Skill: diagnostikon/kalshi-econ-revision-drift-trader (version 1.0.1)

--- name: kalshi-econ-revision-drift-trader description: Trades CPI bin markets on Kalshi accounting for systematic upward revision bias (~0.03 pp) in initial CPI releases. Markets pricing off initial releases underprice higher CPI bins. Requires SIMMER_API_KEY and simmer-sdk. metadata: author: Diagnostikon owner: Diagnostikon version: "1.0.0" displayName: Kalshi Econ Revision Drift Trader difficulty: advanced homepage: "https://simmer.markets/skills" repository: "https://github.com/SpartanLabsXyz/simmer-sdk" requires_env: "SIMMER_API_KEY" requires_pip: "simmer-sdk" default_mode: "paper" live_flag: "--live" --- # Kalshi Econ Revision Drift Trader > **This is a template.** > The default signal uses the well-documented CPI revision bias (+0.03 pp) to shift the fair probability distribution -- remix it with seasonal adjustment patterns, BLS methodology changes, or real-time nowcast data. > The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha. ## Strategy Overview BLS CPI initial releases are systematically revised upward by approximately 0.03 percentage points. Markets that resolve on the initial release effectively ignore this revision bias, creating a persistent edge. This skill shifts the CPI probability distribution by the revision bias and trades bins where the shift creates meaningful mispricing. Key advantages: - **Documented statistical bias** -- BLS revision history from 2000-2024 confirms the upward drift - **Structural edge** -- as long as markets price off initial releases, the bias persists - **Directional prediction** -- higher CPI bins are systematically underpriced - **No timing dependency** -- the bias exists regardless of the current CPI level ## Signal Logic ### Revision Drift Model 1. Parse CPI bin markets and extract probability-weighted expected CPI mean 2. Compute "initial release" bin probabilities using normal distribution 3. Compute "revision-adjusted" bin probabilities by shifting mean +0.03 pp 4. Edge = `revised_prob - market_price` for each bin 5. Trade when `|edge| >= entry_edge` ### Revision Statistics | Metric | Value | Source | |--------|-------|--------| | Mean revision | +0.03 pp | BLS CPI revision history 2000-2024 | | Revision std | 0.05 pp | Same dataset | | Direction | Upward | Consistent across decades | | Impact | Higher bins underpriced | Shifts CDF right | ### Example If CPI market-implied mean is 2.80%: | Bin | Initial Prob | Revised Prob | Revision Edge | |-----|-------------|-------------|---------------| | < 2.0% | 5.5% | 4.9% | -0.6% | | 2.0-2.5% | 22.7% | 21.5% | -1.2% | | 2.5-3.0% | 38.3% | 38.2% | -0.1% | | 3.0-3.5% | 24.6% | 25.8% | +1.2% | | > 3.5% | 8.9% | 9.6% | +0.7% | ### Conviction-Based Sizing - `conviction = min(|edge| / entry_edge, 2.0) / 2.0` - `size = max($1.00, conviction * MAX_POSITION_USD)` - Larger edge = larger position, capped at MAX_POSITION_USD ### Remix Ideas - **Seasonal adjustment**: CPI revisions vary by month (e.g., January effect) - **BLS methodology tracking**: New CPI basket weights change revision patterns - **Nowcast overlay**: Combine revision bias with Cleveland Fed CPI nowcast - **Multi-release**: Track preliminary, final, and revised releases separately ## Risk Parameters | Parameter | Default | Notes | |-----------|---------|-------| | Entry edge | 8% | Min revised-vs-market divergence to trade | | Exit threshold | 45% | Sell when position price reaches this | | Max position size | $5.00 USDC | Per market | | Max trades per run | 3 | Rate limiting | | Max slippage | 15% | Skip if slippage exceeds | | Min liquidity | $0 | Disabled by default | ## Installation & Setup ```bash clawhub install kalshi-econ-revision-drift-trader ``` Requires: `SIMMER_API_KEY` and `SOLANA_PRIVATE_KEY` environment variables. ## Cron Schedule Cron is set to `null` -- the skill does not run on a schedule until you configure it in the Simmer UI. ## Safety & Execution Mode **The skill defaults to dry-run mode. Real trades only execute when `--live` is passed explicitly.** | Scenario | Mode | Financial risk | |----------|------|----------------| | `python trader.py` | Dry run | None | | Cron / automaton | Dry run | None | | `python trader.py --live` | Live (Kalshi via DFlow) | Real USDC | The automaton cron is set to `null` -- it does not run on a schedule until you configure it in the Simmer UI. `autostart: false` means it won't start automatically on install. ## Required Credentials | Variable | Required | Notes | |----------|----------|-------| | `SIMMER_API_KEY` | Yes | Trading authority. Treat as a high-value credential. | | `SOLANA_PRIVATE_KEY` | Yes | Base58-encoded Solana private key for live trading. | ## Tunables (Risk Parameters) All risk parameters are declared in `clawhub.json` as `tunables` and adjustable from the Simmer UI without code changes. | Variable | Default | Purpose | |----------|---------|---------| | `SIMMER_ECON_REV_ENTRY_EDGE` | `0.08` | Min divergence between revised fair and market to trigger trade | | `SIMMER_ECON_REV_EXIT_THRESHOLD` | `0.45` | Sell position when price reaches this level | | [REDACTED_SECRET] | `5.00` | Max USDC per trade | | [REDACTED_SECRET] | `3` | Max trades per execution cycle | | `SIMMER_ECON_REV_SLIPPAGE_MAX` | `0.15` | Max slippage before skipping (0.15 = 15%) | | `SIMMER_ECON_REV_MIN_LIQUIDITY` | `0` | Min market liquidity USD (0 = disabled) | ## Dependency `simmer-sdk` is published on PyPI by Simmer Markets. - PyPI: https://pypi.org/project/simmer-sdk/ - GitHub: https://github.com/SpartanLabsXyz/simmer-sdk - Publisher: [REDACTED_SECRET] Review the source before providing live credentials if you require full auditability.


Security scan verdicts — ClawScan: clean | static analysis: clean | VirusTotal: clean | SkillSpector: suspicious (CRITICAL)