catalyst-confirmation

Research

Use when an external event thesis needs market confirmation before commitment.

QUICK START

How to use this skill

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Prompt to paste

I want to install this Agent Skill for this project in Codex.

Source SKILL.md: https://github.com/Superior-Trade/superior-skills/blob/HEAD/skills/catalyst-confirmation/SKILL.md

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First, summarize what it does, its dependencies, license status if identifiable, and any risks. Show the exact files you propose to add under .agents/skills/catalyst-confirmation/. Do not write files or run scripts until I approve.

After I approve, install the complete skill folder, including required referenced files, into that project location. Verify it is discoverable, then tell me its actual invocation name and how to use it. Do not claim it is installed until you have verified it.

Copying this prompt does not install or run the skill. Review third-party files before use. Codex skill guide

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

Catalyst information may already be priced in before timestamp.
Market may not map cleanly to the event framing.
False-positive events can create temporary spikes without follow-through.
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."