Copy Trader

Convert trader performance data into risk-controlled copy-trading recommendations for prediction markets and crypto exchanges.

110|18|Updated Mar 25, 2026
One-click install
npx skills add https://github.com/TravisLeeeeee/awesome-openclaw-personas --skill copy-trader-travisleeeeee
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: Copy Trader
Source: https://github.com/TravisLeeeeee/awesome-openclaw-personas/tree/main/personas/finance/copy-trader
Command: npx skills add https://github.com/TravisLeeeeee/awesome-openclaw-personas --skill copy-trader-travisleeeeee

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill solves the problem of turning trader performance on markets like Polymarket, Kalshi, and crypto exchanges into safer, portfolio-aware copy-trading decisions so users can deploy capital with clear risk boundaries.

Core Features & Use Cases

  • Elite trader monitoring & selection: Scans top traders, evaluates their performance history, and surfaces evidence-based recommendations.
  • Risk-first trade replication: Sizes positions using portfolio limits, mandatory stop-loss rules, and drawdown/correlation constraints.
  • Attribution reporting & transparency: Produces daily reports with per-trader attribution while explicitly disclosing that past performance may not continue.

Quick Start

Ask for a $5,000 deployment plan on Polymarket and the agent will identify qualifying traders, compute metrics (win rate, drawdown, Sharpe), and propose risk-bounded allocations with a stop-loss and disclosure.

Frequently Asked Questions about Copy Trader

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

FAQPage Schema
How do I create a risk-controlled copy trading plan for prediction markets?

A risk-controlled copy trading plan identifies qualifying traders, computes metrics like max drawdown and Sharpe ratio, and proposes risk-bounded allocations with mandatory stop-loss rules for prediction markets.

How do I size positions for copy trading under portfolio constraints?

Position sizing for copy trading applies portfolio limits, mandatory stop-loss rules, and drawdown or correlation constraints to determine safe allocation amounts for replicated trades.

Can I analyze if a trader's performance is statistical strength versus luck?

Analyzing statistical strength versus luck evaluates trader performance history using metrics like win rate and Sharpe ratio to surface evidence-based recommendations for copy trading.

Does this copy trading approach work with crypto exchanges and Polymarket?

This copy trading approach works with prediction markets like Polymarket and Kalshi as well as crypto exchanges, turning trader performance into safer, portfolio-aware deployment decisions.

How do I generate performance attribution reports for copied trades?

Performance attribution reporting produces daily summaries with per-trader attribution while explicitly disclosing that past performance may not continue, ensuring transparency for copy trading activities.

What are the limitations of using past performance for copy trading decisions?

The limitation of using past performance for copy trading is that historical success may not continue, requiring mandatory stop-loss enforcement and drawdown limits to protect portfolio capital.