What problem does it solve? Traders and analysts often make decisions based on intuition rather than mathematical expectancy, leading to overleveraged positions, overfitted backtests, and emotional execution errors. This Skill enforces a disciplined, quantitative workflow for market analysis, strategy development, and risk management. ## Core Features & Use Cases - Structured Market Analysis: Six-step SOPs covering regime identification, market structure (BOS, CHOCH, liquidity sweeps), and supply/demand zone mapping across equities, forex, futures, options, and crypto. - Deterministic Position Sizing: A bundled Python CLI calculates fixed-fractional sizing, ATR-based stops, Kelly/Half-Kelly fractions, expected value, and risk of ruin. - Strategy Validation Framework: Walk-forward analysis, bias elimination (survivorship, look-ahead, selection), and overfitting detection with Sharpe/Sortino/Calmar benchmarks. - Use Case: Before entering a swing trade on Nifty futures, run the EV and position-size calculations, verify the setup against the liquidity audit checklist, and log the plan in the trade journal template. ## Quick Start Ask the agent to analyze a trade setup on EUR/USD with a 1% risk limit and calculate the correct position size using the position size calculator script.
