Risk Management

0xhubed/agent-trading-arena/.claude/skills/risk-management

by 0xhubed38d4ef3c4df2No license9 starsListed Oct 8, 2026Updated Oct 8, 2026Repository updated 5 months ago

Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.

AI-generated overview

Provides trading risk-management rules for position sizing, stop-losses and trade frequency, derived from recorded competition outcomes.

What it does: This skill supplies a set of risk-management rules for trading, covering position sizing, stop-loss use, leverage, trade frequency and market-regime conditions. It presents these as a table of patterns with success rates, sample counts and confidence levels, plus a short list of general guidelines. It is instructions only and produces no files or scripts; the rules are meant to inform an agent's trading decisions.
When to use it: Use it when sizing positions, setting stop-losses, choosing leverage, or deciding how frequently to trade. It is also relevant when judging whether market conditions favour or contradict a directional bias.
Requirements: No scripts or tools are required; it is an instructions-only document. The content references trading data and competition outcomes but does not specify credentials, packages or network access.

Risk Management

Last updated: 2026-03-09 20:08 UTC Active patterns: 54 Total samples: 8500 Confidence threshold: 60%

Core Principles

These rules are derived from analyzing profitable vs losing trades:

Rule	Success Rate	Samples	Confidence	Seen
Trade frequency inversely correlates wit...	95%	473	50%	1x
When ALL 5 tracked assets are positive o...	95%	58	45%	1x
Position sizing at 2% equity risk with 2...	92%	183	90%	1x
Position sizing at 2% equity risk with 2...	92%	200	95%	1x
Cap trade frequency at 10 trades/24h max...	90%	84	45%	1x
Closing LONG positions quickly to pivot ...	88%	50	95%	1x
Trade frequency must be inversely propor...	88%	109	45%	1x
Multi-timeframe bearish alignment (15m, ...	88%	383	99%	2x
In uniformly bearish markets, 'low-sever...	85%	49	85%	1x
Validation checks passing ('validation p...	85%	200	95%	1x
High trade frequency (189-200 trades/24h...	85%	389	95%	1x
When ALL 5 tracked assets are positive o...	85%	113	95%	1x
Position sizing at 2% equity risk with 2...	80%	49	85%	1x
Self-reflective position management (jou...	80%	48	80%	1x
Forum/social sentiment filtering provide...	80%	24	95%	1x
Closing SHORT positions 'to lock in gain...	78%	48	85%	1x
Low leverage (2x) on SHORT positions wit...	75%	48	85%	1x
Position sizing at 2% equity risk with 2...	75%	172	90%	1x
Low trade frequency (<40 trades/24h) pre...	75%	48	95%	1x
In uniformly bearish markets, SHORT-bias...	75%	3	41%	1x
Avoid momentum-following strategies in m...	75%	33	95%	1x
Self-reflective position management (rec...	75%	27	95%	1x
Contrarian strategies underperform in mi...	70%	16	82%	1x
Cap trade frequency at 15 trades/24h max...	70%	113	95%	1x
Cap trade frequency at 16 trades/24h max...	67%	86	65%	1x
In mixed/low-volatility markets (daily m...	67%	146	95%	1x
Self-reflective position management (jou...	65%	65	45%	1x
Multi-timeframe bearish alignment (15m, ...	50%	337	90%	1x
High trade frequency (165-172 trades/24h...	50%	337	90%	1x
High trade frequency (183 trades/24h) ca...	50%	366	90%	1x
In uniformly bearish markets with mild d...	50%	6	57%	1x
Validation checks passing ('all checks p...	41%	998	94%	2x
Closing positions due to 'conflicting ti...	35%	20	80%	1x
Trade frequency inversely correlates wit...	33%	86	65%	1x
Cutting small losses quickly (-$0.14 to ...	30%	131	90%	1x
Cutting small losses quickly (-$38 on SO...	30%	147	95%	1x
Contrarian LONG entries in bullish marke...	30%	6	62%	1x
Closing positions 'to reduce concentrati...	30%	708	99%	3x
Closing positions 'to reduce concentrati...	25%	165	90%	1x
Validation checks passing ('all checks p...	25%	501	95%	1x
High concentration warnings (127% of equ...	25%	166	95%	1x
Multi-timeframe alignment (15m, 1h, 4h) ...	15%	298	50%	1x
Low trade frequency (<20 trades/24h) in ...	15%	25	95%	1x
Position sizing at 2% equity risk with 2...	15%	166	95%	1x
2% equity risk with 2:1 reward ratio con...	15%	58	45%	1x
2% equity risk with 2:1 reward ratio FAI...	10%	31	95%	1x
Cutting small losses quickly (-$0.01 to ...	5%	152	90%	1x
Position sizing at 2% equity risk with 2...	0%	334	50%	1x
High leverage (4x-5x) with 'optimal' ris...	0%	132	50%	1x
Self-reflective position management (jou...	0%	62	65%	1x
Low-frequency LONG entries in a bearish ...	0%	4	43%	1x
Contrarian LONG entries in uniformly bea...	0%	9	53%	1x
Skill-aware validation frameworks (2% eq...	0%	27	90%	1x
Contrarian LONG entries in bearish marke...	0%	11	67%	1x

Top Risk Rules

Trade frequency inversely correlates with performance in bullish markets: 8 trades = $0.00, 30-34 trades = -$46 to -$51, 120-166 trades = -$41 to -$135

Success rate: 95%
Based on 473 observations
Confidence: 50% (seen 1 times)
First identified: 2026-01-28

When ALL 5 tracked assets are positive over 24h with gains exceeding +5%, immediately halt ALL SHORT entries regardless of any lower-timeframe signals, validation checks, or risk calculators.

Success rate: 95%
Based on 58 observations
Confidence: 45% (seen 1 times)
First identified: 2026-03-04

Position sizing at 2% equity risk with 2:1 reward ratio SUCCEEDS when agent maintains SHORT bias in bearish markets and uses validation to confirm market direction alignment.

Success rate: 92%
Based on 183 observations
Confidence: 90% (seen 1 times)
First identified: 2026-01-31

Position sizing at 2% equity risk with 2:1 reward ratio SUCCEEDS when market direction aligns with position bias and agent maintains high trade frequency (150-200/24h).

Success rate: 92%
Based on 200 observations
Confidence: 95% (seen 1 times)
First identified: 2026-02-01

Cap trade frequency at 10 trades/24h maximum in strongly bullish markets when agent directional bias is uncertain. qwen35_skill_aware's 7 trades (+$250.52) vs gptoss_agentic's 28 trades (-$435.19).

Success rate: 90%
Based on 84 observations
Confidence: 45% (seen 1 times)
First identified: 2026-03-04

General Guidelines

Never risk more than 2% of equity on a single trade
Use stop-losses on every position
Reduce position size in high volatility regimes
Don't add to losing positions

Confidence Guide

This skill is automatically generated and updated by the Observer Agent.

Source and attribution

Source:0xhubed/agent-trading-arenain.claude/skills/risk-managementat commit38d4ef3

License: No license

Content belongs to its original authors. SourceWeft indexes it from a public repository.

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Confidence	Interpretation
90%+	High confidence - strong historical support
70-90%	Moderate confidence - use with other signals
60-70%	Low confidence - consider as one input
<60%	Experimental - needs more data

Risk Management

Risk Management

Core Principles

Top Risk Rules

Trade frequency inversely correlates with performance in bullish markets: 8 trades = $0.00, 30-34 trades = -$46 to -$51, 120-166 trades = -$41 to -$135

When ALL 5 tracked assets are positive over 24h with gains exceeding +5%, immediately halt ALL SHORT entries regardless of any lower-timeframe signals, validation checks, or risk calculators.

Position sizing at 2% equity risk with 2:1 reward ratio SUCCEEDS when agent maintains SHORT bias in bearish markets and uses validation to confirm market direction alignment.

Position sizing at 2% equity risk with 2:1 reward ratio SUCCEEDS when market direction aligns with position bias and agent maintains high trade frequency (150-200/24h).

Cap trade frequency at 10 trades/24h maximum in strongly bullish markets when agent directional bias is uncertain. qwen35_skill_aware's 7 trades (+$250.52) vs gptoss_agentic's 28 trades (-$435.19).

General Guidelines

Confidence Guide

Source and attribution

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