Structural#106

Expiry-Roll Re-Listing Edge

Recurring market series (weekly/monthly crypto-close or daily game markets) re-list a fresh contract on a predictable schedule, and the new listing often opens with lazy, uninformed quotes while the just-expired one still echoes its final price. Trade the gap between the stale roll and the cold-start fresh listing, anchored to the prior cycle's resolution history. The edge is the deterministic timing of re-listing plus the thin opening book.

What you need to run it

  • Calendar of recurring market series + re-list timestamps
  • Historical resolution distribution per series
  • Auto-detection of new conditionId on re-list
  • Inventory model linking old/new contract carry

Where this applies

Markets on Polymarket where expiry-roll re-listing edge is the natural play:

  • Will BTC close above $110k on July 31, 2026? (next month in the recurring series)
  • Will the Lakers win their next scheduled regular-season game?
  • Will ETH close above $4,000 by this Friday? (weekly recurring series)

Capabilities this demands

Data ingestionPatienceCustom code / APIModel / quant

At a glance

CategoryStructural
Requirements4
CapabilitiesData ingestion, Patience, Custom code / API, Model / quant
VenuePolymarket (CLOB, Polygon)

Build it

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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.
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