A Probability and Execution Framework for ETH 15-Minute Prediction Markets

Summary

The article describes a research rebuild of an ETH up-or-down prediction-market strategy for 15-minute rounds. It distinguishes Chainlink as the settlement reference, Binance as a source of short-term price and volatility observations, and Polymarket as the venue whose executable prices, depth, and fees determine whether a trade is worthwhile. Instead of optimizing win rate alone, the method estimates a conservative probability from the price gap, Binance’s lead, and volatility scaled to time remaining, then compares that estimate with expected acquisition and exit costs.

Entries are restricted to a late-round window and require signal persistence, acceptable prices and spreads, adequate depth, and checks for stale data or sudden moves. The article discusses simulation and shadow sampling before small live trials, but provides no performance results establishing a profitable edge. Its probability thresholds and timing window are presented as research settings that need calibration against settlement samples. Prediction-market contracts can lose their full value, and execution, fees, liquidity, data, and settlement all limit the reliability of the model.

Key ideas

• Chainlink supplies the settlement reference, Binance provides market observations, and Polymarket determines executable trading costs.
• The strategy compares a conservative outcome probability with the expected fill price, fees, and exit costs.
• Volatility and remaining time are used to scale the price lead into a probability estimate.
• Late-round entry rules and repeated signal confirmation aim to limit reversal and execution risks.
• The article offers a research design, not evidence of validated profitability.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.