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Fast-Forward

Phase 1. Blocked on Solidity hire + legal entity.

Fast-Forward is an ERC-4626 vault that buys prediction market positions from traders who want to exit before resolution, at a reputation- and execution-adjusted discount, and holds them to maturity. Bet365-style cash-out for Polymarket and Kalshi.

PM-based binary-outcome products are structurally cheaper than derivatives. The pricing wedge is real, quantified, and decays predictably over contract lifetime.

  • λ = 0.176 on Polymarket (Yang 2026, N=291K contracts, 6 platforms). Pooled cross-platform λ = 0.183.
  • Economic magnitude: at true probability 10%, market price averages ~13.5% (35% overpricing). At 50%, market price averages ~57%.
  • Decays with lifetime. Half-life = 33% of contract duration. Duration-stratified: 2–6 hour contracts λ=0.078; >7-day contracts λ=0.444.
  • Volume-stratified: >$10K contracts have λ ≈ 0. The wedge is driven by illiquid markets — exactly where an early-exit vault adds value.
  • Play-money sign reversal: Manifold has λ = −0.218 (overconfidence without risk-bearing). The wedge has a genuine risk-bearing component on real-money venues.
  • Variance risk premium = 93% of the structural cost gap (Lauris 2026, “Seeing Like a Market”).

If Chrono Score captures forecasting skill, the vault compounds on asymmetric information. If it doesn’t, the vault still captures the pricing wedge.

  • Top 3% of wallets take all $228M net profit (Yang 2026).
  • Top 1% capture 84% of gains (Akey 2026).
  • Edge decays monotonically with participant size (Deleep 2026) — conviction-driven whales are the source of vault alpha, not the destination.

LPs on prediction markets structurally resemble underwriters (Palumbo 2026) — they carry unhedgeable terminal exposure with no hedging venue. Bet365 and Betfair charge 5–15% to cash out sports bets early. That spread is a proven business.

offer_price = wang_corrected_midpoint(market)
× (1 − base_haircut)
+ cs_discount(seller)
− time_to_resolution_penalty(market)

Where:

  • base_haircut is 5–10%, calibrated against realized vault yield target.
  • cs_discount(seller) rewards high-Chrono-Score sellers with more than market midpoint. Alpha harvesting, not charity — their positions resolve correctly more often than market implies.
  • time_to_resolution_penalty accounts for λ-wedge decay.
  • Execution Score enters as a position-sizing gate, not a price adjustment. A high-CS but low-ExS seller is paid on CS; the vault sizes the position smaller to manage concentration.

If Chrono Score shows zero out-of-sample alpha after 6 months of published data, Fast-Forward degrades gracefully. It becomes a standard market-maker that captures:

  1. Base bid-ask spread (always positive on illiquid PM contracts)
  2. The λ-wedge lifetime-decay premium (Yang 2026, literature-quantified)
  3. Variance risk premium (Lauris 2026, 93% of cost gap)

All three are captured without reputation signal. Still a viable vault. We prefer the alpha case, but we’re not betting the business on it.

  • Spec: complete (CONCEPTUAL_MODEL.md §4b)
  • Technical dependencies: Polymarket CTF (open, proven by PolyLend), Kalshi tokenized-position API (when available via DFlow SPL)
  • Team: senior Solidity contractor (non-negotiable hire), + existing frontend
  • Audit: $30–50K, before TVL > $100K
  • Capital: $50–200K vault seed
  • Timeline: 10–14 weeks from Solidity dev start
  • Legal: non-US entity (Bermuda or Cayman), $15–30K for opinion
FAST-FORWARDEarly exit
62¢
500
Market exit
$310
@ 62¢
Your exit
$325
@ 65¢
Gain
+$15
reputation premium

See pricing wedge, skill is real, ecosystem layers.