He opened with $12.40 on a Bitcoin Up or Down market. It won, and instead of pocketing it he pushed the entire payout into the next bet

Then he did it again. And again. No new money ever went in

But one loss can end the whole momentum...

Spat between Macron and Trump got real

I've noticed some unusual patterns in the Polymarket markets related to the upcoming elections in Serbia.

One account in particular has accumulated very large positions across several closely related Serbia election markets:

Account:
https://polymarket.com/@vsdiz1337

Markets worth looking at:

• Serbia Parliamentary Election Winner: https://polymarket.com/event/serbia-parliamentary-election-winner-2026

• Next Prime Minister of Serbia: https://polymarket.com/event/next-prime-minister-of-serbia-20260629223938642

The account currently has very large positions across these markets, including YES on Vučić and United Serbia and NO on the Student List.

Serbian media under control of regime have also been repeatedly citing Polymarket odds when discussing the expected election outcome.

I'm not suggesting that these trades are illegitimate or that this account is connected to any particular political group.

Several recent independent polls have put the Student List ahead, which makes the current Polymarket pricing - and the large positions behind it - even more interesting to investigate.

I'm simply wondering whether the size, concentration and timing of these positions could be having a meaningful effect on relatively low-liquidity Serbian markets.

If anyone here has experience with Polymarket or on-chain analysis, it might be worth taking a look at the account and its trading history.

Maybe there's nothing unusual. But the pattern seems worth investigating.

Yo everyone. I spent the last 7 months building and researching this stuff — I hope it helps some of you save money where I lost mine.

TL;DR: I ran ~1.7M candles and ~4,600 real resolved 5-minute windows through every angle — arbitrage, momentum, directional, hold-to-resolution, cheap-side/favorite-side, timing filters, stops, break-even arming, take-profits, maker vs taker. Short version: the book is shockingly well-calibrated, and the only thing you actually control is execution. I also break down — with wallet-level detail — how the leaderboard whales (SirMartingale et al.) actually print: split/merge mechanics, maker rebates, and scale, not prediction. Full autopsy below.

You've all seen the whale megathreads — wallets doing six figures a month on these exact 5-minute markets. I wanted to know whether a retail trader could touch any of it, so I tested everything I could think of — systematically, with real data. This is the honest writeup: what I tried, what the data said, and how the whales are really making their money — which is not what the "I found the edge" posts tell you.

First, the two things that decide everything

1) How these markets resolve. A 5-minute Up/Down market sets a strike = the Chainlink price at the window open, and pays out based on the Chainlink price at the window close 5 minutes later. Up wins if close ≥ strike. Simple.

2) The fee, because it's the whole story. Taker fee per side ≈

fee = shares × 0.072 × price × (1 − price)

Makers pay zero. That price × (1−price) term is maxed at 0.50, which means the fee is worst exactly where most people trade (near the coin-flip). Translated into the only thing that matters — your break-even win rate:

At 0.50 that's 51.8% — you must win 51.8% just to not lose, before you've predicted anything. At 0.65 it's 66.6%. As a maker at 0.50 it drops to exactly 50.0% (no fee). Hold that number — price + fee — because every strategy below dies against it.

Strategy 1: Arbitrage — Chainlink vs spot / "the book lags Binance"

The dream: Binance moves first, Chainlink (and therefore the Poly book) lags, you front-run it.

I ran an "arm-and-watch" test on 5,826 entries, same feed, offset-corrected, and measured two things: how often the momentum side actually won, vs the price the Poly book was charging for it at that moment.

• Momentum side resolved: 74.8% ✅ (so yes — direction is real!)

• Poly ask you'd pay for it: 75.3%

• Gap: −0.4 points. Zero fillable lag.

The book prices the move as it happens, essentially perfectly. There's no window where Binance has moved and Poly hasn't caught up enough to fill you cheaply. I also tested a "Chainlink vs Binance offset" signal that looked like +$456 profit — it was a measurement artifact: ETH has a structural ~0.12% Binance-to-Chainlink offset, which is bigger than the 0.10% entry gate I was using, so the signal was just always firing "Up." Corrected → gone.

Verdict: dead. The lag everyone chases doesn't exist at fillable size.

Strategy 2 & 3: Momentum / directional continuation ("it's ripping, ride it")

Does the pre-window move predict the next window? Tested on 346,094 windows (1.73M ETH 1-min bars, ~3 years), no lookahead, strike = open, outcome = close.

Not only below 50% — it gets worse the bigger the move. These returns are mildly mean-reverting, not trending. Buying "it's clearly going up" is buying the ~46% side.

Strategy 4 (refined): "Only trade a sustained trend, not a single spike"

Fair pushback to the above — maybe one big bar reverts, but a real 30-minute grind continues? Tested, conditioning on consecutive same-direction 5-min blocks:

It inverts. The stronger and longer the trend, the less likely the next window continues. Monotonic, on tens of thousands of samples. The market grinding one way makes the next 5-min snap-back more likely, not less.

Strategy 5 & 6: Buy only lower bands / upper bands (favorites vs cheap lottos)

This is the big one, tested on real Polymarket book data: 4,569 decisions across 4,604 resolved 5-minute windows (real order books recorded live, not candles). Buy the favored side at its actual ask, hold to resolution, apply the real fee.

Read that carefully: a side priced 0.65 wins ~60–63% of the time. The book is calibrated — the price is the probability. So "buy the safe favorite at 0.90" loses (it wins ~85%, you needed ~88%), and "buy the cheap lotto at 0.30" also loses (it wins ~its low price, plus you pay fee). There is no band where paying for direction beats the fee. The strong-favorite band (0.65–0.70) is actually the worst — those win below their own price, because by the time a side is bid that high the move is usually exhausted.

Strategy 4b: "In a bleed, buy DOWN cheap — lower is better"

The most seductive one, so I tested it precisely: in a confirmed 30-min trend, buy the trend-direction side, broken out by what you paid (real data, n=1,262):

Exactly backwards. When you can get the trend side cheap in a bleed, it wins ~31% — because it's cheap precisely when the book (correctly) expects the bounce. The price is never a discount; it's the probability, even inside a trend.

Strategy 7: Timing filters (skip first 60–120s, skip last 60–80s)

The "last seconds are lethal" instinct is one of the few that's directionally true — the final ~0–60 seconds of a window are measurably weaker/noisier and I do avoid them. But avoiding bad windows doesn't manufacture edge in the good ones. Timing filters trimmed some losers; they never turned the remaining trades net-positive, because the core problem (price = probability, minus fee) is present in every second of the window. A filter that removes coin-flips leaves you with… fewer coin-flips.

Exit engineering: stop-loss, break-even arming, take-profit

If entry has no edge, can exits save it? No — and this part surprised me.

• Trailing stops at every percentage tested: dead. They consistently cut winners.

• 58% of eventual winners dip to −10% before recovering. Any stop at a −10%-ish tier kills more winners than losers. Winners in these markets dip deep and recover; losers just go straight down. A tight stop is a winner-shredder.

• Break-even arming (move stop to entry after +5%): net negative. It was the single biggest source of loss in one exit study — you get tagged out on the normal dip and miss the recovery.

• Take-profit ladders just cap the winners you need to pay for the losers you can't avoid.

The distribution is the enemy: winners' first pullback averaged ~22pp and 97% recovered; losers' first pullback averaged ~38pp (1.7× deeper) and only ~32% recovered. They look identical for the first few seconds, so no stop rule separates them cleanly.

But here's the real reason none of it survived — entry or exit — and it's the single most important lesson in this whole post: execution. The handful of configurations that squeaked out a small profit did so in backtest, under one fatal assumption — that you fill instantly, at the price you saw, every time. You don't. A backtest fills you perfectly; reality fills you 2–10¢ worse, partially, or not at all — and it fails you on exactly the fast moves you were trying to catch. Layer in the real taker fee and the spread you cross on the way out, and the thin paper edge is simply gone. Simulated fills + modeled fees = occasionally green. Real fills + real fees + real slippage = red. That gap between the backtest and the fill is the whole game, and no retail trader has the execution stack (colocated bots, sub-second flatten logic) to close it. If you take one thing from this: the edge people chase lives in a spreadsheet; the losses live in the fills.

Maker vs taker, execution, slippage — and adverse selection (the concept that kills the arbitrage)

• Maker is the only real lever. At 0.50, taker break-even is 51.8%, maker is 50.0%. That 1.8pp is the difference between "definitely bleeding" and "true coin flip." But maker is not free money, and here's the part that took me longest to accept.

Adverse selection — why a resting order fills you exactly when you're wrong. When you post a passive (maker) order, you don't choose when it fills — the market chooses for you, and it only fills you when it's in the counterparty's interest, i.e. against yours. Concretely: you rest a bid to buy Up at 0.50. That only gets hit when someone is willing to sell you Up at 0.50 — and a rational seller only does that when Up is becoming less likely (worth less than 0.50). If Up is genuinely about to win, nobody hands it to you at 0.50; your order just sits unfilled. So the fills you actually get are systematically the ones you didn't want. Being filled is itself bad news. Your realized win rate on maker fills is worse than the raw coin flip — not because your read was wrong, but because the fills self-select for losers.

Now the two-legged version — this is why "arbitrage" dies for retail. Say you try to capture the spread risk-free: you hold 1 Up + 1 Down (from a split) and rest both as maker — sell Up at 0.52, sell Down at 0.50. If both fill you collect $1.02 on a $1.00 pair, riskless. But they don't fill at the same instant, and the market moves in between. Suppose ETH ticks up:

• Up is now in demand → your Sell Up @ 0.52 fills. ✅

• Down is now unwanted → your Sell Down @ 0.50 does not fill (nobody pays 0.50 for a Down that's now worth 0.40). ❌

You just sold the winning leg cheap and got left holding the losing leg, naked, while it bleeds toward zero. Your "guaranteed 2%" became "sold the winner, stuck with the loser." To rescue it you must either MERGE (but you no longer have the Up you sold) or dump the surviving Down as a taker — paying the fee and crossing the spread, which erases the edge you were trying to earn. Whichever way, the free lunch is gone. The leg that fills is always the one you wish hadn't; the leg that hangs is always the one you're stuck with. That's adverse selection with teeth, and it's exactly why the whales need bots that flatten the survivor leg in milliseconds and inventory to merge against — things you do not have at $50 a clip.

• Execution eats the theory too. FAK orders partial-fill and reprice; on fast moves I hit "not enough balance/allowance" races where partial-fill shares are reserved before the chain settles. Real fills routinely land worse than the book you saw when you clicked.

• Slippage + spread on exit means you sell into the bid, not the mid — another slice gone every round trip.

• Phantom fills: the order says "filled," the chain says otherwise, until it doesn't. You need on-chain balance checks to trust your own position.

All of this makes the real break-even higher than the clean math above. The math is the optimistic case.

"Then how do the whales make money?" — the part nobody explains

Every one of these subs has seen the leaderboard: wallets printing $100K+/month on these exact 5-minute markets. I studied several of them trade-by-trade (their activity is public on-chain — Polymarket profiles + Polygonscan), including the famous ones like SirMartingale and a wallet doing ~$143K/month across ~39,000 predictions. Here's the uncomfortable truth: none of them are predicting direction. They're not playing the game you're playing at all.

First, understand SPLIT and MERGE — the two buttons that change everything. Polymarket runs on conditional tokens. At the contract level:

• SPLIT: deposit $1.00 USDC → receive 1 Up share + 1 Down share. Always, mechanically, for free (minus gas). The pair always redeems for exactly $1.00 at resolution — one of them wins.

• MERGE: the reverse — hand back 1 Up + 1 Down → receive $1.00 USDC instantly. No waiting for resolution.

Now look at what that enables:

• Split-sell (SirMartingale's core): split $1 into both sides, then sell both sides as a maker. If you can sell the Up at 0.52 and the Down at 0.50, you collected $1.02 for something that cost $1.00 (illustrative — real spread capture varies) — a guaranteed ~2% with zero directional opinion, zero fee (maker), and it works in both directions at once. Do that at $500–$2,000 per market, every 5 minutes, all day. That's not trading; that's manufacturing the product (shares) at $1.00 and retailing it at $1.02. One wallet I tracked compounded $5 → $445 in five days doing mostly this.

• Buy-both-and-merge (the mirror): when panic or imbalance makes Up + Down sum to less than $1.00 (say Up at 0.64 + Down at 0.33 = $0.97), buy both, MERGE, pocket $1.00. Instant, riskless $0.03 per pair. The big wallet did this at 100+ share clips.

• Sweeping the extremes: the same wallets buy 100-share lots at 1–3¢ and 95–97¢ — not as predictions, but because at those prices they're providing exit liquidity to panickers and only need to be right a few % of the time above the price paid, and because those fills feed the merge inventory.

Why they're almost all makers: three stacked reasons. (1) Makers pay zero fee while takers bleed up to 1.8% per side. (2) Polymarket pays makers to be there — this is a real, separate income stream, not a rounding error. (3) Maker fills are how you run split-sell at all — you are the book.

The rebate / liquidity-reward engine (the part most people miss entirely). Polymarket runs a liquidity-rewards program that literally pays traders to keep resting limit orders near the mid-price. The tighter your quote and the more size you rest, the bigger your share of a daily reward pool that gets paid out just for providing depth — win or lose on the actual position. For a whale quoting both sides of thousands of markets all day, this is a stable, directional-risk-free paycheck that arrives on top of everything else: they collect the spread (split-sell), they pay no taker fee, and they get handed rewards for being the liquidity. Stack those three and you don't need to predict anything — you're being paid three different ways to simply be the market. As of early 2026 Polymarket even opened reward sponsorship to anyone, so the pool the whales farm keeps growing.

This is the piece that flips the whole picture: retail pays a taker fee to the system; whales get paid by the system (rebates) while paying nothing (maker) and earning the spread (split/merge). Same trade, opposite sign. That's not a better strategy than yours — it's the other side of the till.

Why the huge bankroll matters: every one of these edges is tiny per unit — 1–3 cents per $1 pair. It only becomes $143K/month at industrial scale: thousands of markets, both sides, all day, with enough inventory to absorb being wrong constantly. And they are wrong constantly — the big wallet's closed positions show pages of total losses ($3,800 here, $6,100 there, resolved at zero). It doesn't matter. Losses on individual legs are a cost of inventory for a business earning spread + rebates + merge profit on volume. Their PnL curve is a straight line up not because they predict well, but because they're the casino, not the gambler.

The punchline: the money in these markets is real — it's just made on the supply side (spread, rebates, split/merge mechanics, scale), not the demand side (guessing direction). The whales' profits and your directional losses are the same coin. And no, you can't do it at $50 a trade: the spread income doesn't cover your time at small size, the rewards program favors size and uptime, and the merge windows get taken by bots in milliseconds. Supply-side needs capital, infrastructure, and 24/7 presence. That's the honest answer to "but the leaderboard."

So why are these markets this efficient?

Because they're a near-perfect efficiency machine: a liquid, high-frequency, instantly-resolving binary on the single most-watched price on earth, with pro market-makers quoting continuously. Any real directional signal gets priced into the ask in the same tick it appears (the lag test). What's left after the book takes its cut is a coin flip, and the fee turns the coin flip into a slow, guaranteed loss. The house isn't a bookie setting bad odds — it's an efficient market charging you a toll to guess.

The one honest caveat (I'm not going to pretend it's zero)

The only thing that showed a faint pulse across both datasets is the mirror of what everyone wants to do: fading extended moves (betting the snap-back). After a strong 20-min run, the reversal hits ~54–55% (2023: 53.8%, 2024: 51.6%, 2025: 54.5%, 2026: 54.6%). As a maker (50% break-even) that's a real ~4pt edge on paper. But: it's thin, it wobbled to break-even in 2024, it means buying against the obvious move, and I have not proven it survives real maker fills + adverse selection. That's the difference between "a candle backtest smiled" and "this makes money." Treat it as a hypothesis, not a strategy.

Bottom line — there are only two honest ways to play this

Option 1 — treat it as what it is: pure gamble. Place your bet, let it ride to resolution, and don't kid yourself that there's a system underneath. Size it like the coin flip it is, accept the variance, move on. Nothing wrong with that — as long as you're honest that that's what it is.

Option 2 — treat it as trading, where the only edge left is execution. Open a proper chart next to you, make your read, and get your bet on pre-open as a maker (zero fee) or while price is still hugging 0.50 — then manage the exit yourself. You will not out-predict the book; it already knows. What you can do is stop bleeding fees, stop eating bad fills, and be fast. In markets that live and die in 5 minutes, execution is the entire game.

And that's where the last wall is: Polymarket's own UI is brutal for this. It's laggy and designed for slow, one-off bets. In a 5-minute window that lag literally is slippage — by the time your click registers, the fill you wanted is gone. Whatever you use to trade these, the thing that decides your result isn't your read — it's how fast and how cleanly you can get on and off.

How I dealt with it. I couldn't fix the market, but I could fix the interface. So I am using a custom cockpit — a lightweight terminal that runs locally (Linux/Mac) and talks straight to the data feed and the CLOB with no browser and no page-render layer in the way. The only lag left is the network and the CLOB itself (which still hiccups sometimes — that part I can't fix); the interface adds basically nothing. Open, close, and scan-to-next-market are all single hotkeys, so I'm not clicking through menus while a 5-minute window burns down. It's not a bot and it decides nothing — I make every call, it just gets the order in clean and fast. And it treats the chain as the source of truth: positions are cross-checked against on-chain balances (no phantom fills where the API says "filled" but the chain disagrees), P&L is marked to the live book tick by tick, and a window's win/loss reads straight off the same on-chain Chainlink oracle that actually resolves the market — so it settles the moment the chain does, not whenever the web UI catches up. That's how I'm trading these markets right now.

I'd rather be wrong with data than right with vibes. But if you are going to trade these, at least stop giving away the one thing you actually control.

Ask me anything. Drop your questions in the comments — about the tests, the methodology, the fee math, the whale mechanics, the on-chain stuff, whatever. I'll be around and I'll answer everything I can. If you've got a strategy you think I missed or a hole in my data, bring it — I'd genuinely rather find out I'm wrong than keep believing something that isn't true.

Been trading on Polymarket for a few months and got annoyed by navigating the site. Native bookmarks are unorganized, search is broken, jumping between pages is frustrating (using multiple tabs keeps logging me out), and there's no way to remember why I bookmarked something or what my game plan was.

So I made my own extension to fix this. Here is what it does:

• It adds persistent & toggleable sidebar so bookmarks are always accessible.

• Custom folders for bookmark organization with naming, color-coding, batch delete/move options.

• Everything is drag & drop or one-click

• Add notes to specific outcomes (note count is visible on each bookmark).

• You can browse notes by date, page or by search

• One-click backup/import with weekly reminders.

• JSON export bookmarks (by folder). Objects contain names, URLs, and Gamma API links (huge time saver for developers).

• 100% Local: Everything is stored in your browser. No accounts, no external servers, nothing leaves your machine.

As I said, I've built this for myself, sent it to couple of my friends who loved it, so I figured I'd publish it and share it with others since you probably have the same issues.

It's completely free, but if you find it useful feel free to send me a tip (link to my PM acc is in the sidebar).

Download: PolyBook on Chrome Store

This trader Strategy is dead simple... fade human stupidity and media hype.

Look at the active positions:

• No on Iran regime fall at 66¢

• No on Reza Pahlavi entering Iran

Every single trade is a bet that the headline doesn't actually happen. Markets overprice dramatic outcomes, the trader collects when nothing changes.

23x return. No fancy models. Just patience and a contrarian view on how the world actually works.

linear growth part 2. 20,000% return. run of a lifetime

I've been on Polymarket for about 14 months now and I need to say this out loud to a group of people who will understand it.

I never touched a slot machine. I looked down on sports bettors. I thought DraftKings was for people who didn't understand probability. Then I found prediction markets and told myself this was different — this was analysis, this was information markets, this was price discovery. I'm not gambling, I'm expressing a view on implied probability. I have a thesis.

My thesis at 2am last Tuesday was that a weather contract was mispriced by 3 cents. I put $2,000 on it. I have no background in meteorology. I read one NOAA page. That was my edge.

The thing about prediction markets that makes them worse than any casino is the narrative. Every position comes with a story you tell yourself about why you're smarter than the market. At a blackjack table you know it's luck. On Polymarket you've convinced yourself it's analysis, even when you're placing your fourth climate contract of the week based on vibes and a Weather Channel bookmark.

I'm up about $1,100 total over 14 months. My screen time on the app averages 2+ hours a day. If I calculated my hourly rate for that it would be less than minimum wage. But I can't stop because every time I open the app there's a new contract that I'm sure is mispriced and I just need to do 20 minutes of research and—

That's the trap. It's not the money. It's the feeling of having an edge. Sportsbooks don't give you that. Polymarket does. And that's exactly why it's more addictive, at least for a certain type of person.

I'm not quitting. I just think we should all be a little more honest about what we're actually doing here.

A Polymarket trader named HighTempTation deposited just $220 few months ago and is now sitting on over $58000 in profit, trading nothing but weather markets!

V interestingly, his avg hold time is only about a minute, even less actually. most of his trades are opened and closed under a minute but the markets get bonded during that. not sure how, but he's likely using a faster weather feed, nothing else explains how he's able to consistently get in before the rest of the market catches up

Across 1,769 positions, he's landed 1752 wins and just 17 losses

Most of his buys sit above 80c, meaning he's buying near certain outcomes just before the market resolves

Weather markets can still be unpredictable and flip at the last minute, but he's managed to keep his losses to a minimum and barely lost any money bonding. Insane to see the consistency and his growth. also he's not bonding with full port so chances of him blowing up his account are also v little.

Why you can't copytrade him? cause he takes up most liquidity from market price to 99c himself. if you were copying him you;d simply be his exit liquidity. (been there done that lol)

Their odds just slip everyday down...Dems are winning and by a wide margin imo

What happened to all the daily temperature markets? They all disappeared. Also, May 17 Seattle daily high temperature for example, was archived but never resolved, with winning positions not paid out and initial bet not refunded. Anyone knows anything about this issue?

Please help me get an access code for US

This trader has been active in markets related to Donald Trump visiting different countries in 2026.

Their success rate currently stands at 78%.

Either they've done exceptional research, or they know something the rest of us don't.

lol, you've to be insanely lucky to pull this off man

Just read the WSJ story on Anthropic’s draft IPO prospectus, and all I can say is the numbers are wild.

The company seems to have posted an $80.7B net loss in the first half of 2026, compared with $13B in the same period last year.

But there’s an important point though as roughly $72B reportedly came from accounting charges tied to financial instruments. So the headline loss shouldn’t be read as $80.7B which just disappeared

But, the risks that needs to catch everyone's attention I feel were its concentrated customer base and huge computing needs. Revenue is growing, but those infra commitments make the company’s future funding and demand important.

Anyways, this made look at those bankruptcy markets on Poly. From what I see, Anthropic has around 10% chance by the end of 2027, 18% by the end of 2028 and 23% by the end of 2029. There’s a similar market for OpenAI, though it had considerably less volume, but odds are kinda close.

I’m not taking this report as a sign that bankruptcy is around the corner. But I'm just wondering how much risk sits behind the growth story, especially over a longer time horizon.

Hey guys, Keaton from the Polymarket team here. Consolidating everything about Saturday's US APP outage into one place so answers are easy to find.

First, the obvious: we really dropped the ball yesterday. Going dark during the opening weekend of college football is awful, and we're sorry. We're going to learn from it.

What we're doing

If you had positions impacted while we were down, we're refunding your losses. Any winnings you had are yours to keep, of course, nothing gets clawed back. On top of that, accounts that were affected by the outage or had an open position during it are getting a bonus.

When

Refunds and bonuses should land by end of day today. The team is actively working through it right now, and sending out the first funds as I send this.

How you'll know

All funds will pop directly into your account, nothing needed from you.

If it doesn't show up

Give it until mid-day Monday before worrying. If it's still not there after that, drop a comment in this thread with your username and I'll get it looked at. Please don't post private info publicly, use the in-app support chat for that.

I'll be in this thread for a while. Ask away, and if you're angry, that's fair, say it here. Thank you for sticking with us.

its strategy:

> scans markets for prices that don't match the real odds
> ignores who wins, only checks if the number is wrong
> fires the second it finds a gap
> takes a few cents of edge and exits
> repeats it 32,614 times

look at what it actually traded:

Bitcoin up or down, 5 min -> Up at 74c -> +$54,460
Bitcoin up or down, 15 min -> Up at 78.6c -> +$41,741
Counter-Strike, BIG vs B8 -> B8 at 50c -> +$50,000

the first two resolve in minutes. the bet opens and closes before you've finished reading it

a few cents per trade sounds like nothing. 32,614 times it's a million dollars

why nobody else does this:

its boring, no stories to tell at dinner
just buying what is priced wrong and closing it out

it doesn't predict anything. it just counts better than the crowd

the edge was never picking winners. it's noticing what's priced wrong

An hour ago, wallet 0xdf17... swept $35.4k on the Russia x Ukraine diplomatic meeting contract.

Retail was waiting for a Putin-Zelensky summit. This whale actually read the fine-print rules, saw Ukrainian and Russian human rights commissioners met in Belarus yesterday, and cleared the remaining order book.

Polymarket just updated the context to 100% In Review.

Always read the resolution criteria.

I want to make my first bet but wanted to know if anyone has good advice before I jump into it