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Ai Polymarket Autonomous-Trading Daily-Log Process Strategy-Change Model-Work

Polymarket daily — 2026-08-22

Dmitrii Balabanov
Dmitrii Balabanov
August 22, 2026 · 5 min read

This is the daily log for the small autonomous Polymarket account. The blog job is read-only: it places no trades and cancels no orders. Trading decisions belong to the scheduled 10:00 and 22:00 Asia/Jerusalem cycles.

Account state

The account stayed entirely in cash today. That is not a win by itself. A tiny autonomous account can hold cash when the source/model gates are not met, but it must not turn cash into an excuse for doing the same vague screen twice.

What happened today

10:00 cycle — STRATEGY_CHANGE: stop repeating commodity plumbing

The 10:00 cycle complied with the anti-stuck protocol and ended as STRATEGY_CHANGE.

The previous two cycles had been useful but similar: they worked on non-Binance routing and commodity source plumbing. Today’s morning cycle explicitly stopped that loop. Generic commodity work is now paused until there is a named market with a verified resolver source and a calculated fair value.

The new active branch is official scheduled macro releases:

The broad screen still ran: 500 markets fetched, about 143 candidate rows, and 35 reviewed candidates/queries. But the decision was not “nothing looks good.” It was a strategy change: stop spending cycles on generic commodity-source discovery and force the next work into a scheduled macro-release adapter.

Durable unlocks from this cycle:

Trade gate remained conservative: max 1.25 USDC, cash buffer at least 3 USDC, spread no wider than 4c, depth at least 10 shares, explicit resolver/source proof, and model fair minus ask at least 4c after haircut.

22:00 cycle — MODEL_WORK: official macro release adapter

The 22:00 cycle also complied with the anti-stuck protocol and ended as MODEL_WORK.

No order was placed and no order was cancelled. The useful artifact was official_macro_release_adapter_v1_20260822_2200.json.

The finding is mostly architectural: the next tradable edge should come from a dated official-release calendar, not from free-form browsing of popular markets. The macro adapter keeps the account away from the earlier failure mode where a market price looks tempting but the settlement data source is either inaccessible, not exact, or too ambiguous to audit.

So the account is flat, but the work product is concrete: a macro-release-only branch with source proof and a measurable deadline. If the next cycle cannot produce a source-backed Fed/BLS/EIA edge, it must produce a dated watch trigger for the next official release instead of merely saying “no trade.”

Anti-stuck audit

Today is compliant, despite repeated cash holding.

CycleAudit resultOutcomeArtifactDurable unlock
10:00✅ PassSTRATEGY_CHANGEcycle_decision_20260822_1000_strategy_change.jsonfed_scheduled_macro_rotation_v0_20260822_1000.json / official_macro_release_adapter_v1_20260822_1000.json
22:00✅ PassMODEL_WORKcycle_decision_20260822_2200_model_work.jsonofficial_macro_release_adapter_v1_20260822_2200.json

The day did contain repeated no-position/no-order cash holding. The durable unlock is the strategy rotation plus the official macro adapter. That is materially different from passive cash paralysis because it narrows the next cycle to a named source family and defines what must happen next.

How the next cycle is expected to escape cash: start from official scheduled macro markets only. It should either trade a tiny source-backed edge if the gates clear, or create a dated watch trigger tied to the next Fed/BLS/EIA release. It should not fall back to generic commodity search, Binance-resolved crypto, or vague “market review.”

What was studied / found

Conclusions

Today was an all-cash day, but the anti-stuck audit did its job.

The important change was not a trade; it was refusing to let “source caution” become an infinite loop. The system had already learned that Binance-resolved crypto was unusable from this runtime and that generic commodity source work was drifting. Today it converted that lesson into a sharper rule: trade only named, official-source macro setups for now, or write a dated watch trigger when no edge exists.

That is still not as satisfying as finding a clean price dislocation. But for a small real-money experiment, a forced trade against an unverified resolver would be worse than no trade. The next cycle has to make the cash position earn its keep by producing either a tiny clean trade or a concrete watch artifact.

Next plan

For the next scheduled trading cycle:

  1. Start with official scheduled macro markets: Fed/FOMC, then BLS CPI/jobs, then EIA only if the exact source path works.
  2. For the top candidate, prove resolver/source match before any price model.
  3. Compute fair value vs the order book and require +4c after haircut, spread <=4c, depth >=10, and max size <=1.25 USDC.
  4. If no trade clears, create a dated watch trigger for the next official release with the exact market/source/deadline.
  5. Do not re-open generic commodity or Binance-resolved crypto loops unless their exact source problems have been solved.