360 Secure SkillHub
360 安全技能中心

Kalshi Econ Revision Drift Trader

该 Skill 通过 simmer-sdk 连接预测市场，按 BLS CPI 初值约 +0.03 个百分点的上修偏差调整区间概率分布，当与市场价格的偏离超过阈值时下单；附带入场边缘、退出阈值、单笔上限、滑点与流动性等风控参数，默认干跑，仅显式传入 --live 时经 DFlow/Solana 执行真实交易。

diagnostikon
diagnostikon
热度 35.00
最近更新 2026-05-11 17:40:12
分类：自动化依赖：代码执行 / 第三方 API应用场景：财务 / 市场分析 / 自动化脚本 / 工作流

安装技能

复制下面的话术发给你的 Agent，它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill： npx secure-skills-cli add kalshi-econ-revision-drift-trader
Metadata
name
kalshi-econ-revision-drift-trader
description
Trades CPI bin markets on Kalshi accounting for systematic upward revision bias (~0.03 pp) in initial CPI releases. Markets pricing off initial releases underprice higher CPI bins. Requires SIMMER_API_KEY and simmer-sdk.
metadata
{"author":"Diagnostikon","owner":"Diagnostikon","version":"1.0.0","displayName":"Kalshi Econ Revision Drift Trader","difficulty":"advanced","homepage":"https://simmer.markets/skills","repository":"https://github.com/SpartanLabsXyz/simmer-sdk","requires_env":"SIMMER_API_KEY","requires_pip":"simmer-sdk","default_mode":"paper","live_flag":"--live"}

Kalshi Econ Revision Drift Trader

This is a template.
The default signal uses the well-documented CPI revision bias (+0.03 pp) to shift the fair probability distribution -- remix it with seasonal adjustment patterns, BLS methodology changes, or real-time nowcast data.
The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

BLS CPI initial releases are systematically revised upward by approximately 0.03 percentage points. Markets that resolve on the initial release effectively ignore this revision bias, creating a persistent edge. This skill shifts the CPI probability distribution by the revision bias and trades bins where the shift creates meaningful mispricing.

Key advantages:

  • Documented statistical bias -- BLS revision history from 2000-2024 confirms the upward drift
  • Structural edge -- as long as markets price off initial releases, the bias persists
  • Directional prediction -- higher CPI bins are systematically underpriced
  • No timing dependency -- the bias exists regardless of the current CPI level

Signal Logic

Revision Drift Model

  1. Parse CPI bin markets and extract probability-weighted expected CPI mean
  2. Compute "initial release" bin probabilities using normal distribution
  3. Compute "revision-adjusted" bin probabilities by shifting mean +0.03 pp
  4. Edge = revised_prob - market_price for each bin
  5. Trade when |edge| >= entry_edge

Revision Statistics

Metric Value Source
Mean revision +0.03 pp BLS CPI revision history 2000-2024
Revision std 0.05 pp Same dataset
Direction Upward Consistent across decades
Impact Higher bins underpriced Shifts CDF right

Example

If CPI market-implied mean is 2.80%:

Bin Initial Prob Revised Prob Revision Edge
< 2.0% 5.5% 4.9% -0.6%
2.0-2.5% 22.7% 21.5% -1.2%
2.5-3.0% 38.3% 38.2% -0.1%
3.0-3.5% 24.6% 25.8% +1.2%
> 3.5% 8.9% 9.6% +0.7%

Conviction-Based Sizing

  • conviction = min(|edge| / entry_edge, 2.0) / 2.0
  • size = max($1.00, conviction * MAX_POSITION_USD)
  • Larger edge = larger position, capped at MAX_POSITION_USD

Remix Ideas

  • Seasonal adjustment: CPI revisions vary by month (e.g., January effect)
  • BLS methodology tracking: New CPI basket weights change revision patterns
  • Nowcast overlay: Combine revision bias with Cleveland Fed CPI nowcast
  • Multi-release: Track preliminary, final, and revised releases separately

Risk Parameters

Parameter Default Notes
Entry edge 8% Min revised-vs-market divergence to trade
Exit threshold 45% Sell when position price reaches this
Max position size $5.00 USDC Per market
Max trades per run 3 Rate limiting
Max slippage 15% Skip if slippage exceeds
Min liquidity $0 Disabled by default

Installation & Setup

clawhub install kalshi-econ-revision-drift-trader

Requires: SIMMER_API_KEY and SOLANA_PRIVATE_KEY environment variables.

Cron Schedule

Cron is set to null -- the skill does not run on a schedule until you configure it in the Simmer UI.

Safety & Execution Mode

The skill defaults to dry-run mode. Real trades only execute when --live is passed explicitly.

Scenario Mode Financial risk
python trader.py Dry run None
Cron / automaton Dry run None
python trader.py --live Live (Kalshi via DFlow) Real USDC

The automaton cron is set to null -- it does not run on a schedule until you configure it in the Simmer UI. autostart: false means it won't start automatically on install.

Required Credentials

Variable Required Notes
SIMMER_API_KEY Yes Trading authority. Treat as a high-value credential.
SOLANA_PRIVATE_KEY Yes Base58-encoded Solana private key for live trading.

Tunables (Risk Parameters)

All risk parameters are declared in clawhub.json as tunables and adjustable from the Simmer UI without code changes.

Variable Default Purpose
SIMMER_ECON_REV_ENTRY_EDGE 0.08 Min divergence between revised fair and market to trigger trade
SIMMER_ECON_REV_EXIT_THRESHOLD 0.45 Sell position when price reaches this level
SIMMER_ECON_REV_MAX_POSITION_USD 5.00 Max USDC per trade
SIMMER_ECON_REV_MAX_TRADES_PER_RUN 3 Max trades per execution cycle
SIMMER_ECON_REV_SLIPPAGE_MAX 0.15 Max slippage before skipping (0.15 = 15%)
SIMMER_ECON_REV_MIN_LIQUIDITY 0 Min market liquidity USD (0 = disabled)

Dependency

simmer-sdk is published on PyPI by Simmer Markets.

Review the source before providing live credentials if you require full auditability.