-147 | $4,667 |
| 25.09 | 9 | 2 / 7 | $88 | $792 | -58.8% | $-465 | $4,814 |
| 24.09 | 8 | 2 / 6 | $109 | $869 | -59.0% | $-513 | $5,279 |
| 22.09 | 1 | 1 / 0 | $786 | $786 | +70.0% | +$550 | $5,792 |
| 21.09 | 4 | 2 / 2 | $203 | $811 | -20.5% | $-166 | $5,241 |
| 20.09 | 50 | 26 / 24 | $17 | $832 | -16.6% | $-138 | $5,408 |
| 19.09 | 56 | 31 / 25 | $15 | $836 | -3.6% | $-30 | $5,546 |
| 18.09 | 11 | 9 / 2 | $73 | $800 | +30.0% | +$240 | $5,576 |
| 17.09 | 6 | 4 / 2 | $128 | $771 | +25.5% | +$197 | $5,336 |
| 16.09 | 6 | 3 / 3 | $133 | $799 | -23.3% | $-186 | $5,139 |
| 15.09 | 6 | 3 / 3 | $137 | $824 | -20.3% | $-168 | $5,326 |
| 14.09 | 11 | 7 / 4 | $74 | $809 | +12.6% | +$102 | $5,493 |
| 13.09 | 45 | 27 / 18 | $18 | $812 | -2.5% | $-20 | $5,391 |
| 12.09 | 47 | 20 / 27 | $18 | $851 | -30.9% | $-263 | $5,411 |
| 11.09 | 6 | 5 / 1 | $133 | $800 | +42.5% | +$340 | $5,674 |
| 10.09 | 12 | 7 / 5 | $67 | $805 | -3.9% | $-32 | $5,334 |
| 09.09 | 16 | 14 / 2 | $48 | $765 | +34.8% | +$266 | $5,366 |
| 08.09 | 5 | 3 / 2 | $155 | $775 | -8.8% | $-68 | $5,100 |
| 07.09 | 7 | 5 / 2 | $108 | $757 | +15.9% | +$120 | $5,168 |
| 06.09 | 42 | 24 / 18 | $18 | $766 | -7.4% | $-57 | $5,048 |
| 05.09 | 42 | 20 / 22 | $19 | $788 | -19.0% | $-150 | $5,105 |
| 04.09 | 12 | 8 / 4 | $66 | $789 | -0.5% | $-4 | $5,255 |
| 03.09 | 5 | 1 / 4 | $176 | $879 | -68.6% | $-603 | $5,259 |
| 02.09 | 12 | 7 / 5 | $73 | $878 | +0.8% | +$7 | $5,862 |
| 01.09 | 5 | 5 / 0 | $161 | $806 | +60.0% | +$483 | $5,855 |
| 31.08 | 9 | 6 / 3 | $90 | $807 | -0.8% | $-6 | $5,372 |
| 30.08 | 36 | 27 / 9 | $22 | $777 | +25.1% | +$195 | $5,378 |
| 29.08 | 39 | 29 / 10 | $19 | $743 | +30.7% | +$228 | $5,183 |
| 28.08 | 12 | 7 / 5 | $63 | $756 | -11.3% | $-86 | $4,955 |
| 27.08 | 12 | 8 / 4 | $61 | $738 | +16.4% | +$121 | $5,041 |
| 26.08 | 2 | 1 / 1 | $384 | $767 | -25.5% | $-196 | $4,919 |
| 25.08 | 3 | 1 / 2 | $271 | $814 | -38.3% | $-312 | $5,115 |
| 24.08 | 3 | 3 / 0 | $243 | $729 | +77.3% | +$564 | $5,427 |
| 23.08 | 11 | 8 / 3 | $64 | $704 | +24.5% | +$173 | $4,863 |
| 22.08 | 44 | 21 / 23 | $16 | $717 | -12.7% | $-91 | $4,690 |
| 21.08 | 12 | 7 / 5 | $59 | $704 | +12.9% | +$91 | $4,782 |
| 20.08 | 24 | 16 / 8 | $29 | $700 | +3.5% | +$25 | $4,691 |
| 19.08 | 9 | 8 / 1 | $74 | $662 | +38.3% | +$254 | $4,666 |
| 18.08 | 1 | 1 / 0 | $600 | $600 | +69.0% | +$414 | $4,412 |
| 17.08 | 4 | 2 / 2 | $152 | $608 | -9.3% | $-56 | $3,998 |
| 16.08 | 27 | 18 / 9 | $22 | $593 | +16.9% | +$100 | $4,055 |
| 15.08 | 27 | 16 / 11 | $22 | $584 | +10.7% | +$62 | $3,954 |
| 14.08 | 9 | 4 / 5 | $67 | $605 | -23.2% | $-140 | $3,892 |
| 13.08 | 11 | 8 / 3 | $52 | $576 | +33.4% | +$192 | $4,032 |
| 12.08 | 2 | 1 / 1 | $285 | $570 | +6.5% | +$37 | $3,840 |
| 11.08 | 5 | 3 / 2 | $108 | $542 | +35.2% | +$191 | $3,803 |
| 10.08 | 4 | 2 / 2 | $141 | $566 | -28.0% | $-158 | $3,612 |
| 09.08 | 14 | 8 / 6 | $41 | $569 | -3.7% | $-21 | $3,771 |
| 08.08 | 10 | 5 / 5 | $58 | $581 | -13.8% | $-80 | $3,792 |
| 07.08 | 4 | 3 / 1 | $139 | $555 | +30.7% | +$171 | $3,872 |
| 06.08 | 12 | 6 / 6 | $48 | $582 | -30.5% | $-177 | $3,701 |
| 05.08 | 2 | 1 / 1 | $285 | $570 | +14.0% | +$80 | $3,879 |
| 03.08 | 2 | 1 / 1 | $295 | $590 | -23.0% | $-136 | $3,799 |
| 02.08 | 8 | 6 / 2 | $72 | $573 | +19.5% | +$112 | $3,935 |
| 01.08 | 8 | 5 / 3 | $72 | $576 | -2.6% | $-15 | $3,823 |
| 31.07 | 1 | 0 / 1 | $677 | $677 | -100.0% | $-677 | $3,838 |
| 30.07 | 7 | 4 / 3 | $97 | $677 | +0.6% | +$4 | $4,515 |
| 29.07 | 1 | 0 / 1 | $796 | $796 | -100.0% | $-796 | $4,512 |
| 28.07 | 2 | 1 / 1 | $409 | $818 | -18.0% | $-147 | $5,308 |
| 26.07 | 6 | 4 / 2 | $135 | $811 | +6.2% | +$50 | $5,455 |
| 25.07 | 1 | 1 / 0 | $750 | $750 | +54.0% | +$405 | $5,405 |
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.