Polymarket Simmer FastLoop Trader

Automated trading skill for Polymarket BTC/ETH/SOL 5-minute and 15-minute fast markets. Uses a mean reversion strategy with momentum exhaustion detection, order book imbalance confirmation, and volatility-adjusted position sizing.

Default is paper mode. Use --live for real trades.

Strategy

When the latest 5-minute candle shows a rapid spike (momentum > threshold) the script buys the reverse side, capturing the pullback. Signals are filtered by:

• Momentum: Binance 1-minute candles, configurable threshold (default 1.0%).
• Order Book Imbalance (optional): Top 20 levels of Binance L2 book confirm directional bias.
• NOFX Institutional Netflow: Filters trades using institutional flow data.
• Time-of-Day Filter: Skips low-liquidity hours (02:00–06:00 UTC) by default.
• Fee-Accurate EV: Only trades when divergence exceeds fee breakeven + buffer.
• Volatility-Adjusted Sizing: High volatility reduces position size automatically.

Setup