Backtesting

ETH 15m VWAP Strategy Data for Polymarket

Research ETH 15m Polymarket VWAP strategies with historical order books, volume-weighted prices, spreads, and settlement data.

ETH 15m VWAP strategy data helps quantify when Ethereum prediction markets are trading rich or cheap compared with their own volume-weighted path.

What To Test

  • VWAP deviation entries after sharp ETH reference-price movement
  • Spread-aware exits before market close
  • Depth imbalance filters for UP and DOWN books
  • Strategy performance across resolved 15-minute samples

Why It Matters

Fifteen-minute ETH markets combine enough trading activity for signal formation with a short enough lifecycle to produce repeatable backtest samples.

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