Intent
When BTC moves
≥0.10% ($74+) in a 5-minute window, it holds that direction
88.8% of the time
(based on 10,000 candle analysis). The bot detects when PM is lagging the exchange move, buys the favored
side
cheap, and holds to expiry for $1.00 resolution. Simple, reliable, positive EV.
No sell path — just buy and hold to auto-redeem.
Execution
- Capture BTC exchange open price from Coinbase at each 5-min window start
- Monitor Coinbase + Binance WebSocket for real-time BTC price
- Entry window: 5s–180s into the window
- Spot threshold: exchange must move ≥0.10% from open (~$74)
- Cross-exchange confirmation: Coinbase + Binance must agree on direction
- Gap check: PM must lag fair value by ≥$0.05
- BUY favored side at best ask + $0.01 (taker, instant fill)
- HOLD to expiry → auto-redeem wins on-chain via Polygon Safe
Statistical Edge
Analysis of 10,000 BTC 5-min candles shows: when BTC moves ≥0.10%
from open, it holds that direction through the close 88.8% of the time.
Example: BTC at $74,200 open, moves to $74,290 (+0.12%). PM UP contract at $0.62, fair value $0.86.
Bot buys 5 shares at $0.63. Window expires, UP wins → redeem at $1.00 → profit = $1.85.
Parameters
Asset: BTC only
Shares: 5 per trade
Strategy: Hold to expiry (88.8% win rate)
Entry window: 5s–180s into window
Spot threshold: ≥0.10% (~$74)
PM gap: ≥$0.05
Fair value: 0.50 + move% × 3.0
Buy: Taker at ask + $0.01
Exit: Hold to expiry, auto-redeem
Shares: 5 per trade
Confirmation: Coinbase + Binance agree
Fill deadline: 15s (cancel if not filled)