This is a passive market making strategy we have run assuming the worst case scenario on every single order submitted since the 16th of June.

What this actually tells us:

• when you submit a maker order on Polymarket, you are placed in a 'tape queue'

• we assumed for extreme sake that only 2.2% of our orders filled at the price we desired to begin with, and that the market hates us such that we place DEAD LAST in every 'tape queue'

This is $94.30 on a $2500 sample portfolio.
3.772% returns in a month.

Meh. Alright but nothing to celebrate right?

Dead wrong.

Annualised (as per our TRUE orderbook data history we collect), and to be realistic with 14.74% of our orders being filled by the ACTUAL market (not our extremely pessimistic stress testing of 2.2% fill rate):

that turns into a -

*drumroll please*....

57.4% annualised yield.

We simulate the worst of the worst such that we can underpromise and over-deliver.

More than happy to answer questions, but if you feed this into an AI of your choice it may also do the same.