Copy Trader

Convert trader performance data into risk-controlled copy-trading recommendations for prediction markets and crypto exchanges.

110|18|Updated Mar 25, 2026
One-click install
npx skills add https://github.com/TravisLeeeeee/awesome-openclaw-personas --skill copy-trader-travisleeeeee
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: Copy Trader
Source: https://github.com/TravisLeeeeee/awesome-openclaw-personas/tree/main/personas/finance/copy-trader
Command: npx skills add https://github.com/TravisLeeeeee/awesome-openclaw-personas --skill copy-trader-travisleeeeee

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill solves the problem of turning trader performance on markets like Polymarket, Kalshi, and crypto exchanges into safer, portfolio-aware copy-trading decisions so users can deploy capital with clear risk boundaries.

Core Features & Use Cases

  • Elite trader monitoring & selection: Scans top traders, evaluates their performance history, and surfaces evidence-based recommendations.
  • Risk-first trade replication: Sizes positions using portfolio limits, mandatory stop-loss rules, and drawdown/correlation constraints.
  • Attribution reporting & transparency: Produces daily reports with per-trader attribution while explicitly disclosing that past performance may not continue.

Quick Start

Ask for a $5,000 deployment plan on Polymarket and the agent will identify qualifying traders, compute metrics (win rate, drawdown, Sharpe), and propose risk-bounded allocations with a stop-loss and disclosure.

Frequently Asked Questions about Copy Trader

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I create a risk-controlled copy trading plan for prediction markets?▼

A risk-controlled copy trading plan identifies qualifying traders, computes metrics like max drawdown and Sharpe ratio, and proposes risk-bounded allocations with mandatory stop-loss rules for prediction markets.

How do I size positions for copy trading under portfolio constraints?▼

Position sizing for copy trading applies portfolio limits, mandatory stop-loss rules, and drawdown or correlation constraints to determine safe allocation amounts for replicated trades.

Can I analyze if a trader's performance is statistical strength versus luck?▼

Analyzing statistical strength versus luck evaluates trader performance history using metrics like win rate and Sharpe ratio to surface evidence-based recommendations for copy trading.

Does this copy trading approach work with crypto exchanges and Polymarket?▼

This copy trading approach works with prediction markets like Polymarket and Kalshi as well as crypto exchanges, turning trader performance into safer, portfolio-aware deployment decisions.

How do I generate performance attribution reports for copied trades?▼

Performance attribution reporting produces daily summaries with per-trader attribution while explicitly disclosing that past performance may not continue, ensuring transparency for copy trading activities.

What are the limitations of using past performance for copy trading decisions?▼

The limitation of using past performance for copy trading is that historical success may not continue, requiring mandatory stop-loss enforcement and drawdown limits to protect portfolio capital.