Backtest and deploy algorithmic trading strategies on Hyperliquid and Polymarket using Superior Trade. Includes validated strategy templates (Bollinger mean-reversion, breakout, DCA, scalping, regime filters) and market analysis skills for funding rates, squeeze setups, and Polymarket probability momentum.
Use when creating, validating, backtesting, deploying, sizing, or troubleshooting Aerodrome/Base spot trading strategies through the Superior Trade API, especially Freqtrade configs using exchange.name "aerodrome", AERO/USDC or CHECK/USDC pairs, AMM market swaps, wallet/gas balance checks, no-orderbook pricing, or Aerodrome live deployment safety.
Use when running, interpreting, or designing backtests on Superior Trade — anything about backtest windows, trade-count thresholds, exit-reason mix, parameter sweeps, walk-forward validation, zero-trade diagnosis, compute-cost estimation, or "is this backtest result trustworthy?". Pair with the relevant strategy template from `strategies/`.
Use when the user asks for spot-perp basis trade, basis arbitrage, cash-and-carry, perp discount, or any setup that reads the spot–perp basis as a positioning signal. Long-perp leg only — pure two-leg basis arb requires a paired spot short (or long) which Freqtrade can't run cleanly. The strategy below captures the directional read, not the hedged carry.
Use when writing a symmetric Bollinger-band mean-reversion strategy on the 4h timeframe — anything described as BB reverter, range trader, chop strategy, ADX-gated mean reversion, band-fade with ROI ladder. Long-or-short on 2σ band touches with RSI confirmation, gated to ADX<25 range regimes. Validated +8.77%/65.5% win across BTC/ETH/SOL/DOGE over 162d; depends entirely on its minimal_roi ladder (2.5% → 1.5% → 0.5% → breakeven). Pairs with donchian-strong-regime for full-regime coverage.
Use when writing a swing/intraday breakout strategy on Superior Trade — anything described as breakout, momentum, trend following, 12-hour high, range expansion, riding new highs, Donchian breakout. Note this template was unprofitable in our reference backtest (long-only in a -13% market); explain regime sensitivity to the user.
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Trading strategies and intelligence tools for Superior Trade — natural-language strategy authoring, backtesting, and autonomous deployment on Hyperliquid.
Designed for OpenClaw users adding trading capabilities to their agent, and for traders who want validated templates rather than rolling their own.
These strategies have backtest evidence on real Hyperliquid data. Numbers are full-period (162 days, 2025-11-20 → 2026-05-01) unless noted.
| Strategy | Regime | Pairs tested | Trades | Win | Profit | Max DD | File |
|---|---|---|---|---|---|---|---|
| Donchian Strong-Regime | Strong directional trend | BTC | 6 | 100% | +6.69% | 0% | donchian-strong-regime |
| Bollinger Reverter 4h | Range / chop (ADX<25) | BTC/ETH/SOL/DOGE | 84 | 65.5% | +8.77% | 18.5% | bollinger-reverter-4h |
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.
Reference templates for adapting to your own thesis. Backtest before deploying.
dca-weekly — dollar-cost averaging with scheduled buysgrid-trading — profit-laddered position adjustmentfunding-rate-arbitrage — negative-funding capture (carry)funding-squeeze — funding-extreme squeeze ridebasis-arb — spot-perp basis convergencebreakout — Donchian breakout with trailing stopmean-reversion — Bollinger band fade (4h validated; see file)scalping — RSI + volume-thrust templateCategories covered: trend-following, mean-reversion, carry, arbitrage, scalping.
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.The skills/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.npx claudepluginhub superior-trade/superior-skills --plugin superior-skillsBacktest trading strategies with historical data, performance metrics, and risk analysis
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