The Best Polymarket Trading Strategies

Each family survives because it is premised on a measured venue behavior: 98.6% of executable prices on the grid, 16.9% one-sided snapshots, final-second single-sidedness, and reference-linked reprice timing. Strategies that assume two-sided smooth books are not in this list.

The honest test for any variant is a ladder walk on the recorded book — consuming the executable side at each frame — which is exactly what the backtest tooling does.

Anchor-join needs depth history (sizes at the bound) and settlement outcomes; bound-fade needs the one-sided/crossed flags and spread persistence; reprice-chase needs the second-level tape and book to measure arrival timing.

All five read off the same 250ms archive — full L2, prices, metrics, outcomes on one grid — so the difference between them is signal construction, not data sourcing.

No strategy list survives contact with the market unchanged: these are the families proven by the venue's own recorded structure, and the honest practitioner validates each on the resolved corpus before touching live capital — the same standard this site's backtest methodology applies.

• Backtest
• Slippage data
• Market making