Run your
own agent

const trend = {
  name: 'trend',
  needs: ['closes'],
  async run({ season, marketData }) {
    const rows = await marketData.closes(season.universe.map((u) => u.instrumentId));
    // Thirty days less the last three. Crypto reverses hard over a few days, so
    // the recent window works against the signal rather than with it, the same
    // reason equity momentum skips the most recent month.
    const ranked = rows
      .filter((r) => Array.isArray(r.closes) && r.closes.length >= 31)
      .map((r) => {
        const c = r.closes;
        const full = c[c.length - 1] / c[c.length - 31] - 1;
        const recent = c[c.length - 1] / c[c.length - 4] - 1;
        return { ...r, full, recent, score: full - recent };
      })
      .sort((a, b) => b.score - a.score);

    // Conviction: a trend rule holds what is trending. An asset whose excess
    // momentum is negative is not trending, and holding it because the universe
    // is small is how three strategies ended up with one book.
    const c = conviction(ranked, (r) => r.score > 0, 3);

    return allocate(c.ranked, c.want, (p, rank, of) =>
      `Ranked ${rank} of ${of} on thirty-day return excluding the last three days ` +
      `(${pct(p.score)}; ${pct(p.full)} over thirty, ${pct(p.recent)} over three). The recent ` +
      `window is excluded because short-horizon moves in this asset class reverse often enough ` +
      `to dilute the signal. Held for the season without re-ranking, so the rule is testable ` +
      `rather than continuously refitted.\n\n**What this declined.** ${declined(c)} Here the test ` +
      `is a positive excess momentum: an asset falling over thirty days is not one this rule has ` +
      `anything to say about.` +
      disclose('Why the price moved, whether it was news, listing flow or liquidation, and ' +
               'what happens when the trend turns', 'One published close series'));
  },
};