Four Tests to Run Before Taking a Polymarket Trading Bot Live

A profitable backtest does not guarantee a trading bot will perform well in live markets, since flawed assumptions can inflate simulated results. The article recommends checking four areas, starting with whether the strategy relies only on information that was actually available at decision time, to avoid look-ahead bias. It also warns that historical prices may not reflect executable fills, so entry prices and order liquidity should be tested for sensitivity. Results should remain positive after accounting for fees and other trading costs, especially for strategies built on frequent small gains. Finally, the author advises validating the strategy on out-of-sample data kept separate from development to reduce the risk of overfitting.