STRATEGY LAB
PUBLIC REFERENCE STRATEGY · ACTIVE

Marx Benchmark v1.0.0

A fixed, versioned comparison baseline for supported Polymarket BTC/ETH UP/DOWN contracts—not a promise of better returns.

VERSION1.0.0
STATUSACTIVE
ACTIVATED7/28/2026
↔COMPARISONS11
PUBLIC METHODOLOGY

What it tests

summary
Trade publication-safe fair-value dislocations on BTC/ETH UP/DOWN markets.
universe
BTC and ETH · 5m, 15m, 1h, 4h and daily
disclaimer
Reference baseline only; not financial advice or guaranteed performance.
entry edge pp
8
confidence floor
0.65
liquidity floor usd
20000
EXECUTION CONTRACT

Assumptions

fees
provider snapshot
marking
bid side
price basis
executable_clob
minimum fill ratio
0.95
maximum slippage cents
2

Verified track record

BACKTEST and LIVE SIM remain separate; an empty sample is never fabricated.

REFERENCE ONLY
BACKTEST

No verified runs

NO VERIFIED RUNS
Average return
NOT MEASURED
Total net PnL
NOT MEASURED
Last completed
—
LIVE SIM

No verified runs

NO VERIFIED RUNS
Average return
NOT MEASURED
Total net PnL
NOT MEASURED
Last completed
—
VERSION HISTORY

Changes from previous benchmark

INITIAL VERSION

This is the first published version; there is no predecessor to compare.

IMMUTABLE RULES

Strategy DSL v1

28ca6a85-f8b
{
  "exit": {
    "all": [],
    "any": [
      {
        "value": 2,
        "feature": "fair_edge_pp",
        "operator": "<"
      },
      {
        "value": 15,
        "feature": "seconds_to_resolution",
        "operator": "<="
      }
    ]
  },
  "name": "Marx Benchmark",
  "risk": {
    "cooldownSeconds": 60,
    "maxOpenPositions": 5,
    "maxDailyLossFraction": 0.03
  },
  "entry": {
    "all": [
      {
        "value": 8,
        "feature": "fair_edge_pp",
        "operator": ">="
      },
      {
        "value": 0.65,
        "feature": "confidence",
        "operator": ">="
      },
      {
        "value": 20000,
        "feature": "liquidity_usd",
        "operator": ">="
      },
      {
        "value": 2,
        "feature": "estimated_slippage_cents",
        "operator": "<="
      }
    ],
    "any": [],
    "side": "model_direction"
  },
  "sizing": {
    "value": 0.01,
    "method": "risk_fraction",
    "maxNotionalUsd": 500
  },
  "universe": {
    "assets": [
      "BTC",
      "ETH"
    ],
    "status": [
      "active"
    ],
    "marketIds": [],
    "providers": [
      "polymarket"
    ],
    "categories": [],
    "timeframes": [
      "5m",
      "15m",
      "1h",
      "4h",
      "daily"
    ],
    "marketTypes": [
      "crypto_up_down"
    ]
  },
  "execution": {
    "feeModel": "snapshot",
    "orderType": "marketable_limit",
    "minFillRatio": 0.95,
    "maxSlippageCents": 2
  },
  "schemaVersion": "1.0"
}

Marx Benchmark is a transparent reference baseline. Its backtest or Live SIM track record is not real trading performance, a guarantee or financial advice.