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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.

Use this Skill: https://skilld.dev/gh/tradermonty/claude-trading-skills/edge-strategy-reviewer

This session only. Nothing lands on disk.

SKILL.md

≈79 tokens always: the name and description. ≈903 when used: this file. ≈2.2k more on demand in 3 files.

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 + export_ready_v1 + exportable family)
  6. 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

# 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)

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

Source: SKILL.md on GitHub

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  • Gen Agent Trust Hub3d

    The skill provides a quality control framework for trading strategy drafts. It uses a Python script to evaluate YAML strategy files against criteria such as overfitting risk, edge plausibility, and sample size adequacy. The implementation uses secure YAML parsing, contains no network activity, and relies only on standard libraries.

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    Risk: LOW · No issues

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  • ZeroLeaks5mo

    Score: 93/100 · 2 sections analyzed

Signed by skilld at ebcabf8. This ties the file your Agent reads to that commit on GitHub. It does not review the instructions.

Last checked against GitHub 16 hours ago.

Activeupdated 4 days ago

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