Menü
Use when two Polymarket markets imply different probabilities for a linked outcome.
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
| name | related-market-spread |
| description | Use when two Polymarket markets imply different probabilities for a linked outcome. |
| version | 0.1.0 |
| updated | "2026-06-17T00:00:00.000Z" |
Use this when the user asks for relative-value trades, discrepancy checks, linked outcomes, or questions like "this market is mispriced versus that one."
POST /v3/markets/search.Partial fit. Backtests built from filled TradeTick data are useful for checking whether the spread relationship has widened and then compressed in history. They cannot guarantee simultaneous fills or full cross-book liquidity.
Use this as a generated archetype: the strategy should be adapted in code before use, not treated as a finished edge.
Track the latest filled price for both legs. Enter when spread is above a threshold and exits when spread narrows or max holding duration expires.
TradeTick for both instruments.{
"primary_instrument_id": "AUTO_FROM_MARKET_A",
"secondary_instrument_id": "AUTO_FROM_MARKET_B",
"spread_entry": 0.08,
"spread_exit": 0.03,
"order_size": 10,
"max_holding_ticks": 120
}
| Knob | Effect |
|---|---|
spread_entry | Higher = only trade stronger relative-value discrepancies. |
spread_exit | Lower = wait for fuller normalization before exiting. |
max_holding_ticks | Lower = tighter time risk control if convergence does not happen. |
TradeTick replay cannot prove simultaneous execution across legs."This is a relative-value archetype, not a guaranteed edge. It is built from filled TradeTick backtests and exact market slug discovery first, then adapted into custom NautilusTrader code before any deployment."
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.