القائمة
Use when a Polymarket outcome price and filled volume are accelerating in the same direction.
التثبيت باستخدام Codex أو Claude انسخ هذا Prompt والصقه في Codex أو Claude أو مساعد آخر ليراجع صفحة Skill ويثبّتها لك.
استنادا إلى تصنيف SOC المهني
Request and use a Superior Trade API key for https://api.superior.trade. Use when an agent needs to onboard a user by email, request an API key with POST /auth/sign-in/magic-link, set up x-api-key authentication, or recover from missing/invalid Superior Trade credentials (401/403) before backtesting or deploying a strategy.
Backtest and deploy trading strategies on Superior Trade's managed cloud.
Discover Polymarket markets, place single immediate market orders, run v3 filled-data backtests, and plan/start live Nautilus deployments through Superior Trade's managed cloud.
Use when the user asks for spot-perp basis trade, basis arbitrage, cash-and-carry, perp discount, or any setup that reads the spot–perp basis as a positioning signal. Long-perp leg only — pure two-leg basis arb requires a paired spot short (or long) which Freqtrade can't run cleanly. The strategy below captures the directional read, not the hedged carry.
Use when designing or tuning exit logic for a Freqtrade strategy on Superior Trade — anything described as ratcheting trailing stop, two-phase exit, ALO-aware exit, dynamic stoploss DSL, ROI ladder, take-profit ladder, exit engine. Specifies a three-phase exit (Phase 0 ROI ladder, Phase 1 hard stop, Phase 2 ratcheting trail) that strategies compose. The Phase 2 ratchet was the most consistently profitable primitive across 21 validation backtests; the Phase 0 ladder is what makes mean-reversion strategies actually book wins.
Use when writing a strategy that captures short-squeeze setups on Hyperliquid perps — anything described as squeeze, short squeeze fuel, negative funding rally, fade the shorts, paid to long. Goes long when funding APR is deeply negative (shorts paying longs) AND price has been rising, exits on funding normalisation or time-stop. Sibling of strategy-funding-harvest but reads the squeeze-fuel signal instead of the carry.
| name | probability-momentum |
| description | Use when a Polymarket outcome price and filled volume are accelerating in the same direction. |
| version | 0.1.0 |
| updated | "2026-06-17T00:00:00.000Z" |
Use this when someone asks for momentum, trend following, breakout, follow-the-crowd behavior, fast-moving crypto milestones, or rapid probability acceleration.
POST /v3/markets/search.backtestSupported: true.Good fit for this archetype. Filled TradeTick history can validate whether momentum would have produced fill-driven entries, exits, and directional exposure.
Limit: filled-trade backtests do not prove maker queue position, maker rebates, or order-book depth. Treat this as taker-style behavior evidence, not certainty.
Enter YES when recent probability rises more than a threshold over lookback_ticks. Exit when exit_after_ticks is reached, or when momentum stalls if an exit condition is included.
subscribe_trade_ticks(instrument_id) to stream TradeTicks.on_trade_tick as the main event handler.on_order_filled.{
"lookback_ticks": 5,
"momentum_threshold": 0.02,
"order_size": 10,
"exit_after_ticks": 25,
"max_entries": 3
}
| Knob | Effect |
|---|---|
lookback_ticks | Larger values reduce noise; smaller values react faster. |
momentum_threshold | Higher values reduce frequency and require stronger momentum. |
order_size | Larger values increase PnL sensitivity and liquidity exposure. |
exit_after_ticks | Shorter values trim quickly; longer values hold trend. |
max_entries | Caps repeated entries in choppy markets. |
"This is a probability momentum strategy: it buys when fills and last-trade probability move together in one direction. It is backtestable with filled TradeTicks, but it does not confirm maker queue priority or spread capture."