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AI-powered analysis of Trump's social media posts to predict stock market movements using 31.5M brute-force tested rules
npx skill4agent add aradotso/trending-skills trump-code-market-signalsSkill by ara.so — Daily 2026 Skills collection.
git clone https://github.com/sstklen/trump-code.git
cd trump-code
pip install -r requirements.txt# 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"# 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# 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:8888import 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()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"])~/.claude/settings.json{
"mcpServers": {
"trump-code": {
"command": "python3",
"args": ["/path/to/trump-code/mcp_server.py"]
}
}
}signalsmodelspredictarbitragehealtheventsdual_platformcrowdfull_reportdata/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())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)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", []))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%}")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}")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}")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%}")| Signal | Description | Typical Impact |
|---|---|---|
| "Relief" language before 9:30 AM | Avg +1.12% same-day |
| Tariff mention during trading | Avg -0.758% next day |
| Deal/agreement language | 52.2% hit rate |
| 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 | 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).
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 GitHubrealtime_loop.pydata/trump_posts_all.jsonpython3 trump_code_cli.py healthchatbot_server.pyGEMINI_KEYSexport GEMINI_KEYS="key1,key2"lsof -i :8888overnight_search.pydata/circuit_breaker_state.jsondata/learning_report.jsonovernight_search.pydata/python3 trump_code_cli.py reportgit pull origin main