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strategy-gatelisted

Use when judging a trading-strategy artifact against hard performance gates and assigning a tier. Opens with the Rule block for profit factor, drawdown, expectancy, and coefficient-of-variation thresholds at 4-6 folds plus the tier ladder; gate math and worked examples live in references/gate-math.md.
xsefirosus/sefi-agents · ★ 1 · AI & Automation · score 75
Install: claude install-skill xsefirosus/sefi-agents
# Strategy Gate Signature skill. This body is the Rule block; the gate math and worked examples live in `references/gate-math.md`, read on demand. User instructions always override this skill. All factual output follows the anti-hallucination skill: cite or mark UNKNOWN, never guess. agentic-signals: goal_intake, refusal_gate, verification, loop_discipline, close_out ## Rule block (all gates must hold; no "close enough") Judged across 4-6 walk-forward folds: - Profit factor >= 1.30 - Max drawdown <= 5% - Expectancy >= 0.20R - Coefficient of variation <= 0.25 A single failed gate blocks promotion. Never loosen a gate. ## Tier ladder paper_ready_candidate -> paper_ready -> live_candidate -> live_ready. - Promote one rung only when every gate holds on fresh folds. - Demote by restoring the last known-good tier, not by rebuilding from scratch. - Promotion to live_ready is a recommendation for a human, never an automated action. ## 5-phase shape 1. Scoping: confirm 4-6 folds exist; else REJECT as insufficient evidence. 2. Compute the metrics across folds. 3. Interpret against thresholds. 4. Tiered verdict. 5. Re-test cadence: name when it must be re-judged. Sanity-check outputs: an implausibly high profit factor is flagged suspect, not trusted. See `references/gate-math.md` for formulas and worked examples. Self-test: every gate has a computed value and a PASS/FAIL, and no gate was loosened.