edge-strategy-reviewer
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.
By tradermonty · 2,139 installs
npx skills add tradermonty/claude-trading-skills --skill edge-strategy-reviewer
Source repository · Upstream listing
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
Output Format
Primary output: review.yaml (or review.json )
Resources
references/review criteria.md — Detailed scoring rubric for C1 C8
references/overfitting checklist.md — Overfitting detection heuristics