What problem does it solve?
The 'edge-strategy-reviewer' skill helps assess the reliability and potential overfitting of trading strategies developed using 'edge-strategy-designer'. It ensures the strategy has enough evidence, plausibility, and robustness for production deployment.
Core Features & Use Cases
- Edge Plausibility: Evaluate the coherence of the strategy's hypothesis and its reasoning.
- Overfitting Risk: Assess the complexity of entry conditions relative to sample sizes.
- Sample Adequacy: Estimate annual trading opportunities and flag restrictive strategies.
- Regime Dependency: Check if the strategy accounts for varying market regimes.
- Exit Calibration: Validate stop-loss and take-profit parameters.
- Risk Concentration: Evaluate position sizing and concentration limits.
- Execution Realism: Check for practical execution concerns like volume filters.
- Invalidation Quality: Assess the quality of invalidation signals.
- Use Case: After developing a new trading strategy with 'edge-strategy-designer', use 'edge-strategy-reviewer' to validate the strategy against several quality checks and make a decision based on its 'PASS/REVISE/REJECT' verdict and confidence scores.
Quick Start
Load your draft YAML file at '/path/to/strategy_drafts' and output results to 'reports/'.