Company Events & EarningsExtended setlive in productionNew

Polymarket Event Premium

Updated event-drivenData needs: mediumlong onlyshort onlylong short
paper
2026
Source
#206 polymarket_event_premium — moonshot C (no prior literature; alphactor internal 2026-05).
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In plain terms

Prediction markets (Polymarket / Kalshi / Manifold) often price corporate events — FDA approvals, M&A close-by dates, CEO departures — faster than the stock does. When the prediction-market 'yes' price diverges from 0.5 by more than 5%, take a directional position in the linked equity.

How it works

Prediction-market prices on company-specific binary events (FDA approvals, M&A close-by-date, CEO departures, earnings beats, bankruptcy, lawsuit outcomes) update faster and more accurately than equity options price the same outcome. When the polymarket yes_price deviates from the option-implied probability of the same outcome by more than threshold, the equity has not yet absorbed the news.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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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
untested — moonshot
Tested over
T+0 to T+60d post-deviation

Untested — moonshot C. Target ~100-300 bps annualized on the subset of tickers with linked markets resolving within 90d (~50-150 names at any given time).

Example tickers where this is likely to fire

Illustrative only, the signal fires based on the live data, not a fixed list.

Related families

Explore Polymarket Event Premium on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more