Historical data
Find resolved markets and work with standardized price, trade, order-book, liquidity, and settlement data.
MARKETS · PRICES · TRADES · BOOKSExplore historical markets, test strategies, and understand how they would have performed under realistic execution conditions.
One clean workflow from historical market discovery to a defensible backtest.
POLYMARKET FIRSTFind resolved markets and work with standardized price, trade, order-book, liquidity, and settlement data.
MARKETS · PRICES · TRADES · BOOKSTest late-market entries, probability thresholds, and hold-to-resolution strategies with explicit execution assumptions.
FEES · SLIPPAGE · LATENCY · FILLSInspect return, drawdown, capital usage, reversal markets, and every simulated trade behind the result.
PNL · DRAWDOWN · POSITIONS · EXPORTSOur first public study will test entries above 95¢ within 24 hours of resolution—and show what happens after fees, spread, slippage, reversals, and capital lock-up.
“We are building the research infrastructure we wished existed when studying prediction-market strategies.”Join the early access →
Forebench is an early-access research platform for exploring historical Polymarket data and backtesting prediction-market strategies.
We are building standardized access to historical markets, prices, trades, order books, liquidity, and settlement data.
Each study is designed to state its assumptions for fees, spread, slippage, latency, fills, and capital lock-up instead of assuming every observed price was tradable.
Prediction-market researchers, quantitative traders, developers, and teams building or evaluating AI prediction agents.