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

DecisionResolutionEntry priceSettlePnLDays heldReason
2025-05-062025-05-080.9790−$50.003 dayshold_to_resolution
2025-05-062025-05-080.9751$1.223 dayshold_to_resolution
2025-10-082025-10-100.9771$1.122 dayshold_to_resolution
2025-11-062025-11-080.97951$1.002 dayshold_to_resolution
2025-11-062025-11-080.97251$1.352 dayshold_to_resolution
2025-11-112025-11-130.9851$0.733 dayshold_to_resolution
2025-11-122025-11-140.97451$1.253 dayshold_to_resolution
2025-11-132025-11-150.97151$1.402 dayshold_to_resolution
2025-11-182025-11-200.9811$0.932 dayshold_to_resolution
2025-11-212025-11-230.97251$1.362 dayshold_to_resolution
2025-11-232025-11-250.98151$0.912 dayshold_to_resolution
2025-11-262025-11-280.97651$1.163 dayshold_to_resolution
2025-11-292025-12-010.9821$0.882 dayshold_to_resolution
2025-11-302025-12-020.9841$0.783 dayshold_to_resolution
2025-12-012025-12-030.9841$0.783 dayshold_to_resolution
2025-12-022025-12-040.9851$0.732 dayshold_to_resolution
2025-12-032025-12-050.97651$1.163 dayshold_to_resolution
2025-12-042025-12-060.981$0.992 dayshold_to_resolution
2025-12-092025-12-110.9791$1.043 dayshold_to_resolution
2025-12-092025-12-110.9761$1.193 dayshold_to_resolution
2025-12-092025-12-110.98051$0.963 dayshold_to_resolution
2025-12-092025-12-110.98051$0.973 dayshold_to_resolution
2025-12-132025-12-150.9821$0.892 dayshold_to_resolution
2025-12-132025-12-150.98351$0.822 dayshold_to_resolution
2025-12-172025-12-190.9831$0.842 dayshold_to_resolution
2025-12-182025-12-200.97051$1.482 dayshold_to_resolution
2025-12-282025-12-300.9780−$48.803 dayshold_to_resolution
2025-12-302026-01-010.97751$1.072 dayshold_to_resolution
2025-12-302026-01-010.98451$0.732 dayshold_to_resolution
2025-12-302026-01-010.9781$1.042 dayshold_to_resolution
2025-12-302026-01-010.9731$1.292 dayshold_to_resolution
2025-12-302026-01-010.98251$0.832 dayshold_to_resolution
2025-12-312026-01-020.9791$1.003 dayshold_to_resolution
2025-12-312026-01-020.9711$1.393 dayshold_to_resolution
2026-01-042026-01-060.9831$0.812 dayshold_to_resolution
2026-01-102026-01-120.9751$1.202 dayshold_to_resolution
2026-01-112026-01-130.98251$0.832 dayshold_to_resolution
2026-01-112026-01-130.97651$1.132 dayshold_to_resolution
2026-01-142026-01-160.98251$0.843 dayshold_to_resolution
2026-01-142026-01-160.9841$0.763 dayshold_to_resolution
2026-01-182026-01-200.98351$0.792 dayshold_to_resolution
2026-01-202026-01-220.9781$1.063 dayshold_to_resolution
2026-01-212026-01-230.97951$0.993 dayshold_to_resolution
2026-01-242026-01-260.97351$1.282 dayshold_to_resolution
2026-01-292026-01-310.9840−$47.213 dayshold_to_resolution
2026-01-292026-01-310.9850−$44.853 dayshold_to_resolution
2026-01-292026-01-310.9790−$42.613 dayshold_to_resolution
2026-01-302026-02-010.98051$0.802 dayshold_to_resolution
2026-01-302026-02-010.97051$1.233 dayshold_to_resolution
2026-01-302026-02-010.98051$0.812 dayshold_to_resolution
2026-01-302026-02-010.97551$1.022 dayshold_to_resolution
2026-02-012026-02-030.98451$0.643 dayshold_to_resolution
2026-02-012026-02-030.9791$0.872 dayshold_to_resolution
2026-02-022026-02-040.9711$1.222 dayshold_to_resolution
2026-02-042026-02-060.98251$0.732 dayshold_to_resolution
2026-02-072026-02-090.97851$0.902 dayshold_to_resolution
2026-02-072026-02-090.9711$1.222 dayshold_to_resolution
2026-02-082026-02-100.9821$0.752 dayshold_to_resolution
2026-02-082026-02-100.97451$1.073 dayshold_to_resolution
2026-02-082026-02-100.9831$0.713 dayshold_to_resolution
2026-02-122026-02-140.9811$0.802 dayshold_to_resolution
2026-02-132026-02-150.98051$0.822 dayshold_to_resolution
2026-02-142026-02-160.9781$0.932 dayshold_to_resolution
2026-02-142026-02-160.97851$0.912 dayshold_to_resolution
2026-02-152026-02-180.98451$0.653 dayshold_to_resolution
2026-02-162026-02-180.98351$0.693 dayshold_to_resolution
2026-02-172026-02-190.97851$0.912 dayshold_to_resolution
2026-02-232026-02-250.98251$0.742 dayshold_to_resolution
2026-02-252026-02-270.9851$0.632 dayshold_to_resolution
2026-02-252026-02-270.9771$0.983 dayshold_to_resolution
2026-02-262026-02-280.9721$1.192 dayshold_to_resolution
2026-02-262026-02-280.9731$1.153 dayshold_to_resolution
2026-02-272026-03-010.97450−$41.593 dayshold_to_resolution
2026-02-272026-03-010.9831$0.683 dayshold_to_resolution
2026-02-272026-03-010.9731$1.102 dayshold_to_resolution
2026-02-272026-03-010.97851$0.872 dayshold_to_resolution
2026-02-282026-03-020.9741$1.062 dayshold_to_resolution
2026-02-282026-03-020.9721$1.142 dayshold_to_resolution
2026-03-022026-03-040.9851$0.613 dayshold_to_resolution
2026-03-242026-03-260.9851$0.613 dayshold_to_resolution
2026-03-282026-03-300.98051$0.792 dayshold_to_resolution
2026-03-282026-04-010.97351$1.084 dayshold_to_resolution
2026-03-282026-04-030.98351$0.676 dayshold_to_resolution
2026-03-282026-04-010.98251$0.714 dayshold_to_resolution
2026-03-292026-04-010.9771$0.943 dayshold_to_resolution
2026-03-302026-04-010.97451$1.052 dayshold_to_resolution
2026-03-302026-04-010.98451$0.632 dayshold_to_resolution
2026-03-302026-04-010.98151$0.762 dayshold_to_resolution
2026-03-302026-04-010.97351$1.092 dayshold_to_resolution
2026-04-042026-04-070.97751$0.933 dayshold_to_resolution
2026-04-092026-04-110.97351$1.102 dayshold_to_resolution
2026-04-092026-04-150.98051$0.806 dayshold_to_resolution
2026-04-092026-04-110.97551$1.012 dayshold_to_resolution
2026-04-092026-04-130.98051$0.804 dayshold_to_resolution
2026-04-092026-04-130.98351$0.684 dayshold_to_resolution
2026-04-092026-04-130.9731$1.124 dayshold_to_resolution
2026-04-092026-04-120.98251$0.724 dayshold_to_resolution
2026-04-132026-04-160.98151$0.763 dayshold_to_resolution
2026-04-172026-04-190.98451$0.642 dayshold_to_resolution
2026-04-182026-04-230.9771$0.965 dayshold_to_resolution
2026-04-232026-04-250.9831$0.702 dayshold_to_resolution
2026-04-242026-04-260.97651$0.982 dayshold_to_resolution
2026-04-272026-04-290.97951$0.852 dayshold_to_resolution
2026-04-282026-04-300.97651$0.982 dayshold_to_resolution
2026-04-292026-05-010.97351$1.112 dayshold_to_resolution
2026-04-292026-05-010.9731$1.142 dayshold_to_resolution
2026-04-292026-05-010.97851$0.902 dayshold_to_resolution
2026-04-292026-05-010.971$1.272 dayshold_to_resolution
2026-04-292026-05-010.97351$1.122 dayshold_to_resolution
2026-04-292026-05-010.97151$1.212 dayshold_to_resolution
2026-04-292026-05-010.97951$0.862 dayshold_to_resolution
2026-04-292026-05-010.97951$0.862 dayshold_to_resolution
2026-04-302026-05-020.9821$0.762 dayshold_to_resolution
2026-05-022026-05-040.9851$0.632 dayshold_to_resolution
2026-05-132026-05-150.9771$0.973 dayshold_to_resolution
2026-05-142026-05-160.9831$0.722 dayshold_to_resolution
2026-05-152026-05-170.97651$1.002 dayshold_to_resolution
2026-05-152026-05-170.98251$0.742 dayshold_to_resolution
2026-05-152026-05-170.97550−$41.522 dayshold_to_resolution
2026-05-152026-05-170.9711$1.182 dayshold_to_resolution
2026-05-162026-05-180.98051$0.792 dayshold_to_resolution
2026-05-162026-05-180.97351$1.082 dayshold_to_resolution
2026-05-172026-05-190.9781$0.892 dayshold_to_resolution
2026-05-172026-05-190.97251$1.123 dayshold_to_resolution
2026-05-192026-05-210.98451$0.622 dayshold_to_resolution
2026-05-202026-05-220.98351$0.673 dayshold_to_resolution
2026-05-242026-05-260.97951$0.832 dayshold_to_resolution

How this was run i

Data source i
EvidenceDataset
Granularity i
86,400 sec
Period i
2025-05-082026-05-26
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 · rawv0.1
// 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"
      }
    ]
  }
}

renderer: pancake-renderer@0.1.0 · engine: pancake-engine@0.1.1 · compiler: pancake-evidence-compiler@0.1.0 · spec_hash: d3cbfb321917 · ir_hash: d3cbfb321917