Structural#047

Basket Strategy on Theme

Build a basket of markets that all express one thesis (for example, 'AI progress accelerates in 2026') and manage them together as a single portfolio instead of separate bets. The edge is conviction expressed broadly: if your thesis is right, multiple correlated markets pay off together, and weighting plus periodic rebalancing keeps the basket aligned with the view as news arrives.

What you need to run it

Defined thesis and list of markets that express it
Weighting scheme (equal, conviction-based, or vol-based)
Thesis-update cadence and rebalancing rules

Where this applies

Markets on Polymarket where basket strategy on theme is the natural play:

Will OpenAI release a model branded GPT-6 before the end of 2026?
Will any AI model score above 90% on FrontierMath in 2026?
Will Nvidia reach a $5T market cap before the end of 2026?

Capabilities this demands

Manual researchDomain knowledgePatience

At a glance

CategoryStructural

Requirements3

CapabilitiesManual research, Domain knowledge, Patience

VenuePolymarket (CLOB, Polygon)

Build it

Related structural strategies

This is documentation, not advice. Poly Research & Robotics publishes how these strategies work because the method should be checkable — not as a recommendation to trade them. See the full strategy database (147 strategies) or the data resources directory.