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Polymarket Twitter Weekend Drift Trader

Exploits systematic weekday/weekend posting rate differences in post-count bin markets. Requires SIMMER_API_KEY and simmer-sdk. Use when you want to capture...

personAuthor: diagnostikonhubclawhub
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Twitter Weekend Drift Trader

This is a template.
The default signal uses fixed weekday/weekend rate differentials — remix it with hourly posting distributions, holiday calendars, or timezone-aware activity windows.
The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Public figures post 20-30% less on weekends. But market makers often set prices on Friday, reflecting weekday cadence. A 3-day period spanning Fri-Sun has very different expected post counts than Mon-Wed.

This skill counts the actual weekdays vs weekend days in each market's period and adjusts the expected rate accordingly.

Signal Logic

Weekend Rate Differentials

| Person | Weekday Rate | Weekend Rate | Drop | |--------|-------------|-------------|------| | Elon Musk | 72/day | 50/day | -31% | | Donald Trump | 25/day | 20/day | -20% | | Vitalik Buterin | 9/day | 7/day | -22% | | CZ | 14/day | 10/day | -29% |

How It Works

  1. Parse the date range from the market question
  2. Count actual weekdays and weekend days
  3. Compute adjusted_lambda = weekday_rate * weekdays + weekend_rate * weekends
  4. Compare to naive_lambda = average_rate * total_days
  5. The drift determines which bins are over/underpriced

Example

Elon Musk, March 28 (Fri) to March 30 (Sun) = 3 days:

  • Naive: 65/day * 3 = 195 posts
  • Adjusted: 721 + 502 = 172 posts
  • Drift: -12% — lower bins underpriced, higher bins overpriced

Remix Ideas

  • Holiday calendar: Major holidays (Christmas, July 4th) suppress posting even more than weekends
  • Hourly distribution: Model posting by hour-of-day for sub-daily market periods
  • Timezone awareness: Elon posts Pacific time, Trump posts Eastern — periods crossing midnight differ
  • Rolling rate updates: Re-estimate weekday/weekend split weekly from actual data

Risk Parameters

| Parameter | Default | Notes | |-----------|---------|-------| | Max position size | $40 USDC | Per market | | Min market volume | $1,000 | Standard filter | | Max bid-ask spread | 10% | Default threshold | | Min days to resolution | 0 | Post-count markets are short-lived | | Max open positions | 8 | Diversify across bins |

Installation & Setup

clawhub install polymarket-twitter-weekend-drift-trader

Requires: SIMMER_API_KEY environment variable.

Cron Schedule

Cron is set to null — the skill does not run on a schedule until you configure it in the Simmer UI.

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only execute when --live is passed explicitly.

| Scenario | Mode | Financial risk | |----------|------|----------------| | python trader.py | Paper (sim) | None | | Cron / automaton | Paper (sim) | None | | python trader.py --live | Live (polymarket) | Real USDC |

The automaton cron is set to null — it does not run on a schedule until you configure it in the Simmer UI. autostart: false means it won't start automatically on install.

Required Credentials

| Variable | Required | Notes | |----------|----------|-------| | SIMMER_API_KEY | Yes | Trading authority — keep this credential private. Do not place a live-capable key in any environment where automated code could call --live. |

Tunables (Risk Parameters)

All risk parameters are declared in clawhub.json as tunables and adjustable from the Simmer UI without code changes. They use SIMMER_-prefixed env vars so apply_skill_config() can load them securely.

| Variable | Default | Purpose | |----------|---------|---------| | SIMMER_MAX_POSITION | 40 | Max USDC per trade (reached at 100% conviction) | | SIMMER_MIN_VOLUME | 1000 | Min market volume filter (USD) | | SIMMER_MAX_SPREAD | 0.10 | Max bid-ask spread (0.10 = 10%) | | SIMMER_MIN_DAYS | 0 | Min days until market resolves | | SIMMER_MAX_POSITIONS | 8 | Max concurrent open positions | | SIMMER_YES_THRESHOLD | 0.38 | Buy YES if market price ≤ this value | | SIMMER_NO_THRESHOLD | 0.62 | Sell NO if market price ≥ this value | | SIMMER_MIN_TRADE | 5 | Floor for any trade (min USDC regardless of conviction) |

Dependency

simmer-sdk is published on PyPI by Simmer Markets.

  • PyPI: https://pypi.org/project/simmer-sdk/
  • GitHub: https://github.com/SpartanLabsXyz/simmer-sdk
  • Publisher: hello@simmer.markets

Review the source before providing live credentials if you require full auditability.