SPREAD AND SLIPPAGE
Polymarket low-spread copy trading, with execution cost in the replay
PolyCCC puts spread, slippage, partial fills and remaining positions into one replay so you can see whether a trader is actually copyable.
Public fills power these pages. Nothing here is investment advice or a return promise.
Baseline
3¢ slippage
Apply a three-cent price concession per side.
Stress
5¢ slippage
Test whether the result survives worse fills.
Sizing
$1.50 per copy
Use fixed sizing and market limits for a practical replay.
Spread and slippage are different
Spread is the gap between quotes. Slippage is the difference between the source price and your execution price.
- Separate quote and execution cost
- Use side-specific price bounds
- Size results by actual fills
Stress replay exposes fragile returns
Compare baseline and worse-price assumptions, with drawdown, open cost and unmarked positions visible.
- Compare 30 and 60 days
- Check 5¢ stress
- Review drawdown and capital use
- Separate realized and floating P&L
Low cost still has limits
The system does not widen prices without limit just to follow every fill. Illiquidity, closed markets and missing inventory can skip an order.
- Account controls price bounds
- One active buy per market
- Sell size is capped by confirmed inventory
- Skip reasons stay in the record
FAQ
- What does 3¢ slippage mean?
- It is a replay assumption, not a guaranteed exchange cost. Actual cost depends on size, book depth and market movement.
- Why run a 5¢ stress replay?
- It tests whether a result depends on ideal fills and shows sensitivity to execution quality.