A strategy on Poly Syncer is a deterministic rule that decides which wallets to mirror, how much capital to deploy on each fill, and when to exit. Strategies are versioned, backtested against the rolling 90-day trade ledger, and can be paused or swapped without unwinding open positions. Whether you are running a hands-off Polymarket copy trade rotation or a tightly-tuned conviction book, the same Polymarket copy trading primitives apply. Five strategies are pre-built and ship to every paid plan; an unlimited custom builder is unlocked on the Elite plan.
Every strategy is just a wrapper around the same execution layer that powers auto copy Polymarket on the homepage — the same Polymarket bot pipeline, same risk gate, same private mempool routing, same per-trade audit trail. The result is fully automated Polymarket trading that behaves identically whether you fire it from a template or compose it yourself.
Pre-built strategies
Top-10 weighted basket
Mirror the ten highest-Sharpe wallets on the Poly Syncer leaderboard, weighted inversely by their drawdown. The basket rebalances on a 24-hour cadence and skips any wallet whose composite score falls below the 80th percentile mid-cycle. This is the closest analog to a quant-equity smart-beta sleeve: you get diversified exposure to the smart-money cohort without picking individual names. Default: 8% allocation per wallet, max 5% single-market exposure.
Politics-only conviction
Tracks wallets that have a 90-day Sharpe above 2.5 specifically inside the Politics and Elections categories, and only mirrors trades where the source wallet has put more than 4% of its book on the position — the conviction floor. Designed for the user who believes political markets are inefficient around primaries, debates, and confirmation hearings, and who wants concentrated rather than diversified exposure.
Sports same-side fade
An inverted strategy. Tracks wallets with a documented negative 90-day Sharpe in Sports — specifically Basketball, NBA, and Soccer — and takes the opposite side of every trade they place. The hypothesis is straightforward: persistently losing wallets in liquid sports markets are persistently mispriced relative to the closing line, and fading them captures that edge. Includes a category-locked stop-loss to keep the fade contained.
Earnings binary spread
Activates only inside the Earnings category. Splits each fill across the two binary legs of an earnings event (beat/miss, raise/cut) using a Kelly-fraction stake derived from the source wallet’s historical edge in that ticker. Works particularly well around quarterly windows when implied probability swings 20+ points in a session. Auto-disables outside earnings season.
Whale-watcher copy
Mirrors any single trade above $50,000 USDC notional from a wallet on the leaderboard top 200, regardless of category. Position is held to source-wallet exit or 72 hours, whichever first. Best treated as a satellite allocation rather than a core holding — large prints aren’t always alpha, but they are always information, and the watcher gives you front-row exposure to either outcome.
The four strategy axes
Wallet selection
Pick a fixed list, a top-N by metric, or a screen with hard floors (e.g. Sharpe > 2 AND drawdown < 15% AND markets_traded > 40). The screen re-evaluates every leaderboard refresh, so the active follow list shifts with performance — a wallet that loses its edge falls out, a new wallet that earns it joins.
Position sizing
Three modes: fixed (a flat USDC amount per fill), proportional (your stake is X% of the source wallet’s stake), and Kelly fraction (size derived from the source wallet’s historical edge and your bankroll). Kelly is the default on Pro and Elite — it sizes you up when the source wallet has demonstrated edge, and down when it doesn’t. We cap at half-Kelly out of the box because full Kelly assumes a stationary edge that prediction markets rarely deliver.
Category gates
Whitelist or blacklist any subset of the 25 Polymarket categories. A common pattern is to whitelist Politics + Crypto + Earnings while blacklisting Sports — concentrating capital where you believe wallets have repeatable skill and the market has the most retail mispricing.
Exit logic
Mirror the source wallet’s exit, or override with: trailing stop (in basis points of the YES probability), absolute stop-loss (USDC), take-profit, max-hold timer, or a category-level circuit breaker that pauses the strategy if drawdown breaches a threshold. Exits trigger through the same private-mempool path as entries.
The Elite custom strategy builder
The visual builder is a drag-and-drop canvas where each axis above is a node. Connect a Wallet Screen node to a Kelly Sizer, route through a Category Gate, attach an Exit Rule, and the canvas compiles into the same internal AST the pre-built strategies use. You can preview a 90-day backtest against the historical trade ledger, save versioned drafts, A/B-test two variants in parallel, and clone any pre-built strategy as a starting point.
The builder is exclusive to Elite. Pro users can run all five pre-built strategies, tune their parameters, and stack up to three at once — which covers the majority of real-world allocation patterns. Compare what each tier unlocks side-by-side on the pricing section.
Risk controls that always apply
- Max single-market exposure — hard cap on USDC at risk per Polymarket question, regardless of how many wallets converge on it.
- Daily loss circuit breaker — pauses every active strategy if intraday drawdown exceeds your set threshold; manual resume required.
- Per-strategy bankroll segmentation — each strategy operates on its own allocated balance so a blow-up in one cannot cascade into another.
- Slippage guard — fills that exceed N basis points of the quoted YES price at signal time are rejected and surfaced in the portfolio activity feed.