strategy-framework

Define trading strategies with entry, exit, sizing, and risk parameters.

1|Updated May 15, 2026
One-click install
npx skills add https://github.com/dnkrow/skill --skill strategy-framework-dnkrow
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: strategy-framework
Source: https://github.com/dnkrow/skill/tree/main/claude-global/strategy-framework
Command: npx skills add https://github.com/dnkrow/skill --skill strategy-framework-dnkrow

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve?

It turns vague trading intentions into a disciplined, versioned strategy document that can be backtested, paper-traded, and evaluated against clear performance criteria.

Core Features & Use Cases

  • Standardized strategy template: Enforces a consistent structure for identity, edge hypothesis, entry/exit rules, sizing, risk parameters, filters, and performance thresholds.
  • Operational lifecycle guidance: Guides hypothesis → definition → backtest → paper trade → small live → scale → monitor → retire with explicit checkpoints.
  • Reproducible rules for quant workflow: Provides machine-testable entry/exit and risk guardrails to reduce ambiguity and uncontrolled risk.

Quick Start

Create a new strategy using the standard template in references/strategy_template.md for your chosen market and timeframe, then define your entry, exit, sizing, risk limits, and performance thresholds.

Frequently Asked Questions about strategy-framework

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

FAQPage Schema
How do I document a trading strategy for backtesting?

Use a standardized strategy template to document trading ideas for backtesting by defining explicit entry rules, exit rules, position sizing, risk parameters, and performance thresholds to ensure reproducibility.

What is a trading strategy lifecycle from hypothesis to live trading?

A trading strategy lifecycle progresses through hypothesis, definition, backtest, paper trade, small live execution, scaling, monitoring, and retirement, with explicit GO/REVIEW/NO-GO checkpoints at each stage.

How do I structure crypto trading rules to reduce uncontrolled risk?

Structure crypto trading rules by defining deterministic entry and exit conditions alongside risk guardrails like position sizing and maximum risk limits to reduce ambiguity and uncontrolled exposure.

Can I use this strategy framework for any market and timeframe?

Yes, you can apply this strategy framework to any chosen market and timeframe by adapting the standardized template sections to define specific tactics and performance criteria for your target asset.

What performance criteria should I define before scaling a trading strategy?

Before scaling a trading strategy, define explicit performance thresholds in your strategy document to enforce clear GO/REVIEW/NO-GO evaluations during the transition from paper trading to live execution.