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 | $51 | $667 | +5.0% | +$33 | $1,701 |
| 28.10 | 7 | 7 / 0 | $78 | $548 | +54.3% | +$297 | $1,667 |
| 27.10 | 1 | 0 / 1 | $913 | $913 | -100.0% | $-913 | $1,370 |
| 24.10 | 1 | 1 / 0 | $769 | $769 | +47.0% | +$361 | $2,283 |
| 23.10 | 8 | 7 / 1 | $82 | $655 | +43.4% | +$284 | $1,922 |
| 22.10 | 5 | 3 / 2 | $133 | $663 | -3.0% | $-20 | $1,638 |
| 21.10 | 16 | 11 / 5 | $40 | $644 | +7.2% | +$47 | $1,658 |
| 18.10 | 27 | 20 / 7 | $22 | $592 | +21.9% | +$130 | $1,611 |
| 17.10 | 8 | 5 / 3 | $73 | $585 | +3.0% | +$18 | $1,481 |
| 16.10 | 1 | 0 / 1 | $976 | $976 | -100.0% | $-976 | $1,463 |
| 15.10 | 17 | 11 / 6 | $58 | $978 | -0.5% | $-5 | $2,439 |
| 14.10 | 10 | 8 / 2 | $90 | $896 | +22.7% | +$203 | $2,444 |
| 13.10 | 6 | 4 / 2 | $155 | $927 | -8.3% | $-77 | $2,241 |
| 12.10 | 4 | 3 / 1 | $204 | $816 | +34.0% | +$278 | $2,318 |
| 11.10 | 27 | 19 / 8 | $29 | $778 | +12.1% | +$95 | $2,040 |
| 10.10 | 39 | 32 / 7 | $18 | $697 | +29.2% | +$204 | $1,946 |
| 09.10 | 12 | 8 / 4 | $56 | $669 | +10.6% | +$71 | $1,742 |
| 08.10 | 2 | 2 / 0 | $256 | $513 | +76.0% | +$390 | $1,672 |
| 07.10 | 1 | 1 / 0 | $424 | $424 | +52.0% | +$221 | $1,282 |
| 06.10 | 5 | 3 / 2 | $94 | $470 | -24.4% | $-115 | $1,061 |
| 05.10 | 3 | 0 / 3 | $261 | $784 | -100.0% | $-784 | $1,176 |
| 04.10 | 10 | 5 / 5 | $83 | $829 | -13.5% | $-112 | $1,960 |
| 03.10 | 3 | 2 / 1 | $256 | $769 | +19.3% | +$149 | $2,072 |
| 02.10 | 5 | 2 / 3 | $179 | $896 | -35.4% | $-317 | $1,923 |
| 01.10 | 4 | 3 / 1 | $208 | $834 | +18.8% | +$156 | $2,240 |
| 30.09 | 2 | 2 / 0 | $321 | $642 | +74.5% | +$478 | $2,084 |
| 29.09 | 1 | 0 / 1 | $1,070 | $1,070 | -100.0% | $-1,070 | $1,606 |
| 28.09 | 7 | 3 / 4 | $163 | $1,144 | -16.0% | $-183 | $2,676 |
| 27.09 | 16 | 10 / 6 | $68 | $1,082 | +14.1% | +$153 | $2,859 |
| 26.09 | 17 | 7 / 10 | $69 | $1,178 | -20.3% | $-239 | $2,706 |
| 25.09 | 9 | 2 / 7 | $171 | $1,540 | -58.8% | $-905 | $2,945 |
| 24.09 | 8 | 2 / 6 | $252 | $2,016 | -59.0% | $-1,189 | $3,850 |
| 22.09 | 1 | 1 / 0 | $1,575 | $1,575 | +70.0% | +$1,102 | $5,040 |
| 21.09 | 4 | 2 / 2 | $429 | $1,716 | -20.5% | $-352 | $3,937 |
| 20.09 | 50 | 26 / 24 | $37 | $1,838 | -16.6% | $-305 | $4,289 |
| 19.09 | 56 | 31 / 25 | $33 | $1,865 | -3.6% | $-67 | $4,594 |
| 18.09 | 11 | 9 / 2 | $151 | $1,665 | +30.0% | +$499 | $4,661 |
| 17.09 | 6 | 4 / 2 | $252 | $1,511 | +25.5% | +$385 | $4,162 |
| 16.09 | 6 | 3 / 3 | $278 | $1,666 | -23.3% | $-389 | $3,777 |
| 15.09 | 6 | 3 / 3 | $302 | $1,814 | -20.3% | $-369 | $4,165 |
| 14.09 | 11 | 7 / 4 | $157 | $1,726 | +12.6% | +$218 | $4,534 |
| 13.09 | 45 | 27 / 18 | $39 | $1,744 | -2.5% | $-43 | $4,316 |
| 12.09 | 47 | 20 / 27 | $42 | $1,990 | -30.9% | $-615 | $4,359 |
| 11.09 | 6 | 5 / 1 | $283 | $1,701 | +42.5% | +$723 | $4,975 |
| 10.09 | 12 | 7 / 5 | $144 | $1,728 | -3.9% | $-68 | $4,252 |
| 09.09 | 16 | 14 / 2 | $95 | $1,517 | +34.8% | +$528 | $4,319 |
| 08.09 | 5 | 3 / 2 | $314 | $1,572 | -8.8% | $-138 | $3,792 |
| 07.09 | 7 | 5 / 2 | $211 | $1,478 | +15.9% | +$234 | $3,930 |
| 06.09 | 42 | 24 / 18 | $36 | $1,523 | -7.4% | $-113 | $3,695 |
| 05.09 | 42 | 20 / 22 | $39 | $1,649 | -19.0% | $-314 | $3,809 |
| 04.09 | 12 | 8 / 4 | $138 | $1,652 | -0.5% | $-8 | $4,123 |
| 03.09 | 5 | 1 / 4 | $455 | $2,277 | -68.6% | $-1,562 | $4,131 |
| 02.09 | 12 | 7 / 5 | $189 | $2,270 | +0.8% | +$17 | $5,693 |
| 01.09 | 5 | 5 / 0 | $366 | $1,831 | +60.0% | +$1,099 | $5,676 |
| 31.08 | 9 | 6 / 3 | $204 | $1,837 | -0.8% | $-14 | $4,578 |
| 30.08 | 36 | 27 / 9 | $46 | $1,669 | +25.1% | +$419 | $4,592 |
| 29.08 | 39 | 29 / 10 | $38 | $1,487 | +30.7% | +$456 | $4,173 |
| 28.08 | 12 | 7 / 5 | $130 | $1,557 | -11.3% | $-176 | $3,717 |
| 27.08 | 12 | 8 / 4 | $122 | $1,461 | +16.4% | +$240 | $3,893 |
| 26.08 | 2 | 1 / 1 | $814 | $1,627 | -25.5% | $-415 | $3,653 |
| 25.08 | 3 | 1 / 2 | $641 | $1,922 | -38.3% | $-737 | $4,068 |
| 24.08 | 3 | 3 / 0 | $489 | $1,468 | +77.3% | +$1,135 | $4,805 |
| 23.08 | 11 | 8 / 3 | $122 | $1,337 | +24.5% | +$328 | $3,670 |
| 22.08 | 44 | 21 / 23 | $32 | $1,408 | -12.7% | $-179 | $3,342 |
| 21.08 | 12 | 7 / 5 | $112 | $1,339 | +12.9% | +$173 | $3,521 |
| 20.08 | 24 | 16 / 8 | $55 | $1,321 | +3.5% | +$47 | $3,348 |
| 19.08 | 9 | 8 / 1 | $127 | $1,145 | +38.3% | +$439 | $3,301 |
| 18.08 | 1 | 1 / 0 | $897 | $897 | +69.0% | +$619 | $2,862 |
| 17.08 | 4 | 2 / 2 | $233 | $932 | -9.3% | $-86 | $2,243 |
| 16.08 | 27 | 18 / 9 | $32 | $873 | +16.9% | +$148 | $2,329 |
| 15.08 | 27 | 16 / 11 | $31 | $837 | +10.7% | +$89 | $2,182 |
| 14.08 | 9 | 4 / 5 | $103 | $923 | -23.2% | $-214 | $2,092 |
| 13.08 | 11 | 8 / 3 | $74 | $814 | +33.4% | +$272 | $2,307 |
| 12.08 | 2 | 1 / 1 | $397 | $793 | +6.5% | +$52 | $2,035 |
| 11.08 | 5 | 3 / 2 | $139 | $696 | +35.2% | +$245 | $1,984 |
| 10.08 | 4 | 2 / 2 | $196 | $783 | -28.0% | $-219 | $1,739 |
| 09.08 | 14 | 8 / 6 | $57 | $795 | -3.7% | $-30 | $1,958 |
| 08.08 | 10 | 5 / 5 | $84 | $841 | -13.8% | $-116 | $1,988 |
| 07.08 | 4 | 3 / 1 | $187 | $749 | +30.7% | +$230 | $2,104 |
| 06.08 | 12 | 6 / 6 | $71 | $853 | -30.5% | $-260 | $1,873 |
| 05.08 | 2 | 1 / 1 | $404 | $808 | +14.0% | +$113 | $2,134 |
| 03.08 | 2 | 1 / 1 | $445 | $890 | -23.0% | $-205 | $2,020 |
| 02.08 | 8 | 6 / 2 | $103 | $826 | +19.5% | +$161 | $2,225 |
| 01.08 | 8 | 5 / 3 | $104 | $834 | -2.6% | $-22 | $2,064 |
| 31.07 | 1 | 0 / 1 | $1,391 | $1,391 | -100.0% | $-1,391 | $2,086 |
| 30.07 | 7 | 4 / 3 | $198 | $1,388 | +0.6% | +$8 | $3,477 |
| 29.07 | 1 | 0 / 1 | $2,313 | $2,313 | -100.0% | $-2,313 | $3,469 |
| 28.07 | 2 | 1 / 1 | $1,246 | $2,492 | -18.0% | $-449 | $5,781 |
| 26.07 | 6 | 4 / 2 | $405 | $2,432 | +6.2% | +$150 | $6,230 |
| 25.07 | 1 | 1 / 0 | $2,000 | $2,000 | +54.0% | +$1,080 | $6,080 |
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.