shadow-account

Extract trading rules from journals for multi-market backtesting and attribution.

Updated Jun 30, 2026
One-click install
npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill shadow-account-0xzknw
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: shadow-account
Source: https://github.com/0xZKnw/vibe-trading-tap/tree/main/agent/src/skills/shadow-account
Command: npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill shadow-account-0xzknw

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill addresses the lack of objective self-awareness in trading by distilling raw transaction journals into actionable, rule-based strategies and identifying the impact of emotional noise on portfolio performance.

Core Features & Use Cases

  • Strategy Extraction: Automatically distills 3-5 clear, human-readable trading rules from your profitable trade history.
  • Multi-Market Backtesting: Simulates your extracted strategy across A-shares, HK, US, and crypto markets to measure performance metrics like Sharpe ratio and drawdown.
  • Attribution Analysis: Provides a detailed breakdown of how emotional trades, early exits, and overtrading impact your bottom line compared to your shadow strategy.

Quick Start

Load the shadow-account skill to analyze my uploaded trade journal and generate a shadow strategy report.

Frequently Asked Questions about shadow-account

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I extract objective trading rules from my historical trade journal?

To extract trading rules from a trade journal, you need to input structured transaction data so the system can distill 3-5 clear, human-readable rules from your profitable trade history and quantify emotional noise impact.

Can I backtest my trading strategy across multiple financial markets?

Yes, you can backtest trading strategies across A-shares, HK, US, and crypto markets using extracted journal rules to measure performance metrics like Sharpe ratio and drawdown.

How does attribution analysis measure the impact of emotional trades on portfolio PnL?

Attribution analysis measures the impact of emotional trades by comparing your actual transaction journal against a systematic shadow strategy, providing a detailed breakdown of how early exits and overtrading affect your bottom line.

Do I need a structured trade journal format to perform shadow backtesting?

Yes, shadow backtesting requires structured trade journal inputs to successfully extract objective rules, perform multi-market simulations, and generate comparative PnL reports with actionable strategy insights.

What is the best way to quantify emotional noise versus systematic strategy execution?

The best way to quantify emotional noise versus systematic execution is to run a multi-market backtesting simulation on your historical trade data and generate a comparative PnL report highlighting performance deviations.