cross-market-strategy

cross-market-strategy is a skill for Claude Code, Codex from skloxo/TideTrading. It costs 27 tokens per session (1,064 once invoked), scanned A, a copy of cross-market-strategy, MIT.

A template for writing a trading strategy that covers several markets, such as stocks, cryptocurrencies, and foreign exchange. A backtest checks how the strategy would have performed on historical data.

In plain words
What is it for?
Creating signalengine.py for mixed-market portfolios and generating per-asset trading signals for a shared backtest.
Why use it?
It accounts for different trading calendars, market rules, and indicator settings instead of applying one set of assumptions to every market.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Creating signalengine.py for mixed-market portfolios and generating per-asset trading signals for a shared backtest.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/skloxo/tidetrading/cross-market-strategy
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add skloxo/TideTrading --skill cross-market-strategy
Clone the repo
git clone --depth 1 https://github.com/skloxo/TideTrading

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for cross-market-strategy

README.md
[![agentmods](https://agentmods.dev/badge/skills/skloxo/tidetrading/cross-market-strategy/github.svg)](https://agentmods.dev/skills/skloxo/tidetrading/cross-market-strategy)
Your own site
<a href="https://agentmods.dev/skills/skloxo/tidetrading/cross-market-strategy"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/cross-market-strategy/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for cross-market-strategy

Your own site · 80×15
<a href="https://agentmods.dev/skills/skloxo/tidetrading/cross-market-strategy"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/cross-market-strategy.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 27 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,064 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 97% copy Near-identical to another mod in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00027 $0.01064
Opus 5 $0.00014 $0.00532
Sonnet 5 $0.00005 $0.00213
Haiku 4.5 $0.00003 $0.00106

Measured 11d ago against content hash 128e06a72e86, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

cross-market-strategy scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 11d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (example_signal_engine.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

Origin

This is a copy

97% identical to cross-market-strategy — 5 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

agent/src/skills/cross-market-strategy/SKILL.md · 114 lines

How it starts

The opening of the file, as written. The whole thing — 114 lines — stays where its author put it; the contents beside it link to each section on GitHub.

When to Use

When the user requests a backtest with codes from different markets — e.g. ["000001.SZ", "BTC-USDT"] or ["AAPL.US", "EUR/USD", "600519.SH"].

The CompositeEngine handles calendar alignment, shared capital, and market rules automatically. The strategy only needs to output per-symbol signals.

Key Concepts

1. Market Classification in generate()

Group symbols by market type and apply market-specific indicator parameters:

def generate(self, data_map):
    groups = {}
    for code, df in data_map.items():
        market = self._detect_market(code)
        groups.setdefault(market, {})[code] = df

    signals = {}
    for market, market_data in groups.items():
        params = MARKET_PARAMS[market]
        for code, df in market_data.items():
            signals[code] = self._market_signal(df, params)
    return signals

2. Per-Market Parameter Tables

Different markets have very different dynamics. Using the same parameters everywhere produces poor results.

Parameter A-Share Crypto US Equity Forex
MA fast 5 7 10 10
MA slow 20 25 50 30
RSI period 14 10 14 14
Vol lookback 20 14 20 20
Typical daily vol 1-2% 3-8% 1-2% 0.3-0.8%

3. Volatility-Adjusted Weights (Critical)

BTC daily vol ~ 5%, A-share daily vol ~ 1.5%. Without vol-adjustment, crypto eats the entire risk budget.

def _vol_adjust(self, signals, data_map):
    vols = {}
    for code, df in data_map.items():
        ret = df["close"].pct_change().dropna()
        vols[code] = ret.rolling(20).std().iloc[-1] if len(ret) > 20 else ret.std()

    inv_vols = {c: 1.0 / (v + 1e-10) for c, v in vols.items()}
    total_inv = sum(inv_vols.values())

    adjusted = {}
    for code, sig in signals.items():
        weight = inv_vols[code] / total_inv * len(signals)
        adjusted[code] = (sig * weight).clip(-1.0, 1.0)
    return adjusted

Read the full file on GitHub · 114 lines

Files

What ships with it

1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 11d ago First seen · 114 lines · 27 tokens per session scan A 128e06a72e86

Subscribe to this mod's changes

cross-market-strategy is a skill published in the GitHub repository skloxo/TideTrading (10 stars, last pushed 4d ago), licensed MIT. It adds 27 tokens to every session and 1,064 once invoked, about $0.0001 per session on Opus 5. A static security scan graded it A with 0 findings. It is 97% identical to cross-market-strategy, differing in 5 lines, and is treated as a copy.

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