Crypto · Arbitrage#248

Strike-Ladder Monotonicity Arbitrage

Polymarket lists the same coin and date at several strikes — above $110k, above $120k, above $130k — and the prices have to fall as the strike rises, because clearing a higher bar is strictly harder. When two rungs cross or sit equal, the set is internally impossible and you can buy the cheaper-but-more-likely rung against the dearer one for a locked profit. No view on Bitcoin is required; the inconsistency is the trade.

What you need to run it

Continuous scan of every strike in each coin-and-date family with monotonicity checks
Simultaneous two-leg execution so the violation cannot close between fills
Capital to hold both legs to resolution, since the lock only pays out at the end

Where this applies

Markets on Polymarket where strike-ladder monotonicity arbitrage is the natural play:

Will Bitcoin close above $120,000 on December 31, 2026?
Will Bitcoin close above $130,000 on December 31, 2026?
Will Ethereum close above $5,000 on December 31, 2026?

Capabilities this demands

Custom code / APISignificant capitalLow latency

At a glance

CategoryArbitrage

MarketCrypto

Requirements3

CapabilitiesCustom code / API, Significant capital, Low latency

VenuePolymarket (CLOB, Polygon)

Build it

Related crypto 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 (297 strategies) or the data resources directory.