strategy-pivot-designer

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

By tradermonty · 2,097 installs

npx skills add tradermonty/claude-trading-skills --skill strategy-pivot-designer

Source repository · Upstream listing

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 1. Accumulate backtest evaluation results into an iteration history file using append eval . 2. Run stagnation detection on the history to identify triggers (plateau, overfitting, cost defeat, tail risk). 3. If stagnation detected, generate pivot proposals using three techniques: assumption inversion, archetype switch, objective reframe. 4. Review ranked proposals (scored by quality potential + novelty). 5. For exportable proposals, ticket YAML is ready for edge candidate agent pipeline. 6. For research only proposals, manual strategy design needed before pipeline integration. 7. Feed the selected pivot draft back into backtest expert for the next iteration cycle. Quick Commands Append a backtest evaluation to history (creates history if new): Detect stagnation: Generate pivot proposals: Resources skills/strategy pivot designer/scripts/detect stagnation.py skills/strategy pivot designer/scripts/generate pivots.py references/stagnation triggers.md references/strategy archetypes.md references/pivot techniques.md references/pivot proposal schema.md skills/backtest expert/scripts/evaluate backtest.py skills/edge strategy designer/scripts/design strategy drafts.py