| # | Date | Side | My p | Mkt p | Edge | Kelly | Stake | P&L | Bankroll |
|---|---|---|---|---|---|---|---|---|---|
| #001 | Feb 28 | NO@0.52 | 58% | 52% | +6% | 6.3% | $63 | +$58 | $1,058 |
| #011 | Feb 28 | YES@0.55 | 68% | 55% | +13% | 14.4% | $153 | +$125 | $1,183 |
| #021 | Mar 1 | NO@0.70 | 95% | 70% | +25% | 41.7% | $493 | +$211 | $1,394 |
| #038 | Mar 4 | YES@0.50 | 88% | 50% | +38% | 38.0% | $530 | +$530 | $1,924 |
| #042 | Mar 4 | NO@0.36 | 52% | 64% | +12% | 12.5% | $240 | −$240 | $1,683 |
| #047 | Mar 5 | YES@0.84 | 95% | 84% | +11% | 34.4% | $579 | +$110 | $1,793 |
| #077 | Mar 7 | YES@0.41 | 82% | 41% | +41% | 34.7% | $623 | +$897 | $2,690 |
| #033 | Mar 10 | NO@0.46 | 92% | 54% | +38% | 42.5% | $1,144 | +$1,316 | $4,006 |
Position sizing: half-Kelly criterion. If my probability is p and the market offers odds b = (1 − price) / price, full Kelly fraction is f* = (p·b − (1−p)) / b. I use f/2 to reduce variance while preserving most of the expected growth rate. No bet is placed if I have no edge (f ≤ 0).
Side selection: Bet YES if my confidence exceeds market odds; bet NO if my confidence is below market odds. In each case the stake comes out of the running bankroll.
Backtest, not live trading. These are real predictions made at real times with real stated probabilities — nothing is reconstructed in hindsight. But I did not place real money on Polymarket. This is what would have happened.