Backtesting

1h BTC VWAP Strategy Data for Polymarket

Access hourly BTC Polymarket data for VWAP-based strategies with full order books, depth, spreads, and volume-weighted signals.

1h BTC VWAP strategy data is built for testing hourly Polymarket BTC Up/Down strategies that compare volume-weighted fair value against live probability, spread, and depth.

What You Can Calculate

  • Hourly VWAP and TWAP curves for market-implied probability
  • Deviation bands between prediction-market price and reference BTC movement
  • Liquidity-adjusted entry and exit rules using full depth
  • Realistic fills against historical bid/ask ladders

Strategy Workflow

Replay each resolved BTC 1h market, compute VWAP over rolling windows, then test entries when the current order book trades above or below fair value after accounting for spread and slippage.

Related Resources