Trending-skills trump-code-market-signals
AI-powered analysis of Trump's social media posts to predict stock market movements using 31.5M brute-force tested rules
git clone https://github.com/Aradotso/trending-skills
T=$(mktemp -d) && git clone --depth=1 https://github.com/Aradotso/trending-skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/skills/trump-code-market-signals" ~/.claude/skills/aradotso-trending-skills-trump-code-market-signals && rm -rf "$T"
skills/trump-code-market-signals/SKILL.mdTrump Code — Market Signal Analysis
Skill by ara.so — Daily 2026 Skills collection.
Trump Code is an open-source system that applies brute-force computation to find statistically significant patterns between Trump's Truth Social/X posting behavior and S&P 500 movements. It has tested 31.5M model combinations, maintains 551 surviving rules, and has a verified 61.3% hit rate across 566 predictions (z=5.39, p<0.05).
Installation
git clone https://github.com/sstklen/trump-code.git cd trump-code pip install -r requirements.txt
Environment Variables
# Required for AI briefing and chatbot export GEMINI_KEYS="key1,key2,key3" # Comma-separated Gemini API keys # Optional: for Claude Opus deep analysis export ANTHROPIC_API_KEY="your-key-here" # Optional: for Polymarket/Kalshi integration export POLYMARKET_API_KEY="your-key-here"
CLI — Key Commands
# Today's detected signals from Trump's posts python3 trump_code_cli.py signals # Model performance leaderboard (all 11 named models) python3 trump_code_cli.py models # Get LONG/SHORT consensus prediction python3 trump_code_cli.py predict # Prediction market arbitrage opportunities python3 trump_code_cli.py arbitrage # System health check (circuit breaker state) python3 trump_code_cli.py health # Full daily report (trilingual) python3 trump_code_cli.py report # Dump all data as JSON python3 trump_code_cli.py json
Core Scripts
# Real-time Trump post monitor (polls every 5 min) python3 realtime_loop.py # Brute-force model search (~25 min, tests millions of combos) python3 overnight_search.py # Individual analyses python3 analysis_06_market.py # Posts vs S&P 500 correlation python3 analysis_09_combo_score.py # Multi-signal combo scoring # Web dashboard + AI chatbot on port 8888 export GEMINI_KEYS="key1,key2,key3" python3 chatbot_server.py # → http://localhost:8888
REST API (Live at trumpcode.washinmura.jp)
import requests BASE = "https://trumpcode.washinmura.jp" # All dashboard data in one call data = requests.get(f"{BASE}/api/dashboard").json() # Today's signals + 7-day history signals = requests.get(f"{BASE}/api/signals").json() # Model performance rankings models = requests.get(f"{BASE}/api/models").json() # Latest 20 Trump posts with signal tags posts = requests.get(f"{BASE}/api/recent-posts").json() # Live Polymarket Trump prediction markets (316+) markets = requests.get(f"{BASE}/api/polymarket-trump").json() # LONG/SHORT playbooks playbook = requests.get(f"{BASE}/api/playbook").json() # System health / circuit breaker state status = requests.get(f"{BASE}/api/status").json()
AI Chatbot API
import requests response = requests.post( "https://trumpcode.washinmura.jp/api/chat", json={"message": "What signals fired today and what's the consensus?"} ) print(response.json()["reply"])
MCP Server (Claude Code / Cursor Integration)
Add to
~/.claude/settings.json:
{ "mcpServers": { "trump-code": { "command": "python3", "args": ["/path/to/trump-code/mcp_server.py"] } } }
Available MCP tools:
signals, models, predict, arbitrage, health, events, dual_platform, crowd, full_report
Open Data Files
All data lives in
data/ and is updated daily:
import json, pathlib DATA = pathlib.Path("data") # 44,000+ Truth Social posts posts = json.loads((DATA / "trump_posts_all.json").read_text()) # Posts with signals pre-tagged posts_lite = json.loads((DATA / "trump_posts_lite.json").read_text()) # 566 verified predictions with outcomes predictions = json.loads((DATA / "predictions_log.json").read_text()) # 551 active rules (brute-force + evolved) rules = json.loads((DATA / "surviving_rules.json").read_text()) # 384 features × 414 trading days features = json.loads((DATA / "daily_features.json").read_text()) # S&P 500 OHLC history market = json.loads((DATA / "market_SP500.json").read_text()) # Circuit breaker / system health cb = json.loads((DATA / "circuit_breaker_state.json").read_text()) # Rule evolution log (crossover/mutation) evo = json.loads((DATA / "evolution_log.json").read_text())
Download Data via API
import requests BASE = "https://trumpcode.washinmura.jp" # List available datasets catalog = requests.get(f"{BASE}/api/data").json() # Download a specific file raw = requests.get(f"{BASE}/api/data/surviving_rules.json").content rules = json.loads(raw)
Real Code Examples
Parse Today's Signals
import requests signals_data = requests.get("https://trumpcode.washinmura.jp/api/signals").json() today = signals_data.get("today", {}) print("Signals fired today:", today.get("signals", [])) print("Consensus:", today.get("consensus")) # "LONG" / "SHORT" / "NEUTRAL" print("Confidence:", today.get("confidence")) # 0.0–1.0 print("Active models:", today.get("active_models", []))
Find Top Performing Rules from Surviving Rules
import json rules = json.loads(open("data/surviving_rules.json").read()) # Sort by hit rate descending top_rules = sorted(rules, key=lambda r: r.get("hit_rate", 0), reverse=True) for rule in top_rules[:10]: print(f"Rule: {rule['id']} | Hit Rate: {rule['hit_rate']:.1%} | " f"Trades: {rule['n_trades']} | Avg Return: {rule['avg_return']:.3%}")
Check Prediction Market Opportunities
import requests arb = requests.get("https://trumpcode.washinmura.jp/api/insights").json() markets = requests.get("https://trumpcode.washinmura.jp/api/polymarket-trump").json() # Markets sorted by volume active = [m for m in markets.get("markets", []) if m.get("active")] by_volume = sorted(active, key=lambda m: m.get("volume", 0), reverse=True) for m in by_volume[:5]: print(f"{m['title']}: YES={m['yes_price']:.0%} | Vol=${m['volume']:,.0f}")
Correlate Post Features with Returns
import json import numpy as np features = json.loads(open("data/daily_features.json").read()) market = json.loads(open("data/market_SP500.json").read()) # Build date-indexed return map returns = {d["date"]: d["close_pct"] for d in market} # Example: correlate post_count with next-day return xs, ys = [], [] for day in features: date = day["date"] if date in returns: xs.append(day.get("post_count", 0)) ys.append(returns[date]) correlation = np.corrcoef(xs, ys)[0, 1] print(f"Post count vs same-day return: r={correlation:.3f}")
Run a Backtest on a Custom Signal
import json posts = json.loads(open("data/trump_posts_lite.json").read()) market = json.loads(open("data/market_SP500.json").read()) returns = {d["date"]: d["close_pct"] for d in market} # Find days with RELIEF signal before 9:30 AM ET relief_days = [ p["date"] for p in posts if "RELIEF" in p.get("signals", []) and p.get("hour", 24) < 9 ] hits = [returns[d] for d in relief_days if d in returns] if hits: print(f"RELIEF pre-market: n={len(hits)}, " f"avg={sum(hits)/len(hits):.3%}, " f"hit_rate={sum(1 for h in hits if h > 0)/len(hits):.1%}")
Key Signal Types
| Signal | Description | Typical Impact |
|---|---|---|
pre-market | "Relief" language before 9:30 AM | Avg +1.12% same-day |
market hours | Tariff mention during trading | Avg -0.758% next day |
| Deal/agreement language | 52.2% hit rate |
(Truth Social only) | China mentions (never on X) | 1.5× weight boost |
| Zero-post day | 80% bullish, avg +0.409% |
| Burst → silence | Rapid posting then goes quiet | 65.3% LONG signal |
Model Reference
| Model | Strategy | Hit Rate | Avg Return |
|---|---|---|---|
| A3 | Pre-market RELIEF → surge | 72.7% | +1.206% |
| D3 | Volume spike → panic bottom | 70.2% | +0.306% |
| D2 | Signature switch → formal statement | 70.0% | +0.472% |
| C1 | Burst → long silence → LONG | 65.3% | +0.145% |
| C3 ⚠️ | Late-night tariff (anti-indicator) | 37.5% | −0.414% |
Note: C3 is an anti-indicator — if it fires, the circuit breaker auto-inverts it to LONG (62% accuracy after inversion).
System Architecture Flow
Truth Social post detected (every 5 min) → Classify signals (RELIEF / TARIFF / DEAL / CHINA / etc.) → Dual-platform boost (TS-only China = 1.5× weight) → Snapshot Polymarket + S&P 500 → Run 551 surviving rules → generate prediction → Track at 1h / 3h / 6h → Verify outcome → update rule weights → Circuit breaker: if system degrades → pause/invert → Daily: evolve rules (crossover / mutation / distillation) → Sync data to GitHub
Troubleshooting
not detecting new postsrealtime_loop.py
- Check your network access to Truth Social scraper endpoints
- Verify
timestamp is recentdata/trump_posts_all.json - Run
to see circuit breaker statepython3 trump_code_cli.py health
fails to startchatbot_server.py
- Ensure
env var is set:GEMINI_KEYSexport GEMINI_KEYS="key1,key2" - Port 8888 may be in use:
lsof -i :8888
runs out of memoryovernight_search.py
- Runs ~31.5M combinations — needs ~4GB RAM
- Run on a machine with 8GB+ or reduce search space in script config
Hit rate dropping below 55%
- Check
— system may have auto-pauseddata/circuit_breaker_state.json - Review
for demoted rulesdata/learning_report.json - Re-run
to refresh surviving rulesovernight_search.py
Stale data in
directorydata/
- Daily pipeline syncs to GitHub automatically if running
- Manually trigger:
to force refreshpython3 trump_code_cli.py report - Or pull latest from remote:
git pull origin main