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Risk warning

thorped.io is impersonal model output from public Polymarket data — not investment advice. No positions ever settled. Binary contracts can lose 100% of stake.

RANGE-NNVariable-leg range NN

ActiveMath basis: Per-strike scenario aggregationPath-dependent: YES
Legs2
Branches3
CategoryBeginner
LifecycleActive

Strategy semantics

N-leg range bet (N variable, typically 3-6): the low-vol symmetric NO+NO floor structure. Each leg targets a specific strike scenario; the combined position acts as scattered range coverage over a single event with multiple strike granularity. σ source: deribit-iv-* (fallback trust tier — no RV cross-check available for NN leg geometry).

When it works · when it fails

Works when
  • Single event with multiple strike granularity (e.g. fine-grained price ladders)
  • Per-strike scenarios can each be priced as an independent digital
  • Operator has explicit view on which scenarios are mispriced
Fails when
  • Requires very specific market structure that is rare on Polymarket inventory
  • Per-strike liquidity thin — N-leg slippage compounds quickly
  • RANGE-CARRY (2-3 legs) typically covers the same view with simpler geometry

How to enter

Read-only mechanics and sizing context. Public docs expose no wallet, order, or account-specific controls.

Step 1Identify a single event with fine-grained strike ladder. Enumerate the N scenario legs; verify per-leg liquidity before committing.
Step 2Price each leg independently as a digital. Check the σ-trust badge — RANGE-NN uses a fallback σ estimate (deribit-iv only, no RV cross-check).
Step 3Enter all N legs close to simultaneously to avoid partial-fill exposure. Full construction details to be published in Phase5E.

How to exit

Read-only scenario notes for path, timing, and barrier risk. Any off-dashboard workflow remains outside this public interface.

Monitor per-leg mark-to-market daily. Exit individual legs when they approach their ceiling, leaving the profitable legs open.Read-only
If the market moves decisively outside the range, close all remaining legs to limit cascading losses.Read-only
Full monitoring procedures and exit playbook to be published in Phase5E.Read-only

Recent corridors

Last 10 public candidates with this variant. Select a row for the full read-only detail.

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