Equity Markets & IPO Trader

This is a template. The default signal is keyword-based market discovery combined with conviction-based sizing and equity_bias() — two structural edges that work without any external API. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Equity prediction markets are unique: they run alongside the deepest, most quantified financial markets in the world. The edge is not in predicting markets better than Wall Street — it is in the lag between professional data (earnings base rates, options implied volatility, futures moves) and what Polymarket retail knows. Two structural edges compound cleanly:

1. Earnings base rate correction — The most underknown stat in equity markets: S&P 500 companies beat analyst consensus EPS estimates approximately 73–75% of the time, sustained across multiple economic cycles. Large-cap tech (NVDA, AAPL, MSFT, META, GOOG, AMZN) beats ~80–85%. Retail prices earnings beat markets as roughly 50–50. That 20–30 percentage point gap is structural edge that replenishes every earnings season.

2. Macro calendar timing lag — S&P 500 futures trade 24/7. When CPI prints, payrolls drop, or FOMC speaks, futures reprice instantly. Polymarket index threshold markets take 20–60 minutes to catch up, especially during pre-market hours. Quarter-start months (Jan, Apr, Jul, Oct) have maximum macro catalyst density — GDP advance estimate, full earnings flood, FOMC decision, and NFP all land within weeks of each other.

Signal Logic

Default Signal: Conviction-Based Sizing with Equity Bias