SignalVector runs five independent signal sources across Kalshi and Polymarket to find mispriced contracts. Every trade is Kelly-sized, passes ten risk checks, and exits on rules, not impulse.
0
Signal sources
0
Risk checks per order
0
Automated exit triggers
The problem
Your current setup
The workstation
This is the live execution terminal. Every scan, score, and order attempt streams in real time — armed, polling every three seconds, with the full reason it traded or skipped.
Global Portfolio
Net Liquidity
$127.72
PnL (24h):
+$0.00 (+0.00%)
Last Fast Scan
76M AGO
Last Medium Scan
76M AGO
Trades Today
25 / 10
Analyses Today
2202
Yes: 58c No: 42c
USING FALLBACK DATA
Live Execution Terminal
Manual Trade
Ticker
Side
Amount ($)
Risk Engine
Auto-Execute
Max Trade Size ($)
Signal Gate
AGGRESSIVE · 0.15Execution Mode
Market Horizon
Daily Loss Limit ($)
The engine
Each source runs independently. SignalVector only surfaces contracts where the weighted composite exceeds 0.62 and at least three sources agree on direction.
28%
AI Analysis
LLM reads contract language, resolution criteria, and recent news. Outputs directional probability vs market price. Weighted highest when narrative and price diverge sharply.
22%
Price Momentum
Tracks short-horizon price velocity and mean reversion signals on the contract tape. Flags contracts moving against implied fair value.
18%
Volume Spikes
Detects abnormal volume relative to 7-day baseline on the same market. Often precedes informed flow before the price fully adjusts.
17%
Market Efficiency
Measures bid-ask spread, depth at top of book, and slippage on a standard clip size. Penalizes illiquid contracts where edge cannot be captured.
15%
Time Decay
Models theta on contracts approaching resolution. Favors entries with favorable time-to-event profiles. Reduces exposure as uncertainty collapses near expiry.
Composite threshold: 0.62 minimum · 3-source agreement required · rescanned every 30 minutes
Risk management
01Kelly cap
Position size capped at half-Kelly to limit ruin risk.
02Single-market limit
No more than 8% of bankroll in one contract.
03Category concentration
Max 25% exposure to any event category.
04Daily loss halt
Trading pauses after 5% drawdown in a session.
05Minimum edge
Orders blocked below 4% expected value vs price.
06Liquidity floor
Requires $2,000+ depth within 2 cents of mid.
07Correlation guard
Blocks stacking highly correlated positions.
08Resolution window
No new entries inside 6 hours of known resolution.
09Open position count
Hard cap of 12 concurrent positions.
10Venue balance check
Verifies funded balance before every order.
Position sizing
Kelly criterion sizes each position from your edge and the market price. SignalVector uses half-Kelly by default so a string of losses does not wipe the bankroll. You set bankroll once; every order scales from it.
Sample trade · Kelly calculator
Cross-market
Kalshi and Polymarket often quote the same event at different cents. SignalVector flags divergences above 3 cents with sufficient liquidity on both venues to execute.
| Contract | Kalshi | Polymarket | Spread |
|---|---|---|---|
| Fed rate cut by Jun 2026 | 42¢ | 38¢ | +4.0¢ |
| BTC above $100k Dec 2025 | 61¢ | 57¢ | +4.0¢ |
| US recession 2025 | 19¢ | 23¢ | +4.0¢ |
Exit management
Positions are scanned every 5 minutes. Any trigger fires an automatic exit. You are not required to watch the tape.
Take profit
Closes at +18% unrealized or when edge compresses below 2%.
Stop loss
Hard exit at -12% or when composite score flips negative.
Time exit
Forces close 24h before resolution if still open.
Signal reversal
Exits when two or more signal sources flip direction.
Edge evaporation
Closes when fair value converges to market within 1%.
Pricing
Free
$0
Pro
$29/mo
Syndicate
Custom
Early access
Join the waitlist for dashboard access. Pro subscribers get priority when auto-execution opens.
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