Strategy library
Six strategies traders run on Limitless. The cohort ships with one. The other five are paths to extend your bot after graduation.
Apply for the next cohort →Cohort starter
01Day 5 · ships in bonus pack
Scan your watchlist. If the YES price moved sharply (default: 5pp) in the last 60 min, take the opposite side. Bet on the price snapping back. High trade count, small edge per trade, low directional view required, perfect for learning the loop.
Deep: PM Academy 22–24Alumni paths
05Easiest to extend
You think YES is mispriced. Take the position. Hold to resolution or until your thesis breaks. The simplest mental model in trading, also the highest variance. Suits opinionated traders with a real view; not for traders chasing trades.
Build: Agents Academy 03–05Liquidity provision
Quote both YES and NO. Earn the spread when takers cross. On Limitless, makers pay zero fees and qualify for daily USDC maker rebates and LP rewards. Highest volume profile of any strategy, but requires tight risk discipline (inventory imbalance is real).
Build: API Academy 15Same outcome, different price
Limitless and Polymarket sometimes price the same outcome differently. Take YES on the cheap side, NO on the expensive side, lock in the spread. Sporadic but high-Sharpe when it appears. Requires capital on both venues and fast execution, the gap closes quickly.
Build: API Academy 16Trade the calendar
FOMC, CPI, earnings, scheduled token unlocks. Each is a known catalyst on a known date. Pre-position based on consensus (or fade it), exit shortly after the event. The macro calendar is the watchlist; the model is the edge.
Deep: PM Academy 19–20Trade what your model says
On-chain flows, news feeds, model outputs. When a signal fires, the bot acts. Best fit for the LLM-assisted path, Claude reads the signal in plain English, the bonus pack’s Strategy skill scores it, the Trading skill executes. Volume scales with how many signals you stack.
Build: Agents Academy 07–08Which one second
05