A rebate is a trade rule, not a trading thesis

A rebate can make the trade ticket look better after the fact. It still cannot answer the first question: why this market, at this price, and with this risk?

Polymarket's taker-rebate rules treat the program as a calculation layered onto trading activity. Keep it in the execution model, not in the place where the thesis is born.

Read the rolling window

The tier is based on weighted taker volume over the previous 30 days. That window moves every day, so yesterday's pace is not a permanent status.

Record the window used for the calculation beside the trade log. Otherwise a tier change can look like a new edge when it is only the calendar moving.

Price and category both matter

Weighted volume depends on trade size, entry price, and the category weight. Two trades with the same dollar size can contribute different amounts to the program.

That is an accounting rule, not a signal that one category is more likely to resolve in your favor. Keep the probability estimate, execution price, fee, and program weight as separate fields.

Treat upgrades as forward-only

The documented rebate applies to trades from the moment a tier is reached going forward. Earlier trades are not silently repriced when the account moves up a tier.

When reviewing performance, split fills before and after the tier change. Mixing them turns a timing rule into a misleading average.

Keep the terms on the watchlist

Category weights, thresholds, bonus multipliers, and rebate rates can change. A process that hard-codes today's table will eventually report a number that the current program no longer uses.

The useful question is not whether a rebate made the last trade look cheaper. It is whether the trade still made sense before the rebate, and whether the current terms still match the model.

Further reading: Taker rebate program · Fees · Order lifecycle.

Explore the markets: Open Polymarket (referral link).