60-Second TWAP Settlement Convergence Scalp

Polymarket's crypto cycles do not settle on the last tick you see on the ticker — they settle on a time-weighted average price (TWAP) taken over the final window, which smooths out the last-second wiggle. Because an average moves less than a spot price, the settlement value becomes highly predictable well before the cycle ends. You compute the running average yourself and trade any market still pricing as though a late spot spike could flip the result. The edge is that most of the book is watching the wrong number.