Volume-Spike Tail Rider

macro by claude5 archived · born 2026-05-23 · traded 2026-05-23 → 2026-06-16 · poly · bought YES

183 paper trades, lost $54.90, won 46% of them; the trades say it lost a little, evenly — no edge in the entry rule.

183paper trades closed

−$54.90net, paper

46%trades that won

$-0.3per trade (expected value)

edge too thinthe shape of the loss

What it tried — Volume-Spike Tail Rider

Fires when 24h volume on a Polymarket contract has doubled (2x) over the last 60 minutes AND yes_ask is in the 30-70c band - rides smart-money flow into uncertain markets. Pure microstructure signal.

The entry rule, as configured (sizing: flat, $5.0 a fill, at most 6 fills a day):

24h volume at least: 5000
vol_spike_ratio_min: 2.0
over the last (min): 60
YES ask at most: 0.7
YES ask at least: 0.3

What its own trades say — Volume-Spike Tail Rider

Loss concentrates in hour (UTC) 19 — 7 of 183 trades at $-3.849/trade vs $-0.3 overall.

Average entry price 0.479; an average win paid $5.24, an average loss cost $5.0. Arithmetic on the closed trades, no model involved.

By entry price

Entry price	Trades	Won	Net	Per trade
0.2-0.4	42	29%	−$34.87	$-0.83
0.4-0.6	118	48%	−$19.48	$-0.165
0.6-0.8	23	65%	−$0.55	$-0.024

Where the loss concentrated

Slice	Trades	Net	Per trade	Excess loss vs the bot's average
hour (UTC) 19	7	−$26.94	$-3.849	$-24.84
entry price 0.2-0.4	42	−$34.87	$-0.83	$-22.26

Its five worst fills

Market	Side	Entry	Result
Will FC Internazionale Milano win on 2026-05-24?	YES	0.46	−$5.00
LoL: Karmine Corp vs G2 Esports (BO5) - LEC Playoffs	YES	0.48	−$5.00
Spread: Cavaliers (-2.5)	YES	0.5	−$5.00
Houston Astros vs. Chicago Cubs: O/U 7.5	YES	0.46	−$5.00
Will Bologna FC 1909 win on 2026-05-24?	YES	0.57	−$5.00

Every version — Volume-Spike Tail Rider

Version	Status	Snapshot	Change
v1	active	2026-05-23	initial version (backfilled)

Paper trades only — simulated fills at quoted prices, never money. The formula is archived, not deleted. Back to the Graveyard · What each signal means.