Calendar Catalyst Trader

This is a template. The default signal matches market resolution dates to a calendar of known catalyst events and trades coiled springs (markets near 50%) with boosted conviction when a directional hint exists from macro analysis. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Known calendar events create predictable volatility windows. FOMC meetings happen on a fixed 6-week cycle. The Super Bowl, NBA Finals, World Cup, and Wimbledon have known dates months in advance. Geopolitical summits (G7, UN General Assembly, COP) and crypto events (halvings, protocol upgrades) are scheduled well ahead. Markets that resolve during or shortly after these events WILL move sharply -- but Polymarket prices direction, not volatility.

The structural edge: a market sitting at 50% that resolves the day after an FOMC meeting is a coiled spring. The Fed will either cut, hold, or hike -- and the market will snap to 20% or 80% in hours. The expected move is huge, but the market price doesn't reflect that. Similarly, a "Will Team X win the championship?" market at 48% the day before the final is about to move to either ~5% or ~95%. The 48% price is correct in expectation but massively underpriced for the magnitude of movement.

Why this works:

• Calendar events are public knowledge, but resolution-date proximity to catalysts is not priced as a factor
• Markets near 50% have maximum convexity -- any directional signal produces outsized returns
• Catalyst categories carry macro directional hints (crypto events historically bullish, geopolitical summits often disappoint, sports finals confirm favorites)
• The CATALYST_BOOST multiplier (default 1.25x) converts this timing edge into larger position sizes

Signal Logic