v2: Buy NO at [0.97, 0.985] tighter band, T-2d (Polymarket Tier-1)
Buying NO against an EvidenceDataset (127 rows); 127 trades fired.
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Equity curve
$1,000 → $796.04 (-20.40%).
Metrics
- Avg trade return
- +0.00%
- no trades fired
- Edge vs crowd
- +0.00%
- no trades fired
- Compounded (fixed-fraction)
- −20.40%
- reflects sizing, not per-trade edge
- CAGR
- −19.45%
- Sharpe
- -1.79
- Sortino
- -0.55
- Max drawdown
- 19.17%
- Win rate
- 94.49%
- Trades
- 127
Drawdown
Peak-to-trough 19.17%.
Trade log
| Decision | Resolution | Entry price | Settle | PnL | Days held | Reason |
|---|---|---|---|---|---|---|
| 2025-05-06 | 2025-05-08 | 0.979 | 0 | −$50.00 | 3 days | hold_to_resolution |
| 2025-05-06 | 2025-05-08 | 0.975 | 1 | $1.22 | 3 days | hold_to_resolution |
| 2025-10-08 | 2025-10-10 | 0.977 | 1 | $1.12 | 2 days | hold_to_resolution |
| 2025-11-06 | 2025-11-08 | 0.9795 | 1 | $1.00 | 2 days | hold_to_resolution |
| 2025-11-06 | 2025-11-08 | 0.9725 | 1 | $1.35 | 2 days | hold_to_resolution |
| 2025-11-11 | 2025-11-13 | 0.985 | 1 | $0.73 | 3 days | hold_to_resolution |
| 2025-11-12 | 2025-11-14 | 0.9745 | 1 | $1.25 | 3 days | hold_to_resolution |
| 2025-11-13 | 2025-11-15 | 0.9715 | 1 | $1.40 | 2 days | hold_to_resolution |
| 2025-11-18 | 2025-11-20 | 0.981 | 1 | $0.93 | 2 days | hold_to_resolution |
| 2025-11-21 | 2025-11-23 | 0.9725 | 1 | $1.36 | 2 days | hold_to_resolution |
| 2025-11-23 | 2025-11-25 | 0.9815 | 1 | $0.91 | 2 days | hold_to_resolution |
| 2025-11-26 | 2025-11-28 | 0.9765 | 1 | $1.16 | 3 days | hold_to_resolution |
| 2025-11-29 | 2025-12-01 | 0.982 | 1 | $0.88 | 2 days | hold_to_resolution |
| 2025-11-30 | 2025-12-02 | 0.984 | 1 | $0.78 | 3 days | hold_to_resolution |
| 2025-12-01 | 2025-12-03 | 0.984 | 1 | $0.78 | 3 days | hold_to_resolution |
| 2025-12-02 | 2025-12-04 | 0.985 | 1 | $0.73 | 2 days | hold_to_resolution |
| 2025-12-03 | 2025-12-05 | 0.9765 | 1 | $1.16 | 3 days | hold_to_resolution |
| 2025-12-04 | 2025-12-06 | 0.98 | 1 | $0.99 | 2 days | hold_to_resolution |
| 2025-12-09 | 2025-12-11 | 0.979 | 1 | $1.04 | 3 days | hold_to_resolution |
| 2025-12-09 | 2025-12-11 | 0.976 | 1 | $1.19 | 3 days | hold_to_resolution |
| 2025-12-09 | 2025-12-11 | 0.9805 | 1 | $0.96 | 3 days | hold_to_resolution |
| 2025-12-09 | 2025-12-11 | 0.9805 | 1 | $0.97 | 3 days | hold_to_resolution |
| 2025-12-13 | 2025-12-15 | 0.982 | 1 | $0.89 | 2 days | hold_to_resolution |
| 2025-12-13 | 2025-12-15 | 0.9835 | 1 | $0.82 | 2 days | hold_to_resolution |
| 2025-12-17 | 2025-12-19 | 0.983 | 1 | $0.84 | 2 days | hold_to_resolution |
| 2025-12-18 | 2025-12-20 | 0.9705 | 1 | $1.48 | 2 days | hold_to_resolution |
| 2025-12-28 | 2025-12-30 | 0.978 | 0 | −$48.80 | 3 days | hold_to_resolution |
| 2025-12-30 | 2026-01-01 | 0.9775 | 1 | $1.07 | 2 days | hold_to_resolution |
| 2025-12-30 | 2026-01-01 | 0.9845 | 1 | $0.73 | 2 days | hold_to_resolution |
| 2025-12-30 | 2026-01-01 | 0.978 | 1 | $1.04 | 2 days | hold_to_resolution |
| 2025-12-30 | 2026-01-01 | 0.973 | 1 | $1.29 | 2 days | hold_to_resolution |
| 2025-12-30 | 2026-01-01 | 0.9825 | 1 | $0.83 | 2 days | hold_to_resolution |
| 2025-12-31 | 2026-01-02 | 0.979 | 1 | $1.00 | 3 days | hold_to_resolution |
| 2025-12-31 | 2026-01-02 | 0.971 | 1 | $1.39 | 3 days | hold_to_resolution |
| 2026-01-04 | 2026-01-06 | 0.983 | 1 | $0.81 | 2 days | hold_to_resolution |
| 2026-01-10 | 2026-01-12 | 0.975 | 1 | $1.20 | 2 days | hold_to_resolution |
| 2026-01-11 | 2026-01-13 | 0.9825 | 1 | $0.83 | 2 days | hold_to_resolution |
| 2026-01-11 | 2026-01-13 | 0.9765 | 1 | $1.13 | 2 days | hold_to_resolution |
| 2026-01-14 | 2026-01-16 | 0.9825 | 1 | $0.84 | 3 days | hold_to_resolution |
| 2026-01-14 | 2026-01-16 | 0.984 | 1 | $0.76 | 3 days | hold_to_resolution |
| 2026-01-18 | 2026-01-20 | 0.9835 | 1 | $0.79 | 2 days | hold_to_resolution |
| 2026-01-20 | 2026-01-22 | 0.978 | 1 | $1.06 | 3 days | hold_to_resolution |
| 2026-01-21 | 2026-01-23 | 0.9795 | 1 | $0.99 | 3 days | hold_to_resolution |
| 2026-01-24 | 2026-01-26 | 0.9735 | 1 | $1.28 | 2 days | hold_to_resolution |
| 2026-01-29 | 2026-01-31 | 0.984 | 0 | −$47.21 | 3 days | hold_to_resolution |
| 2026-01-29 | 2026-01-31 | 0.985 | 0 | −$44.85 | 3 days | hold_to_resolution |
| 2026-01-29 | 2026-01-31 | 0.979 | 0 | −$42.61 | 3 days | hold_to_resolution |
| 2026-01-30 | 2026-02-01 | 0.9805 | 1 | $0.80 | 2 days | hold_to_resolution |
| 2026-01-30 | 2026-02-01 | 0.9705 | 1 | $1.23 | 3 days | hold_to_resolution |
| 2026-01-30 | 2026-02-01 | 0.9805 | 1 | $0.81 | 2 days | hold_to_resolution |
| 2026-01-30 | 2026-02-01 | 0.9755 | 1 | $1.02 | 2 days | hold_to_resolution |
| 2026-02-01 | 2026-02-03 | 0.9845 | 1 | $0.64 | 3 days | hold_to_resolution |
| 2026-02-01 | 2026-02-03 | 0.979 | 1 | $0.87 | 2 days | hold_to_resolution |
| 2026-02-02 | 2026-02-04 | 0.971 | 1 | $1.22 | 2 days | hold_to_resolution |
| 2026-02-04 | 2026-02-06 | 0.9825 | 1 | $0.73 | 2 days | hold_to_resolution |
| 2026-02-07 | 2026-02-09 | 0.9785 | 1 | $0.90 | 2 days | hold_to_resolution |
| 2026-02-07 | 2026-02-09 | 0.971 | 1 | $1.22 | 2 days | hold_to_resolution |
| 2026-02-08 | 2026-02-10 | 0.982 | 1 | $0.75 | 2 days | hold_to_resolution |
| 2026-02-08 | 2026-02-10 | 0.9745 | 1 | $1.07 | 3 days | hold_to_resolution |
| 2026-02-08 | 2026-02-10 | 0.983 | 1 | $0.71 | 3 days | hold_to_resolution |
| 2026-02-12 | 2026-02-14 | 0.981 | 1 | $0.80 | 2 days | hold_to_resolution |
| 2026-02-13 | 2026-02-15 | 0.9805 | 1 | $0.82 | 2 days | hold_to_resolution |
| 2026-02-14 | 2026-02-16 | 0.978 | 1 | $0.93 | 2 days | hold_to_resolution |
| 2026-02-14 | 2026-02-16 | 0.9785 | 1 | $0.91 | 2 days | hold_to_resolution |
| 2026-02-15 | 2026-02-18 | 0.9845 | 1 | $0.65 | 3 days | hold_to_resolution |
| 2026-02-16 | 2026-02-18 | 0.9835 | 1 | $0.69 | 3 days | hold_to_resolution |
| 2026-02-17 | 2026-02-19 | 0.9785 | 1 | $0.91 | 2 days | hold_to_resolution |
| 2026-02-23 | 2026-02-25 | 0.9825 | 1 | $0.74 | 2 days | hold_to_resolution |
| 2026-02-25 | 2026-02-27 | 0.985 | 1 | $0.63 | 2 days | hold_to_resolution |
| 2026-02-25 | 2026-02-27 | 0.977 | 1 | $0.98 | 3 days | hold_to_resolution |
| 2026-02-26 | 2026-02-28 | 0.972 | 1 | $1.19 | 2 days | hold_to_resolution |
| 2026-02-26 | 2026-02-28 | 0.973 | 1 | $1.15 | 3 days | hold_to_resolution |
| 2026-02-27 | 2026-03-01 | 0.9745 | 0 | −$41.59 | 3 days | hold_to_resolution |
| 2026-02-27 | 2026-03-01 | 0.983 | 1 | $0.68 | 3 days | hold_to_resolution |
| 2026-02-27 | 2026-03-01 | 0.973 | 1 | $1.10 | 2 days | hold_to_resolution |
| 2026-02-27 | 2026-03-01 | 0.9785 | 1 | $0.87 | 2 days | hold_to_resolution |
| 2026-02-28 | 2026-03-02 | 0.974 | 1 | $1.06 | 2 days | hold_to_resolution |
| 2026-02-28 | 2026-03-02 | 0.972 | 1 | $1.14 | 2 days | hold_to_resolution |
| 2026-03-02 | 2026-03-04 | 0.985 | 1 | $0.61 | 3 days | hold_to_resolution |
| 2026-03-24 | 2026-03-26 | 0.985 | 1 | $0.61 | 3 days | hold_to_resolution |
| 2026-03-28 | 2026-03-30 | 0.9805 | 1 | $0.79 | 2 days | hold_to_resolution |
| 2026-03-28 | 2026-04-01 | 0.9735 | 1 | $1.08 | 4 days | hold_to_resolution |
| 2026-03-28 | 2026-04-03 | 0.9835 | 1 | $0.67 | 6 days | hold_to_resolution |
| 2026-03-28 | 2026-04-01 | 0.9825 | 1 | $0.71 | 4 days | hold_to_resolution |
| 2026-03-29 | 2026-04-01 | 0.977 | 1 | $0.94 | 3 days | hold_to_resolution |
| 2026-03-30 | 2026-04-01 | 0.9745 | 1 | $1.05 | 2 days | hold_to_resolution |
| 2026-03-30 | 2026-04-01 | 0.9845 | 1 | $0.63 | 2 days | hold_to_resolution |
| 2026-03-30 | 2026-04-01 | 0.9815 | 1 | $0.76 | 2 days | hold_to_resolution |
| 2026-03-30 | 2026-04-01 | 0.9735 | 1 | $1.09 | 2 days | hold_to_resolution |
| 2026-04-04 | 2026-04-07 | 0.9775 | 1 | $0.93 | 3 days | hold_to_resolution |
| 2026-04-09 | 2026-04-11 | 0.9735 | 1 | $1.10 | 2 days | hold_to_resolution |
| 2026-04-09 | 2026-04-15 | 0.9805 | 1 | $0.80 | 6 days | hold_to_resolution |
| 2026-04-09 | 2026-04-11 | 0.9755 | 1 | $1.01 | 2 days | hold_to_resolution |
| 2026-04-09 | 2026-04-13 | 0.9805 | 1 | $0.80 | 4 days | hold_to_resolution |
| 2026-04-09 | 2026-04-13 | 0.9835 | 1 | $0.68 | 4 days | hold_to_resolution |
| 2026-04-09 | 2026-04-13 | 0.973 | 1 | $1.12 | 4 days | hold_to_resolution |
| 2026-04-09 | 2026-04-12 | 0.9825 | 1 | $0.72 | 4 days | hold_to_resolution |
| 2026-04-13 | 2026-04-16 | 0.9815 | 1 | $0.76 | 3 days | hold_to_resolution |
| 2026-04-17 | 2026-04-19 | 0.9845 | 1 | $0.64 | 2 days | hold_to_resolution |
| 2026-04-18 | 2026-04-23 | 0.977 | 1 | $0.96 | 5 days | hold_to_resolution |
| 2026-04-23 | 2026-04-25 | 0.983 | 1 | $0.70 | 2 days | hold_to_resolution |
| 2026-04-24 | 2026-04-26 | 0.9765 | 1 | $0.98 | 2 days | hold_to_resolution |
| 2026-04-27 | 2026-04-29 | 0.9795 | 1 | $0.85 | 2 days | hold_to_resolution |
| 2026-04-28 | 2026-04-30 | 0.9765 | 1 | $0.98 | 2 days | hold_to_resolution |
| 2026-04-29 | 2026-05-01 | 0.9735 | 1 | $1.11 | 2 days | hold_to_resolution |
| 2026-04-29 | 2026-05-01 | 0.973 | 1 | $1.14 | 2 days | hold_to_resolution |
| 2026-04-29 | 2026-05-01 | 0.9785 | 1 | $0.90 | 2 days | hold_to_resolution |
| 2026-04-29 | 2026-05-01 | 0.97 | 1 | $1.27 | 2 days | hold_to_resolution |
| 2026-04-29 | 2026-05-01 | 0.9735 | 1 | $1.12 | 2 days | hold_to_resolution |
| 2026-04-29 | 2026-05-01 | 0.9715 | 1 | $1.21 | 2 days | hold_to_resolution |
| 2026-04-29 | 2026-05-01 | 0.9795 | 1 | $0.86 | 2 days | hold_to_resolution |
| 2026-04-29 | 2026-05-01 | 0.9795 | 1 | $0.86 | 2 days | hold_to_resolution |
| 2026-04-30 | 2026-05-02 | 0.982 | 1 | $0.76 | 2 days | hold_to_resolution |
| 2026-05-02 | 2026-05-04 | 0.985 | 1 | $0.63 | 2 days | hold_to_resolution |
| 2026-05-13 | 2026-05-15 | 0.977 | 1 | $0.97 | 3 days | hold_to_resolution |
| 2026-05-14 | 2026-05-16 | 0.983 | 1 | $0.72 | 2 days | hold_to_resolution |
| 2026-05-15 | 2026-05-17 | 0.9765 | 1 | $1.00 | 2 days | hold_to_resolution |
| 2026-05-15 | 2026-05-17 | 0.9825 | 1 | $0.74 | 2 days | hold_to_resolution |
| 2026-05-15 | 2026-05-17 | 0.9755 | 0 | −$41.52 | 2 days | hold_to_resolution |
| 2026-05-15 | 2026-05-17 | 0.971 | 1 | $1.18 | 2 days | hold_to_resolution |
| 2026-05-16 | 2026-05-18 | 0.9805 | 1 | $0.79 | 2 days | hold_to_resolution |
| 2026-05-16 | 2026-05-18 | 0.9735 | 1 | $1.08 | 2 days | hold_to_resolution |
| 2026-05-17 | 2026-05-19 | 0.978 | 1 | $0.89 | 2 days | hold_to_resolution |
| 2026-05-17 | 2026-05-19 | 0.9725 | 1 | $1.12 | 3 days | hold_to_resolution |
| 2026-05-19 | 2026-05-21 | 0.9845 | 1 | $0.62 | 2 days | hold_to_resolution |
| 2026-05-20 | 2026-05-22 | 0.9835 | 1 | $0.67 | 3 days | hold_to_resolution |
| 2026-05-24 | 2026-05-26 | 0.9795 | 1 | $0.83 | 2 days | hold_to_resolution |
How this was run i
- Data source i
- EvidenceDataset
- Granularity i
- 86,400 sec
- Period i
- 2025-05-08 → 2026-05-26
- Bars i
- 127
- Gaps i
- 0 (0 sec)
- Price source i
- mid
- Slippage i
- 0 bps
- Fees i
- 0 bps
- Resolution i
- realized
- Starting capital i
- $1,000
- Sizing i
- fixed_fraction: 0.05
- Engine i
- pancake-engine@0.1.1
- Compiler i
- pancake-evidence-compiler@0.1.0
- IR i
- 0.1
- Spec i
- 0.1
- Resolution settles at $1 or $0 per share with no slippage or fee — on-chain costs and UMA dispute risk are not modeled.
- Benchmark = crowd-priced YES at the first bar, held to resolution. Not sizing-matched to your strategy.
- Sharpe is annualized by √252 (trading-day convention) even though prediction markets run 24/7.
Spec
// pancake-evidence-spec v0.1 — spec_hash d3cbfb321917… { "name": "v2: Buy NO at [0.97, 0.985] tighter band, T-2d (Polymarket Tier-1)", "costs": { "fee_bps": 0, "slippage_bps": 0 }, "strategy": { "side": "NO", "entry": { "when": { "all_of": [ { "gte": 0.97, "feature": "entry_price" }, { "lte": 0.985, "feature": "entry_price" } ] } }, "sizing": { "mode": "fixed_fraction", "value": 0.05 }, "yes_payoff": { "when": { "gte": 1, "feature": "resolved_outcome_numeric" } } }, "spec_family": "pancake-evidence-spec", "spec_version": "0.1", "compiler_version": "pancake-evidence-compiler@0.1.0", "source_spec_hash": "d3cbfb321917adcff919915ea7be32e256951092b9479beb699673f8ba4c2da7", "starting_capital": 1000, "evidence_dataset_id": "f2bbcff8-174d-4265-a0bf-d6bfa29a5895", "schema_requirements": { "required_columns": [ { "name": "market_link", "type": "string", "semantic_role": "market_link" }, { "name": "decision_time", "type": "int", "semantic_role": "decision_time" }, { "name": "resolution_time", "type": "int", "semantic_role": "resolution_time" }, { "name": "entry_price", "type": "number", "semantic_role": "entry_price" }, { "name": "resolved_outcome_numeric", "type": "number", "semantic_role": "resolved_outcome_numeric" } ] } }