This guy used Grok Bot to build a Quant Arbitrage system that made $8,045 a day on Polymarket
The result is already +$1,262,999 PnL in 157 days with about $873 per average trade, repeating the same setup 41 times every hour across crypto "Up or Down" markets
Several AI agents work together as one system:
1. The bot continuously tracks the average cost of both outcomes
Instead of looking at one fill, it recalculates the weighted average after every order:
Average Up = Total Up Cost / Up Shares
Average Down = Total Down Cost / Down Shares
So dozens of small fills gradually change the real cost of the position
2. Arbitrage appears only when the matched inventory costs less than 100¢
For equal amounts of Up and Down:
Arb Edge = 100¢ - (Average Up + Average Down)
If:
Average Up + Average Down < 100¢ → locked arbitrage
Average Up + Average Down > 100¢ → no locked edge
The bot keeps repricing and adding orders until part of its Up and Down inventory can be paired below the 100¢ settlement value
This trader’s Polymarket account:
polymarket.com/@0xb55fa1296e…
Most profitable trades:
$20,877 → $30,781 (+$9,904)
$1,767 → $10,655 (+$8,888)
$5,058 → $12,800 (+$7,742)
The strategy is built around the average cost of both sides rather than the result of any single trade