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deadline-drift

Identify trading opportunities from probability shifts near resolution deadlines.

226|9|Updated Mar 8, 2026
Search Tags:#backtesting#trading strategies#probability analysis#market probabilities#deadline trading
One-click install
npx skills add https://github.com/Superior-Trade/superior-skills --skill deadline-drift
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: deadline-drift
Source: https://github.com/Superior-Trade/superior-skills/tree/main/skills/deadline-drift
Command: npx skills add https://github.com/Superior-Trade/superior-skills --skill deadline-drift

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) components.

What problem does it solve?

This Skill identifies trading opportunities in markets where probabilities shift significantly near resolution deadlines, allowing for strategic exits or entries.

Core Features & Use Cases

  • Probability Analysis: Detects and exploits changes in market probabilities as the deadline approaches.
  • Backtest Fit: Evaluates historical price behavior around deadlines to inform trading decisions.
  • Strategy Logic: Enters trades when probabilities align with time decay or acceleration, and exits before settlement unless otherwise specified.
  • Use Case: Ideal for before-date contracts, monthly/weekly threshold markets, or election timing markets.

Quick Start

Use the deadline-drift skill to enter a trade on the '2026-07-01' market when the probability drift threshold is reached.

Frequently Asked Questions about deadline-drift

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

FAQPage Schema
How do I trade market probabilities as resolution deadlines approach?▼

Trading market probabilities near resolution deadlines involves detecting significant probability shifts and entering trades when probabilities align with time decay or acceleration, then exiting before settlement unless otherwise specified.

What is deadline drift in trading before-date contracts?▼

Deadline drift in before-date contracts refers to significant probability shifts occurring near resolution deadlines, which can be identified through backtesting historical price behavior to inform strategic entries and exits.

How do I backtest historical price behavior around resolution deadlines?▼

Backtesting historical price behavior around deadlines evaluates past market data to identify patterns in probability acceleration or time decay, enabling informed trading decisions for future contract resolutions.

Does deadline probability analysis work for monthly threshold markets?▼

Yes, deadline probability analysis is ideal for monthly and weekly threshold markets, as well as election timing markets, where significant probability shifts near resolution dates create strategic trading opportunities.

When should I exit trades in markets experiencing deadline probability shifts?▼

You should exit trades before settlement unless otherwise specified, implementing exit strategies after entering positions when probability drift thresholds are reached and probabilities align with time decay or acceleration.

What causes probability shifts in threshold markets near expiration?▼

Probability shifts in threshold markets near expiration occur due to time decay and probability acceleration as resolution deadlines approach, creating trading opportunities that can be detected through probability analysis and historical price backtesting.

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