---
name: Catalyst Confirmation
slug: catalyst-confirmation
category: AI Engineering
description: 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.
github: "https://github.com/Superior-Trade/superior-skills/tree/main/skills/catalyst-confirmation"
language: JavaScript
stars: 207
forks: 9
install: "npx degit https://github.com/Superior-Trade/superior-skills/tree/main/skills/catalyst-confirmation ~/.claude/skills/catalyst-confirmation"
installs_to: ~/.claude/skills/catalyst-confirmation
source_path: skills/catalyst-confirmation/SKILL.md
collection_size: 25
category_size: 3101
collection_url: "https://dirskills.com/collections/Superior-Trade/superior-skills"
added: 2026-09-05T05:28:40.878Z
last_synced: 2026-09-05T05:28:40.878Z
canonical_url: "https://dirskills.com/skills/catalyst-confirmation"
---

# Catalyst Confirmation

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.

**Install:**

```bash
npx degit https://github.com/Superior-Trade/superior-skills/tree/main/skills/catalyst-confirmation ~/.claude/skills/catalyst-confirmation
```

## README

# 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

- Canonical Polymarket market from `GET /context/markets?venue=polymarket`.
- 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

```json
{
  "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 identifiers, then becomes a starting point for custom Nautilus strategy generation."