Agent SkillsSuperior-Trade/superior-skills › catalyst-confirmation

catalyst-confirmation

GitHub

基于Polymarket市场数据,在外部事件(如CPI、财报)发生后,通过观察成交确认信号进行量化交易策略执行的技能。

skills/v3/polymarket-archetypes/catalyst-confirmation/SKILL.md Superior-Trade/superior-skills

Trigger Scenarios

用户希望根据外部事件的市场反应来验证交易策略 需要执行基于催化剂确认的量化交易逻辑

Install

npx skills add Superior-Trade/superior-skills --skill catalyst-confirmation -g -y
More Options

Non-standard path

npx skills add https://github.com/Superior-Trade/superior-skills/tree/main/skills/v3/polymarket-archetypes/catalyst-confirmation -g -y

Use without installing

npx skills use Superior-Trade/superior-skills@catalyst-confirmation

指定 Agent (Claude Code)

npx skills add Superior-Trade/superior-skills --skill catalyst-confirmation -a claude-code -g -y

安装 repo 全部 skill

npx skills add Superior-Trade/superior-skills --all -g -y

预览 repo 内 skill

npx skills add Superior-Trade/superior-skills --list

SKILL.md

Frontmatter
{
    "name": "catalyst-confirmation",
    "updated": 1781654400,
    "version": "0.1.0",
    "description": "Use when an external event thesis needs market confirmation before commitment."
}

Strategy: Polymarket · Catalyst Confirmation

When to use

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.

What the agent should look for

  • Exact market slug from POST /v3/markets/search.
  • Clear catalyst timestamp or date.
  • Evidence of filled-trade reaction after the catalyst window.
  • Enough filled history around the event window.
  • Confirmation that market question maps directly to the catalyst.

Backtest fit with filled data

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.

Strategy logic

Enter only when the expected directional catalyst outcome appears and a filled-trade confirmation move occurs after the catalyst window.

Nautilus strategy shape

  • Ignore ticks before the configured catalyst timestamp.
  • Require a confirmation_move in the right direction within confirmation_window_ticks.
  • Enter with the configured size only after confirmation.
  • Exit after exit_after_ticks, on reversal, or near market end.

Example strategyConfig

{
  "catalyst_time": "2026-06-12T18:00:00Z",
  "confirmation_move": 0.025,
  "confirmation_window_ticks": 20,
  "order_size": 10,
  "exit_after_ticks": 60
}

Iteration knobs

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.

Failure modes

  1. Catalyst information may already be priced in before timestamp.
  2. Market may not map cleanly to the event framing.
  3. False-positive events can create temporary spikes without follow-through.
  4. Single-event backtests can overfit and fail in fresh conditions.

User-facing framing

"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."

Version History

  • 85f77be Current 2026-08-02 21:45

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Version
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2026-08-02 21:45

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