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TL;DR

  • The Polymarket Vault allocates capital to prediction market contracts where market odds appear mispriced relative to estimated probabilities.
  • Returns come from mark-to-market repricing before resolution and from contracts settling in the vault’s favor.
  • Position payoffs are event-driven rather than continuous — PnL can stay quiet for stretches, then move sharply when markets reprice or events resolve.
  • You need ORAI staked to deposit. All returns are variable.
Broader prediction-market intelligence (news terminal, KOL tracking) is coming soon.

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Access

Vault deposit access is based on ORAI staking allocation. Allocation rules may be adjusted over time. To check your current allocation, visit quant.orai.io or see the Vaults access section.

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Live performance

View Polymarket Vault live performance — see current share price, TVL, APR, and position history in Quant Terminal.
All performance data is available live in the app. We do not publish spot numbers in documentation because they change continuously.

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How it works

The vault trades prediction market contracts on Polymarket — event-based instruments tied to politics, macro outcomes, sports, crypto milestones, and other binary or multi-outcome questions.Contract value depends on the evolving implied probability of a specific outcome rather than a continuous price chart.

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Performance characteristics and risk

The Polymarket Vault has a lumpy return profile. PnL can stay muted while positions wait for catalysts, then move sharply when markets reprice or events resolve.Volatility is moderate in quiet periods and can rise near settlement windows or headline-heavy phases.
Drawdowns often come from probability drift against the vault’s position before the final outcome is known. A contract can move against the vault for an extended period even when the directional thesis is ultimately correct.The strategy may also absorb losses from contracts that do not resolve as expected.
The main failure mode is thesis error on event probability — a market can look mispriced for a long time and still resolve against the position.Secondary failure modes include timing risk (correct view but market does not reprice on the expected timeline), thin liquidity making exits difficult, and ambiguous contract wording or delayed resolutions creating sharp repricing.

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Best use

This vault may suit you if:
  • You want exposure differentiated from standard spot or futures trading.
  • You understand event risk and are comfortable with a strategy that can be quiet for long stretches between resolutions.
  • You want a strategy that is not tightly correlated to crypto price action.
This vault may not suit you if:
  • You expect smooth, frequent, or yield-like returns.
  • You need capital readily accessible at all times — prediction market positions cannot always be exited cleanly before resolution.
  • You are not comfortable with binary or lumpy payoff structures.

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Fees

20% performance fee on profits. Deposit and withdrawal fees per vault configuration. See live fee values in the app at quant.orai.io.

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FAQ

Because prediction markets settle around discrete events. PnL often depends on probability changes and final outcomes, not continuous directional price moves.
Yes. A contract can move against the vault before resolution, creating interim drawdown even if the final thesis is eventually correct.
Thin liquidity and headline-driven whipsaw hurt most because they make it harder to express a view efficiently and manage exits.
All live data — share price, APR, TVL, position activity — is in Quant Terminal at quant.orai.io.
Quant Vaults and Quant Agents involve trading risk. Performance is not guaranteed, and users may lose money. Historical results are provided for transparency only and should not be treated as financial advice.