Smart Money Skew is a quantitative signal that tracks the open positions of the top 30 Polymarket traders ranked by 30-day profit and loss. By aggregating their dollar-weighted directional exposure across every active market, FlowFrame surfaces markets where informed capital is disproportionately concentrated on one side relative to the current market price.
The composite skew score weights three trader tiers: Sharp traders (rank 1–10, carrying 60% of the composite weight), Skilled traders (rank 11–20, 30% weight), and Active traders (rank 21–30, 10% weight). The resulting edge signal — Implied Fair Value minus current YES price — quantifies how far the market price diverges from where smart money implies it should trade.
A +20% edge on a market trading at 50¢ means top traders' positioning implies a 70% probability — a meaningful divergence that has historically preceded price corrections toward the informed view. Data refreshes every 20 minutes from the Polymarket CLOB and position APIs.
How to Use Smart Money Skew
Start by sorting the table by Edge (highest first) to find markets where smart money positioning diverges most from current prices. A large positive edge means top traders are bullish on YES relative to the market price — a large negative edge means they lean NO. Use the minimum position filter (top right) to focus only on markets where top traders have at least $1,000 committed — this filters out low-conviction exploratory positions.
Check the Sharp bar for each market — this is the single most predictive signal. When the top 10 traders by P&L are heavily skewed in one direction and the market price doesn't reflect it, that divergence is worth investigating. Cross-reference with the Whale Activity feed to see if large trades are accompanying the positioning shift.
Frequently Asked Questions
How is the composite skew calculated?
The composite skew is a dollar-weighted average: 0.6 × sharp_skew + 0.3 × profitable_skew + 0.1 × recreational_skew. Each tier's skew is (yes_dollars − no_dollars) / (yes_dollars + no_dollars), ranging from −1 (all money on NO) to +1 (all money on YES). Implied fair value is then computed by shifting the market price in log-odds space by the composite skew (sensitivity = 0.75 log-odds units), capping any single-signal adjustment at roughly 15–18 percentage points near mid-range markets and less at extremes.
Where does trader ranking data come from?
Trader rankings are sourced from predicting.top, which tracks on-chain Polymarket wallet performance over rolling 30-day windows. FlowFrame uses the top 30 wallets by P&L as of each 20-minute refresh cycle.
What is the minimum position size filter?
Small positions under $250–$500 may represent exploratory or low-conviction trades. The minimum position filter excludes markets where sharp traders' total committed capital falls below the selected threshold, surfacing only markets with meaningful skin in the game.
Does this cover Kalshi markets?
Currently Smart Money Skew covers Polymarket only. A Kalshi equivalent is planned for a future release.
Is this the same as the Whale Tracker?
No. The Whale Tracker monitors large individual trades as they happen in real time. Smart Money Skew focuses on the aggregate open position of the top-ranked traders by P&L — it is a snapshot of where smart money is sitting, not what they just traded.
What does it mean when tiers disagree?
When Sharp traders (top 10) lean YES but Active traders (rank 21–30) lean NO, that disagreement can itself be a signal — the lower-tier traders may be fading the sharps, which historically tends to be the wrong side. Tier divergence is visible in the per-tier breakdown within each market row.