study @the_smart_ape‘s polymarket bot, backtested with +86% roi in just a few days

most ‘arb bot’ threads are just PnL screenshots. this one is has undergone a through a research methodology

tldr:
@Polymarket
arb is a parameter + execution game.

this is a case study in microstructure + parameter design:

- the same both show 2 vastly different results with diff parameters: conservative +86% (fees+spread), aggressive –50% in 2 days
- the strategy is exploiting temporary orderbook dislocations early in each 15-min round, then engineering a hedge where UP + DOWN < 1 (after costs).
- so he did the correct thing by building a first hand dataset (6GB of 1s best-ask snapshots) and replay deterministically
- record more stress slippage/latency, model fill probability, and define kill-switches.
- then optimize infra (colocation/VPS, Rust, dedicated RPC) only after the strategy is robust.

the bot is the easy part.

the hard part is building a repeatable calibration + risk framework.

https://x.com/arndxt_xo/status/2005809072453640406