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catalyst-confirmation

Validate market reactions to external events using Polymarket data.

226|9|Updated Mar 8, 2026
Search Tags:#backtesting#event-driven trading#external events#market confirmation#Polymarket data
One-click install
npx skills add https://github.com/Superior-Trade/superior-skills --skill catalyst-confirmation
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: catalyst-confirmation
Source: https://github.com/Superior-Trade/superior-skills/tree/main/skills/catalyst-confirmation
Command: npx skills add https://github.com/Superior-Trade/superior-skills --skill catalyst-confirmation

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) components.

What problem does it solve?

This Skill helps confirm market reactions to external events before committing to a trading strategy, ensuring the event has a meaningful impact on market prices.

Core Features & Use Cases

  • Event Confirmation: Validate market reactions to external events (e.g., CPI, Fed decisions) with Polymarket data.
  • Backtest Fit: Moderate fit for filled TradeTick data to assess price reactions post-event.
  • Customizable Strategy: Enter trades only after confirmation and exit conditions are met, allowing for customization by users.

Quick Start

Trigger the catalyst-confirmation skill for an upcoming CPI release, using the market slug and a confirmation move of 0.025.

Frequently Asked Questions about catalyst-confirmation

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I confirm market reactions to external events before executing a trade?▼

To confirm market reactions to external events, you validate price impacts using Polymarket data and backtest filled TradeTick data to ensure the event meaningfully affects market prices before entry.

What is event-driven trading confirmation using Polymarket data?▼

Event-driven trading confirmation validates whether external events like CPI releases or Fed decisions produce a measurable market price move using Polymarket data before committing to a strategy.

How do I backtest external event impacts with TradeTick data?▼

You can backtest external event impacts by applying a moderate fit to filled TradeTick data to assess post-event price reactions and verify that a confirmation move threshold is met.

Do I need API access to Polymarket to validate event-driven trading strategies?▼

Yes, you need API access to Polymarket to perform market searches and retrieve TradeTick data required for backtesting and confirming market reactions to external events.

Can I customize entry and exit conditions for event-driven trades after confirmation?▼

Yes, you can customize your trading strategy by entering trades only after market confirmation is met and defining specific exit conditions based on the validated price reaction.

What are the limitations of using Polymarket data for market confirmation?▼

A limitation is that backtesting fit depends on the availability of filled TradeTick data, and market confirmation requires a predefined move threshold, meaning low-liquidity markets may lack sufficient data.

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