Over the past few months, I've been experimenting with automated trading systems on Polymarket.
One of the more interesting ideas I explored was what I call a Last-Entry Probability Capture Strategy.
The concept sounds simple:
Instead of trying to predict market direction, wait until the final moments before resolution and look for markets where the remaining uncertainty appears overpriced.
In theory, you're not forecasting the future. You're attempting to capture the gap between the market price and what appears to be a near-certain outcome.
