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Use when a Polymarket outcome price and filled volume are accelerating in the same direction.
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-momentum |
| description | Use when a Polymarket outcome price and filled volume are accelerating in the same direction. |
| version | 0.1.0 |
| updated | "2026-06-17T00:00:00.000Z" |
Use this when someone asks for momentum, trend following, breakout, follow-the-crowd behavior, fast-moving crypto milestones, or rapid probability acceleration.
POST /v3/markets/search.backtestSupported: true.Good fit for this archetype. Filled TradeTick history can validate whether momentum would have produced fill-driven entries, exits, and directional exposure.
Limit: filled-trade backtests do not prove maker queue position, maker rebates, or order-book depth. Treat this as taker-style behavior evidence, not certainty.
Enter YES when recent probability rises more than a threshold over lookback_ticks. Exit when exit_after_ticks is reached, or when momentum stalls if an exit condition is included.
subscribe_trade_ticks(instrument_id) to stream TradeTicks.on_trade_tick as the main event handler.on_order_filled.{
"lookback_ticks": 5,
"momentum_threshold": 0.02,
"order_size": 10,
"exit_after_ticks": 25,
"max_entries": 3
}
| Knob | Effect |
|---|---|
lookback_ticks | Larger values reduce noise; smaller values react faster. |
momentum_threshold | Higher values reduce frequency and require stronger momentum. |
order_size | Larger values increase PnL sensitivity and liquidity exposure. |
exit_after_ticks | Shorter values trim quickly; longer values hold trend. |
max_entries | Caps repeated entries in choppy markets. |
"This is a probability momentum strategy: it buys when fills and last-trade probability move together in one direction. It is backtestable with filled TradeTicks, but it does not confirm maker queue priority or spread capture."
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.