Taker strategy
Thesis-driven directional trading
See edge. Take it. The runtime monitors your thesis against live markets and tells you when to move.
1
Write a thesis
$ sf thesis create
Describe your market view:
> Iran war sustains oil above $100, US enters recession by Q3 2026
✓ Causal tree built — 6 nodes, 4 markets mapped
Hormuz closure duration → WTI contracts
Oil sustained above $100 → CPI / inflation
Fed constrained by stagflation → rate contracts
GDP contraction Q3 → recession contractsNatural language in, causal tree out. The runtime turns your intuition into trackable structure.
2
Runtime monitors
Heartbeat #847 — 11:14 UTC
News:
▲ WSJ: Hormuz effectively closed to tanker traffic
▼ Trump announces 5-day strike pause
— IEA: "major threat worse than 1970s oil shock"
Prices:
WTI T135 58¢ → 62¢ ▲
Recession 32¢ → 35¢ ▲
Kill conditions: all clear
Adversarial query: "iran ceasefire deal progress"
→ No credible path to resolution foundEvery 15 minutes: news scan, price refresh, kill condition check, adversarial search. You don't watch the screen.
3
Edge surfaces
Edge report
WTI T150 YES
Market: 38¢ | Thesis-implied: 74¢ | Edge: +36¢
Spread: 1¢ | Depth: $2,400 | Liquidity: high ★
Type: consensus gap
Gas $4.50 YES
Market: 14¢ | Thesis-implied: 55¢ | Edge: +41¢
Spread: 2¢ | Depth: $800 | Liquidity: medium
Type: attention gap
Track record: 67% of edges moved in thesis directionThe runtime finds where market pricing disagrees with your model. Each edge has size, type, and liquidity score.
4
Execute
$ sf buy KXWTIMAX-26DEC31-T150 --yes --contracts 200
✓ Filled 200 YES @ 38¢
Cost: $76.00
Edge at entry: +36¢
Thesis implied value: $148.00
Portfolio updated. Telegram notified.One command. Or let your agent execute — the runtime exposes the same capabilities via MCP and REST.
Taker works when edge is large and liquidity is there now. For thinner markets or patient entries —