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Use when an external event thesis needs market confirmation before commitment.
Instalar con Codex o Claude Copia este prompt, pégalo en Codex, Claude u otro asistente, y deja que revise la página de la skill y la instale por ti.
Basado en la clasificación ocupacional SOC
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.
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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 | catalyst-confirmation |
| description | Use when an external event thesis needs market confirmation before commitment. |
| version | 0.1.0 |
| updated | "2026-06-17T00:00:00.000Z" |
Use this when the user ties a strategy idea to an external event (CPI, Fed, court rulings, ETF, earnings, protocol upgrade, sports injuries) and wants Polymarket behavior to confirm it.
POST /v3/markets/search.Moderate fit. Filled TradeTick backtests can validate whether price reacted and how quickly after timestamps. They do not validate the news source itself or guarantee it remains relevant in future sessions.
This is an archetype template: it should be converted into custom NautilusTrader code and tuned by the user and engine constraints.
Enter only when the expected directional catalyst outcome appears and a filled-trade confirmation move occurs after the catalyst window.
confirmation_move in the right direction within confirmation_window_ticks.exit_after_ticks, on reversal, or near market end.{
"catalyst_time": "2026-06-12T18:00:00Z",
"confirmation_move": 0.025,
"confirmation_window_ticks": 20,
"order_size": 10,
"exit_after_ticks": 60
}
| Knob | Effect |
|---|---|
confirmation_move | Higher = wait for stronger post-catalyst movement. |
confirmation_window_ticks | Lower = tighter catalyst-response window. |
exit_after_ticks | Higher = hold longer for delayed event drift. |
"This is a catalyst-led archetype, not a guaranteed edge. It runs on filled TradeTick history and exact market slugs, then becomes a starting point for custom Nautilus strategy generation."