A DeepSeek-powered oil-trading agent now bets daily on Polymarket
0xJeff · x · 2026-07-27
A daily oil-trading agent uses DeepSeek v4 Flash, Synth, and Polymarket
The author built Hermes, a daily trading agent that places one bet a day in Polymarket’s oil UP/DOWN market using Synth signals plus Polymarket consensus as inputs.
- If Synth’s confidence is at least 2 percentage points above Polymarket, Hermes trades.
- If Synth diverges from consensus by more than 8 points, it also trades on Synth’s direction.
- Early results: 4 wins / 2 losses (66% win rate) at the time of posting.
The post says the biggest lesson came from catalyst-driven losses: Synth was good at volatility but missed de-escalation events. The author added a 4-tier gap/event filter:
- <1.5% gap: proceed
- 1.5%–2.5%: half Kelly
- 2.5%–4.0%: quarter Kelly
- >4.0%: skip entirely
Stack
- Model: DeepSeek v4 Flash
- Data: Synth API
- Execution: BlockRun (x402 pay-per-use)
- Trading venue: Polymarket CLOB API
The goal is to see whether the agent can eventually earn enough to pay for its own inference, or at least serve as a useful low-cost experiment in autonomous decision-making.
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