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/strategy-pivot-designer

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

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claude-trading-skills
3k74 skills2 agents2 commands
Install
$ npx -y skills add tradermonty/claude-trading-skills --skill strategy-pivot-designer --agent claude-code

How it fires

How this skill gets triggered: by you, by Claude, or both.

  • Fires itselfAuto-invocation. Claude auto-loads it when your prompt matches the work.Auto-invocation is when the right skill fires by itself at the right moment, driven by a FLOW.md router and a hook, instead of you invoking it by name. It is the difference between a skill being installed and a skill actually getting used.Read the full definition →
  • You can call itInvoke it directly when you want it.
  • Slash command/strategy-pivot-designer

Context preview

The summary Claude sees to decide when to auto-load this skill.

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

SKILL.md

strategy-pivot-designer.SKILL.md
name: strategy-pivot-designer
description: Detect backtest iteration stagnation and generate structurally different strategy pivot proposals when parameter tuning reaches a local optimum.

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):

python3 skills/strategy-pivot-designer/scripts/detect_stagnation.py \
  --append-eval reports/backtest_eval_2026-02-10_120000.json \
  --history reports/iteration_history.json \
  --strategy-id draft_edge_concept_breakout_behavior_riskon_core \
  --changes "Widened stop_loss from 5% to 7%"

Detect stagnation:

python3 skills/strategy-pivot-designer/scripts/detect_stagnation.py \
  --history reports/iteration_history.json \
  --output-dir reports/

Generate pivot proposals:

python3 skills/strategy-pivot-designer/scripts/generate_pivots.py \
  --diagnosis reports/pivot_diagnosis_*.json \
  --strategy reports/edge_strategy_drafts/draft_*.yaml \
  --max-pivots 3 \
  --output-dir reports/

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`
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Ships withclaude-trading-skills

Claude Trading Skills started as a personal project to use AI to improve my own trading process. Claude Trading Skills is a Claude Skills-based trading workflow toolkit for time-constrained individual investors.

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