Alpha Signal Gap Trading on Polymarket

When the report records zero alpha signals, the strategy assumes a temporary inefficiency or information vacuum. It enters mean-reversion trades on markets diverging from their historical price range. Entry is at a 2 standard deviation move from the mean; exit when price returns to the mean or after a fixed 4-hour window. Implementation requires historical price data and real-time deviation calculation. Results yield small but consistent profits in low-signal environments.