Blinq Research — Leverage-Risk Scanner

① Addressable Volume for Leverage

total Polymarket volume vs the long-duration (>30d) volume a leverage product can serve

② Concentration — Sector × Duration

③ Gap Risk by Market Type long-form top-volume days vs single-session markets

% of markets/days that gapped ≥1× (lower = safer)

By sector — % with a ≥5¢ gap

Long-form = the highest-VOLUME days (≥$1M, real on-chain) of the top 30D+ events' contracts — their most active, news-driven days. Intraday = top single-session markets over their whole session. Both on true 1-minute data; this is the same dataset as the Key Event-Days table below.

④ Key Event-Days — volume vs gap risk

Individual contracts (Trump / Kamala / a team to win the title…) on their highest-VOLUME days (real on-chain $, ≥$1M). Big volume + zero gaps = deep & leverage-safe: e.g. Trump on election night traded $168M (14% of its lifetime) on a +38-point swing with 0 ≥5¢ gaps. Sports contracts gap on their clinching game. Click a market → Polymarket.

🛡️ Leverage-score bands score = how OFTEN it gaps, not how big once

SAFE 70-100

Almost never gaps ≥10¢ in a minute during its liquid life. Higher leverage OK.

MODERATE 45-70

Occasional gaps. Cap leverage; widen margin near catalysts.

HIGH 20-45

Gaps regularly. Low leverage; force-close near resolution.

EXTREME 0-20

Frequent large gaps. Leverage not advisable.

📖 Glossary & method

Gap (≥5¢/10¢/20¢) — a single-minute price move of that size on the true 1-minute candle series. This is what liquidates a leveraged position. We report the count of gaps, because a market that gaps rarely is safe even if one move was large once.

Intraday vs Long — Intraday = single-session markets that resolve in one sitting (sports matches, hourly/daily BTC up-down) — concentrated gap risk. Long = >30-day markets with continuous price discovery (elections, championship futures) → leverage-addressable.

Duration buckets — markets are grouped by lifespan: <24H (intraday/single-session), 24H–30D, and 30D+ (the leverage-addressable long markets).

Peak day — for a long market, its single most-volatile day (largest total price movement) — i.e. the day the outcome was effectively decided. We measure gaps on that day to stress-test the worst case.

Day volume / % of life — real USDC traded that day from Polymarket's on-chain orderbook subgraph, ÷ the contract's lifetime on-chain volume. Shows that big, liquid days still don't gap.

Net move — the contract's net probability change across the day (e.g. +38pt = the outcome went from ~loss to ~win). A large net move with zero gaps means the repricing happened gradually — hedgeable, not a liquidation event.

Blinq Research

The Library

Independent, data-driven studies on prediction-market structure, risk & design. New research ships here.

01 ● Live

Leverage-Risk Markets

Scoring Polymarket's universe on true 1-minute liquidation-gap risk — which markets can safely support leverage.

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02 Coming soon

Reveals on launch

03 Coming soon

Reveals on launch