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Use when a Polymarket outcome price and filled volume are accelerating in the same direction.
Mit Codex oder Claude installieren Kopieren Sie diesen Prompt, fügen Sie ihn in Codex, Claude oder einen anderen Assistant ein und lassen Sie die Skill-Seite prüfen und installieren.
Basierend auf der SOC-Berufsklassifikation
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.
Use when creating, validating, backtesting, deploying, sizing, or troubleshooting Aerodrome/Base spot trading strategies through the Superior Trade API, especially Freqtrade configs using exchange.name "aerodrome", AERO/USDC or CHECK/USDC pairs, AMM market swaps, wallet/gas balance checks, no-orderbook pricing, or Aerodrome live deployment safety.
Backtest and deploy trading strategies on Superior Trade's managed cloud.
Use when running, interpreting, or designing backtests on Superior Trade — anything about backtest windows, trade-count thresholds, exit-reason mix, parameter sweeps, walk-forward validation, zero-trade diagnosis, compute-cost estimation, or "is this backtest result trustworthy?". Pair with the relevant strategy template from `strategies/`.
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 the user asks about fees, slippage, maker vs taker, post-only orders, fee tiers, fee optimization, why my strategy is losing more than backtest, builder code fee, effective spread, order pricing, or wants to lower trading costs on a Hyperliquid Freqtrade deployment. Also use proactively when the user designs a high-turnover strategy (5m or faster, tight ROI < 0.5%) — fees often dominate edge there.
| 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."