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 | $25 | $252 | -12.6% | $-32 | $5,007 |
| 28.10 | 7 | 7 / 0 | $35 | $245 | +54.3% | +$133 | $5,038 |
| 27.10 | 1 | 0 / 1 | $258 | $258 | -100.0% | $-258 | $4,905 |
| 24.10 | 1 | 1 / 0 | $252 | $252 | +47.0% | +$119 | $5,163 |
| 23.10 | 8 | 7 / 1 | $31 | $247 | +43.4% | +$107 | $5,045 |
| 22.10 | 5 | 3 / 2 | $49 | $247 | -3.0% | $-7 | $4,938 |
| 21.10 | 16 | 11 / 5 | $15 | $246 | +7.2% | +$18 | $4,945 |
| 18.10 | 27 | 20 / 7 | $9 | $244 | +21.9% | +$53 | $4,927 |
| 17.10 | 8 | 5 / 3 | $30 | $243 | +3.0% | +$7 | $4,874 |
| 16.10 | 1 | 0 / 1 | $256 | $256 | -100.0% | $-256 | $4,867 |
| 15.10 | 17 | 11 / 6 | $15 | $256 | -0.5% | $-1 | $5,123 |
| 14.10 | 10 | 8 / 2 | $25 | $253 | +22.7% | +$58 | $5,124 |
| 13.10 | 6 | 4 / 2 | $42 | $254 | -8.3% | $-21 | $5,066 |
| 12.10 | 4 | 3 / 1 | $63 | $250 | +34.0% | +$85 | $5,088 |
| 11.10 | 27 | 19 / 8 | $9 | $249 | +12.1% | +$30 | $5,003 |
| 10.10 | 39 | 32 / 7 | $6 | $245 | +29.2% | +$72 | $4,972 |
| 09.10 | 12 | 8 / 4 | $20 | $244 | +10.6% | +$26 | $4,901 |
| 08.10 | 2 | 2 / 0 | $117 | $235 | +76.0% | +$178 | $4,875 |
| 07.10 | 1 | 1 / 0 | $229 | $229 | +52.0% | +$119 | $4,697 |
| 06.10 | 5 | 3 / 2 | $46 | $232 | -24.4% | $-57 | $4,578 |
| 05.10 | 3 | 0 / 3 | $81 | $244 | -100.0% | $-244 | $4,634 |
| 04.10 | 10 | 5 / 5 | $25 | $246 | -13.5% | $-33 | $4,878 |
| 03.10 | 3 | 2 / 1 | $81 | $243 | +19.3% | +$47 | $4,911 |
| 02.10 | 5 | 2 / 3 | $50 | $248 | -35.4% | $-88 | $4,864 |
| 01.10 | 4 | 3 / 1 | $61 | $245 | +18.8% | +$46 | $4,952 |
| 30.09 | 2 | 2 / 0 | $118 | $236 | +74.5% | +$176 | $4,906 |
| 29.09 | 1 | 0 / 1 | $249 | $249 | -100.0% | $-249 | $4,730 |
| 28.09 | 7 | 3 / 4 | $36 | $251 | -16.0% | $-40 | $4,979 |
| 27.09 | 16 | 10 / 6 | $16 | $249 | +14.1% | +$35 | $5,019 |
| 26.09 | 17 | 7 / 10 | $15 | $252 | -20.3% | $-51 | $4,984 |
| 25.09 | 9 | 2 / 7 | $29 | $259 | -58.8% | $-152 | $5,035 |
| 24.09 | 8 | 2 / 6 | $33 | $267 | -59.0% | $-158 | $5,187 |
| 22.09 | 1 | 1 / 0 | $258 | $258 | +70.0% | +$181 | $5,345 |
| 21.09 | 4 | 2 / 2 | $65 | $261 | -20.5% | $-53 | $5,164 |
| 20.09 | 50 | 26 / 24 | $5 | $263 | -16.6% | $-44 | $5,217 |
| 19.09 | 56 | 31 / 25 | $5 | $264 | -3.6% | $-10 | $5,261 |
| 18.09 | 11 | 9 / 2 | $24 | $260 | +30.0% | +$78 | $5,271 |
| 17.09 | 6 | 4 / 2 | $43 | $256 | +25.5% | +$65 | $5,193 |
| 16.09 | 6 | 3 / 3 | $43 | $259 | -23.3% | $-61 | $5,127 |
| 15.09 | 6 | 3 / 3 | $44 | $262 | -20.3% | $-53 | $5,188 |
| 14.09 | 11 | 7 / 4 | $24 | $260 | +12.6% | +$33 | $5,241 |
| 13.09 | 45 | 27 / 18 | $6 | $261 | -2.5% | $-6 | $5,208 |
| 12.09 | 47 | 20 / 27 | $6 | $265 | -30.9% | $-82 | $5,215 |
| 11.09 | 6 | 5 / 1 | $43 | $259 | +42.5% | +$110 | $5,297 |
| 10.09 | 12 | 7 / 5 | $22 | $260 | -3.9% | $-10 | $5,186 |
| 09.09 | 16 | 14 / 2 | $16 | $255 | +34.8% | +$89 | $5,197 |
| 08.09 | 5 | 3 / 2 | $51 | $257 | -8.8% | $-23 | $5,108 |
| 07.09 | 7 | 5 / 2 | $36 | $254 | +15.9% | +$40 | $5,130 |
| 06.09 | 42 | 24 / 18 | $6 | $255 | -7.4% | $-19 | $5,090 |
| 05.09 | 42 | 20 / 22 | $6 | $258 | -19.0% | $-49 | $5,109 |
| 04.09 | 12 | 8 / 4 | $21 | $258 | -0.5% | $-1 | $5,158 |
| 03.09 | 5 | 1 / 4 | $53 | $267 | -68.6% | $-183 | $5,159 |
| 02.09 | 12 | 7 / 5 | $22 | $267 | +0.8% | +$2 | $5,343 |
| 01.09 | 5 | 5 / 0 | $52 | $259 | +60.0% | +$156 | $5,341 |
| 31.08 | 9 | 6 / 3 | $29 | $259 | -0.8% | $-2 | $5,185 |
| 30.08 | 36 | 27 / 9 | $7 | $256 | +25.1% | +$64 | $5,187 |
| 29.08 | 39 | 29 / 10 | $6 | $252 | +30.7% | +$77 | $5,123 |
| 28.08 | 12 | 7 / 5 | $21 | $254 | -11.3% | $-29 | $5,045 |
| 27.08 | 12 | 8 / 4 | $21 | $252 | +16.4% | +$41 | $5,074 |
| 26.08 | 2 | 1 / 1 | $127 | $255 | -25.5% | $-65 | $5,033 |
| 25.08 | 3 | 1 / 2 | $87 | $260 | -38.3% | $-100 | $5,098 |
| 24.08 | 3 | 3 / 0 | $83 | $250 | +77.3% | +$193 | $5,197 |
| 23.08 | 11 | 8 / 3 | $22 | $247 | +24.5% | +$61 | $5,004 |
| 22.08 | 44 | 21 / 23 | $6 | $249 | -12.7% | $-32 | $4,943 |
| 21.08 | 12 | 7 / 5 | $21 | $247 | +12.9% | +$32 | $4,975 |
| 20.08 | 24 | 16 / 8 | $10 | $247 | +3.5% | +$9 | $4,943 |
| 19.08 | 9 | 8 / 1 | $27 | $242 | +38.3% | +$93 | $4,934 |
| 18.08 | 1 | 1 / 0 | $234 | $234 | +69.0% | +$161 | $4,841 |
| 17.08 | 4 | 2 / 2 | $59 | $235 | -9.3% | $-22 | $4,680 |
| 16.08 | 27 | 18 / 9 | $9 | $233 | +16.9% | +$39 | $4,702 |
| 15.08 | 27 | 16 / 11 | $9 | $232 | +10.7% | +$25 | $4,662 |
| 14.08 | 9 | 4 / 5 | $26 | $235 | -23.2% | $-54 | $4,638 |
| 13.08 | 11 | 8 / 3 | $21 | $231 | +33.4% | +$77 | $4,692 |
| 12.08 | 2 | 1 / 1 | $115 | $230 | +6.5% | +$15 | $4,615 |
| 11.08 | 5 | 3 / 2 | $45 | $226 | +35.2% | +$80 | $4,600 |
| 10.08 | 4 | 2 / 2 | $57 | $229 | -28.0% | $-64 | $4,521 |
| 09.08 | 14 | 8 / 6 | $16 | $230 | -3.7% | $-9 | $4,585 |
| 08.08 | 10 | 5 / 5 | $23 | $231 | -13.8% | $-32 | $4,593 |
| 07.08 | 4 | 3 / 1 | $57 | $228 | +30.7% | +$70 | $4,625 |
| 06.08 | 12 | 6 / 6 | $19 | $231 | -30.5% | $-71 | $4,555 |
| 05.08 | 2 | 1 / 1 | $115 | $230 | +14.0% | +$32 | $4,626 |
| 03.08 | 2 | 1 / 1 | $116 | $232 | -23.0% | $-53 | $4,593 |
| 02.08 | 8 | 6 / 2 | $29 | $230 | +19.5% | +$45 | $4,647 |
| 01.08 | 8 | 5 / 3 | $29 | $230 | -2.6% | $-6 | $4,602 |
| 31.07 | 1 | 0 / 1 | $243 | $243 | -100.0% | $-243 | $4,608 |
| 30.07 | 7 | 4 / 3 | $35 | $242 | +0.6% | +$1 | $4,851 |
| 29.07 | 1 | 0 / 1 | $255 | $255 | -100.0% | $-255 | $4,849 |
| 28.07 | 2 | 1 / 1 | $129 | $258 | -18.0% | $-46 | $5,104 |
| 26.07 | 6 | 4 / 2 | $43 | $257 | +6.2% | +$16 | $5,151 |
| 25.07 | 1 | 1 / 0 | $250 | $250 | +54.0% | +$135 | $5,135 |
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.