Live walkthrough: https://www.youtube.com/watch?v=XzhugRL6BV4
I’ve been running a live automated BTC 5-minute Up/Down engine on Polymarket under @abrownfox001 (wallet 0x12b7…1b0b).
This is not a 94–99¢ convergence farm.
It is a directional system built for the coin-flip band (~45–55¢): enter only when there is a real edge, hold only high-conviction legs, and scratch everything else near breakeven.
The edge is in the stack — signal construction, entry timing, and real-time risk culling.
What Runs Every Slot
One engine instance per active btc-updown-5m-{ts} market:
1. TWAP feed
Continuous Chainlink TWAP stream (60-second window — the current settlement reference for 5-minute crypto markets). No reliance on a single CEX last price or end-of-slot snapshot.
2. Open reference
TWAP value locked at slot open. This is the price-to-beat.
3. Private signal
Calibrated P(up) from:
- live TWAP path vs open reference
- short-horizon CEX lead-lag
- flow / microstructure features
- time remaining in the slot
4. Entry filter
Trade only when:
-
|P(up) – 0.5|clears the edge threshold - ask is inside the fair 45–55¢ zone
Clips stay small ($50–175). Entries are staggered (median ~47s after open) so the bot does not lift a thin early book.
5. Re-score loop
Every 10–30 seconds the position is re-evaluated.
6. Hybrid exit
- Conviction decays → taker scratch back to flat (observed buy ~0.504 / sell ~0.503)
- Conviction holds → ride to resolution and redeem at $1
The Six Mistakes This Design Was Built to Kill
1. Using raw CEX direction as the signal
“Binance is up → buy Up” is mostly noise on a market that settles on Chainlink TWAP.
Design response: Every probability is anchored to the live TWAP path versus the exact open reference. The model targets the settlement rule, not a random mid.
2. Aggressive early size
Buying the first 5–10 seconds often means paying 53–55¢ for something worth ~50¢.
Design response: Staggered entries. Wait for liquidity near fair value. Observed average entry on held legs sits near 0.503.
3. Holding every ticket to resolution
A raw 55–58% signal still loses money if the weak losers are never cut.
Design response: Continuous re-scoring + near-zero-cost scratches. Only the filtered high-conviction book reaches settlement. That is how held-side win rate can approach ~60.7% even when the raw signal is lower.
4. Ignoring latency and adverse selection
Slow loops buy the move after it has already been priced in.
Design response: Tight TWAP → signal → order path. Fill quality is treated as part of the edge, not an afterthought.
5. Spreading across too many markets
Multi-asset, multi-duration bots accumulate hidden regime risk.
Design response: Deliberate specialization — almost exclusively BTC 5-minute. Depth over breadth.
6. Entry engine with no real exit engine
Most “directional” bots are just triggers with hope as the exit.
Design response: Scratch logic is a first-class edge. Weak capital is recycled immediately; only quality exposure is allowed to mature.
Sample Results (Public Resolved Set)
| Metric | Value |
|---|---|
| Resolved markets (sample) | 150 |
| Held-side win rate | 60.7% (91W / 59L) |
| Avg entry (held legs) | ~0.50 |
| ROI on capital at resolution | ≈ +24.5% (sample) |
| Fills in 45–55¢ band | ~90% |
These numbers describe the filtered book that actually reached resolution, not every temporary position.
High-Level Control Loop
60s Chainlink TWAP
↓
P(up) vs slot-open reference
↓
Enter only in 45–55¢ if edge is real
↓
Re-score every 10–30s
↓
Scratch near flat or Hold → Redeem
What Is Public vs Private
Public
- Architecture and execution pattern
- Wallet and on-chain footprint
- TypeScript reference for discovery, routing, state machine, and scratch flow
- Live profile activity
Private
- The calibrated 5-minute signal (the actual moat)
Repo: https://github.com/abrownfoxbot/abrownfox-trading-system
Why This Style Can Work at ~50¢
At 99¢, fees and tiny edges dominate.
At ~50¢, the binding constraints are different:
- Signal accuracy
- Latency
- Fill quality
- Discipline to cut weak tickets
This system is optimized for exactly those constraints.
Final Notes
- Settlement rules evolved (5m markets now use 60s TWAP). Any bot must stay aligned with the official window.
- Short-horizon markets remain high-risk.
- Past sample results are not a guarantee of future performance.
- Paper trade or micro-size before scaling.
Live profile: @abrownfox001
Video walkthrough: https://www.youtube.com/watch?v=XzhugRL6BV4
Not financial advice.
If you have more questions, please feel free to contact me at any time: https://t.me/abrownfox001
My Polymarket Activity: https://polymarket.com/@abrownfox001?tab=activity
#Polymarket #BTC #TWAP #TradingBot #AlgoTrading #PredictionMarkets #Chainlink #QuantTrading
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