Superior-Trade/superior-skills

Aerodrome Trading helps create, validate, backtest, and deploy Aerodrome/Base spot trading strategies through the Superior Trade API. It is used for Freqtrade configs, market-swap execution, balance checks, and live-trading safety on Base.

Backtesting helps you run and judge strategy backtests on Superior Trade, including window selection, sample-size checks, parameter sweeps, walk-forward validation, and zero-trade diagnosis. Use it when deciding whether a result is trustworthy or worth iterating on.

Basis Arb turns spot-perp basis and funding into a directional signal for futures entries. Use it when you want to trade the perp leg from basis flips or cash-and-carry setups, not run a hedged two-leg arbitrage.

Bollinger Reverter 4H defines a symmetric Bollinger-band mean-reversion strategy for 4h charts. Use it when building a range-trading setup with ADX, RSI, and a tight ROI ladder around band touches.

Breakout writes a swing or intraday momentum strategy for Superior Trade using prior highs, range expansion, and trailing stops. It also flags that long-only breakouts can fail in downtrends and should use a regime filter or multi-pair scan.

Catalyst Confirmation checks whether a Polymarket market reacts after an external event like CPI, Fed decisions, or court rulings. Use it when a thesis depends on post-event price confirmation before entering a trade.

DCA Weekly helps write and validate scheduled buy strategies that add to the same trading pair on a calendar cadence. Use it for weekly, monthly, or daily accumulation on Superior Trade instead of price-triggered buying.

DSL Exit Engine defines a three-phase exit model for Freqtrade strategies: ROI ladder, hard stoploss, and ratcheting trailing stop. Use it when tuning exits for mean-reversion, breakout, or mixed strategies.

Deadline Drift uses filled TradeTick history to study how Polymarket prices move as a market’s resolution deadline gets closer. Use it for before-date or timing-based markets when the question is whether price drift follows time pressure.

Deposit QR creates an EIP-681 payment URI and QR code for funding a Superior-managed EVM wallet on a specific chain. Use it when you need a scannable native-token or ERC-20 transfer for a wallet deposit before trading workflows.

Donchian Strong Regime shorts breakdowns only when a strong-bear regime is confirmed by EMA separation, ADX, and recent downside momentum. It is used for trend-following bear moves and stays out of chop by design.

External Deposit helps create bridge and payment links for funding from a user’s wallet through Relay or similar third-party UIs. Use it for MetaMask Mobile QR flows, same-chain ERC-20 transfer URIs, and avoiding high-fee or wrong-network deposit mistakes.

Fee Optimizations helps you reduce trading costs in Freqtrade on Hyperliquid by choosing maker-friendly order settings, accounting for builder fees, and reasoning about slippage. Use it when backtests diverge from live results or when a high-turnover strategy may be eaten by fees.

Funding Rate Arbitrage captures perp funding payments by entering when funding APR is deeply negative or, in the short variant, deeply positive. It uses Hyperliquid hourly funding data in Freqtrade backtests and live strategy logic.

Funding Squeeze enters long when Hyperliquid perp funding is deeply negative and price is already rising, aiming to ride forced short unwinds. It exits on funding normalization or a time stop when the squeeze thesis no longer holds.

Grid Trading uses a profit-laddered position-adjustment approach for range fades, ladder buys, and partial take-profits on Superior Trade. It is not a true multi-order book grid; use it when price drawdown triggers adds and rallies take partials.

Hyperliquid backtests and deploys Freqtrade strategies on Superior Trade’s managed Hyperliquid runtime. Use it to write configs and strategy code, run sweeps, check balances, trade HIP-3 perps, or debug failed deployments.

Intelligence uses Superior Trade Unified API market data to rank current setups and inspect a single canonical symbol. Use it for “what’s hot” scans or symbol drilldowns, and read the returned evidence instead of treating scores as advice.

Large Fill Pressure looks for repeated oversized Polymarket fills that cluster in one direction and may justify trading behind the flow. Use it to shape a backtestable signal from filled trade data, not to infer hidden intent.

Lighter uses the Superior Trade Unified API for market discovery, backtests, deployments, wallet checks, and supported one-time actions. Use it when working with the Lighter venue through the unified runtime.

Mean Reversion writes a 4h Bollinger-band mean-reversion trading strategy with RSI and ADX filters for range-bound markets. Use it for oversold bounces, band fades, and other reversion setups on Superior Trade.

Polymarket Trading lets you find Polymarket markets, place immediate market orders, write NautilusTrader strategies, run filled-data backtests, and deploy live strategies. Use it when trading or researching prediction markets through Superior Trade.

Probability Mean Reversion looks for Polymarket outcomes that overreact and then drift back toward a rolling median. Use it for fade trades when there is weak follow-through and no fresh catalyst.

Robinhood Chain Lighter plans deployment and funding guidance for the Superior Trade venue `lighter-robinhood`. Use it when preparing a Robinhood Wallet perps strategy on Lighter or checking venue-specific availability and config.

Superior Trade Authentication helps register a Superior Trade account, verify the email OTP, and configure x-api-key access for the Unified API. Use it when credentials are missing, invalid, or need to be recovered before authenticated requests.