Backtesting simulator for Polymarket trading strategies. Crawls historical trade data from Polymarket APIs and evaluates strategies over configurable date ranges.

python3 -m venv .venv
source .venv/bin/activate
pip install -e .

python -m polymarket_bot --start 2024-06-01 --end 2024-12-31 --verbose

# Quick test — narrow window
python -m polymarket_bot --start 2024-11-01 --end 2024-12-31 --verbose

# Wider range, larger bets, higher volume filter
python -m polymarket_bot --start 2024-01-01 --end 2024-12-31 --bet 25 --min-volume 5000 --verbose

Buys "No" shares when a market's "Yes" price is between 10–15%. Rationale: events with low implied probability usually resolve "No", yielding small but frequent profits.

• Entry: first time Yes price is in [0.10, 0.15] within the backtest window
• Position: $bet / no_price shares (e.g. $10 / $0.87 = 11.49 shares)
• If No wins: profit = shares × $1 − $bet
• If Yes wins: loss = −$bet
• One trade per market max