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Use when a Polymarket market probability changes as the resolution deadline approaches.
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Basé sur la classification professionnelle 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.
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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 | deadline-drift |
| description | Use when a Polymarket market probability changes as the resolution deadline approaches. |
| version | 0.1.0 |
| updated | "2026-06-17T00:00:00.000Z" |
Use this for before-date contracts, monthly/weekly threshold markets, election timing markets, or requests where time remaining is the core thesis.
POST /v3/markets/search.market_end from market metadata.Moderate fit. Filled TradeTick data can show whether price drifted in line with deadline pressure and whether exits would usually occur before binary resolution.
Limit: this does not produce true fair-probability forecasts; it only tests historical price behavior around deadlines.
Enter when drift aligns with time decay or deadline acceleration. Exit before settlement unless the user explicitly asks for binary exposure into resolution.
on_trade_tick.market_end.min_days_to_end and max_days_to_end.exit_buffer_hours cutoff.{
"market_end": "2026-07-01T00:00:00Z",
"min_days_to_end": 2,
"max_days_to_end": 21,
"drift_threshold": 0.015,
"order_size": 10,
"exit_buffer_hours": 12
}
| Knob | Effect |
|---|---|
min_days_to_end | Avoids entering too close to settlement. |
max_days_to_end | Avoids entering when the deadline is still distant. |
drift_threshold | Higher values require stronger deadline repricing. |
exit_buffer_hours | Larger buffers reduce resolution timing risk. |
"This strategy trades deadline pressure, not certainty. I will backtest on filled TradeTicks to check whether the historical price drift is consistent and tradable, then suggest only cautious position sizing."