Treat Polygon network gas, exchange fees, and slippage as a spending budget, and only run a risk-control rebalance when the risk you remove is worth more than the round-trip cost, bundling small trims to stay under a monthly cost cap. The edge is preventing constant fiddling: over-frequent rebalancing quietly bleeds the account through fees even when each individual trade looks harmless.
Markets on Polymarket where gas/settlement-cost aware rebalancing cadence is the natural play: