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edge-strategy-reviewer

Agent skill fromtradermonty/claude-trading-skills

Critically review strategy drafts from edge-strategy-designer for edge plausibility, overfitting risk, sample size adequacy, and execution realism. Use when strategy_drafts/*.yaml exists and needs quality gate before pipeline export. Outputs PASS/REVISE/REJECT verdicts with confidence scores.

How to install edge-strategy-reviewer

install edge-strategy-reviewer
# install the claude-trading-skills pack with the skills CLI
npx skills add tradermonty/claude-trading-skills

# or add only this skill to Claude Code: copy the folder

skills/edge-strategy-reviewer/

# into

~/.claude/skills/edge-strategy-reviewer/ (all projects)

.claude/skills/edge-strategy-reviewer/ (one project)

skills/edge-strategy-reviewer/SKILL.md

MITFull file
1# Edge Strategy Reviewer
2
3Deterministic quality gate for strategy drafts produced by `edge-strategy-designer`.
4
5## When to Use
6
7- After `edge-strategy-designer` generates `strategy_drafts/*.yaml`
8- Before exporting drafts to `edge-candidate-agent` via the pipeline
9- When manually validating a draft strategy for edge plausibility
10
11## Prerequisites
12
13- Strategy draft YAML files (output of `edge-strategy-designer`)
14- Python 3.10+ with PyYAML
15
16## Workflow
17
181. Load draft YAML files from `--drafts-dir` or a single `--draft` file
192. Evaluate each draft against 8 criteria (C1-C8) with weighted scoring
203. Compute confidence score (weighted average of all criteria)
214. Determine verdict: PASS / REVISE / REJECT
225. Assess export eligibility (PASS + export_ready_v1 + exportable family)
236. Write review output (YAML or JSON) and optional markdown summary
24
25## Review Criteria
26
27| # | Criterion | Weight | Key Checks |
28|---|-----------|--------|------------|
29| C1 | Edge Plausibility | 20 | Thesis quality, domain terms, mechanism keywords (continuous 50-95) |
30| C2 | Overfitting Risk | 20 | 5-tier filter count scoring (90/80/60/40/10), precise threshold penalty |
31| C3 | Sample Adequacy | 15 | Continuous scoring from estimated annual opportunities (10-95) |
32| C4 | Regime Dependency | 10 | Cross-regime validation |
33| C5 | Exit Calibration | 10 | Stop-loss, reward-to-risk |
34| C6 | Risk Concentration | 10 | Position sizing limits |
35| C7 | Execution Realism | 10 | Volume filter, export consistency |
36…

Excerpt shown under the repository's MIT license.

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