Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
20 documents
This calendar-based strategy attempts to buy gold at the start of Friday’s session and close the position later in the session. It includes configurable start and end dates for backtesting, along with commission, slippage, order-processing, and position-size…
This strategy tests a fixed weekly schedule for Bitcoin: enter long on Monday morning and close on Wednesday afternoon, using New York time. On intraday charts it looks for the specified hours and minutes; on daily or higher charts it uses the weekday alone,…
This document describes a trading interface that combines real-time headlines, price charts, account equity, and position information in one panel. News from two feed categories is normalized into a common record format, filtered by user-specified keywords,…
This document explains the long straddle: buying a call and a put with the same strike and expiration, aiming to benefit from a large move in either direction. It describes the payoff shape, the limited premium loss, and the need to select a strike. It…
This intraday framework marks the high and low of the first five-minute US session candle, then looks for trades on a one-minute chart during the next hour. It describes three entry patterns: a range break associated with a fair value gap, a breakout that…
This script turns calculated lunar phases into trading signals. It estimates the lunar day from a reference new moon and a stated cycle length, then identifies new moon and full moon transitions. A full moon transition triggers a long entry; a new moon…
The document describes a bot for 15-minute Polymarket BTC Up/Down contracts. It monitors both asks for a sharp fall in either side, then submits buy orders for that side and its opposite. The target is to keep the combined purchase cost below one USDC, so a…
This strategy trades post-earnings announcement drift by pairing an earnings-per-share surprise with the stock’s price reaction. It calculates the surprise relative to the absolute analyst estimate and considers reports significant when the surprise meets a…
This strategy estimates lunar phase dates from calendar and Julian-date calculations, then uses changes in phase to switch between long and short positions. A detected new moon prompts a long entry and closes an existing short; a detected full moon prompts a…
This strategy builds a three-leg basket for a football match: Yes contracts for a chosen team to win, a 0–0 score, and a 0–1 score. It checks the combined ask cost against a maximum and estimates the basket’s covered probability with a Poisson goal model.…
The document describes a time-based anomaly strategy that is said to enter long near Thursday’s close and exit near Friday’s close, using a fixed holding period and 10% of capital per trade. Its rationale is a recurring pattern in market behavior across that…
This document describes an event-driven system that tracks posts from a selected X account and uses a large language model to extract named stocks, direction, confidence, and rationale. It filters out ambiguous or low-confidence posts, then checks whether…
The document describes an automated approach to trading Polymarket prediction contracts. It scans popular markets by recent volume, asks an AI model to create search queries, gathers current web and news results, and then uses the model’s assessment to…
This event-driven mean-reversion concept buys an index after a volatility shock, on the premise that panic selling may fade after reassuring developments. Entry can be triggered by a VIX rise relative to the prior confirmed daily close or by a rapid intraday…
This long-horizon Bitcoin framework organizes trades around halving dates. It proposes buying near a halving, taking profits gradually during a later post-halving window, and restarting dollar-cost averaging after a longer interval when the market is…
This document describes a seasonal, long-only strategy based on the hypothesis that stocks tend to rise near month end and during the first few days of the following month. Its default schedule enters shortly before month end and closes early in the next…
This Polymarket strategy screens event contracts for liquidity, trading activity, spread, market competitiveness, and price, then scores hourly candlestick patterns such as gradual rises, growing volume, narrowing pullbacks, and breakouts. Candidates passing…
The document outlines an event-driven short strategy for USDT perpetual contracts approaching delisting. It monitors exchange contract metadata for a delivery date that has changed from the distant default, then allocates account funds among detected…
This strategy uses scheduled full and new moon timestamps as its primary trading signals. It checks whether the current time falls within a twelve-hour window of either phase. Near a full moon it opens a long position and closes the position associated with…
This document presents a workflow for processing exchange announcements with a language model instead of relying on hand-written regular expressions. Given announcement text, the function asks the model to decide whether it announces new spot trading pairs…