Real Estate & Housing Trader

> This is a template.

> The default signal is keyword-based market discovery combined with probability-extreme detection — remix it with the data sources listed in the Edge Thesis below.

> The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Housing and Fed rate markets are priced by retail traders following mainstream media narratives. This skill exploits two structural edges without any external API:

1. FOMC calendar timing — Rate markets diverge most from CME FedWatch in the weeks before a meeting. Trading the pre-meeting window captures the professional vs retail pricing gap.
2. Market type confidence — Fed/rate decisions are professionally calibrated; crash/bubble markets are emotionally driven. Position sizing reflects this.

Signal Logic

Default Signal: Conviction-Based Sizing with Macro Cycle Bias

1. Discover active housing and rate markets on Polymarket
2. Compute base conviction from distance to threshold (0% at boundary → 100% at p=0/p=1)
3. Apply macro_cycle_bias() — combines FOMC month timing with market type confidence
4. Size = max(MIN_TRADE, conviction × bias × MAX_POSITION) — capped at MAX_POSITION
5. Skip markets with spread > MAX_SPREAD or fewer than MIN_DAYS to resolution

Macro Cycle Bias (built-in, no API required)

Factor 1 — FOMC Calendar Timing

Fed rate decision markets have their highest edge in the 2–4 weeks BEFORE a meeting — when CME FedWatch (professional market) and Polymarket (retail) diverge most. After the decision, repricing happens within hours.

FOMC meets ~8x/year: Jan, Mar, May, Jun, Jul, Sep, Nov, Dec

Factor 2 — Market Type Confidence

Combined capped at 1.40x. A Fed rate cut market in March → 1.2 × 1.25 = 1.40x (cap) — maximum edge. A "housing bubble crash" question → 1.0 × 0.75 = 0.75x — trade very conservatively.

Remix Signal Ideas

• CME FedWatch: Replace market.current_probability with FedWatch implied probability — trade the divergence between professional futures and Polymarket retail pricing
• FRED API: Federal Reserve economic data releases as leading signal for rate trajectory
• Case-Shiller releases: Track monthly index trajectory to front-run known lagged data
• Zillow / Redfin Research: Regional data as leading indicator for national market questions

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only with --live flag.

autostart: false and cron: null — nothing runs automatically until you configure it in Simmer UI.

Required Credentials

Tunables (Risk Parameters)

All declared as tunables in clawhub.json and adjustable from the Simmer UI.

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

• PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk