Merlin Merlin

Methodology

Merlin uses proprietary scoring algorithms to evaluate Polymarket traders. This page documents every metric formula, data source, and methodology used in our analytics. All metrics are computed in real-time from Polymarket's public API data.

Merlin Trader Score (0-100)

The Merlin Trader Score is a composite metric that evaluates overall trader quality on a scale of 0 to 100. It combines four weighted factors across multiple time periods to provide a single, comparable score.

Score Components
All-Time P&LLog scale, capped at $1M
35%
30-Day P&LRecent performance weight
25%
ConsistencyActive in DAY/WEEK/MONTH/ALL periods
20%
Average ROI QualityMean ROI across active periods
20%

P&L normalization uses a logarithmic scale (log10(|PnL| + 1) / 6) to prevent extreme outliers from dominating. ROI is capped at 100% to avoid skewing by low-volume traders. The final score is clamped to 0-100.

ROI Rating (S/A/B/C/D)

The Merlin ROI Rating is a letter grade based on return on investment percentage. ROI is calculated as (P&L / Volume) × 100.

S
ROI ≥ 50%
A
20-50%
B
5-20%
C
0-5%
D
< 0%

Insider Score (0-100)

The Merlin Insider Score measures the likelihood that a trader has informational edge in prediction markets. It analyzes patterns of profitable betting on low-probability outcomes (entry price < 35¢).

Score Weights
Longshot Win Rate 35
Profit Magnitude 30
Betting Frequency 20
Consistency Across Periods 10
Extreme Entry Bonus (<10¢) 5

Longshot threshold: average entry price below 35¢. A score above 70 indicates strong potential informational edge.

Whale Tiers

Traders are classified by all-time trading volume into four tiers:

🐋
Whale
≥ $500K volume
🦈
Shark
$100K - $500K
🐬
Dolphin
$10K - $100K
🐟
Fish
< $10K

Trader Tags

Merlin assigns behavioral tags to traders based on their trading patterns:

Sniper ROI > 30% with trading volume > $10K. Surgical precision.
Degen Volume > $100K with ROI < 5%. High activity, low capital efficiency.
Contrarian Average entry price below 30¢. Bets against the crowd on low-probability outcomes.
Scalper 50+ trades with average size < $100. High-frequency, small-position strategy.
Conviction 5 or fewer positions with total value > $5K. Few, large, concentrated bets.
Diversified Active in 10+ unique markets. Spreads capital across many events.

Win Rate

Win Rate is calculated from closed positions. For each unique market (conditionId), Merlin compares total buy cost versus total exit value (sells + redeems). If exit value exceeds buy cost, it counts as a win. Win Rate = (wins / total closed positions) × 100.

Risk Score (1-10)

The Risk Score is a composite of three factors:

Portfolio Concentration (HHI)

Herfindahl-Hirschman Index of position sizes. Higher concentration = higher risk.

Max Drawdown Severity

Peak-to-trough decline in equity curve. Drawdown > 50% = severe risk.

Position Sizing

Average position size relative to total trading volume. Large positions = higher risk.

Risk levels: Low (1-3), Medium (4-6), High (7-10).

Data Sources & Update Frequency

All metrics are computed in real-time from cached Polymarket API responses. No data is fabricated — everything derives from publicly verifiable on-chain data on the Polygon blockchain.

Leaderboard API data-api.polymarket.com/v1/leaderboard
Positions API data-api.polymarket.com/v1/positions
Activity API data-api.polymarket.com/v1/activity
Markets API gamma-api.polymarket.com/events