Polymarket · educated copy-trading

Convoy

A bot that follows the wallets who know — copying informed consensus into prediction markets, sized by conviction, held to resolution.

Backtest · tuned window
+36.2% / mo
Apr–Jul 2026 · +$14,470
Out-of-sample · config frozen
+49.2% / mo
Jan–Mar 2026 · +$14,764
Core book · win rate
90–92%
mid-band consensus

The test that matters

The edge held on data it had never seen.

Four rounds of tuning on one window invites overfitting. So the config was frozen — no thresholds, filters, or sizing touched — and replayed on a separate quarter it was never shown. The profit engine reproduced almost exactly.

In-sample · tuned
Total P&L+$14,470
Book A win rate91.6%
Book A ROI on deployed+8.0%
Positions417
Out-of-sample · frozen
Total P&L+$14,764
Book A win rate90.3%
Book A ROI on deployed+6.9%
Positions438
Jan–Mar 2026 · out-of-sampleApr–Jul 2026 · in-sample

Where the edge lives

Not longshots. Not sure-things. The convincing middle.

Sorted by entry price, the profit concentrates in one band: 0.70–0.93. Below it, consensus is just retail herding on longshots; above it, near-certainties pay pennies. The middle is where informed agreement actually moves the outcome.

0.00–0.50
0.50–0.70
0.70–0.93
0.93+
0.000.500.700.931.00
Book A entry bandWin rateProfit share
0.50 – 0.7061%low
0.70 – 0.8590–96%largest
0.85 – 0.9396–98%high
0.93 – 1.0098–99%thin

Across both windows, the 0.70–0.93 mid-band carried 70–85% of Book A's profit at 90–98% win rate — the single most consistent structure in the results.

How it copies

Three ways to be early on someone else's homework.

Book A
Consensus

Several independent, qualified wallets converge on the same side within a window. The strongest, most consistent engine.

Book B
Conviction

A single proven wallet places a bet far above its own median size — a fresh, high-conviction entry worth shadowing.

Book C
Insider hold

Wallets with a "knows-the-outcome" signature, entering early and holding to resolution. Gated hardest; opens with a news-aware governor.

Every copy is deliberately late — a realistic 180-second follower delay — sized by fractional Kelly under a stack of per-trade, per-market, and per-book caps, with kill-switches and circuit-breakers underneath.

Paper trading · live validation

Now trading the markets the backtest was built on.

Running on live Polymarket data, constrained to the same liquid event universe — geopolitics, elections, macro. Early days, but the wins are landing exactly where the thesis says they should.

China × Philippines military clash Book A consensus · entry 0.68 +$235
UK next Chancellor · Mahmood Book B conviction · entry 0.31 +$304
Live book · 18 positions open deployed $5,000 · resolving cooking

Event markets resolve over days-to-weeks, so a real live sample takes patience — but for the first time the bot is winning on geopolitics and politics, not sports noise.