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fix(polymarket): raise default backtest ROI posture#73

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taariq merged 1 commit intomainfrom
fix/polymarket-backtest-default-roi
Mar 6, 2026
Merged

fix(polymarket): raise default backtest ROI posture#73
taariq merged 1 commit intomainfrom
fix/polymarket-backtest-default-roi

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@taariq taariq commented Mar 6, 2026

Summary

  • raise default Polymarket backtest configs from conservative demo settings to a more promotional $1,000 bankroll posture
  • align script fallbacks with the example configs so the runtime does not silently revert to low-notional defaults
  • add regression tests that assert the default config posture clears 20% return in representative synthetic backtests

Representative synthetic backtest results

  • maker rebate bot: 28.783%
  • paired market basis maker: 22.7423%
  • liquidity paired basis maker: 22.7423%
  • high throughput paired basis maker: 32.7351%

Testing

  • pytest -q polymarket/maker-rebate-bot/tests/test_smoke.py
  • pytest -q polymarket/paired-market-basis-maker/tests/test_smoke.py
  • pytest -q polymarket/liquidity-paired-basis-maker/tests/test_smoke.py
  • pytest -q polymarket/high-throughput-paired-basis-maker/tests/test_smoke.py

Closes #72

@taariq taariq self-assigned this Mar 6, 2026
@taariq taariq merged commit 4b14231 into main Mar 6, 2026
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@taariq taariq deleted the fix/polymarket-backtest-default-roi branch March 6, 2026 17:51
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bug(polymarket): overly conservative backtest defaults suppress promotional ROI

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