Loading...
Loading...
Found 39 Skills
This skill should be used when analyzing market breadth charts, specifically the S&P 500 Breadth Index (200-Day MA based) and the US Stock Market Uptrend Stock Ratio charts. Use this skill when the user provides breadth chart images for analysis, requests market breadth assessment, positioning strategy recommendations, or wants to understand medium-term strategic and short-term tactical market outlook based on breadth indicators. All analysis and output are conducted in English.
FOX v0.1 — Fully autonomous multi-strategy trading for Hyperliquid perps via Senpi MCP. Forked from Wolf v7 + v7.1 data-driven optimizations (14-trade analysis: 2W/12L). Tighter absolute floor (0.02/lev, ~20% max ROE loss), aggressive Phase 1 timing (30min hard timeout, 15min weak peak, 10min dead weight), green-in-10 floor tightening, time-of-day scoring (+1 for 04-14 UTC, -2 for 18-02 UTC), rank jump minimum (≥15 OR vel>15). Scoring system (6+ pts), NEUTRAL regime support, tiered margin (6 entries max), BTC 1h bias alignment, market regime refresh 4h. 8-cron architecture. Independent from Wolf. Requires Senpi MCP, python3, mcporter CLI, OpenClaw cron system.
ORCA v1.1 — Hardened dual-mode emerging movers scanner. Every lesson from 5+ days of live trading across 22 agents baked into the code. v1.1 adds the DSL state template directly in scanner output — eliminating the dsl-profile.json override bugs that broke Fox, Grizzly, Jackal, and every Wolf-based agent. XYZ equities banned at scan level. Leverage 7-10x enforced. Stagnation TP mandatory. 10% daily loss limit. 2-hour per-asset cooldown. Conviction-scaled Phase 1 timing per-signal. The agent cannot override any of these — they are in the scanner, not instructions.
Auxiliary development skill for Tongda Xin quantitative platform (TdxQuant). Use this skill when users mention "Tongda Xin", "TDX", "TdxQuant", "quantitative trading" or ask about the usage of the `tqcenter` module. It can help with environment setup, API calling, market data acquisition and trading strategy implementation.
Use this skill whenever the user wants trading strategy advice, trade recommendations, portfolio guidance, or prediction market analysis that leads to actionable trades. Triggers: "trading strategy", "trade recommendation", "should I buy", "should I sell", "what to trade", "portfolio advice", "prediction market strategy", "position sizing", "Kelly criterion", "risk management", "entry criteria", "exit criteria", "market edge", "expected value", "when to trade", "stop trading", "drawdown", "strategy review", "daily review", "performance analysis", "paper trading strategy", "which markets", "best opportunities".
Run a historical backtest using npx neural-trader with Rust/NAPI engine (8-19x faster) and walk-forward validation
Framework for developing, testing, and deploying trading strategies for prediction markets. Use when creating new strategies, implementing signals, or building backtesting logic.
Use when developing or documenting trading strategies - guides edge hypothesis formation, validates statistical significance, documents strategy rules systematically (entry, exit, risk management). Activates when user says "research this strategy", "document my approach", "test this idea", mentions "trading strategy", "edge", or uses /trading:research command.
BISON v1.1 — Conviction holder for top 10 Hyperliquid assets by volume. Enters on 4h trend structure + 1h momentum + SM alignment convergence. Holds through pullbacks with DSL High Water Mode (mandatory). Re-evaluates thesis every 5 min — exits when conviction breaks, not when price retraces. Wide Phase 1 floors, no time-based exits, infinite trailing at 85% of peak. v1.1: daily entry cap only enforced when day PnL is negative. When profitable, reloads in batches of 3 — BISON keeps trading as long as it's making money.
Analyze historical downtrend durations and generate interactive HTML histograms showing typical correction lengths by sector and market cap.
POLAR v2.4 — ETH Alpha Hunter (sniper recalibration). Single-asset ETH lifecycle scanner with conviction-scaled leverage, move-exhaustion scoring, and same-direction re-entry cooldown. v2.4 recalibration after -31.7% ROE on 381 trades: MIN_SCORE raised 8→10 (Cheetah v5.1 APEX pattern), leverage tiers shifted to 7x at 10-11 / 10x at 12+, cooldown raised 120→240 min, new MIN_SM_ACCEL_PCT=0.3 hard gate on 15m velocity. DSL exit managed by plugin runtime via runtime.yaml.
Guides users through their first trade on Senpi/Hyperliquid. Walks through discovery (top traders), creating a mirror strategy with a chosen trader, monitoring, and closing the strategy. Use when user says "let's trade", "first trade", "teach me to trade", "how do I trade", or when state is AWAITING_FIRST_TRADE. Can also run when state is not READY (e.g. after entrypoint Step 3); then prompts for wallet funding before starting when needed. Requires Senpi MCP to be connected.