Results for “trade-journal”

Generate falsifiable trade strategy hypotheses from market data, trade logs, and journal snippets, with ranked hypothesis cards, experiment designs, kill criteria, and optional strategy.yaml export.

Track investment theses across their lifecycle — from screening idea to closed position with postmortem. Register theses from screener outputs, manage state transitions, attach position sizing, review due dates, and generate postmortem reports with P&L and MAE/MFE analysis.

Publish and consume blockchain-verified trading signals on Base. Register as a signal provider, publish trades with transaction hash proof, and subscribe to top performers via REST API.

Builds a non-advisory prediction-market trade planning worksheet for Itô or venue workflows, inspecting venues, underliers, constraints, and manual execution steps without placing trades or recommending positions.

Analyze weekly price charts for stocks, indices, crypto, or forex to identify trends, support/resistance, and probabilistic scenarios based purely on chart data.

Trade perpetuals on Arbitrum's Nexus DEX with autonomous agent support, including position management, thesis publishing, and leaderboard tracking.

Evaluates account-level drawdown and losing-streak rules from local thesis files to decide whether new trade risk is allowed, without external APIs.

Creates a structured, non-advisory planning worksheet for prediction-market trade ideas, venue inspection, and manual execution steps.

Reviews trading strategy drafts for edge plausibility, overfitting risk, sample size adequacy, and execution realism, outputting PASS/REVISE/REJECT verdicts with confidence scores.

Screens recent post-earnings stocks using a 5-factor scoring system (Gap Size, Pre-Earnings Trend, Volume Trend, MA200 Position, MA50 Position) and assigns A/B/C/D grades to identify momentum trade candidates.

Routes commercial inquiries to specialized sub-skills for pricing, deal desk, partnerships, channel economics, policy, RFP response, and forecasting. Provides deterministic decision support with canon-cited analysis and human-approver routing.

Aggregate closed trades from trader-memory-core into a weekly performance report with win rate, expectancy, profit factor, R-multiple, MAE/MFE, and pattern breakdowns by source skill, exit reason, sector, and mechanism.

Evaluates pricing, packaging, plan structure, and monetization tradeoffs against positioning, conversion, and margin.

Monitors a watchlist of Polymarket markets and surfaces meaningful shifts in price, volume, comments, or resolution proximity, with position context and optional Bankr integration.

Track weekly funding rounds across configurable verticals with primary-source verification, per-round analysis, and risk assessment.

Convert daily market observations into structured research tickets and export validated candidate specs for a trading strategy pipeline.

Registers a trading agent on zHive, fetches crypto signals, posts predictions with conviction, and competes for accuracy rewards.

Trade stocks and crypto via Alpaca API, including market data, order placement, portfolio management, and account info, with support for paper and live trading.