POLYBUILDER

Methodology

How every number here is produced

The record is the product, so its construction is documented like one. This page is the answer to every "is this just a backtest?" — written before you had to ask.

Every published day is live

A strategy's record contains only forward execution: the engine ran the rule live, logged the decision at the moment it was made, and the outcome was unknowable at entry. Nothing replayed and nothing backfilled ever appears on a chart — each record simply starts the day its strategy went live, which is why younger strategies show shorter records. We publish the launch date on every strategy rather than padding the curve.

How strategies are validated before launch

No rule goes live on instinct. Candidates are evaluated over reconstructed market history — resolved Polymarket markets (the full bucket price ladder from the exchange's own price history, and the bucket the market actually paid) joined with archived weather-model forecasts as issued at the time — under a strict chronological train/test split, and only rules that stay profitable on data they were never fitted to are launched. That validation backtest is a gate, not a record: it never appears on the site. The record you see begins at launch, at day zero.

How forward execution works

A scanner watches every daily-temperature market Polymarket lists, around the clock. When a strategy's rule fires, the decision is appended to a write-once log — market, bucket, price, stake — before the outcome exists. The published record stakes a fixed $20 per signal on a $1,000 baseline. Nothing is ever edited or removed: a losing day stays on the page with the same weight as a winning one.

Who decides a win

Not us. Each market names its resolution source — an official weather station. Settlement scores every logged bet against that station's reading once the market's day is over, the same source Polymarket itself resolves on. The replay scores against the bucket the market actually paid. Hit rates and P&L are therefore anchored to exchange settlement, not to the models' opinion of themselves.

Your record is stricter than ours

A client account's numbers begin the moment that account arms — never before. Signals that fired before you chose a strategy are not backfilled into your dashboard, and paper fills are derived from the same house record at your stake with your daily cap enforced (a signal that would breach the cap is skipped entirely, not resized). Open positions are marked to the live Polymarket price where one exists and held at cost where none does. Nothing on your dashboard is ever an invented number.

Limits worth knowing

Paper execution assumes the displayed price was attainable for the full stake; a live order on a thin book can fill partially or not at all. Replayed segments inherit the replay's entry-price approximation described above. Strategy rules are fixed and deterministic, but markets change — none of this is investment advice, and past performance, live or replayed, does not guarantee future results. See the risk disclosure.