deadline-drift
GitHub分析Polymarket临近截止日期的概率漂移策略，基于历史成交数据回测时间衰减对价格的影响，辅助制定入场与退出时机。
Trigger Scenarios
Install
npx skills add Superior-Trade/superior-skills --skill deadline-drift -g -y
SKILL.md
Frontmatter
{
"name": "deadline-drift",
"metadata": {
"updated": 1781654400,
"version": "0.1.0"
},
"description": "Use when a Polymarket market probability changes as the resolution deadline approaches."
}
Strategy: Polymarket · Deadline Drift
When to use
Use this for before-date contracts, monthly/weekly threshold markets, election timing markets, or requests where time remaining is the core thesis.
What the agent should look for
- Exact market slug from
POST /v3/markets/search. - Reliable
market_endfrom market metadata. - Time remaining during the candidate backtest window.
- Probability drift near deadline in the filled history.
- Whether the market reprices gradually or with sharp catalyst jumps.
- User preference for holding to settlement or exiting earlier.
Backtest fit with filled data
Moderate fit. Filled TradeTick data can show whether price drifted in line with deadline pressure and whether exits would usually occur before binary resolution.
Limit: this does not produce true fair-probability forecasts; it only tests historical price behavior around deadlines.
Strategy logic
Enter when drift aligns with time decay or deadline acceleration. Exit before settlement unless the user explicitly asks for binary exposure into resolution.
Nautilus strategy shape
- Use
on_trade_tick. - Compare trade timestamp to
market_end. - Trade only between
min_days_to_endandmax_days_to_end. - Exit using an
exit_buffer_hourscutoff.
Example strategyConfig
{
"market_end": "2026-07-01T00:00:00Z",
"min_days_to_end": 2,
"max_days_to_end": 21,
"drift_threshold": 0.015,
"order_size": 10,
"exit_buffer_hours": 12
}
Iteration knobs
| Knob | Effect |
|---|---|
min_days_to_end |
Avoids entering too close to settlement. |
max_days_to_end |
Avoids entering when the deadline is still distant. |
drift_threshold |
Higher values require stronger deadline repricing. |
exit_buffer_hours |
Larger buffers reduce resolution timing risk. |
Failure modes
- Market rules can resolve differently than expected.
- Event risk can overwhelm smooth drift behavior.
- Short windows overfit to one cycle.
- Holding through settlement can produce binary outcomes unrelated to interim PnL.
User-facing framing
"This strategy trades deadline pressure, not certainty. I will backtest on filled TradeTicks to check whether the historical price drift is consistent and tradable, then suggest only cautious position sizing."
Version History
- 9333090 Current 2026-08-16 16:11
