预测市场 AI 交易机器人 — 每日模拟实盘记录（2026-10-09）
预测市场 AI 交易机器人 — 每日模拟报告
日期 / Date: 2026-10-09 · 作者: AI Trading Bot (demo only)
⚠️ 模拟盘 (demo) 实验：真实 Polymarket 行情，虚拟资金，不构成投资建议。第一周观察期，不设硬性收益目标。
一、账户概览 / Account
| 指标 | 值 |
|---|---|
| 初始权益 | $1,000,000.00 |
| 当日开盘权益 | $953,998.00 |
| 当前权益 | $878,439.88 |
| 当日盈亏 | $-75,558.12 |
| 已实现盈亏 | $-77,260.56 |
| 未实现盈亏 | $-47,080.93 |
| 现金 | $573,160.51 |
| 持仓数 | 6 |
| 累计成交 | 53 |
| 累计平仓 | 19 (胜率 21%) |
二、当前持仓 / Positions
| # | Market | Pick | Shares | Avg | Mark | Value | Unrealized |
|---|---|---|---|---|---|---|---|
| 1 | US announces end of Iranian blockade by Oc | No | 121,591 | 0.823 | 0.795 | $96,665 | $-3,341 (-3.3%) |
| 2 | 2026 Balance of Power: D Senate, D House | No | 269,807 | 0.370 | 0.375 | $101,178 | $+1,349 (+1.4%) |
| 3 | Will the U.S. invade Iran before 2027? | No | 23,512 | 0.850 | 0.845 | $19,868 | $-118 (-0.6%) |
| 4 | Will there be no change in Fed interest ra | No | 337,855 | 0.172 | 0.155 | $52,368 | $-5,649 (-9.7%) |
| 5 | Will the Fed increase interest rates by 25 | Yes | 226,490 | 0.167 | 0.155 | $35,106 | $-2,692 (-7.1%) |
| 6 | Shanghai Rolex Masters: Matteo Berrettini | Matteo Berrettini | 95,934 | 0.354 | 0.001 | $96 | $-36,630 (-99.7%) |
三、今日成交 / Today’s Trades (31)
| Time | Market | Side | Pick | Price | USD |
|---|---|---|---|---|---|
| 01:27 | atp-ruiz-nestero-2026-10-08 | BUY | Pablo Llamas Ruiz | 0.630 | $18,995 |
| 01:37 | atp-ruiz-nestero-2026-10-08 | SELL | Pablo Llamas Ruiz | 0.433 | $13,046 |
| 01:43 | will-the-fed-increase-interest | BUY | Yes | 0.167 | $18,912 |
| 01:48 | will-the-fed-increase-interest | BUY | Yes | 0.167 | $18,885 |
| 06:54 | atp-minaur-molcan-2026-10-09 | BUY | Alex de Minaur | 0.729 | $17,949 |
| 06:59 | atp-minaur-molcan-2026-10-09 | BUY | Alex de Minaur | 0.729 | $17,462 |
| 08:15 | elon-musk-of-tweets-october-2- | BUY | No | 0.916 | $11,855 |
| 08:20 | elon-musk-of-tweets-october-2- | SELL | No | 0.666 | $8,488 |
| 08:20 | nba-okc-atl-2026-10-12 | BUY | Thunder | 0.503 | $18,767 |
| 08:25 | elon-musk-of-tweets-october-2- | SELL | No | 0.821 | $152 |
| 08:25 | nba-okc-atl-2026-10-12 | SELL | Thunder | 0.090 | $3,349 |
| 09:31 | will-yulia-navalnaya-win-the-n | BUY | No | 0.771 | $4,560 |
| 09:41 | will-yulia-navalnaya-win-the-n | BUY | No | 0.732 | $5,486 |
| 09:51 | will-yulia-navalnaya-win-the-n | SELL | No | 0.843 | $11,305 |
| 10:37 | mlb-cle-cws-2026-10-08 | BUY | Cleveland Guardians | 0.374 | $18,479 |
| 10:47 | mlb-cle-cws-2026-10-08 | SELL | Cleveland Guardians | 0.571 | $21,968 |
| 10:52 | mlb-cle-cws-2026-10-08 | SELL | Cleveland Guardians | 0.610 | $6,687 |
| 13:34 | atp-minaur-molcan-2026-10-09 | SELL | Alex de Minaur | 0.500 | $17,934 |
| 13:39 | atp-minaur-molcan-2026-10-09 | SELL | Alex de Minaur | 0.500 | $6,357 |
| 14:30 | elon-musk-of-tweets-october-2- | BUY | No | 0.830 | $14,487 |
| 14:35 | elon-musk-of-tweets-october-2- | SELL | No | 0.342 | $5,007 |
| 14:40 | elon-musk-of-tweets-october-2- | SELL | No | 0.515 | $1,452 |
| 15:26 | atp-mannari-cobolli-2026-10-09 | BUY | Adrian Mannarino | 0.677 | $18,313 |
| 15:36 | atp-mannari-cobolli-2026-10-09 | SELL | Adrian Mannarino | 0.846 | $22,896 |
| 15:51 | will-yulia-navalnaya-win-the-n | BUY | No | 0.707 | $18,405 |
| 16:02 | will-yulia-navalnaya-win-the-n | SELL | No | 0.599 | $15,598 |
| 16:27 | atp-berrett-nakashi-2026-10-09 | BUY | Matteo Berrettini | 0.341 | $18,349 |
| 16:37 | atp-berrett-nakashi-2026-10-09 | BUY | Matteo Berrettini | 0.368 | $18,377 |
| 16:42 | atp-berrett-nakashi-2026-10-09 | SELL | Matteo Berrettini | 0.030 | $236 |
| 21:20 | wta-mertens-swiatek-2026-10-07 | BUY | Iga Swiatek | 0.386 | $17,650 |
| 21:35 | wta-mertens-swiatek-2026-10-07 | SELL | Iga Swiatek | 0.324 | $14,810 |
今日平仓 (15)
| Time | Market | Pick | In | Out | PnL |
|---|---|---|---|---|---|
| 01:37 | Villena: Pablo Llamas Ruiz vs Petr Nes | Pablo Llamas Ruiz | 0.630 | 0.433 | $-5,949 |
| 08:20 | Will Elon Musk post 320-339 tweets fro | No | 0.916 | 0.666 | $-3,197 |
| 08:25 | Will Elon Musk post 320-339 tweets fro | No | 0.916 | 0.821 | $-18 |
| 08:25 | Thunder vs. Hawks | Thunder | 0.503 | 0.090 | $-15,418 |
| 09:51 | Will Yulia Navalnaya win the Nobel Pea | No | 0.749 | 0.843 | $+1,259 |
| 10:47 | Cleveland Guardians vs. Chicago White | Cleveland Guardians | 0.374 | 0.571 | $+7,585 |
| 10:52 | Cleveland Guardians vs. Chicago White | Cleveland Guardians | 0.374 | 0.610 | $+2,592 |
| 13:34 | Shanghai Rolex Masters: Alex de Minaur | Alex de Minaur | 0.729 | 0.500 | $-8,210 |
| 13:39 | Shanghai Rolex Masters: Alex de Minaur | Alex de Minaur | 0.729 | 0.500 | $-2,910 |
| 14:35 | Will Elon Musk post 320-339 tweets fro | No | 0.830 | 0.342 | $-7,141 |
| 14:40 | Will Elon Musk post 320-339 tweets fro | No | 0.830 | 0.515 | $-888 |
| 15:36 | Shanghai Rolex Masters: Adrian Mannari | Adrian Mannarino | 0.677 | 0.846 | $+4,582 |
| 16:02 | Will Yulia Navalnaya win the Nobel Pea | No | 0.707 | 0.599 | $-2,807 |
| 16:42 | Shanghai Rolex Masters: Matteo Berrett | Matteo Berrettini | 0.354 | 0.030 | $-2,546 |
| 21:35 | China Open: Elise Mertens vs Iga Swiat | Iga Swiatek | 0.386 | 0.324 | $-2,840 |
四、全部平仓记录
| Time | Market | Pick | In | Out | PnL |
|---|---|---|---|---|---|
| 22:49 | Shanghai Rolex Masters: Cameron Norrie | Cameron Norrie | 0.623 | 0.447 | $-10,241 |
| 23:05 | Shanghai Rolex Masters: Cameron Norrie | Cameron Norrie | 0.623 | 0.234 | $-9,516 |
| 23:10 | Shanghai Rolex Masters: Cameron Norrie | Cameron Norrie | 0.623 | 0.148 | $-11,360 |
| 23:15 | Shanghai Rolex Masters: Cameron Norrie | Cameron Norrie | 0.623 | 0.160 | $-10,239 |
| 01:37 | Villena: Pablo Llamas Ruiz vs Petr Nes | Pablo Llamas Ruiz | 0.630 | 0.433 | $-5,949 |
| 08:20 | Will Elon Musk post 320-339 tweets fro | No | 0.916 | 0.666 | $-3,197 |
| 08:25 | Will Elon Musk post 320-339 tweets fro | No | 0.916 | 0.821 | $-18 |
| 08:25 | Thunder vs. Hawks | Thunder | 0.503 | 0.090 | $-15,418 |
| 09:51 | Will Yulia Navalnaya win the Nobel Pea | No | 0.749 | 0.843 | $+1,259 |
| 10:47 | Cleveland Guardians vs. Chicago White | Cleveland Guardians | 0.374 | 0.571 | $+7,585 |
| 10:52 | Cleveland Guardians vs. Chicago White | Cleveland Guardians | 0.374 | 0.610 | $+2,592 |
| 13:34 | Shanghai Rolex Masters: Alex de Minaur | Alex de Minaur | 0.729 | 0.500 | $-8,210 |
| 13:39 | Shanghai Rolex Masters: Alex de Minaur | Alex de Minaur | 0.729 | 0.500 | $-2,910 |
| 14:35 | Will Elon Musk post 320-339 tweets fro | No | 0.830 | 0.342 | $-7,141 |
| 14:40 | Will Elon Musk post 320-339 tweets fro | No | 0.830 | 0.515 | $-888 |
| 15:36 | Shanghai Rolex Masters: Adrian Mannari | Adrian Mannarino | 0.677 | 0.846 | $+4,582 |
| 16:02 | Will Yulia Navalnaya win the Nobel Pea | No | 0.707 | 0.599 | $-2,807 |
| 16:42 | Shanghai Rolex Masters: Matteo Berrett | Matteo Berrettini | 0.354 | 0.030 | $-2,546 |
| 21:35 | China Open: Elise Mertens vs Iga Swiat | Iga Swiatek | 0.386 | 0.324 | $-2,840 |
五、每笔交易复盘 / Per-trade journal (how & why)
窗口：最近 24h ｜ 平仓 10 笔：盈 2 / 亏 8 ｜ 胜率 20.0% ｜ 已实现 $-77,261
主要亏损来源 / top loss drivers: 方向判断错误 ×8；模型过度自信 ×8；体育/盘中进行中 ×5；分批止损(级联) ×4
🔴 #1 · Shanghai Rolex Masters: Cameron Norrie vs Dalibor Svrcina
- 标的 / pick: Cameron Norrie ｜ 持有 0.5h ｜ 体育(盘中)
- 买入判断 / why BUY: 模型自估概率 0.68，市场买价 0.6234，edge 0.14，置信度 0.62，买盘失衡 1.0 → 买入 YES
- 模型理由：「Norrie is a clear ATP favorite; market price low (≈53%) despite all‑YES flow suggests undervaluation.」
- 数量/成本: 128,438 份 ≈ $19,983
- 卖出 / why SELL (4 笔): 0.447×58,010(stop-loss -16.8pp)；0.234×24,420(stop-loss -37.8pp)；0.148×23,896(stop-loss -46.8pp)；0.160×22,112(stop-loss -43.8pp)
- 结果 / outcome: $-41,355 (-51.6%)
- 为什么亏 / attribution: 盘中进行中(in-play)的体育市场：市场对实时比分反应极快，模型自估概率被高估，所谓 edge 多为噪声；方向判断错误：价格从 0.623 一路跌到 0.148（-48 个百分点），市场比模型更接近真相；退出被拆成 4 笔（每笔只吃盘口约 10% 深度），大仓位被迫越卖越低，形成「砍仓级联」；入场时模型认为有 +14% 的边际，事后证明该边际不存在（典型『模型过度自信』）；买在偏贵一侧（≥0.50），一旦不利，下跌空间大于上涨空间
🔴 #2 · Villena: Pablo Llamas Ruiz vs Petr Nesterov
- 标的 / pick: Pablo Llamas Ruiz ｜ 持有 0.2h ｜ 体育(盘中)
- 买入判断 / why BUY: 模型自估概率 0.68，市场买价 0.63，edge 0.05，置信度 0.75，买盘失衡 0.985 → 买入 YES
- 模型理由：「Heavy 98.5% buy flow, solid depth, no sell whales push true win chance above market 0.63」
- 数量/成本: 30,150 份 ≈ $18,995
- 卖出 / why SELL (1 笔): 0.433×30,151(stop-loss -9.5pp)
- 结果 / outcome: $-5,949 (-31.3%)
- 为什么亏 / attribution: 盘中进行中(in-play)的体育市场：市场对实时比分反应极快，模型自估概率被高估，所谓 edge 多为噪声；方向判断错误：价格从 0.630 一路跌到 0.433（-20 个百分点），市场比模型更接近真相；入场时模型认为有 +5% 的边际，事后证明该边际不存在（典型『模型过度自信』）；买在偏贵一侧（≥0.50），一旦不利，下跌空间大于上涨空间
🔴 #3 · Will Elon Musk post 320-339 tweets from October 2 to October 9,
- 标的 / pick: No ｜ 持有 0.1h ｜ 非体育
- 买入判断 / why BUY: 模型自估概率 0.06，市场买价 0.9163，edge 0.118，置信度 0.68，买盘失衡 1.0 → 买入 NO
- 模型理由：「Base rate for 40+ tweets/day is ~1%; market price 18% reflects thin speculative buying, not enough to outweigh prior」
- 数量/成本: 30,385 份 ≈ $11,855
- 卖出 / why SELL (4 笔): 0.666×12,752(stop-loss -9.6pp)；0.821×185(stop-loss -6.2pp)；0.342×14,630(stop-loss -22.3pp)；0.515×2,818(stop-loss -26.7pp)
- 结果 / outcome: $-11,243 (-42.7%)
- 为什么亏 / attribution: 方向判断错误：价格从 0.916 一路跌到 0.342（-57 个百分点），市场比模型更接近真相；退出被拆成 4 笔（每笔只吃盘口约 10% 深度），大仓位被迫越卖越低，形成「砍仓级联」；入场时模型认为有 +12% 的边际，事后证明该边际不存在（典型『模型过度自信』）；买在偏贵一侧（≥0.50），一旦不利，下跌空间大于上涨空间
🔴 #4 · Thunder vs. Hawks
- 标的 / pick: Thunder ｜ 持有 0.1h ｜ 非体育
- 买入判断 / why BUY: 模型自估概率 0.45，市场买价 0.503，edge 0.07，置信度 0.6，买盘失衡 0.0 → 买入 NO
- 模型理由：「Base NBA win rates favor Hawks (~55%). Market price ~37% with thin depth, likely undervalues Thunder.」
- 数量/成本: 37,309 份 ≈ $18,767
- 卖出 / why SELL (1 笔): 0.090×37,309(stop-loss -13.0pp)
- 结果 / outcome: $-15,418 (-82.2%)
- 为什么亏 / attribution: 方向判断错误：价格从 0.503 一路跌到 0.090（-41 个百分点），市场比模型更接近真相；入场时模型认为有 +7% 的边际，事后证明该边际不存在（典型『模型过度自信』）；买在偏贵一侧（≥0.50），一旦不利，下跌空间大于上涨空间
🔴 #5 · Will Yulia Navalnaya win the Nobel Peace Prize in 2026?
- 标的 / pick: No ｜ 持有 0.3h ｜ 非体育
- 买入判断 / why BUY: 模型自估概率 0.12，市场买价 0.7492，edge 0.122，置信度 0.62，买盘失衡 0.95 → 买入 NO
- 模型理由：「Market overweights recent hype; base‑rate for any individual is ~1‑3%, adjusted up for high profile to ~12%」
- 数量/成本: 39,457 份 ≈ $4,560
- 卖出 / why SELL (2 笔): 0.843×13,408(take-profit +13.8pp)；0.599×26,050(stop-loss -5.2pp)
- 结果 / outcome: $-1,548 (-5.4%)
- 为什么亏 / attribution: 方向判断错误：价格从 0.749 一路跌到 0.599（-15 个百分点），市场比模型更接近真相；退出被拆成 2 笔（每笔只吃盘口约 10% 深度），大仓位被迫越卖越低，形成「砍仓级联」；入场时模型认为有 +12% 的边际，事后证明该边际不存在（典型『模型过度自信』）；买在偏贵一侧（≥0.50），一旦不利，下跌空间大于上涨空间
🟢 #6 · Cleveland Guardians vs. Chicago White Sox
- 标的 / pick: Cleveland Guardians ｜ 持有 0.2h ｜ 非体育
- 买入判断 / why BUY: 模型自估概率 0.32，市场买价 0.3736，edge 0.08，置信度 0.6，买盘失衡 0.982 → 买入 NO
- 模型理由：「Market price ~22% but 98% buy‑flow on YES suggests fair odds nearer 30‑35%.」
- 数量/成本: 49,463 份 ≈ $18,479
- 卖出 / why SELL (2 笔): 0.571×38,501(take-profit +25.1pp)；0.610×10,963(take-profit +24.1pp)
- 结果 / outcome: $+10,176 (+55.1%)
- 为什么赚 / attribution: 判断方向正确并止盈，本笔获利；触达止盈目标后落袋
🔴 #7 · Shanghai Rolex Masters: Alex de Minaur vs Alex Molcan
- 标的 / pick: Alex de Minaur ｜ 持有 6.7h ｜ 体育(盘中)
- 买入判断 / why BUY: 模型自估概率 0.78，市场买价 0.7289，edge 0.06，置信度 0.62，买盘失衡 0.0 → 买入 YES
- 模型理由：「De Minaur is higher‑ranked; market ~71% but no contrary flow, so true win chance likely ~80%」
- 数量/成本: 48,582 份 ≈ $17,949
- 卖出 / why SELL (2 笔): 0.500×35,869(stop-loss -22.4pp)；0.500×12,713(stop-loss -22.4pp)
- 结果 / outcome: $-11,120 (-31.4%)
- 为什么亏 / attribution: 盘中进行中(in-play)的体育市场：市场对实时比分反应极快，模型自估概率被高估，所谓 edge 多为噪声；方向判断错误：价格从 0.729 一路跌到 0.500（-23 个百分点），市场比模型更接近真相；退出被拆成 2 笔（每笔只吃盘口约 10% 深度），大仓位被迫越卖越低，形成「砍仓级联」；入场时模型认为有 +6% 的边际，事后证明该边际不存在（典型『模型过度自信』）；买在偏贵一侧（≥0.50），一旦不利，下跌空间大于上涨空间
🟢 #8 · Shanghai Rolex Masters: Adrian Mannarino vs Flavio Cobolli
- 标的 / pick: Adrian Mannarino ｜ 持有 0.2h ｜ 体育(盘中)
- 买入判断 / why BUY: 模型自估概率 0.68，市场买价 0.6767，edge 0.12，置信度 0.75，买盘失衡 0.97 → 买入 YES
- 模型理由：「Mannarino’s higher ranking (~70% base) vs market ~53%; strong buy imbalance pushes estimate up but still below base.」
- 数量/成本: 27,061 份 ≈ $18,313
- 卖出 / why SELL (1 笔): 0.846×27,061(take-profit +24.3pp)
- 结果 / outcome: $+4,582 (+25.0%)
- 为什么赚 / attribution: 判断方向正确并止盈，本笔获利；触达止盈目标后落袋
🔴 #9 · Shanghai Rolex Masters: Matteo Berrettini vs Brandon Nakashima
- 标的 / pick: Matteo Berrettini ｜ 持有 0.2h ｜ 体育(盘中)
- 买入判断 / why BUY: 模型自估概率 0.48，市场买价 0.3538，edge 0.13，置信度 0.6，买盘失衡 0.971 → 买入 NO
- 模型理由：「Base win chance ~60% for Berrettini, market price 34% but strong 97% buy flow pushes fair odds up toward 50%」
- 数量/成本: 7,861 份 ≈ $18,349
- 卖出 / why SELL (1 笔): 0.030×7,861(stop-loss -31.9pp)
- 结果 / outcome: $-2,546 (-91.5%)
- 为什么亏 / attribution: 盘中进行中(in-play)的体育市场：市场对实时比分反应极快，模型自估概率被高估，所谓 edge 多为噪声；方向判断错误：价格从 0.354 一路跌到 0.030（-32 个百分点），市场比模型更接近真相；入场时模型认为有 +13% 的边际，事后证明该边际不存在（典型『模型过度自信』）
🔴 #10 · China Open: Elise Mertens vs Iga Swiatek
- 标的 / pick: Iga Swiatek ｜ 持有 0.2h ｜ 体育(盘中)
- 买入判断 / why BUY: 模型自估概率 0.55，市场买价 0.3862，edge 0.07，置信度 0.68，买盘失衡 1.0 → 买入 YES
- 模型理由：「Market price ~0.585, strong 1h buy imbalance, but base odds favor Swiatek; adjust down slightly, moderate confidence.」
- 数量/成本: 45,705 份 ≈ $17,650
- 卖出 / why SELL (1 笔): 0.324×45,705(stop-loss -5.1pp)
- 结果 / outcome: $-2,840 (-16.1%)
- 为什么亏 / attribution: 盘中进行中(in-play)的体育市场：市场对实时比分反应极快，模型自估概率被高估，所谓 edge 多为噪声；方向判断错误：价格从 0.386 一路跌到 0.324（-6 个百分点），市场比模型更接近真相；入场时模型认为有 +7% 的边际，事后证明该边际不存在（典型『模型过度自信』）
六、moomoo demo 账户 / Demo Account (SIMULATE, 无真金)
moomoo demo 当前不可用 / unavailable: `demo account 1425224 not found (OpenD not logged in?)`
(OpenD 未登录时属正常；demo 环境，无真金。)
2026-10-09 21:59:50 JST · Polymarket demo — 无真金交易。