Edge Strategy Reviewer

by tradermontyeab8d5cb97b9No license2.9K starsListed Oct 8, 2026Updated Oct 8, 2026Repository updated 3 days ago

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.

Includes scriptsBusiness & Finance Data & Analytics

AI-generated overview

Reviews trading strategy draft YAML files and issues PASS, REVISE or REJECT verdicts with confidence scores.

What it does: Loads strategy draft YAML files and scores each one against eight weighted criteria covering edge plausibility, overfitting risk, sample adequacy, regime dependency, exit calibration, risk concentration, execution realism and invalidation quality. It computes a confidence score, assigns a PASS, REVISE or REJECT verdict, and determines export eligibility. It writes a review.yaml or review.json file plus an optional markdown summary, and can apply a bundled bias checklist that downgrades drafts with unaddressed items.
When to use it: Use after strategy drafts have been generated and before they are exported to a downstream pipeline, or when a draft strategy needs manual validation for edge plausibility. It serves as a quality gate over draft files rather than as a strategy generator.
Requirements: Python 3.10 or later with PyYAML, plus strategy draft YAML files as input. It ships executable scripts, including a test suite, and writes output to a specified directory.

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

Load draft YAML files from --drafts-dir or a single --draft file
Evaluate each draft against 8 criteria (C1-C8) with weighted scoring
Compute confidence score (weighted average of all criteria)
Determine verdict: PASS / REVISE / REJECT
Assess export eligibility (PASS + export_ready_v1 + exportable family)
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

bash

# Review all drafts in a directorypython3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \  --drafts-dir reports/edge_strategy_drafts/ \  --output-dir reports/
# Single draft reviewpython3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \  --draft reports/edge_strategy_drafts/draft_xxx.yaml \  --output-dir reports/
# JSON output with markdown summarypython3 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 → REVISEpython3 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

# Review all drafts in a directorypython3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \  --drafts-dir reports/edge_strategy_drafts/ \  --output-dir reports/
# Single draft reviewpython3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \  --draft reports/edge_strategy_drafts/draft_xxx.yaml \  --output-dir reports/
# JSON output with markdown summarypython3 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 → REVISEpython3 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)

yaml

generated_at_utc: "2026-02-28T12:00:00+00:00"source:  drafts_dir: "/path/to/strategy_drafts"  draft_count: 4summary:  total: 4  PASS: 1  REVISE: 2  REJECT: 1  export_eligible: 1reviews:  - draft_id: "draft_xxx_core"    verdict: "PASS"    confidence_score: 80    export_eligible: true    findings: [...]    revision_instructions: []

generated_at_utc: "2026-02-28T12:00:00+00:00"source:  drafts_dir: "/path/to/strategy_drafts"  draft_count: 4summary:  total: 4  PASS: 1  REVISE: 2  REJECT: 1  export_eligible: 1reviews:  - 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 and attribution

Source:tradermonty/claude-trading-skillsinskills/edge-strategy-reviewerat commiteab8d5c

License: No license

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

Report or request removal

More from tradermonty/claude-trading-skills

Weekly Performance Digest

tradermonty

Aggregates closed trading theses into a weekly performance report with metrics, pattern breakdowns, and lessons.

Includes scripts

Data & Analytics2.9Kupdated 3 days ago

Trade Performance Coach

tradermonty

Reviews recorded trades for process adherence, risk discipline, execution quality and behavior patterns, producing a coaching report.

Includes scripts

Business & Finance2.9Kupdated 3 days ago

Strategy Pivot Designer

tradermonty

Detects backtest iteration stagnation and generates structurally different strategy pivot proposals for trading strategies.

Includes scripts

Business & Finance2.9Kupdated 3 days ago

Skill Designer

tradermonty

Design new Claude skills from structured idea specifications. Use when the skill auto-generation pipeline needs to produce a Claude CLI prompt that creates a complete skill directory (SKILL.md, references, scripts, tests) following repository conventions.

Includes scripts

Awaiting classification2.9Kupdated 3 days ago

Residual Edge Analyzer

tradermonty

Separate a strategy return series into declared baseline exposure and residual edge with returns-based OLS attribution, HAC inference, rolling stability, alternate-baseline sensitivity, and regime breakdowns. Use when evaluating whether backtest, out-of-sample, or live returns contain independent alpha beyond market, equal-weight, momentum, sector, or user-supplied factor returns; when explaining whether a drawdown came from baseline exposure or strategy-specific behavior; or when a strategy needs an attribution quality gate after backtesting. Do not use for holdings-based Brinson attribution, feature-level Shapley explanations, or analysis from summary metrics without a dated return series.

Includes scripts

Awaiting classification2.9Kupdated 3 days ago

Pre Trade Discipline Gate

tradermonty

Offline pre-trade checklist gate that approves, reviews, or blocks planned manual orders and journals the decision.

Includes scripts

Business & Finance2.9Kupdated 3 days ago

Edge Strategy Reviewer

Edge Strategy Reviewer

When to Use

Prerequisites

Workflow

Review Criteria

Verdict Logic

Running the Script

Output Format

Resources

Source and attribution

More from tradermonty/claude-trading-skills

Weekly Performance Digest

Trade Performance Coach

Strategy Pivot Designer

Skill Designer

Residual Edge Analyzer

Pre Trade Discipline Gate

More in Business & Finance

Tax Prep

Plan Payroll

Job Post Builder

Contract Review

Close Month

Business Pulse