Cross-venue arb
testnet · paper
The cross-venue arbitrage strategy — buy mispriced Polymarket binaries when Predict's SVI surface disagrees by > threshold, then delta-hedge with a BTC perp on Hyperliquid. Pure-vol PnL after the two legs net out. Independent from the standalone HL IV-RV divergence strategy.
Operator:
Fork the repo to run your own0x73f4…d53c3 · paper signals on testnetOn testnet the same loop runs in paper mode against live signals — useful for watching strategy mechanics without the mainnet wallets in flight. For real-money PnL flip the network toggle to mainnet.
- Edge captured chart below is the strategy's report card — entry edge identified vs realised return. Positive slope = the math finds real edge.
- Mid-life exits (closed trade rows where
poly_settlement_outcome = early_exit) sold the spread back before UMA settled — caught compression instead of waiting hours. - The HL hedge strips directional BTC exposure: short when we bought Yes, long when we bought No. Total PnL = poly leg + hedge leg + funding.
- Combined PnL
- 0.00
- PnL 24h
- 0.00
- Win rate
- 0%
- Avg edge captured
- —
- In flight
- 0
0 settled
paper-mode 24h
0/0
Predict − Polymarket at exec
paper open count
Edge captured — math validation
For each closed trade: entry edge (Predict − Polymarket probability gap at execution) vs realized return on cost. The yellow line is the least-squares fit — tilting up to the right means deeper edges identified deliver larger realized returns.
No mainnet fills closed yet.
The bot stamps an edgeAtExec on every fill — this chart compares it to realised return once a trade closes (mid-life exit or UMA settlement).
Closed positions
0 settled trades
No closed poly-arb trades yet.