signal-postmortem

Classify post-trade signal outcomes and generate feedback records.

Updated Mar 25, 2026
One-click install
npx skills add https://github.com/MileniumTick/skills --skill signal-postmortem
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: signal-postmortem
Source: https://github.com/MileniumTick/skills/tree/main/skills/signal-postmortem
Command: npx skills add https://github.com/MileniumTick/skills --skill signal-postmortem

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires requests, and includes scripts (resource) and references (resource) components.

What problem does it solve?

Signals generated by trading pipelines often lack structured post-trade feedback. This Skill records and analyzes post-trade outcomes to quantify decision quality, detect systematic errors, and inform improvements.

Core Features & Use Cases

  • Postmortem recording for signals from the edge pipeline and other skills
  • Outcome classification into TRUE_POSITIVE, FALSE_POSITIVE, MISSED_OPPORTUNITY, REGIME_MISMATCH
  • Generates weight feedback for edge-signal-aggregator and creates a skill improvement backlog
  • Produces periodic statistics and summaries to monitor performance and regime effects

Quick Start

Run postmortem_recorder to generate and save a postmortem for a recently closed signal.

Frequently Asked Questions about signal-postmortem

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

FAQPage Schema
What is a trading signal postmortem and how does it measure decision quality?

A trading signal postmortem analyzes post-trade outcomes by classifying results into true positives, false positives, missed opportunities, and regime mismatches to quantify decision quality. It records 5-day and 20-day realized returns to detect systematic errors and inform pipeline improvements.

How do I analyze post-trade outcomes for signals generated by my trading pipeline?

You can analyze post-trade outcomes by running a postmortem recorder script across batches of signals. The process collects 5-day and 20-day realized returns, classifies outcomes into categories like true positives and false positives, and stores results in a standardized postmortem record format.

Can I fetch price data automatically when recording signal postmortems?

Yes, signal postmortem recording supports optional price data fetch via an external API. This requires the requests dependency to retrieve realized return data needed to classify post-trade outcomes and generate performance feedback for downstream components.

How do postmortem results generate feedback for an edge-signal-aggregator?

Postmortem results generate weight feedback for edge-signal-aggregator by analyzing classified outcomes like true positives and false positives. This feedback loop measures signal performance and identifies systematic errors to adjust aggregator weights and create skill improvement backlog items.

Does signal postmortem analysis work for missed opportunities and regime mismatches?

Yes, signal postmortem analysis explicitly classifies outcomes into missed opportunities and regime mismatches alongside true positives and false positives. This classification monitors performance effects across different market regimes and produces periodic statistics to track systematic decision quality issues.

What are the limitations of using postmortem records for trading signal analysis?

Postmortem records rely on 5-day and 20-day realized returns, limiting analysis to those specific timeframes. Optional price data fetch depends on an external API via the requests library, meaning analysis accuracy is constrained by data availability and the chosen return measurement windows.