In backtest, copying 0x8a86…4998 beat the leader at a 5-minute delay
Provisional
A copier who mirrored 0x8a86…4998's 495 buys across 222 markets with a 5-minute delay and $100 per trade would have made +$3,168 — more than the leader's +$1,305 at the same size, so the copier kept all of the leader's returns and more (242.8%). That happens when prices keep moving the leader's way after they buy and a later entry ends up cheaper: the delay helped by +$2,782, slippage $20.51 and fees $898.07. A small sample can flip this, so compare the other delays and the trades below. In the backtest, this simulated copy would have tied up to $2,885 at once across 365 positions.
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Key numbers
The headline numbers only count what real trades in the 10 minutes after the delay prove. “Including estimates” also counts the unproven part of a buy when order-book or trading-volume evidence says it was fillable, at an estimated price. Treat it as an upper view, not a promise. 213 estimated: 75 high · 137 medium · 1 low How we estimate
Cumulative PnL across all copied positions
Final values: 0 min: +$532.83; 1 min: +$1,516; 5 min: +$3,168; 30 min: −$3,100. Max drawdown −$3,188 (5 min, Oct 12). Hover or use the arrow keys to read values.
Chart data by day
| Day (UTC) | 0 min | 1 min | 5 min | 30 min |
|---|---|---|---|---|
| Sep 21 | −$164.72 | −$151.55 | −$116.00 | −$207.51 |
| Sep 22 | −$319.42 | −$300.08 | −$218.30 | −$238.25 |
| Sep 23 | −$485.53 | −$466.14 | −$332.08 | −$238.25 |
| Sep 24 | −$695.76 | −$579.97 | −$334.13 | −$386.36 |
| Sep 25 | −$411.64 | −$343.12 | −$142.26 | −$58.83 |
| Sep 26 | −$367.20 | −$204.56 | −$6.18 | −$413.83 |
| Sep 27 | −$716.36 | −$343.33 | −$41.45 | −$1,313 |
| Sep 28 | −$2,139 | −$1,714 | −$1,459 | −$3,259 |
| Sep 29 | −$2,012 | −$1,601 | −$1,560 | −$3,362 |
| Sep 30 | −$2,083 | −$1,674 | −$1,614 | −$3,442 |
| Oct 1 | −$2,548 | −$2,148 | −$1,844 | −$3,697 |
| Oct 2 | −$2,578 | −$2,100 | −$1,666 | −$3,699 |
| Oct 3 | −$3,392 | −$2,730 | −$2,313 | −$4,897 |
| Oct 4 | −$3,223 | −$2,572 | −$2,151 | −$5,200 |
| Oct 5 | −$3,223 | −$2,572 | −$2,151 | −$5,200 |
| Oct 6 | −$3,323 | −$2,678 | −$2,325 | −$5,015 |
| Oct 7 | −$3,025 | −$2,382 | −$2,332 | −$5,356 |
| Oct 8 | −$2,794 | −$2,174 | −$2,051 | −$5,033 |
| Oct 9 | −$2,913 | −$2,269 | −$2,054 | −$5,033 |
| Oct 10 | −$3,329 | −$2,681 | −$2,425 | −$5,198 |
| Oct 11 | −$3,318 | −$2,679 | −$2,427 | −$5,297 |
| Oct 12 | −$4,204 | −$3,498 | −$2,897 | −$5,735 |
| Oct 13 | −$3,156 | −$2,440 | −$1,789 | −$4,651 |
| Oct 14 | −$3,397 | −$2,681 | −$2,016 | −$4,667 |
| Oct 15 | −$2,799 | −$2,095 | −$1,458 | −$3,941 |
| Oct 16 | −$2,378 | −$1,543 | −$987.17 | −$3,548 |
| Oct 17 | −$2,695 | −$1,960 | −$1,329 | −$3,768 |
| Oct 18 | −$2,360 | −$1,483 | −$824.53 | −$3,390 |
| Oct 19 | −$2,360 | −$1,483 | −$824.53 | −$3,390 |
| Oct 20 | −$2,243 | −$1,376 | −$726.17 | −$3,344 |
| Oct 21 | −$2,081 | −$1,306 | −$820.52 | −$3,410 |
| Oct 22 | −$2,004 | −$1,185 | −$831.60 | −$3,600 |
| Oct 23 | −$1,413 | −$587.75 | −$328.86 | −$3,177 |
| Oct 24 | −$1,034 | +$43.44 | +$424.97 | −$3,388 |
| Oct 25 | +$532.83 | +$1,516 | +$3,168 | −$3,100 |
Every delay side by side
| Delay | Follower PnL | Kept | Filled |
|---|---|---|---|
| 0 min | +$532.83 | 40.8% | 61% |
| 1 min | +$1,516 | 100%+ (Exactly 116.2%: the simulated copy did better than the leader) | 60% |
| 5 min (selected) | +$3,168 | 100%+ (Exactly 242.8%: the simulated copy did better than the leader) | 57% |
| 30 min | −$3,100 | −238% | 49% |
Where the returns go
- Leader PnL at your size+$1,305
- Delay helped+$2,782
- Slippage−$20.51
- Fees (buys $846.19 · sells $51.88)−$898.07
- Follower PnL+$3,168
Leader PnL is scaled to your per-trade size. Delay cost is the price move between the leader's fill and yours; slippage is walking the book to fill your size; fees use the 2026 fee schedule. Methodology.
By category
| Category | Trades | Follower PnL | ROI |
|---|---|---|---|
| Sports | 495 | +$3,168 | +10.3% |
Trades
Each leader buy and the copy we simulated at the selected delay. Open “Details” to see the market fills behind the copy price.
How fills are simulated: a copy can only fill against real taker buys of the same outcome within 10 minutes after the delay, so the headline numbers are conservative. Fill basis adds a second opinion: where no trade proved a fill, order-book or volume evidence may say the size was still fillable (an estimate, never in the headline). Methodology.
Filled whole order · Partial (NN%) part of it · No buyers nobody bought in the window — not counted · Data not in yet too recent to evaluate
| Date | Market | Leader price | Copy price | Fill | Fill basis | Follower PnL | Details |
|---|---|---|---|---|---|---|---|
| Trades load from the live API when this section is visible. | |||||||
More Sports traders
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See the full Sports copyability board, read the methodology, or learn how slippage and fees eat into copied returns.
This is a simulation built from historical on-chain fills; it is not a record of real copy trades. Past results don't predict future results. Only the wallet address and its public Polymarket name are shown.