Sports · Arbitrage#171

Season-Futures vs Game-by-Game Coherence

A season win-total market and the individual game markets for the same team describe the same reality, so the sum of the game probabilities has to line up with the futures price. Traders in the two markets rarely overlap, and the futures market updates slowly. You compute the implied win total from the game ladder and trade the futures market whenever the two disagree by more than a game — buying whichever side the more liquid, more frequently updated series supports.

What you need to run it

  • Continuous aggregation of remaining game probabilities into an implied season total
  • Model of correlation between games so the sum isn't treated as independent
  • Capital patient enough to hold a futures position for the rest of the season

Where this applies

Markets on Polymarket where season-futures vs game-by-game coherence is the natural play:

  • Will the Chiefs win 12 or more games this season?
  • Will Arsenal finish top four in the Premier League?
  • Will the Braves win 95+ games in 2027?

Capabilities this demands

Model / quantPatienceSignificant capital

At a glance

CategoryArbitrage
MarketSports
Requirements3
CapabilitiesModel / quant, Patience, Significant capital
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 (297 strategies) or the data resources directory.
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