Signal-Driven#127

Superforecaster Ensemble Disagreement Engine

Run a panel of AI forecasting bots over every open market, each given different prompts, source material, and personas, then blend their probability estimates into one number weighted by how accurate each bot has been in the past. You bet when that blended forecast disagrees with the market's price by more than normal noise. The edge is that superforecaster-style averaging beats the thin, lightly-traded crowd on under-followed Polymarket questions.

What you need to run it

  • LLM API budget for multi-agent panels per market
  • Calibration dataset of resolved markets to weight agent skill
  • Gamma/CLOB feed for live mids + market metadata
  • Brier-score backtest harness for agent selection

Where this applies

Markets on Polymarket where superforecaster ensemble disagreement engine is the natural play:

  • Will a US government shutdown occur before the end of 2026?
  • Will Nigeria's incumbent president win re-election in 2027?
  • Will the 2026 Nobel Peace Prize go to the favorite?

Capabilities this demands

Model / quantCustom code / APIData ingestionPatience

At a glance

CategorySignal-Driven
Requirements4
CapabilitiesModel / quant, Custom code / API, Data ingestion, Patience
VenuePolymarket (CLOB, Polygon)

Build it

Related signal-driven 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.
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