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Use when a Polymarket outcome appears to overreact and then stall away from recent filled-price range.
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Baseado na classificação 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.
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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 | probability-mean-reversion |
| description | Use when a Polymarket outcome appears to overreact and then stall away from recent filled-price range. |
| version | 0.1.0 |
| updated | "2026-06-17T00:00:00.000Z" |
Use this when someone asks for fade, overreaction, mean reversion, range trading, panic buy, euphoria selloff, or probability jumps with weak follow-through.
POST /v3/markets/search.Moderate fit. Filled TradeTick history can test whether probability moves have a measurable reversion pattern, while using actual fills as the execution proxy.
Limit: backtests cannot validate resting liquidity, spread paid, or what is missed in the maker queue.
Enter when the outcome trades below a lower band and exit near the rolling median. If your implementation permits, do the inverse for above-band conditions when downside overextension appears.
{
"window_ticks": 40,
"entry_deviation": 0.08,
"exit_deviation": 0.02,
"order_size": 10,
"max_holding_ticks": 80
}
| Knob | Effect |
|---|---|
window_ticks | Larger windows produce a smoother baseline. |
entry_deviation | Higher values wait for stronger overreactions. |
exit_deviation | Lower values demand tighter reversion before exit. |
max_holding_ticks | Prevents stale positions through stale conditions. |
"This is an overreaction fade. It works best in noisy markets without new decisive information. I’ll backtest it on filled prices first, then verify trade frequency and liquidity before suggesting live use."