tradermonty/claude-trading-skills

edge-strategy-reviewer

Critically review strategy drafts from edge-strategy-designer for edge plausibility, overfitting risk, sample size adequacy, and execution realism.

View source

How to use

  1. Copy the installation command and review the source package before installing it in your own agent environment.
  2. Check the source document for required tools, credentials and supported hosts.
  3. Describe your input and desired deliverable; review the output against the source material.
npx skills add https://github.com/tradermonty/claude-trading-skills --skill edge-strategy-reviewer

Before you start

  • Installation does not include a model subscription, API allowance or permission to access your files.
  • Repository stars and installation counts describe activity, not an independent quality or security test.
Original skill document

Rendered from the source repository. Headings, examples, code, tables, links, and referenced images are preserved.

Edge Strategy Reviewer

Deterministic quality gate for strategy drafts produced by edge-strategy-designer.

When to Use

  • After edge-strategy-designer generates strategy_drafts/*.yaml
  • Before exporting drafts to edge-candidate-agent via the pipeline
  • 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

  1. Load draft YAML files from --drafts-dir or a single --draft file
  2. Evaluate each draft against 8 criteria (C1-C8) with weighted scoring
  3. Compute confidence score (weighted average of all criteria)
  4. Determine verdict: PASS / REVISE / REJECT
  5. Assess export eligibility (PASS + exportreadyv1 + exportable family)
  6. Write review output (YAML or JSON) and optional markdown summary

Review Criteria

#CriterionWeightKey Checks
C1Edge Plausibility20Thesis quality, domain terms, mechanism keywords (continuous 50-95)
C2Overfitting Risk205-tier filter count scoring (90/80/60/40/10), precise threshold penalty
C3Sample Adequacy15Continuous scoring from estimated annual opportunities (10-95)
C4Regime Dependency10Cross-regime validation
C5Exit Calibration10Stop-loss, reward-to-risk
C6Risk Concentration10Position sizing limits
C7Execution Realism10Volume filter, export consistency
C8Invalidation Quality5Signal 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

bash
# 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

# Bias checklist (issue #297): mandatory strategy-research bias gate.
# Uses the bundled checklist unless a custom YAML path is supplied.
# A draft leaving any required item unaddressed is downgraded PASS → REVISE
# and loses export eligibility.
python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \
  --drafts-dir reports/edge_strategy_drafts/ \
  --output-dir reports/ \
  --bias-checklist

Output Format

Primary output: review.yaml (or review.json)

yaml
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

  • references/review_criteria.md — Detailed scoring rubric for C1-C8
  • references/overfitting_checklist.md — Overfitting detection heuristics

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