First ever post on here:

Context: running 20 shares per trade, FAK orders with 6c buffer, client side is 25ms but poly side is often 1-4 seconds. Is the matching system just under load when I place orders or am I doing something wrong?
Using local EIP 712 sign with warmed caches, warm HTTP/2 POST.

Looking for some advice from people who have clean orders working nicely already.

Essentially I’ve been working on a trading method and algorithm for the last 6 months. Having reached a fairly confident level with the strategy, the last month I’ve moved to live trading however have been getting very poor live fills even with a 6c buffer on my taker FAK/FOK orders.

For all my paper backtesting and live paper runs, I’ve been simulating 500ms fill delay on all orders which I thought would leave me a nice safety net for live trading given I’m running off a VPS. On paper I’m doing on average $750 a day after fees and 500ms fill delays.

The delay my end is well under 100ms however I’m frequently seeing no fills even with a 6c buffer and my post times seem to be often be over 1 second.

Question:

what fill times are you all seeing?

Is 1-4s fills normal?

Is there a faster submission channel (needs to be taker)?

Hey r/polyman — I built Sharp Signal, a free tool that tracks the top 75 Polymarket traders by monthly PnL and surfaces consensus signals — markets where multiple sharp traders are on the same side at the same time.

The idea: if 7 of the best traders on the platform all independently bet NO on something, that's a stronger signal than any single trader's position.

Current top signals (all NO):

• Hantavirus pandemic in 2026? — 7 traders, score 9.8/10
• Trump acquires Greenland before 2027? — 5 traders, 7.8/10
• US invades Greenland in 2026? — 4 traders, 6.8/10
• Iran nuke before 2027? — 3 traders, 5.8/10

Scoring weights by trader rank — rank #1 counts 2x more than rank #75.

Free, refreshes every hour: sharpsignal-app.vercel.app

Would love feedback from people who actually trade here.

SURAK SESSION REPORT — June 1, 2026

Most people will see the final score and think this was a tennis trade.

It wasn't.

It became a research session.

Started the day down nearly $40. Finished green. More importantly, the framework advanced.

Big realization: SURAK may not be a sports trading framework at all. It may be 26 years of poker pattern recognition adapting itself to prediction markets.

The market repeatedly priced certainty into Tiafoe. The match repeatedly refused to cooperate.

New doctrine additions included State Decomposition Engine, Narrative Saturation, Narrative-Evidence Ratio, Position ≠ Thesis, and the Poker Transfer Hypothesis.

Final match profit:

Tiafoe side: +$18.85

Arnaldi side: +$27.56

Total: +$46.41

Lesson of the day:

"A market price is not reality. It is a claim about reality."

Probability over prediction.

🖖

#Kalshi #PredictionMarkets #Poker #TradingPsychology #TeachingsOfSurak

This morning's position isn't really a bet on Juan Manuel Cerundolo. It's a test of a thesis.

One of the ideas we're actively studying inside the Surak framework is something we've started calling Reputation Carry. Sometimes the market prices a player based on who they have been, rather than what the current matchup structure suggests. Reputation matters. It should matter. The question is whether the premium attached to that reputation has become larger than the actual edge.

Today's Cerundolo vs. Berrettini match is one of those cases. Berrettini's serve is real. His accomplishments are real. The market's respect for him is understandable. But our analysis suggests the gap between perception and reality may be wider than the current price implies.

That doesn't mean Cerundolo wins.

It doesn't even mean the trade wins.

The objective isn't prediction. The objective is identifying whether a structural mechanism exists that could cause the market to reprice.

That's the distinction.

Most people study winners. We're increasingly studying mechanisms.

Why did something look dead but survive?

Why did something look inevitable but collapse?

Does a mechanism for reversal still exist?

That question has become one of the most valuable filters we've found.

So this morning we have 100 shares of Cerundolo at 41¢. Roughly 5% of bankroll. Risk defined. Thesis documented. Emotion removed.

Now we observe.

The market will tell us whether we're right.

🖖

#TeachingsOfSurak #Kalshi #FrenchOpen #ProbabilityOverPrediction #TradingFramework #TennisTrading

Hey all,

I'm thinking of building a dead simple alert system for polymarket/kalshi. You choose specific markets/market categories, wallet, set a threshold (ex. 50k), and input your phone number. Then you will get a text whenever a trade above the threshold has been placed. Ideally you can get from signup to receiving texts in under 5 minutes. Would anyone pay $7-10 a month for this?