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Catalyst Confirmation

核心功能:为绑定CPI、美联储政策、财报等外部事件的策略想法,通过Polymarket交易数据验证事件后的市场反应,生成可定制的Nautilus交易策略模板。典型场景:用户需基于外部事件制定交易策略时。输入需提供市场标识、事件时间等参数,输出含可调整的确认幅度、时间窗口等配置,需警惕事件已定价等失效模式。

superior-ai
superior-ai
热度 16.02
最近更新 2026-06-22 19:06:42
分类:开发依赖:第三方 API / 内部调用大模型 / 代码执行应用场景:代码生成 / 数据处理 / 市场分析 / 财务 ...

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 catalyst-confirmation
Metadata
name
catalyst-confirmation
description
Use when an external event thesis needs market confirmation before commitment.
version
0.1.0
updated
"2026-06-17T00:00:00.000Z"

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."