Backtesting

Prediction Market AI Backtesting

Prediction market AI backtesting combines agent-generated strategies with historical order book replay and settlement-aware results.

Prediction market AI backtesting is the process of using an AI assistant or agent to generate strategy rules, then testing those rules on historical prediction-market data. For Polymarket, the important part is not the prompt; it is whether the replay respects order book mechanics.

Why Prediction Markets Are Different

Prediction-market prices are probabilities, contracts settle to fixed outcomes, and liquidity can disappear near resolution. Backtests need settlement metadata, market lifecycle context, and execution-aware fills.

AI Agent Use Cases

  • Generate first-draft strategy rules from prompts.
  • Compare mean reversion, momentum, and scalp variants.
  • Run the same idea across many resolved markets.
  • Summarize where the strategy works and where it fails.

Evaluation Checklist

Use total PnL, win rate, average PnL per market, drawdown, slippage, and market failure count. A good AI-assisted workflow makes these metrics inspectable instead of hiding them behind a single score.

Related Resources

Core Polymarket Data Resources