Bayesian-Poisson statistical reports for Polymarket prediction markets. Data-driven edges, delivered before market resolution.
The closer to resolution, the more data — and the sharper the prediction.
VIEW TRACK RECORD ↓Polymarket Prediction Market
View on Polymarket →Reports will be published as settlement approaches. Check back soon.
Polymarket Prediction Market
View on Polymarket →Reports will be published as settlement approaches. Check back soon.
Polymarket Prediction Market
View on Polymarket →Reports will be published as settlement approaches. Check back soon.
Polymarket Prediction Market
View on Polymarket →Reports will be published as settlement approaches. Check back soon.
Polymarket Prediction Market
View on Polymarket →Reports will be published as settlement approaches. Check back soon.
Reports closer to settlement incorporate more observed data. The closer, the sharper.
Our model uses a three-component weighted Bayesian framework (λ_prior + λ_obs + λ_recent) anchored to xtracker timestamp data. λ_recent carries 50% weight — the single most predictive variable for short-horizon forecasting.
Why closer = better: At T-12h, the model relies primarily on the prior. By T-1h, λ_recent dominates. But the best EV window is often T-5h to T-3h, where model confidence is already high but the market price hasn't caught up yet.
Each report includes the full posterior predictive distribution, a bi-directional EV matrix, position sizing recommendations, and risk monitoring thresholds.