29 skills published by Superior-Trade across 1 repository. Together they weigh 184 085 tokens — that is what loading all of them at once would cost you in context.
29 skills 184 085 tokens total
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.
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 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 writing a symmetric Bollinger-band mean-reversion strategy on the 4h timeframe — anything described as BB reverter, range trader, chop strategy, ADX-gated mean reversion, band-fade with ROI ladder. Long-or-short on 2σ band touches with RSI confirmation, gated to ADX<25 range regimes. Validated +8.77%/65.5% win across BTC/ETH/SOL/DOGE over 162d; depends entirely on its minimal_roi ladder (2.5% → 1.5% → 0.5% → breakeven). Pairs with donchian-strong-regime for full-regime coverage.
Use when writing a swing/intraday breakout strategy on Superior Trade — anything described as breakout, momentum, trend following, 12-hour high, range expansion, riding new highs, Donchian breakout. Note this template was unprofitable in our reference backtest (long-only in a -13% market); explain regime sensitivity to the user.
Use when an external event thesis needs market confirmation before commitment.
Use when writing, validating, or troubleshooting a recurring scheduled buy strategy (DCA, dollar-cost averaging, weekly buys, daily buys, monthly accumulation, accumulator) on Superior Trade — especially anything that should "buy more of the same pair" on a calendar trigger rather than a price trigger.
Use when a Polymarket market probability changes as the resolution deadline approaches.
Use when a user needs a QR code or wallet payment URI to fund a Superior-managed EVM wallet on a specific chain before using Lighter, Polymarket, Hyperliquid, or other Superior Trade workflows.
Use when writing a trend-breakdown short gated by a triple-confirmed strong-bear regime on Superior Trade — anything described as donchian short, structural breakdown, regime-gated trend follower, EMA-separation + ADX + N-bar return confirmation. Validated +6.69%/100% win/0% DD on BTC over 162d; designed to fire only in confirmed bear regimes (zero trades in chop by design). Pairs with bollinger-reverter-4h for full-regime coverage.
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 a user wants to fund or bridge from an external wallet through a third-party UI such as Relay, especially when asking for MetaMask Mobile QR codes, bridge links, prefilled deposit URLs, Robinhood Chain USDG, or avoiding high-fee transaction QR mistakes.
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.
Use when writing a funding-rate-driven perp strategy on Superior Trade — anything described as funding harvest, funding arbitrage, funding rate carry, negative funding, paid to long, paid to short, basis trade. The strategy reads Hyperliquid hourly funding via `dp.get_pair_dataframe(candle_type="funding_rate")`, which is automatically downloaded for backtests.
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.
Use when writing a profit-laddered position-adjustment strategy on Superior Trade — anything described as a grid bot, range fade, range harvest, ladder buy, scaling-in, pyramiding, or "buy more when it dips and sell partials when it rallies". Note this is a profit-driven ladder, not a true 20-rung order-book grid; explain that limitation when the user asks for true grid trading.
Backtest and deploy trading strategies on Superior Trade's managed cloud.
Use when the user asks "what's hot", "what's moving", "any alpha", "show me squeeze setups", "what's the setup on ETH", "is SOL coiled", "should I deploy NEAR" or any market-scan / single-pair-drilldown question. Surfaces Superior Trade's live multi-bucket scoring across Hyperliquid alts + HIP-3 (stocks/indices/commodities/FX) — Squeeze fuel, Stealth accumulation, Coiled spring, Basis flipping. The engine picks the strongest timeframe (15m/1h/4h/24h) per pair per bucket; you don't pick one. Pairs in to the existing strategy → backtest → deployment workflow at api.superior.trade.
Use when repeated large fills suggest directional participation or informed flow.
Onboard, fund, place immediate orders, withdraw, proxy signed Lighter transactions, and deploy Lighter Nautilus strategies through Superior Trade.
Use when writing a Bollinger-band mean-reversion strategy on Superior Trade — anything described as mean reversion, BB bands, oversold bounce, fade, range trade, ADX low, sigma extension. Upgraded 2026-05-18 from the prior 1h/2.5σ variant to the validated 4h/2σ/ADX<25 version (+8.77% multi-pair, 65.5% win over 162d). Prior 1h variant is preserved at the end of the file as an archived reference.
Discover Polymarket markets, place single immediate market orders, run v3 filled-data backtests, and plan/start live Nautilus deployments through Superior Trade's managed cloud.
Use when a Polymarket outcome appears to overreact and then stall away from recent filled-price range.
Use when a Polymarket outcome price and filled volume are accelerating in the same direction.
Use when adding a regime filter to any directional strategy on Superior Trade — anything described as regime gate, trend filter, directional confirmation, ADX gate, EMA-separation filter, trade-or-skip overlay. Provides three reusable building blocks (regime_strong_bear, regime_strong_bull, regime_range) that wrap entry signals with triple-confirmation (EMA separation + ADX + N-bar return). Validated as the difference between fragile and robust trend strategies — fewer trades, cleaner equity curve.
Use when two Polymarket markets imply different probabilities for a linked outcome.
Use when writing a high-turnover intraday strategy on Superior Trade — anything described as scalping, momentum bursts, fast in/out, RSI thrust, volume spike entry, 5-minute strategy. Note this template was unprofitable in our reference backtest (33% WR, -0.34%); use it as a structural template, not a recommendation.
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.
Structured pre-trade thesis builder — bull/bear cases, invalidation criteria, and sizing rationale before any live deployment. Read this page when a user proposes a trade idea, says 'should I trade X', asks for a bull/bear case, wants a pre-trade analysis, or before the agent deploys a new strategy live for the first time.