Ten strategies.
All pluggable. All shadow-ready.

Buy YES + NO when their combined price is below $1. The closest thing to a free lunch in prediction markets — if you can size, fill, and settle.

Trade pairs of correlated markets when their spread diverges from its historical mean. Directional-free in expectation, but not in reality.

Let a language model or classifier predict the true probability of an event, trade where the market mis-prices it. polybot treats LLMs as probability oracles, not decision-makers.

Passive market making on prediction markets. Post limit orders on both sides of the book and earn the bid-ask spread.

Mirror the trades of profitable wallets you've vetted. polybot handles discovery, filtering, and size normalisation.

Near expiry, when the outcome is effectively certain, prices sometimes still trade at 97–98¢ instead of 99.5¢. Capture the last pennies.

Trade mispricings between markets that resolve on different dates but cover the same underlying event. The forward curve, for prediction markets.

Ride trends in prediction-market prices. Simple, directional, and risky — the control variable is discipline, not insight.

Trade the gap between public polling averages and market prices. Works best when polls and markets disagree and you have a view on which is stale.

React to unusual volume as a leading indicator of price movement. Fast, noisy, high-risk.