#Polymarket BTC 15m Assistant

#A YC-Style Brief

Problem: Polymarket's Bitcoin Up or Down 15-minute markets are noisy. Raw model-vs-market edges often ignore uncertainty, time feasibility, and execution cost. Traders need a conservative, defensible signal—not hype.

Solution: A robust edge model that only surfaces WATCH when:

• Edge survives a 90% one-sided uncertainty discount (p_low = p − 1.28σ)
• Time feasibility is sufficient (distance to strike vs expected move)
• Execution cost (fees, slippage, spread) is subtracted
• ROI and Kelly thresholds are met

Design principles:

• Neutral language: PASS/WATCH, never "trade now"
• Disclaimer gate before dashboard access
• No execution; analytics only

#Methodology

#Model Probability (p)

TA-derived probability from RSI, MACD, VWAP slope, Heiken Ashi. Time-aware decay applied as the 15m window closes.

#Market Price (q)

Polymarket implied probability from best bid/ask.

#Uncertainty (σ)

Rolling standard deviation of p over the last 30 updates. Floor: 2%. No backtest calibration by default.

#Robust Edge

p_low     = p − 1.28×σ
edge_low  = p_low − q
robust    = edge_low × time_mult − exec_cost

Recommend only if robust > 0, robust_roi ≥ 10%, time_mult ≥ 35%, kelly ≥ 0.25%.

#Limits

• 1–5 second data latency
• No execution; user trades manually
• Not financial advice