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<div class="brand-text">
<h1>Safe Choices</h1>
<span class="brand-tagline">Prediction Market Simulator</span>
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<div class="data-badge">
<span class="badge-dot"></span>
Polymarket 2025
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<main class="main">
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<div class="section-label">View</div>
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Simulator
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Methodology
</button>
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<!-- Simulation Type -->
<div class="sidebar-section simulation-view-only">
<div class="section-label">Strategy</div>
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<path d="M12 6v6l4 2"/>
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</div>
<div class="strategy-info">
<span class="strategy-name">Single Fund</span>
<span class="strategy-desc">All-in sequential betting</span>
</div>
</button>
<button class="strategy-card" data-sim="threshold" onclick="selectSimulation('threshold')">
<div class="strategy-icon">
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<polyline points="22 4 12 14.01 9 11.01"/>
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</div>
<div class="strategy-info">
<span class="strategy-name">Target Return</span>
<span class="strategy-desc">Stop at profit goal</span>
</div>
</button>
<button class="strategy-card" data-sim="multi" onclick="selectSimulation('multi')">
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<rect x="3" y="14" width="7" height="7"/>
</svg>
</div>
<div class="strategy-info">
<span class="strategy-name">Multi Fund</span>
<span class="strategy-desc">Diversified portfolio</span>
</div>
</button>
<button class="strategy-card" data-sim="kelly" onclick="selectSimulation('kelly')">
<div class="strategy-icon">
<svg width="20" height="20" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2">
<path d="M12 2v20M17 5H9.5a3.5 3.5 0 0 0 0 7h5a3.5 3.5 0 0 1 0 7H6"/>
</svg>
</div>
<div class="strategy-info">
<span class="strategy-name">Kelly Criterion</span>
<span class="strategy-desc">Optimal position sizing</span>
</div>
</button>
</div>
</div>
<!-- Quick Info -->
<div class="sidebar-section simulation-view-only">
<div class="quick-stats">
<div class="quick-stat">
<span class="quick-stat-value" id="marketCount">4,265</span>
<span class="quick-stat-label">Markets</span>
</div>
<div class="quick-stat">
<span class="quick-stat-value">2025</span>
<span class="quick-stat-label">Dataset</span>
</div>
</div>
</div>
</aside>
<!-- Content -->
<div class="content">
<!-- Simulation View -->
<div class="simulation-content" id="simulationContent">
<!-- Parameters Panel -->
<section class="panel parameters-panel">
<div class="panel-header">
<h2>
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</svg>
Parameters
</h2>
</div>
<!-- Hidden defaults -->
<input type="hidden" id="startingCapital" value="10000">
<input type="hidden" id="startDate" value="2025-01-01">
<input type="hidden" id="maxDuration" value="365">
<div class="params-grid">
<!-- Core Parameters -->
<div class="param-group">
<label class="param-label">
Simulations
<span class="param-hint" data-tooltip="Number of Monte Carlo simulation runs">?</span>
</label>
<div class="param-input-wrap">
<input type="number" id="numSimulations" class="param-input" value="100" min="10" max="100" step="10">
<span class="param-unit">runs</span>
</div>
</div>
<div class="param-group">
<label class="param-label">
Days Before
<span class="param-hint" data-tooltip="Days before market resolution to invest">?</span>
</label>
<div class="param-input-wrap">
<input type="number" id="daysBefore" class="param-input" value="1" min="1" max="7" step="1">
<span class="param-unit">days</span>
</div>
</div>
<div class="param-group">
<label class="param-label">
Min Prob @ 7d
<span class="param-hint" data-tooltip="Minimum probability 7 days before resolution">?</span>
</label>
<div class="param-input-wrap">
<input type="number" id="minProb7d" class="param-input" value="90" min="50" max="99" step="1">
<span class="param-unit">%</span>
</div>
</div>
<div class="param-group">
<label class="param-label">
Min Prob @ Entry
<span class="param-hint" data-tooltip="Minimum probability at time of investment">?</span>
</label>
<div class="param-input-wrap">
<input type="number" id="minProbCurrent" class="param-input" value="90" min="50" max="99" step="1">
<span class="param-unit">%</span>
</div>
</div>
<div class="param-group">
<label class="param-label">
Min Volume
<span class="param-hint" data-tooltip="Minimum market volume in USD">?</span>
</label>
<div class="param-input-wrap">
<input type="number" id="minVolume" class="param-input" value="1000000" min="100000" max="10000000" step="100000">
<span class="param-unit">$</span>
</div>
</div>
<div class="param-group">
<label class="param-label">
Trading Frequency
<span class="param-hint" data-tooltip="How often to trade when opportunities exist">?</span>
</label>
<select id="investmentProbability" class="param-input param-select">
<option value="0.02">Conservative</option>
<option value="0.04" selected>Moderate</option>
<option value="0.06">Aggressive</option>
<option value="1.0">Every Possible Day</option>
</select>
</div>
<!-- Threshold-specific -->
<div class="param-group threshold-only">
<label class="param-label">
Target Return
<span class="param-hint" data-tooltip="Stop trading when this return is reached">?</span>
</label>
<select id="targetReturn" class="param-input param-select">
<option value="4.14">4.14% (Treasury)</option>
<option value="10.56">10.56% (NASDAQ)</option>
<option value="custom">Custom...</option>
</select>
<input type="number" id="customTarget" class="param-input custom-target-input" min="1" max="100" step="0.1" placeholder="Enter %">
</div>
<!-- Multi-fund specific -->
<div class="param-group multi-only">
<label class="param-label">
Number of Funds
<span class="param-hint" data-tooltip="Split capital across independent funds">?</span>
</label>
<div class="param-input-wrap">
<input type="number" id="numFunds" class="param-input" value="5" min="2" max="10" step="1">
<span class="param-unit">funds</span>
</div>
</div>
<!-- Kelly-specific -->
<div class="param-group kelly-only">
<label class="param-label">
Kelly Fraction
<span class="param-hint" data-tooltip="Fraction of Kelly bet to use (lower = less variance)">?</span>
</label>
<select id="kellyFraction" class="param-input param-select">
<option value="0.25">Quarter Kelly (25%)</option>
<option value="0.5" selected>Half Kelly (50%)</option>
<option value="1.0">Full Kelly (100%)</option>
</select>
</div>
<div class="param-group kelly-only">
<label class="param-label">
Edge Estimate
<span class="param-hint" data-tooltip="How to estimate your edge over the market">?</span>
</label>
<select id="edgeEstimate" class="param-input param-select">
<option value="historical" selected>Historical Win Rate</option>
<option value="fixed_edge">Fixed 1% Edge</option>
<option value="fixed_edge_2">Fixed 2% Edge</option>
</select>
</div>
</div>
<!-- Run Button -->
<div class="run-container">
<button class="run-btn" onclick="runSimulation()" id="runBtn">
<svg class="run-icon" width="18" height="18" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2">
<polygon points="5 3 19 12 5 21 5 3"/>
</svg>
<span class="run-text">Run Simulation</span>
<div class="run-spinner"></div>
</button>
<span class="run-estimate" id="estimatedTime">~5-10 seconds</span>
</div>
</section>
<!-- Progress Bar -->
<section class="panel progress-panel" id="progressPanel">
<div class="progress-content">
<div class="progress-header">
<span id="progressText">Initializing...</span>
<span id="progressPercent">0%</span>
</div>
<div class="progress-track">
<div class="progress-fill" id="progressFill"></div>
</div>
</div>
</section>
<!-- Results Section -->
<section class="results" id="resultsSection">
<!-- Key Metrics -->
<div class="metrics-row">
<div class="metric-card metric-primary">
<div class="metric-label">Average Return</div>
<div class="metric-value" id="avgReturn">--</div>
</div>
<div class="metric-card metric-survivors">
<div class="metric-label">Avg Return (Survivors)</div>
<div class="metric-value" id="avgReturnSurvivors">--</div>
</div>
<div class="metric-card">
<div class="metric-label">Success Rate</div>
<div class="metric-value" id="successRate">--</div>
</div>
<div class="metric-card metric-risk">
<div class="metric-label">Bust Rate</div>
<div class="metric-value" id="bustRate">--</div>
</div>
</div>
<!-- Secondary Stats -->
<div class="stats-row">
<div class="stat-panel">
<h3>Risk Analysis</h3>
<div class="stat-list">
<div class="stat-item">
<span class="stat-label">Volatility</span>
<span class="stat-value" id="volatility">--</span>
</div>
<div class="stat-item">
<span class="stat-label">Max Drawdown</span>
<span class="stat-value" id="maxDrawdown">--</span>
</div>
<div class="stat-item">
<span class="stat-label">5th Percentile</span>
<span class="stat-value" id="percentile5">--</span>
</div>
<div class="stat-item">
<span class="stat-label">95th Percentile</span>
<span class="stat-value" id="percentile95">--</span>
</div>
</div>
</div>
<div class="stat-panel multi-stats">
<h3>Portfolio Stats</h3>
<div class="stat-list">
<div class="stat-item">
<span class="stat-label">Surviving Funds</span>
<span class="stat-value" id="avgSurvivingFunds">--</span>
</div>
<div class="stat-item">
<span class="stat-label">Survivorship Rate</span>
<span class="stat-value" id="survivorshipRate">--</span>
</div>
<div class="stat-item">
<span class="stat-label">Diversification</span>
<span class="stat-value" id="diversificationBenefit">--</span>
</div>
</div>
</div>
<div class="stat-panel threshold-stats">
<h3>Target Performance</h3>
<div class="stat-list">
<div class="stat-item">
<span class="stat-label">Target Reached</span>
<span class="stat-value" id="targetReached">--</span>
</div>
<div class="stat-item">
<span class="stat-label">Avg Time to Target</span>
<span class="stat-value" id="avgTimeToTarget">--</span>
</div>
<div class="stat-item">
<span class="stat-label">vs Never Stop</span>
<span class="stat-value" id="vsNeverStop">--</span>
</div>
</div>
</div>
<div class="stat-panel kelly-stats">
<h3>Kelly Stats</h3>
<div class="stat-list">
<div class="stat-item">
<span class="stat-label">Avg Bet Size</span>
<span class="stat-value" id="avgBetSize">--</span>
</div>
<div class="stat-item">
<span class="stat-label">Avg Edge</span>
<span class="stat-value" id="avgEdge">--</span>
</div>
<div class="stat-item">
<span class="stat-label">Bets Skipped (No Edge)</span>
<span class="stat-value" id="betsSkipped">--</span>
</div>
</div>
</div>
</div>
<!-- Charts -->
<div class="charts-row">
<div class="chart-panel">
<div class="chart-header">
<h3>Return Distribution</h3>
<button class="export-btn" onclick="exportResults()" id="exportBtn">
<svg width="14" height="14" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2">
<path d="M21 15v4a2 2 0 0 1-2 2H5a2 2 0 0 1-2-2v-4"/>
<polyline points="7 10 12 15 17 10"/>
<line x1="12" y1="15" x2="12" y2="3"/>
</svg>
Export
</button>
</div>
<div class="chart-container">
<canvas id="returnChart"></canvas>
</div>
</div>
<div class="chart-panel">
<div class="chart-header">
<h3>Capital Evolution</h3>
</div>
<div class="chart-container">
<canvas id="capitalChart"></canvas>
</div>
</div>
<div class="chart-panel multi-chart">
<div class="chart-header">
<h3>Fund Survivorship</h3>
</div>
<div class="chart-container">
<canvas id="survivorshipChart"></canvas>
</div>
</div>
</div>
</section>
</div>
<!-- Methodology View -->
<div class="methodology-content" id="methodologyContent">
<article class="article">
<header class="article-header">
<h1>Safe Choices</h1>
<p class="article-subtitle">Assessing the efficiency of "safe bets" on prediction markets</p>
</header>
<section class="article-section">
<div class="callout callout-intro">
<p>Imagine 50 hedge funds, each deploying $100 on a "State Earthquake Trade." Each fund bets on their state NOT being hit by an earthquake (10% annual probability), earning 1.11x if correct.</p>
<p>After 10 years across 100,000 simulations: <strong>17.42 funds survive on average</strong> (range: 4-32). These survivors produced 11% annual returns for a decade. In an efficient market, luck becomes the differentiating factor between investment legends and bankruptcy.</p>
</div>
</section>
<section class="article-section">
<h2>Research Questions</h2>
<p>We explore the efficiency of "safe choices" (markets trading at 90+ cents before resolution):</p>
<ul class="article-list">
<li>How often will traders making random walks across these markets go bust?</li>
<li>How often will they beat traditional benchmarks?</li>
<li>Does stopping at a return threshold (e.g., 12%) improve outcomes?</li>
<li>Does splitting capital across multiple funds improve survivorship?</li>
</ul>
<div class="callout callout-hypothesis">
<strong>Hypothesis:</strong> Inefficiencies in "safe" markets provide opportunities for positive expected value trades exceeding traditional benchmarks like the risk-free rate.
</div>
</section>
<section class="article-section">
<h2>Dataset</h2>
<p>Data collected via Polymarket's Gamma API and CLOB API, filtering out high-variability categories:</p>
<div class="tag-group">
<span class="tag tag-excluded">Sports</span>
<span class="tag tag-excluded">Esports</span>
<span class="tag tag-excluded">Crypto Prices</span>
<span class="tag tag-excluded">Weather</span>
</div>
<p>For remaining markets, we log probability snapshots from 7 days to 1 day before resolution. The dataset covers 2024-2025 and is available on <a href="https://www.kaggle.com/datasets/dhruvgup/polymarket-closed-2025-markets-7-day-price-history/data" target="_blank" rel="noopener">Kaggle</a>.</p>
</section>
<section class="article-section">
<h2>Simulation Model</h2>
<div class="model-steps">
<div class="model-step">
<span class="step-num">1</span>
<span class="step-text">Each day, decide to invest with probability <strong>alpha</strong> (trading frequency)</span>
</div>
<div class="model-step">
<span class="step-num">2</span>
<span class="step-text">Select uniformly at random from eligible markets meeting thresholds</span>
</div>
<div class="model-step">
<span class="step-num">3</span>
<span class="step-text">Remain locked until resolution, then reinvest winnings</span>
</div>
<div class="model-step">
<span class="step-num">4</span>
<span class="step-text">Continue until: bust, target reached, or simulation ends</span>
</div>
</div>
</section>
<section class="article-section">
<h2>Strategies</h2>
<div class="strategy-explainer">
<div class="strategy-box">
<h3>Single Fund</h3>
<p>Deploy all capital sequentially across safe markets, reinvesting all winnings. High risk, high reward.</p>
</div>
<div class="strategy-box">
<h3>Target Return</h3>
<p>Same as Single Fund but stop trading once a target return (e.g., Treasury rate or NASDAQ average) is reached.</p>
</div>
<div class="strategy-box">
<h3>Multi Fund</h3>
<p>Split capital into N independent funds. Tests whether diversification improves survivorship rates.</p>
</div>
</div>
</section>
<section class="article-section">
<h2>Technical Notes</h2>
<ul class="article-list">
<li>Uses actual Polymarket data filtered for 2025+ resolution</li>
<li>Vectorized operations for performance (~1000 sims in 10-20s)</li>
<li>Binary outcomes: win = 1/probability return, loss = total loss</li>
<li>Reproducible results via random seeds</li>
</ul>
</section>
<section class="article-section">
<h2>Limitations</h2>
<p>At $10,000 scale distributed across funds, liquidity isn't a concern. However, scaling this strategy significantly would face real liquidity constraints and potential market impact.</p>
</section>
</article>
</div>
</div>
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