poly15m-v1 — Directional momentum BTC scalper

What it does

poly15m-v1 is the original 15-minute iteration of the 5-min engine, with timing scaled 3x. Three independent signals (price momentum, volume imbalance, velocity) are combined into a composite score. When that score clears the threshold AND ATR sits inside a healthy band, the bot fires a FOK taker at $0.53 sized at 7% of balance.

The edge

A 15-minute candle has lower signal-to-noise than 5 minutes: false starts in the first minute are common, but by minute 1.5-4.5 the move has usually established itself. v1's entry window (90s to 270s) targets exactly that zone. The composite score is harder to fool than any single signal alone: a fast price move with thin volume gets filtered out, a heavy volume with no price action gets filtered out.

How it works

1. Connect to Binance WebSocket (BTC kline) plus Coinbase + Kraken as redundant feeds. The multi-feed median is the price signal, aligning with Chainlink RTDS aggregation.
2. Compute composite continuously: momentum (% change over rolling window) + volume imbalance (aggressor flow) + velocity (% / sqrt-second).
3. ATR filter: skip the candle if ATR < 0.08% (no movement to ride) or ATR > 0.40% (too volatile, signal unreliable).
4. Fire FOK at $0.53 the moment composite ≥ COMPOSITE_SCORE_THRESHOLD (1.3) inside the 90-270s window.
5. Exit logic (unless --no-exits): time-decaying retracement schedule. First 4 minutes only exit on 90% retracement; tightens to 30% by minute 10. Last 2 minutes are exit-frozen so resolution runs.
6. Resolve via Gamma API on Chainlink RTDS.

Risk gates: anti-martingale multipliers (1.15x after win, 0.75x after loss), MAX_CONSEC_LOSSES = 4 triggers 15-min cooldown, MIN_BALANCE = $3.

Sample output

[25/05/2026, 15:32:14] Binance connected
[25/05/2026, 15:32:14] Coinbase connected
[25/05/2026, 15:32:14] Kraken connected
[25/05/2026, 15:33:42]   BUY (FOK) 13sh @ $0.53 ($7.04 incl fee)
[25/05/2026, 15:33:42]   Filled: 0xa1b2c3d4...
[25/05/2026, 15:45:01] Resolved WIN | +$5.96 | Bal: $35.96

Design targets

Break-even at $0.53 entry (15-min crypto fee curve peaks at p=0.50):

fee = shares × 0.25 × 0.53 × (0.53 × 0.47)^2 ≈ 0.82% of bet

Required WR ≈ 53.8% to break even. Design target is 55-60% WR through the composite filter and ATR band. With ~96 candles per day (one every 15 min) and an estimated 15-25% triggered, that's 14-24 trades per day at $7-$10 each.

FAQ

Why pay $29 for v1 if v6 exists?

v6 is the current focus and adds 8 confirmation layers including a trained meta-model. v1 is the simplest 15-minute scalper and the cleanest baseline if you want to study how composite alone performs. Buyers often want both to compare.

What's included

• poly15m/poly15m-v1.js
• poly15m/run.sh (auto-restart wrapper)
• polymarket-limits.js
• README with composite weight tuning and a worked example of disabling exits