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