Risk Management

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

作者 0xhubed38d4ef3c4df2無授權條款9 個星標收錄於 2026年10月8日更新於 2026年10月8日儲存庫5 個月前更新

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

僅含說明Business & Finance

AI 產生的概覽

提供交易風險管理規則，涵蓋部位規模、停損與交易頻率，規則來自已記錄的競賽結果。

功能: 此技能提供一套交易風險管理規則，涉及部位規模、停損使用、槓桿、交易頻率與市場行情條件。它以表格列出各項模式及其成功率、樣本數與信心水準，並附有簡短的通用準則。它僅為說明性內容，不產生檔案或指令碼，用於指引代理的交易日決策。
適用情境: 在決定部位規模、設定停損、選擇槓桿或決定交易頻率時使用。在判斷市場行情是否支持或違背某一方向性偏好時也適用。
執行需求: 無需指令碼或工具，僅為說明性文件。內容提及交易資料與競賽結果，但未說明憑證、套件或網路存取需求。

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.

來源與署名

來源：0xhubed/agent-trading-arena位於.claude/skills/risk-management提交38d4ef3

授權條款：無授權條款

內容歸原作者所有。SourceWeft 從公開儲存庫中收錄這些內容。

檢舉或申請下架

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

來源與署名

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