Understanding Polymarket BTC 5m, from data to live execution.
Independent quantitative research and automation engineering: resolution rules, backtest validation, the gap between a signal and a real order, and the challenges of keeping software running.
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Recent work
What Must Not Change During a Trading Bot Upgrade? Production Replay Invariants
A practical look at invariants in automated trading upgrades: decision inputs, state, replay consistency, independent scoring, auditability, and what historical verification cannot prove.
More Trading Rules, Fewer Layers: Why I Simplified the Decision Architecture
A research-driven trading system can accumulate too many decision layers. Here is why a unified architecture, scoped dependencies, and auditable outcomes matter more than simply adding rules.
Read →One Missing Data Dependency Should Not Break Every Trading Decision
How to scope optional data dependencies in a trading automation system without confusing local feature gaps with critical stale feeds or unsafe execution states.
Read →64 Positive Monthly Scores, Yet a Weak Recent Week: How to Read Both
All 64 historical calendar-month segments scored positively, yet the recent seven-day window was weak. A guide to aggregation, rolling windows, drawdown, and forward validation.
Read →619 More Trades, Yet a Smaller Drawdown: What Does That Tell Us?
In a same-context BTC 5m replay, v2.4 executed 619 more decisions while maximum standardized drawdown improved from -58 to -52. What can—and cannot—be inferred?
Read →How Do You Know a Trading Bot Upgrade Is Actually Better?
A same-context BTC 5-minute replay shows why win rate alone cannot validate a bot upgrade: evaluate score, drawdown, time distribution, code consistency, and out-of-sample limits.
Read →Explore by topic, not just by date
Explore related work as a reading path rather than a date-ordered list.
Polymarket Markets & Data
Understand BTC five-minute markets, settlement references, order books, and data differences.
6 articles ↗ 02 / VALIDATIONBacktesting, Risk & Execution
Explore win rates, entry prices, overfitting, stability, and live execution gaps.
18 articles ↗ 03 / ENGINEERINGTrading Automation & Engineering
From signals to execution, deployment, updating, recovery, and debugging.
6 articles ↗ 04 / FUTURESSeparate BTC Futures Research
Separate research on Binance signals, OKX execution, leverage and risk; not the Polymarket strategy.
6 articles ↗Polymarket BTC 5m Bot
An automated trading system for Polymarket BTC 5-minute Up / Down markets. High-level research methods, historical replay and risk boundaries are public; strategy-reconstructing formulas and parameters remain private.
Questions we care about
Attractive numbers can be public, but their limitations should be public too.
Causality ≠ Independence
Chronological correctness prevents look-ahead; it does not erase research selection.
02Research ≠ Production
Matching totals can hide different event-level decisions, so production needs direct replay comparison.
03Price Data ≠ Resolution
A strategy feed and the market's official resolution definition are not the same object.
04Improvement ≠ Ship
A rule that looks good recently can still fail broader acceptance tests.
This site is for technical research, education and information only. Historical, backtested or simulated results do not guarantee future performance.