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The receipts.

Marketing claims are cheap. This page renders the same numbers our authenticated dashboard does, fetched live from the audit log. If you spot a discrepancy between what we claim and what this shows, email hello@polyquantlab.com and we'll fix the claim.

$0 (break-even)+$7.15Logical+$12.20Endgame−$154Probability arbMay 27TodayCumulative realised PnL · per-share basisLive audit
Method

How the audit works

Three rules. No exceptions.

01
Log on detection

The instant the engine surfaces a row, model_yes_prob, fill_price, expected_pnl_per_share and the tier are written to arb_audit_log (Postgres). Before any user sees it.

02
Reconcile on resolution

A settler joins each detected row to its market's resolution outcome and computes realized_pnl_per_share = payoff − fill_price − entry_fee. Atomic. Idempotent.

03
Nothing is deleted

No survivorship bias. Every detection — including the embarrassing ones — stays in the log. The aggregate you're reading above is unfiltered, just SUM and AVG.

Reading the numbers

What this actually proves

And, more honestly, what it doesn't.

Logical arbs are structurally profitable.

When yes_ask + no_ask < $1.00, buying both sides guarantees the $1 payoff at resolution regardless of outcome. The 100% win rate isn't luck — it's math. They're rare and HFT-contested in practice, but the audit captures them all the same.

The endgame edge looks real, but sample is finite.

A specific strategy — buy the near-certain side in the final 0-120s of a 5m/15m market when Binance AND Chainlink both agree the underlying is > ~2σ past strike — wins ~95% in our log. The 5% tail loses big ($0.9/sh), and the sample is still under 500. We label it 'empirical edge' rather than 'guaranteed'.

Generic probability arb does not work.

The stable/stale tiers — the model claiming +EV against the Polymarket book — accumulate thousands of detections and roughly cancel out (~50% win, tiny negative drift). Polymarket maker bots appear well-calibrated for crypto Up/Down books. We surface them as research data, not as a signal.

Disclosure

What this page doesn't include

  • Polygon gas (~$0.10–0.30 per trade) — the realised PnL above is before on-chain execution cost.
  • Execution lag — the engine logs detection at scan time (every 30 s); a user clicking the row on the live page arrives later, when the book has often moved.
  • Adverse selection on logical arbs — when one does fire, it's usually because HFT bots haven't marked the cheap side yet; by the time a 30 s detector emits it, the window may be closed.

Treat the "Realised / share" column above as a GENEROUS upper bound on what an executing user can capture.

Run your own signals against the same log.

Strategy Builder lets you compose entries / TPs / SLs and audit them with the same infrastructure. Free tier — no card required.

Live audit · PolyQuantLab