Polymarket Election Volatility X Sector
In plain terms
When prediction-market election odds tilt one way, certain sectors (defense/energy vs healthcare/clean) lead.
How it works
Election prediction-market moves drive sector rotation: rising R-probability lifts defense/energy; rising D-probability lifts managed-care/clean-energy. The most-traded polymarket election market's YES price proxies the partisan tilt.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Polymarket markets
A data feed this strategy reads, refreshed on its normal schedule.
- Polymarket prices daily
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 100-300 bps
- Tested over
- T+1 to T+60d
100-300 bps over 20-60d (limited by short Polymarket panel).
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
In the last 5 days before a polymarket resolves, the YES price often overshoots its all-time fair value. We mean-revert: short when overshot up, long when overshot down.
When prediction markets disagree with options markets on the same event, the cheaper side has the edge. We take the equity position implied by whichever instrument is mispriced lower.
Explore Polymarket Election Volatility X Sector on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.