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 | $50 | $500 | -12.6% | $-63 | $5,992 |
| 28.10 | 7 | 7 / 0 | $50 | $350 | +54.3% | +$190 | $6,055 |
| 27.10 | 1 | 0 / 1 | $50 | $50 | -100.0% | $-50 | $5,865 |
| 24.10 | 1 | 1 / 0 | $50 | $50 | +47.0% | +$24 | $5,915 |
| 23.10 | 8 | 7 / 1 | $50 | $400 | +43.4% | +$174 | $5,892 |
| 22.10 | 5 | 3 / 2 | $50 | $250 | -3.0% | $-8 | $5,718 |
| 21.10 | 16 | 11 / 5 | $50 | $800 | +7.2% | +$58 | $5,726 |
| 18.10 | 27 | 20 / 7 | $50 | $1,350 | +21.9% | +$296 | $5,668 |
| 17.10 | 8 | 5 / 3 | $50 | $400 | +3.0% | +$12 | $5,372 |
| 16.10 | 1 | 0 / 1 | $50 | $50 | -100.0% | $-50 | $5,360 |
| 15.10 | 17 | 11 / 6 | $50 | $850 | -0.5% | $-5 | $5,410 |
| 14.10 | 10 | 8 / 2 | $50 | $500 | +22.7% | +$113 | $5,414 |
| 13.10 | 6 | 4 / 2 | $50 | $300 | -8.3% | $-25 | $5,300 |
| 12.10 | 4 | 3 / 1 | $50 | $200 | +34.0% | +$68 | $5,326 |
| 11.10 | 27 | 19 / 8 | $50 | $1,350 | +12.1% | +$164 | $5,258 |
| 10.10 | 39 | 32 / 7 | $50 | $1,950 | +29.2% | +$569 | $5,094 |
| 09.10 | 12 | 8 / 4 | $50 | $600 | +10.6% | +$63 | $4,524 |
| 08.10 | 2 | 2 / 0 | $50 | $100 | +76.0% | +$76 | $4,460 |
| 07.10 | 1 | 1 / 0 | $50 | $50 | +52.0% | +$26 | $4,384 |
| 06.10 | 5 | 3 / 2 | $50 | $250 | -24.4% | $-61 | $4,358 |
| 05.10 | 3 | 0 / 3 | $50 | $150 | -100.0% | $-150 | $4,420 |
| 04.10 | 10 | 5 / 5 | $50 | $500 | -13.5% | $-68 | $4,570 |
| 03.10 | 3 | 2 / 1 | $50 | $150 | +19.3% | +$29 | $4,637 |
| 02.10 | 5 | 2 / 3 | $50 | $250 | -35.4% | $-88 | $4,608 |
| 01.10 | 4 | 3 / 1 | $50 | $200 | +18.8% | +$38 | $4,696 |
| 30.09 | 2 | 2 / 0 | $50 | $100 | +74.5% | +$74 | $4,659 |
| 29.09 | 1 | 0 / 1 | $50 | $50 | -100.0% | $-50 | $4,584 |
| 28.09 | 7 | 3 / 4 | $50 | $350 | -16.0% | $-56 | $4,634 |
| 27.09 | 16 | 10 / 6 | $50 | $800 | +14.1% | +$113 | $4,690 |
| 26.09 | 17 | 7 / 10 | $50 | $850 | -20.3% | $-172 | $4,578 |
| 25.09 | 9 | 2 / 7 | $50 | $450 | -58.8% | $-264 | $4,750 |
| 24.09 | 8 | 2 / 6 | $50 | $400 | -59.0% | $-236 | $5,014 |
| 22.09 | 1 | 1 / 0 | $50 | $50 | +70.0% | +$35 | $5,250 |
| 21.09 | 4 | 2 / 2 | $50 | $200 | -20.5% | $-41 | $5,216 |
| 20.09 | 50 | 26 / 24 | $50 | $2,500 | -16.6% | $-415 | $5,256 |
| 19.09 | 56 | 31 / 25 | $50 | $2,800 | -3.6% | $-101 | $5,672 |
| 18.09 | 11 | 9 / 2 | $50 | $550 | +30.0% | +$165 | $5,772 |
| 17.09 | 6 | 4 / 2 | $50 | $300 | +25.5% | +$76 | $5,608 |
| 16.09 | 6 | 3 / 3 | $50 | $300 | -23.3% | $-70 | $5,531 |
| 15.09 | 6 | 3 / 3 | $50 | $300 | -20.3% | $-61 | $5,601 |
| 14.09 | 11 | 7 / 4 | $50 | $550 | +12.6% | +$70 | $5,662 |
| 13.09 | 45 | 27 / 18 | $50 | $2,250 | -2.5% | $-56 | $5,592 |
| 12.09 | 47 | 20 / 27 | $50 | $2,350 | -30.9% | $-726 | $5,648 |
| 11.09 | 6 | 5 / 1 | $50 | $300 | +42.5% | +$128 | $6,375 |
| 10.09 | 12 | 7 / 5 | $50 | $600 | -3.9% | $-23 | $6,248 |
| 09.09 | 16 | 14 / 2 | $50 | $800 | +34.8% | +$278 | $6,271 |
| 08.09 | 5 | 3 / 2 | $50 | $250 | -8.8% | $-22 | $5,992 |
| 07.09 | 7 | 5 / 2 | $50 | $350 | +15.9% | +$55 | $6,014 |
| 06.09 | 42 | 24 / 18 | $50 | $2,100 | -7.4% | $-156 | $5,959 |
| 05.09 | 42 | 20 / 22 | $50 | $2,100 | -19.0% | $-400 | $6,115 |
| 04.09 | 12 | 8 / 4 | $50 | $600 | -0.5% | $-3 | $6,515 |
| 03.09 | 5 | 1 / 4 | $50 | $250 | -68.6% | $-172 | $6,518 |
| 02.09 | 12 | 7 / 5 | $50 | $600 | +0.8% | +$5 | $6,690 |
| 01.09 | 5 | 5 / 0 | $50 | $250 | +60.0% | +$150 | $6,685 |
| 31.08 | 9 | 6 / 3 | $50 | $450 | -0.8% | $-4 | $6,535 |
| 30.08 | 36 | 27 / 9 | $50 | $1,800 | +25.1% | +$452 | $6,538 |
| 29.08 | 39 | 29 / 10 | $50 | $1,950 | +30.7% | +$598 | $6,086 |
| 28.08 | 12 | 7 / 5 | $50 | $600 | -11.3% | $-68 | $5,488 |
| 27.08 | 12 | 8 / 4 | $50 | $600 | +16.4% | +$99 | $5,556 |
| 26.08 | 2 | 1 / 1 | $50 | $100 | -25.5% | $-26 | $5,458 |
| 25.08 | 3 | 1 / 2 | $50 | $150 | -38.3% | $-57 | $5,484 |
| 24.08 | 3 | 3 / 0 | $50 | $150 | +77.3% | +$116 | $5,541 |
| 23.08 | 11 | 8 / 3 | $50 | $550 | +24.5% | +$135 | $5,425 |
| 22.08 | 44 | 21 / 23 | $50 | $2,200 | -12.7% | $-280 | $5,290 |
| 21.08 | 12 | 7 / 5 | $50 | $600 | +12.9% | +$77 | $5,570 |
| 20.08 | 24 | 16 / 8 | $50 | $1,200 | +3.5% | +$43 | $5,492 |
| 19.08 | 9 | 8 / 1 | $50 | $450 | +38.3% | +$172 | $5,450 |
| 18.08 | 1 | 1 / 0 | $50 | $50 | +69.0% | +$34 | $5,278 |
| 17.08 | 4 | 2 / 2 | $50 | $200 | -9.3% | $-19 | $5,243 |
| 16.08 | 27 | 18 / 9 | $50 | $1,350 | +16.9% | +$228 | $5,262 |
| 15.08 | 27 | 16 / 11 | $50 | $1,350 | +10.7% | +$144 | $5,033 |
| 14.08 | 9 | 4 / 5 | $50 | $450 | -23.2% | $-104 | $4,889 |
| 13.08 | 11 | 8 / 3 | $50 | $550 | +33.4% | +$184 | $4,994 |
| 12.08 | 2 | 1 / 1 | $50 | $100 | +6.5% | +$6 | $4,810 |
| 11.08 | 5 | 3 / 2 | $50 | $250 | +35.2% | +$88 | $4,804 |
| 10.08 | 4 | 2 / 2 | $50 | $200 | -28.0% | $-56 | $4,716 |
| 09.08 | 14 | 8 / 6 | $50 | $700 | -3.7% | $-26 | $4,772 |
| 08.08 | 10 | 5 / 5 | $50 | $500 | -13.8% | $-69 | $4,798 |
| 07.08 | 4 | 3 / 1 | $50 | $200 | +30.7% | +$61 | $4,866 |
| 06.08 | 12 | 6 / 6 | $50 | $600 | -30.5% | $-183 | $4,805 |
| 05.08 | 2 | 1 / 1 | $50 | $100 | +14.0% | +$14 | $4,988 |
| 03.08 | 2 | 1 / 1 | $50 | $100 | -23.0% | $-23 | $4,974 |
| 02.08 | 8 | 6 / 2 | $50 | $400 | +19.5% | +$78 | $4,997 |
| 01.08 | 8 | 5 / 3 | $50 | $400 | -2.6% | $-11 | $4,919 |
| 31.07 | 1 | 0 / 1 | $50 | $50 | -100.0% | $-50 | $4,930 |
| 30.07 | 7 | 4 / 3 | $50 | $350 | +0.6% | +$2 | $4,980 |
| 29.07 | 1 | 0 / 1 | $50 | $50 | -100.0% | $-50 | $4,978 |
| 28.07 | 2 | 1 / 1 | $50 | $100 | -18.0% | $-18 | $5,028 |
| 26.07 | 6 | 4 / 2 | $50 | $300 | +6.2% | +$18 | $5,046 |
| 25.07 | 1 | 1 / 0 | $50 | $50 | +54.0% | +$27 | $5,027 |
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.