SWISSTONY

This wallet is an always-on, fair-value-driven sports bot fanning capital across global soccer, tennis, and US sports. Across the 18-day window it placed 420,638 trades (23,369/day) through 11,060 distinct markets spanning 2,941 events. Every ticket is a BUY - there are zero sell-side exits in the dataset. The position, once opened, is held to resolution.

Median ticket is $9.85; the P95 is $400 and the largest single fill in the window was $53,871. The top 5% of trades carry 63.6% of the capital - a power-law sizing profile where tiny probes map the book and a small handful of large fills express conviction. Intra-market consecutive-fill gap is 26s median with 40.5% of pairs firing in under ten seconds - a latency signature no human can sustain.

The surface looks like a market maker: 76.9% of markets see both sides bought, the median paired cost is $1.0033, and only 48.1% of paired markets close under $1.00. But the real edge lives in the asymmetry: 63.2% of both-sides markets tilt 3× or heavier toward one outcome, and that dominant side wins 78.3% of the time. Collapsed onto the dominant leg only, this wallet’s high-conviction subset turns in 176,529 trades at a 71.1% win rate and +$2,643,798 realized P/L (+11.2% ROI) - several multiples of the unfiltered book.

The unfiltered P/L of +$361,752 on $40.58M deployed (+0.89% ROI) is thin because the hedge leg drags: mean paired cost is $1.0220, meaning the book systematically overpays for the losing side. The trader relies on directional accuracy at 3×+ to overcome the negative spread - and almost does, but just barely.

Trading Style

This section is a forensic reconstruction of what the underlying system likely looks like based on observed trade behavior. It is an engineering hypothesis built from timing signatures, sizing distributions, market coverage, and execution latency - not a claim about the operator’s actual infrastructure.