Polymarket Arbitrage Engine Resolution Target: August 31

Prediction Market Capital Raise Odds & Kelly Workbench

Market Question: Situational Awareness raises new capital by August 31?

Market Parameters & Subjective Edge

Live Calibration
31% ($0.31)
$0.05 (5%) Default: 31% $0.95 (95%)
42%
5% (Pessimistic) Default: 42% 95% (Optimistic)
$10,000
$1,000 $10,000 $100,000
1.00x (Full Kelly)
0.25x (Conservative) 0.50x (Half) 1.00x (Full)

Bayesian News Catalyst Engine

Posterior: 42.0%

Toggle real-time catalyst rumors or verified intel to update true probability curves using Bayes' Theorem ($P(A|B) = \frac{P(B|A)P(A)}{P(B)}$).

EV per Dollar
+0.3548 +35.48% return
Kelly Fraction
0.1594 15.94% of bankroll
Optimal Bet Size
$1,594.20 5,142 YES shares
Expected Return
$565.62 Daily Theta: -$0.012

Position Payout & Expected Value Profile

Comparing Long YES vs. Long NO contract payoffs against subjective true probability

YES EV NO EV

Time-Decay (Theta) & Resolution Trajectory

Binary option contract decay curve approaching August 31 resolution

25 Days to Expiration

Order Book Depth & Liquidity Slippage Simulator

Estimates price impact, effective entry cost, and true net EV across order sizes up to $50,000.

Market Liquidity: $285k Deep
Order Size ($) Est. Slippage (%) Avg. Exec Price Effective EV/Dollar Net Expected Profit Status / Risk Grade
Canonical Strategy Brief

Execution Parameters & Risk Envelope

Calibrated Live
Market Contract Setup
Question: Situational Awareness Capital Raise
Implied Market Price: $0.31
Subjective Assessed Prob: 42.0%
Optimal Kelly Sizing
Bankroll Base: $10,000
Kelly Fraction ($f^*$): 0.1594
Recommended Bet: $1,594.20
Return & Sensitivity
Expected Value / $: +0.3548
Expected Dollar Return: $565.62
Daily Option Theta: -$0.012 / day

Position recommendation calibrated for $10,000 portfolio bankroll against a 31.0% implied market probability. With assessed true probability at 42.0%, positive expected value is +35.48% per dollar. Full Kelly criterion dictates allocating 15.94% ($1,594.20) for an expected profit return of $565.62.

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