Skills

Strategy Pivot Designer

Detect backtest iteration stagnation and generate structurally different strategy pivot...

Install

npx skills add tradermonty/claude-trading-skills --skill strategy-pivot-designer -g -a claude-code -y
Category
Engineering
Updated
3d ago
License
MIT
Context cost
Lightabout 867 tokens
Runs scripts
Yes, review before use

What it does

Detect backtest iteration stagnation and generate structurally different strategy pivot proposals when parameter tuning reaches a local optimum.

Strategy Pivot Designer

Overview

Detect when a strategy's backtest iteration loop has stalled and propose structurally different strategy architectures. This skill acts as the feedback loop for the Edge pipeline (hint-extractor -> concept-synthesizer -> strategy-designer -> candidate-agent), breaking out of local optima by redesigning the strategy's skeleton rather than tweaking parameters.

When to Use

  • Backtest scores have plateaued despite multiple refinement iterations.
  • A strategy shows signs of overfitting (high in-sample, low robustness).
  • Transaction costs defeat the strategy's thin edge.
  • Tail risk or drawdown exceeds acceptable thresholds.
  • You want to explore fundamentally different strategy architectures for the same market hypothesis.

Prerequisites

  • Python 3.9+
  • PyYAML
  • Iteration history JSON (accumulated backtest-expert evaluations)
  • Source strategy draft YAML (from edge-strategy-designer)

Output

  • pivot_drafts/research_only/*.yaml, strategy_draft compatible YAML proposals
  • pivot_drafts/exportable/*.yaml, export-ready drafts + ticket YAML for candidate-agent
  • pivot_report_*.md, human-readable pivot analysis
  • pivot_manifest_*.json, metadata for all generated files
  • pivot_diagnosis_*.json, stagnation detection results

Workflow

Read the whole SKILL.md on GitHub

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