What is the best Polymarket trading strategy?

No Polymarket strategy is best in the abstract, but the commonly studied edges are specific: favorite-longshot bias at probability extremes, convergence as resolution approaches, reaction lag after news, and consistency violations across related markets. Whether any of them survives fees, slippage, and resolution risk is exactly what a verifiable backtest exists to answer.

Prediction markets have a research literature, and it points at recurring candidate edges. Favorite-longshot bias: extreme-probability outcomes tend to be mispriced, with longshots overpriced relative to their true frequency. Convergence: prices drift toward 0 or 1 as resolution nears, creating time-decay structure. Event-driven lag: markets can reprice slowly after relevant news. Cross-market consistency: related markets sometimes imply contradictory probabilities.

Every one of these is a hypothesis, not income. Naive implementations are routinely eaten by the spread, by fees, by thin liquidity at the extremes, and by resolution risk — the venue resolving differently than the price implied. A strategy claim that does not account for these costs is indistinguishable from noise.

The evaluation path on Pancake: encode the hypothesis as a strategy spec, run it against content-hashed evidence across many markets — a result on one market is an illustration, not validation — and read the result with its confidence intervals (Wilson CI on win rate, bootstrap CI on returns, permutation test p-value) and its Brier score against the crowd. Then forward test the survivor as a paper deployment on live data.

Historical Polymarket evidence is searchable from any MCP-capable agent via search_datasets, so the full loop — hypothesis, verified backtest, forward record — runs without scraping or infrastructure. The honest answer to "what is the best Polymarket strategy" is: the one whose evidence you can check.