Superior Skills

Trading strategies and intelligence tools for Superior Trade — natural-language strategy authoring, backtesting, and autonomous deployment on Hyperliquid, Lighter, and Polymarket.

Designed for OpenClaw users adding trading capabilities to their agent, and for traders who want validated templates rather than rolling their own.

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v2 — Hyperliquid and Aerodrome

v2 contains the Freqtrade-based exchange integrations and the existing crypto strategy library.

Validated strategies (with backtest evidence)

These strategies have backtest evidence on real Hyperliquid data. Numbers are full-period (162 days, 2025-11-20 → 2026-05-01) unless noted.

Paired together as separate sub-accounts, the two strategies are regime-complementary: the Donchian gate fires zero trades during the chop windows where the Bollinger reverter thrives, and the Bollinger reverter mildly underperforms during the strong-trend windows the Donchian captures.

Template strategies (starting points)

Reference templates for adapting to your own thesis. Backtest before deploying.

• dca-weekly — dollar-cost averaging with scheduled buys
• grid-trading — profit-laddered position adjustment
• funding-rate-arbitrage — negative-funding capture (carry)
• funding-squeeze — funding-extreme squeeze ride
• basis-arb — spot-perp basis convergence
• breakout — Donchian breakout with trailing stop
• mean-reversion — Bollinger band fade (4h validated; see file)
• scalping — RSI + volume-thrust template

Categories covered: trend-following, mean-reversion, carry, arbitrage, scalping.

Reusable primitives

Building blocks that compose across strategies.

• trade-thesis — Structured pre-trade thesis builder: bull/bear cases, invalidation criteria, and sizing rationale before any live deployment of a new strategy idea. Aliases: pre-trade analysis, conviction check, trade plan, bull/bear case.
• regime-overlay — Triple-confirmation regime gate (EMA separation + ADX + N-bar return). Turns fragile directional strategies into regime-robust ones. Aliases: regime filter, trend gate, directional confirmation.
• dsl-exit-engine — Three-phase exit primitive: ROI ladder, hard stop, ratcheting trailing stop. Aliases: ratcheting trailing stop, two-phase exit, take-profit ladder.
• fees-optimizations — Maker (ALO) vs taker (MARKET) order-type decisioning, builder fees, parameter sweeps. Aliases: fee optimizer, ALO vs MARKET, maker pricing.
• backtesting — Window selection, walk-forward, parameter sweeps.
• intelligence — Opportunity scanner / pair-ranking system.

v2 exchanges

• hyperliquid — Hyperliquid/Freqtrade API reference, account bootstrap, funding, deployment, and live trading workflows.
• aerodrome — Aerodrome/Base spot-AMM execution.

Intelligence references

The skills/v2/primitives/intelligence/ folder provides the platform's pair-ranking system. Aliases: opportunity scanner, pair scanner, market screener, smart-money detector, four-stage funnel.

• references/buckets.md — The four bucket framework: squeeze fuel, stealth accumulation, coiled spring, basis flipping.
• references/api.md — /v2/intelligence/scan endpoint and setup.
• references/workflow.md — Scan-to-deploy recipes.
• references/glossary.md — Terminology reference.

v3 — Polymarket and Lighter

v3 contains Nautilus-based venue integrations.

• polymarket — Polymarket market discovery, funding, backtests, deployments, and one-off order workflows.
• lighter — Lighter account bootstrap, direct CCTP deposit intents, fast withdrawals, balance checks, and Nautilus deployments. Use this for venue: "lighter" configs and <symbol>.LIGHTER instruments such as BTC-PERP.LIGHTER.

v3 primitives

• deposit-qr — Create a wallet-scannable QR code and payment URI for funding a Superior-managed EVM wallet on a specific chain before a venue deposit flow.

Polymarket archetypes

• probability-momentum
• probability-mean-reversion
• deadline-drift
• related-market-spread
• large-fill-pressure
• catalyst-confirmation

Capability matrix

Folder layout

Every skill is a self-contained directory under skills/v2/ or skills/v3/, following the Agent Skills standard.

• SKILL.md (repo root) — auth/onboarding: request an API key by email and use the x-api-key header. Also served at superior.trade/SKILL.md.
• skills/v2/exchanges/ — Hyperliquid and Aerodrome exchange integrations.
• skills/v2/strategies/ — existing Hyperliquid/Freqtrade strategy templates and validated drop-ins.
• skills/v2/primitives/ — reusable v2 primitives: regime-overlay, dsl-exit-engine, fees-optimizations, backtesting, trade-thesis, and intelligence.
• skills/v3/exchanges/ — Polymarket and Lighter Nautilus venue integrations.
• skills/v3/primitives/ — reusable v3 helpers such as deposit-qr.
• skills/v3/polymarket-archetypes/ — prediction-market archetype skills used with Polymarket v3 workflows.

Getting started

# List trading accounts
curl https://api.superior.trade/v3/account \
  -H "x-api-key: $SUPERIOR_TRADE_API_KEY"

# Backtest a strategy
curl -X POST https://api.superior.trade/v2/backtesting \
  -H "x-api-key: $SUPERIOR_TRADE_API_KEY" \
  -H "content-type: application/json" \
  -d @config-and-code.json

# Start the backtest (note: action, not status)
curl -X PUT https://api.superior.trade/v2/backtesting/{id}/status \
  -H "x-api-key: $SUPERIOR_TRADE_API_KEY" \
  -d '{"action": "start"}'

# Poll until completion
curl https://api.superior.trade/v2/backtesting/{id} \
  -H "x-api-key: $SUPERIOR_TRADE_API_KEY"

Install

Superior skills follow the open Agent Skills standard — one folder per skill with a SKILL.md. Install through whichever entry point your agent uses:

Installing the repo pulls the whole library; grab a single skill with --skill <name> (npx) or by naming it (gh skill install Superior-Trade/superior-skills <name>).

Hyperliquid, Aerodrome, and Lighter skills need a SUPERIOR_TRADE_API_KEY; Polymarket skills use SUPERIOR_TRADE_PM_API_KEY. The root SKILL.md (superior-trade-auth) walks a new user through getting a key by email.

Workflow

The platform emphasizes a structured progression: draft → backtest → review → deploy. No live deployment without explicit user confirmation. Every parameter is logged; every trade is tracked.

Risk disclosure

Trading involves risk. Backtests do not guarantee future performance. The validated strategies above showed positive returns on a single 162-day window (2025-11-20 → 2026-05-01); a strategy that worked then may not work in a different regime. Users remain responsible for strategy choice, deployment decisions, exchange connectivity, and capital risk. Pair every deployment with the regime-overlay gate or equivalent — strategies without regime confirmation are demonstrably fragile.

Topics

hyperliquid, lighter, nautilus, deposit-qr, qrcode, trading-bot, ai-agents, openclaw, backtesting, fee-optimization, opportunity-scanner, trailing-stop, algorithmic-trading, regime-filter, mean-reversion, trend-following, funding-arbitrage, mcp