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Use when a Polymarket outcome appears to overreact and then stall away from recent filled-price range.
用 Codex 或 Claude 帮你安装 复制这段 Prompt，粘贴到 Codex、Claude 或其他助手里，让它检查 Skill 页面并帮你完成安装。
基于 SOC 职业分类
| 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."
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.