Trading Strategies — Reference

Last updated: 2026-05-19 (single-vision convergence — directional/Harvester is the only active strategy per ADR-024; all other strategy docs in this directory are ARCHIVED-BY-024 or DEFERRED).

Overview

Per ADR-024 (ACCEPTED 2026-05-13), pm-engine carries exactly one active strategy (directional). Future strategies return as layers above a stable extension API (extension-points.md, PROPOSED), not as parallel in-tree branches.

Active strategy

CLI name	Profile	Market type	Description	Per-strategy docs
directional	Harvester	Any binary or multi-outcome	Single-side BUY (Yes / No / Winning) accumulating up to budget, GTC exit on the chosen side, per-position automated stop-loss (ADR-027).	directional-harvester.md (PRD+FSD) · parameters-reference.md (canonical knobs)

Strategy configuration

All strategy knobs live in config.db per ADR-015 (multi-wallet-and-strategy-config) (JSON in strategies.definition column). Surfaced through the Dashboard configurator UI. Env files carry only infra (RPC, paths, labels) and per-strategy presets are being relocated to env/archive/ (see ADR-024 and env-reference.md).

Canonical RISK-LIMITS for directional/Harvester — exactly three:

1. shares-per-market max.
2. dollars-per-market max.
3. budget-per-strategy total, with optional reinvestment of realized PnL.

There is no wallet-share limit. A fourth "budget as percentage of wallet balance" entry existed on this list until 2026-07-28; it was never implemented and was removed by operator decision, together with its config key max_wallet_pct_bp.

See parameters-reference.md for the full parameter catalog (RISK-LIMIT / EMERGENCY-GUARD / EXECUTION-policy / ENTRY-policy classification).

External signal sources

• RTDS (ADR-004) — public market-wide activity stream, activated by consumer, not by env: the composition root opens it iff stop_loss.confirm_source = "rtds_actor_buffer" or directional.toxic_flow is set; toxic-flow cancel for directional under operator-gated activation via config.db directional.toxic_flow. See integrations/rtds.md and rtds-cutover-runbook.md.

The former HTTP webhook signal source (ADR-003) was removed together with pm-bot (2026-07-22) — see integrations/webhook.md.

spread-mm (strategy_type='paired-merge') was archived 2026-09-07; restoration plan: docs/restoration-backlog/_plans/150-restore-paired-merge-as-layer.md.

Archived strategies (restoration backlog)

All archived strategies (binary-arb, bucket-arb, maker, maker-rebate, paired-maker-rebate, merge-arb, paired-merge, single-token-mm) и общая 4-algorithm taxonomy консолидированы в одном документе: docs/restoration-backlog/README.md. Это единственный источник истины о неактивных стратегиях. Restoration требует extension API per ADR-025; ни одна из них не отражает live поведение pm-engine.

The weather-edge strategy was retired in Phase R (2026-04-21).

Live trading

Walk through runbook.md §Pre-flight checklist before live operation. --probe is a real-money constrained mode, not a simulator. Исторический 2026-05-03 multi-strategy verdict — docs/history/.