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Your own rules

Strategies that follow no wallet — conditions on price, spread, depth, moves, volume and timing, checked on the recorded order books, with their baseline and the sealed final test. Lab Pro and up.

What this is for. Not every idea is "copy that trader". An own-rule strategy enters a market when conditions you write all hold — buy when the spread is tight and the market ends within a week — and is tested on the order books Polyrank recorded, against a baseline that buys the same markets at the same price at a random moment. Own rules are part of Lab Pro and up (plan table); on Pro Trader the choice is shown but saving one is refused with the plan it needs.

Simulated performance

Simulated. Replayed on the recorded order books. Not a forecast or advice. Backtests replay the past at prices a follower could have paid; paper trading scores live signals on real order books without placing orders. Neither is a forecast or advice, and both carry a measured optimism.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

Write the rules

Create a strategy (or open one) and, under Advanced settings → Who to follow, set Wallet source to My own rules (no wallet; Lab Pro and up). Or ask the assistant to write the rules for you.

In When to buy (your rules), pick the Outcome — Either outcome (default), YES only or NO only — and when to Enter: At the first moment all hold (default) or Only when they start to hold (a crossing).

Add a condition (up to 8): pick a measure, at least or at most, and a value. A new rule starts with one Spread condition; Remove drops one.

Set the entry (Your delay (seconds), Pay at most (¢ above the ask at the check), 0–5¢, default 0), the size and the exits as for any strategy, then Save and backtest.

Every condition must hold at the same moment. Rules are checked every 5 minutes on the recorded order book, and each market is entered once, at its first signal. With no wallet followed, the leader's price, its sells and a wait for its price do not apply, and an exit that mirrors the leader is not available.

The conditions

ConditionRangeHistory from
Best ask0.01–0.9923 Jul 2026
Best bid0.01–0.9923 Jul 2026
Spread (¢)0–5023 Jul 2026
Asks within 3¢ ($) — depth near the top of the book23 Jul 2026
Price move over a window (¢)−99 to 9923 Jul 2026
Price move, either way, over a window23 Jul 2026
Volume over a window1 Nov 2022
Trades over a window1 Nov 2022
Days to the end0–3651 Nov 2022
Market age1 Nov 2022
Hours to kickoff0–7201 Nov 2022

Windowed conditions take a window of at most 72 hours (a new one starts at 6 hours). Because the book-based conditions start on 23 July 2026, an own-rule backtest cannot start earlier: a window before that date is refused with the reason.

Testing and the final test

An own-rule backtest reports Per $10 staked, Entries and Bankroll at the end, against The baseline: same price, random moment and The markets you chose, with robustness checks (a t-statistic clustered by event, without the best market, without the best 3 days, rule sets tried). It shows only the first three quarters of the window: the last quarter is sealed for the final test, which runs once per strategy — see Backtesting → the final test. Paper trading works the same as for copy strategies (Paper trading), with own rules, no wallet in the run's header.

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