Dynamic Roster Copytrader
This is a template. The default signal combines leaderboard discovery with rolling PnL evaluation to build a dynamic roster of top-performing wallets for copytrading. The skill handles all the plumbing (leaderboard scraping, wallet scoring, roster construction, copy execution, safeguards). Your agent provides the alpha by tuning roster parameters.
Strategy Overview
Public leaderboards expose which Polymarket wallets are currently profitable. This skill automates the entire copytrading pipeline:
- Discover top wallets from the predicting.top leaderboard
- Score each wallet using SmartScore, win rate, and recent rolling PnL
- Build a ranked roster of the best-performing wallets
- Copy their positions via the Simmer SDK copytrading endpoint
- Rotate the roster each run -- cold wallets drop out, hot newcomers get added
The Edge: Adaptive Wallet Selection
Most copytrading tools track a fixed list of wallets. This skill treats the roster as a living portfolio that adapts to who is performing right now.
Signal Logic
Leaderboard (30 wallets)
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Evaluate each wallet:
- SmartScore (from leaderboard)
- Win rate (from leaderboard)
- Rolling PnL (computed from data-api activity)
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Combined score = 0.4 * norm_smart_score
+ 0.3 * norm_win_rate
+ 0.3 * norm_rolling_pnl
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Sort by combined score, take top ROSTER_SIZE
Filter out wallets with rolling PnL < MIN_PNL
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Feed roster into Simmer SDK copytrading endpoint
Validate each copy trade against conviction thresholds
Execute or skip based on market conditions
Why This Works
- Regime adaptation: Wallets that were profitable last month may be losing now. Rolling PnL captures recent performance, not lifetime averages.
- Multi-factor scoring: SmartScore alone can be gamed. Combining it with actual win rate and realized PnL gives a more robust ranking.
- Conviction filtering: Copy trades are validated against YES/NO threshold bands, preventing blind copying into overpriced or neutral markets.
- Whale exit detection: The copytrading endpoint flags when tracked wallets are exiting positions, allowing the skill to avoid catching falling knives.
Example Roster
| # | Wallet | Score | WinRate | Rolling PnL | Status |
|---|---|---|---|---|---|
| 1 | 0xabc12... | 0.892 | 68.5% | $2,340 | HOT |
| 2 | 0xdef34... | 0.845 | 65.2% | $1,890 | HOT |
| 3 | 0x789ab... | 0.721 | 62.1% | $450 | HOT |
| 4 | 0xcde56... | 0.698 | 59.8% | $120 | WARM |
| 5 | 0xfab78... | 0.654 | 71.0% | $85 | WARM |
Safety
| Guard | Default | What it does |
|---|---|---|
| Paper mode | ON | No --live flag = simulated trades, zero risk |
| MAX_POSITION | $50 | Cap per-trade size |
| MIN_TRADE | $5 | Floor prevents trivially small orders |
| MAX_POSITIONS | 10 | Portfolio-level position limit |
| MAX_SPREAD | 10% | Skip illiquid markets |
| MIN_DAYS | 3 | Skip markets resolving too soon |
| YES/NO thresholds | 0.38/0.62 | Only copy trades within conviction bands |
| MIN_PNL | $0 | Filter out wallets with negative recent PnL |
| COPY_MAX_USD | $50 | Cap per copied position |
| COPY_MAX_TRADES | 10 | Limit trades per run to control exposure |
| buy_only | true | Only copies buy-side trades, no shorts |
| whale_exit_detect | true | Flags when wallets are exiting positions |
| context_ok() | ON | Prevents exceeding max open positions |
Tunables
All parameters are configurable via SIMMER_* environment variables and the Simmer UI:
| Env Var | Default | Description |
|---|---|---|
SIMMER_MAX_POSITION |
50 | Max position size in USD |
SIMMER_MIN_TRADE |
5 | Min trade size in USD |
SIMMER_MIN_VOLUME |
3000 | Min market volume in USD |
SIMMER_MAX_SPREAD |
0.10 | Max bid-ask spread |
SIMMER_MIN_DAYS |
3 | Min days until resolution |
SIMMER_MAX_POSITIONS |
10 | Max open positions |
SIMMER_YES_THRESHOLD |
0.38 | YES threshold for conviction filter |
SIMMER_NO_THRESHOLD |
0.62 | NO threshold for conviction filter |
SIMMER_ROSTER_SIZE |
5 | Max wallets in active roster |
SIMMER_MIN_PNL |
0 | Min rolling PnL to qualify for roster |
SIMMER_COPY_MAX_USD |
50 | Max USD per copied position |
SIMMER_COPY_MAX_TRADES |
10 | Max trades per run |
Remix Ideas
- Category-specific rosters: Only copy wallets that are profitable in crypto markets, or sports, or politics
- Momentum overlay: Weight the combined score by how much a wallet's PnL has increased in the last 24h vs. 7d
- Anti-correlation filter: Avoid copying wallets that all hold the same positions (diversification)
- Decay weighting: Give more weight to recent trades vs. older ones in the rolling PnL calculation
- Exit signal: When a roster wallet exits a position you copied, auto-exit too
- Sharpe gating: Require a minimum Sharpe ratio to filter out lucky gamblers
Dependency
Requires simmer-sdk (pip install simmer-sdk) and a valid SIMMER_API_KEY.