Claude-trading-skills edge-strategy-reviewer
install
source · Clone the upstream repo
git clone https://github.com/tradermonty/claude-trading-skills
Claude Code · Install into ~/.claude/skills/
T=$(mktemp -d) && git clone --depth=1 https://github.com/tradermonty/claude-trading-skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/skills/edge-strategy-reviewer" ~/.claude/skills/tradermonty-claude-trading-skills-edge-strategy-reviewer && rm -rf "$T"
manifest:
skills/edge-strategy-reviewer/SKILL.mdsource content
Edge Strategy Reviewer
Deterministic quality gate for strategy drafts produced by
edge-strategy-designer.
When to Use
- After
generatesedge-strategy-designerstrategy_drafts/*.yaml - Before exporting drafts to
via the pipelineedge-candidate-agent - When manually validating a draft strategy for edge plausibility
Prerequisites
- Strategy draft YAML files (output of
)edge-strategy-designer - Python 3.10+ with PyYAML
Workflow
- Load draft YAML files from
or a single--drafts-dir
file--draft - Evaluate each draft against 8 criteria (C1-C8) with weighted scoring
- Compute confidence score (weighted average of all criteria)
- Determine verdict: PASS / REVISE / REJECT
- Assess export eligibility (PASS + export_ready_v1 + exportable family)
- Write review output (YAML or JSON) and optional markdown summary
Review Criteria
| # | Criterion | Weight | Key Checks |
|---|---|---|---|
| C1 | Edge Plausibility | 20 | Thesis quality, domain terms, mechanism keywords (continuous 50-95) |
| C2 | Overfitting Risk | 20 | 5-tier filter count scoring (90/80/60/40/10), precise threshold penalty |
| C3 | Sample Adequacy | 15 | Continuous scoring from estimated annual opportunities (10-95) |
| C4 | Regime Dependency | 10 | Cross-regime validation |
| C5 | Exit Calibration | 10 | Stop-loss, reward-to-risk |
| C6 | Risk Concentration | 10 | Position sizing limits |
| C7 | Execution Realism | 10 | Volume filter, export consistency |
| C8 | Invalidation Quality | 5 | Signal count and specificity |
Verdict Logic
- C1 or C2 severity=fail → immediate REJECT
- confidence >= 70, no fail findings → PASS
- confidence < 35 → REJECT
- Otherwise → REVISE (with revision instructions)
Running the Script
# Review all drafts in a directory python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \ --drafts-dir reports/edge_strategy_drafts/ \ --output-dir reports/ # Single draft review python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \ --draft reports/edge_strategy_drafts/draft_xxx.yaml \ --output-dir reports/ # JSON output with markdown summary python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \ --drafts-dir reports/edge_strategy_drafts/ \ --output-dir reports/ \ --format json \ --markdown-summary # Strict export mode: export-eligible drafts with any warn → REVISE python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \ --drafts-dir reports/edge_strategy_drafts/ \ --output-dir reports/ \ --strict-export
Output Format
Primary output:
review.yaml (or review.json)
generated_at_utc: "2026-02-28T12:00:00+00:00" source: drafts_dir: "/path/to/strategy_drafts" draft_count: 4 summary: total: 4 PASS: 1 REVISE: 2 REJECT: 1 export_eligible: 1 reviews: - draft_id: "draft_xxx_core" verdict: "PASS" confidence_score: 80 export_eligible: true findings: [...] revision_instructions: []
Resources
— Detailed scoring rubric for C1-C8references/review_criteria.md
— Overfitting detection heuristicsreferences/overfitting_checklist.md