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 | $82 | $820 | -12.6% | $-103 | $3,995 |
| 28.10 | 7 | 7 / 0 | $106 | $739 | +54.3% | +$401 | $4,098 |
| 27.10 | 1 | 0 / 1 | $924 | $924 | -100.0% | $-924 | $3,697 |
| 24.10 | 1 | 1 / 0 | $845 | $845 | +47.0% | +$397 | $4,621 |
| 23.10 | 8 | 7 / 1 | $97 | $777 | +43.4% | +$337 | $4,224 |
| 22.10 | 5 | 3 / 2 | $156 | $782 | -3.0% | $-23 | $3,887 |
| 21.10 | 16 | 11 / 5 | $48 | $771 | +7.2% | +$56 | $3,910 |
| 18.10 | 27 | 20 / 7 | $27 | $738 | +21.9% | +$162 | $3,854 |
| 17.10 | 8 | 5 / 3 | $92 | $734 | +3.0% | +$22 | $3,692 |
| 16.10 | 1 | 0 / 1 | $918 | $918 | -100.0% | $-918 | $3,670 |
| 15.10 | 17 | 11 / 6 | $54 | $919 | -0.5% | $-5 | $4,588 |
| 14.10 | 10 | 8 / 2 | $88 | $879 | +22.7% | +$199 | $4,593 |
| 13.10 | 6 | 4 / 2 | $149 | $894 | -8.3% | $-74 | $4,393 |
| 12.10 | 4 | 3 / 1 | $209 | $837 | +34.0% | +$284 | $4,468 |
| 11.10 | 27 | 19 / 8 | $30 | $817 | +12.1% | +$99 | $4,183 |
| 10.10 | 39 | 32 / 7 | $20 | $772 | +29.2% | +$225 | $4,084 |
| 09.10 | 12 | 8 / 4 | $63 | $756 | +10.6% | +$80 | $3,859 |
| 08.10 | 2 | 2 / 0 | $328 | $656 | +76.0% | +$499 | $3,779 |
| 07.10 | 1 | 1 / 0 | $594 | $594 | +52.0% | +$309 | $3,280 |
| 06.10 | 5 | 3 / 2 | $125 | $625 | -24.4% | $-152 | $2,971 |
| 05.10 | 3 | 0 / 3 | $260 | $781 | -100.0% | $-781 | $3,124 |
| 04.10 | 10 | 5 / 5 | $80 | $803 | -13.5% | $-108 | $3,905 |
| 03.10 | 3 | 2 / 1 | $258 | $773 | +19.3% | +$149 | $4,013 |
| 02.10 | 5 | 2 / 3 | $166 | $832 | -35.4% | $-294 | $3,864 |
| 01.10 | 4 | 3 / 1 | $200 | $802 | +18.8% | +$150 | $4,158 |
| 30.09 | 2 | 2 / 0 | $349 | $698 | +74.5% | +$520 | $4,008 |
| 29.09 | 1 | 0 / 1 | $872 | $872 | -100.0% | $-872 | $3,488 |
| 28.09 | 7 | 3 / 4 | $129 | $901 | -16.0% | $-144 | $4,360 |
| 27.09 | 16 | 10 / 6 | $55 | $876 | +14.1% | +$124 | $4,504 |
| 26.09 | 17 | 7 / 10 | $54 | $913 | -20.3% | $-185 | $4,380 |
| 25.09 | 9 | 2 / 7 | $115 | $1,035 | -58.8% | $-608 | $4,566 |
| 24.09 | 8 | 2 / 6 | $147 | $1,173 | -59.0% | $-692 | $5,174 |
| 22.09 | 1 | 1 / 0 | $1,029 | $1,029 | +70.0% | +$720 | $5,866 |
| 21.09 | 4 | 2 / 2 | $268 | $1,073 | -20.5% | $-220 | $5,146 |
| 20.09 | 50 | 26 / 24 | $22 | $1,110 | -16.6% | $-184 | $5,366 |
| 19.09 | 56 | 31 / 25 | $20 | $1,118 | -3.6% | $-40 | $5,550 |
| 18.09 | 11 | 9 / 2 | $96 | $1,055 | +30.0% | +$316 | $5,590 |
| 17.09 | 6 | 4 / 2 | $167 | $1,004 | +25.5% | +$256 | $5,274 |
| 16.09 | 6 | 3 / 3 | $175 | $1,053 | -23.3% | $-246 | $5,018 |
| 15.09 | 6 | 3 / 3 | $183 | $1,097 | -20.3% | $-223 | $5,264 |
| 14.09 | 11 | 7 / 4 | $97 | $1,070 | +12.6% | +$135 | $5,487 |
| 13.09 | 45 | 27 / 18 | $24 | $1,076 | -2.5% | $-27 | $5,351 |
| 12.09 | 47 | 20 / 27 | $24 | $1,147 | -30.9% | $-354 | $5,378 |
| 11.09 | 6 | 5 / 1 | $176 | $1,057 | +42.5% | +$449 | $5,733 |
| 10.09 | 12 | 7 / 5 | $89 | $1,065 | -3.9% | $-42 | $5,284 |
| 09.09 | 16 | 14 / 2 | $62 | $996 | +34.8% | +$347 | $5,325 |
| 08.09 | 5 | 3 / 2 | $203 | $1,014 | -8.8% | $-89 | $4,979 |
| 07.09 | 7 | 5 / 2 | $140 | $982 | +15.9% | +$156 | $5,068 |
| 06.09 | 42 | 24 / 18 | $24 | $997 | -7.4% | $-74 | $4,912 |
| 05.09 | 42 | 20 / 22 | $25 | $1,037 | -19.0% | $-197 | $4,986 |
| 04.09 | 12 | 8 / 4 | $86 | $1,038 | -0.5% | $-5 | $5,184 |
| 03.09 | 5 | 1 / 4 | $241 | $1,203 | -68.6% | $-825 | $5,189 |
| 02.09 | 12 | 7 / 5 | $100 | $1,201 | +0.8% | +$9 | $6,014 |
| 01.09 | 5 | 5 / 0 | $214 | $1,072 | +60.0% | +$643 | $6,005 |
| 31.08 | 9 | 6 / 3 | $119 | $1,074 | -0.8% | $-8 | $5,361 |
| 30.08 | 36 | 27 / 9 | $28 | $1,023 | +25.1% | +$257 | $5,370 |
| 29.08 | 39 | 29 / 10 | $25 | $964 | +30.7% | +$295 | $5,113 |
| 28.08 | 12 | 7 / 5 | $82 | $986 | -11.3% | $-112 | $4,818 |
| 27.08 | 12 | 8 / 4 | $80 | $955 | +16.4% | +$157 | $4,929 |
| 26.08 | 2 | 1 / 1 | $503 | $1,006 | -25.5% | $-256 | $4,773 |
| 25.08 | 3 | 1 / 2 | $363 | $1,089 | -38.3% | $-418 | $5,029 |
| 24.08 | 3 | 3 / 0 | $314 | $943 | +77.3% | +$730 | $5,447 |
| 23.08 | 11 | 8 / 3 | $82 | $899 | +24.5% | +$221 | $4,717 |
| 22.08 | 44 | 21 / 23 | $21 | $923 | -12.7% | $-117 | $4,496 |
| 21.08 | 12 | 7 / 5 | $75 | $900 | +12.9% | +$116 | $4,614 |
| 20.08 | 24 | 16 / 8 | $37 | $893 | +3.5% | +$32 | $4,498 |
| 19.08 | 9 | 8 / 1 | $92 | $830 | +38.3% | +$318 | $4,466 |
| 18.08 | 1 | 1 / 0 | $729 | $729 | +69.0% | +$503 | $4,148 |
| 17.08 | 4 | 2 / 2 | $186 | $743 | -9.3% | $-69 | $3,645 |
| 16.08 | 27 | 18 / 9 | $27 | $718 | +16.9% | +$122 | $3,714 |
| 15.08 | 27 | 16 / 11 | $26 | $703 | +10.7% | +$75 | $3,592 |
| 14.08 | 9 | 4 / 5 | $82 | $738 | -23.2% | $-171 | $3,517 |
| 13.08 | 11 | 8 / 3 | $63 | $692 | +33.4% | +$231 | $3,688 |
| 12.08 | 2 | 1 / 1 | $341 | $683 | +6.5% | +$44 | $3,458 |
| 11.08 | 5 | 3 / 2 | $128 | $638 | +35.2% | +$224 | $3,413 |
| 10.08 | 4 | 2 / 2 | $169 | $676 | -28.0% | $-189 | $3,189 |
| 09.08 | 14 | 8 / 6 | $49 | $681 | -3.7% | $-25 | $3,378 |
| 08.08 | 10 | 5 / 5 | $70 | $700 | -13.8% | $-97 | $3,403 |
| 07.08 | 4 | 3 / 1 | $165 | $659 | +30.8% | +$203 | $3,500 |
| 06.08 | 12 | 6 / 6 | $59 | $702 | -30.5% | $-214 | $3,297 |
| 05.08 | 2 | 1 / 1 | $342 | $683 | +14.0% | +$96 | $3,511 |
| 03.08 | 2 | 1 / 1 | $358 | $716 | -23.0% | $-165 | $3,416 |
| 02.08 | 8 | 6 / 2 | $86 | $689 | +19.5% | +$134 | $3,580 |
| 01.08 | 8 | 5 / 3 | $87 | $693 | -2.6% | $-18 | $3,446 |
| 31.07 | 1 | 0 / 1 | $866 | $866 | -100.0% | $-866 | $3,464 |
| 30.07 | 7 | 4 / 3 | $124 | $865 | +0.6% | +$5 | $4,330 |
| 29.07 | 1 | 0 / 1 | $1,081 | $1,081 | -100.0% | $-1,081 | $4,325 |
| 28.07 | 2 | 1 / 1 | $561 | $1,122 | -18.0% | $-202 | $5,406 |
| 26.07 | 6 | 4 / 2 | $185 | $1,108 | +6.2% | +$68 | $5,608 |
| 25.07 | 1 | 1 / 0 | $1,000 | $1,000 | +54.0% | +$540 | $5,540 |
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.