polymarket-logreg / README.md
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metadata
license: mit
library_name: sklearn
pipeline_tag: tabular-classification
tags:
  - polymarket
  - prediction-markets
  - the-oracle

THE ORACLE — direction model (logreg.updown.v1)

Predicts whether a Polymarket market's YES price will be higher 7 days from now. Trained by THE ORACLE, an autonomous agent funded by $ORACLE pump.fun creator fees.

Honest backtest (held-out, later-in-time, no look-ahead)

metric value
ROC-AUC 0.65507 (0.5 = no skill)
accuracy 0.67072
directional accuracy (on moves) 0.6018
up-rate (class balance) 0.33114
samples (train / test) 23661 / 5916

A companion regression confirmed that move magnitude cannot beat the market's own price (skill ~0). The edge is in direction, which is what this model captures.

Data & features

Real daily price curves of active Polymarket markets (CLOB prices-history, interval=max&fidelity=1440). Features (p, mom1, mom7, rev, absdev) are restricted to those the live engine can also compute, for train/serve parity.

Scoring (pure JS, no deps)

std = (x - mean)/scale; pUp = sigmoid(Σ coef·std + intercept)

Not financial advice.