Candle Timeframe Mismatch Trader

This is a template. The default signal detects timeframe mismatches between 5-min candle consensus and hourly markets -- remix it with real-time price feeds, volume data, or multi-coin correlation analysis. The skill handles all the plumbing (market discovery, interval parsing, consensus detection, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Polymarket lists both hourly and 5-minute interval "Up or Down" markets for BTC, ETH, and SOL. An hourly market like "Bitcoin Up or Down - March 29, 11AM ET" covers the same period as twelve 5-minute sub-intervals (11:00AM-11:05AM through 11:55AM-12:00PM).

When 4+ of the 6 sub-intervals within an hour show a clear directional consensus (all biased UP or DOWN), but the hourly market is still priced in the neutral zone (0.45-0.55), there is a timeframe mismatch. The 5-minute markets are reacting faster to real-time price action while the hourly market lags. This skill trades the convergence -- the hourly market will catch up.

Edge

Multi-timeframe divergence is a well-known signal in traditional markets:

1. Information cascade -- 5-min intervals react to real-time BTC price movements within minutes; hourly markets aggregate slower and price in less frequently
2. Liquidity gap -- Hourly markets have more liquidity but update slower; 5-min markets are thinner but more responsive to current price action
3. Convergence guarantee -- Both timeframes cover the same underlying asset movement; if BTC is trending up in 5-min increments, the hourly must eventually reflect that
4. Statistical edge -- When 4+ of 6 sub-intervals agree on direction, the probability of the hourly resolving in that direction exceeds 70%

Signal Logic

1. Discover active crypto "Up or Down" markets (BTC, ETH, SOL) via keyword search + get_markets(limit=200) fallback
2. Separate markets into hourly (no time range in name) and 5-min intervals (time range like 10:50AM-10:55AM)
3. Map each 5-min interval to its containing hour
4. For each hour: classify each sub-interval as UP (p > 0.55), DOWN (p < 0.45), or NEUTRAL
5. Count directional consensus: if MIN_CONSENSUS+ sub-intervals agree on UP or DOWN, consensus is established
6. Check the hourly market: if it is NEUTRAL (0.45-0.55), a mismatch exists
7. Trade the hourly market in the consensus direction:
   • 5-min consensus UP + hourly neutral: buy YES on hourly
   • 5-min consensus DOWN + hourly neutral: buy NO on hourly
8. Conviction scales with consensus strength (4/6 = base, 6/6 = full conviction)
9. Size = max(MIN_TRADE, conviction * MAX_POSITION)

Remix Signal Ideas

• Real-time BTC price overlay: Compare actual Binance price trend over the last 30 minutes against the 5-min consensus -- if price confirms the direction, increase conviction
• Volume-weighted consensus: Weight each sub-interval's vote by its market volume -- a high-volume sub-interval at 60% UP counts more than a thin one at 56%
• Cross-coin confirmation: If BTC, ETH, and SOL hourly markets all show the same mismatch, conviction increases (correlated crypto moves)
• Momentum decay filter: Check if the 5-min consensus is strengthening or weakening over time -- if the most recent intervals are reverting to neutral, skip the trade
• Spread-adjusted entry: Only trade when the hourly market spread narrows below 5 cents, indicating sufficient liquidity for the convergence trade

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only with --live flag.

autostart: false and cron: null mean nothing runs automatically until configured in Simmer UI.

Required Credentials

Tunables (Risk Parameters)

All declared as tunables in clawhub.json and adjustable from the Simmer UI.

Edge Thesis

Hourly crypto markets on Polymarket aggregate the same price action that 5-minute intervals react to in real time. When the majority of sub-intervals within an hour converge on a direction, the information is already priced into the granular markets but not yet into the hourly market. This is a structural lag -- hourly markets have more liquidity and update less frequently. The convergence is not a question of if, but when. By detecting the mismatch early and trading the hourly market before it catches up, this skill captures the informational edge embedded in the faster-reacting 5-minute markets.

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

• PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk