execution-model

Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.

Quality

71%

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tessl review fix ./agent/src/skills/execution-model/SKILL.md

Quality

Content

71%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

Highly actionable content with executable code and calibrated reference data, but it is held back by padded conceptual explanations of well-known ideas and a monolithic structure with reference material that could be split out.

Suggestions

Trim the 'Why Slippage Models Are Needed' intro and the VWAP/TWAP goal/formula explanations — Claude already knows these; keep only the calibrated U-shaped volume profile and execution-logic specifics.

Move the three market reference tables (slippage bps, impact coefficients, trading costs) into a separate references file and link to it from SKILL.md to improve progressive disclosure.

Add an explicit validation checkpoint in the Analysis Framework (e.g. 'sanity-check that net return stays positive under the highest slippage row before reporting results').

Dimension	Reasoning	Score
Conciseness	Mostly efficient with valuable calibrated reference tables and code, but several sections over-explain concepts Claude already knows — 'Why Slippage Models Are Needed' (bid-ask spread, impact, latency) and textbook VWAP/TWAP definitions with goal statements and formulas.	3 / 5
Actionability	Fully executable, copy-paste-ready code for all four impact functions with concrete arguments and shown outputs, plus an import line, a SignalEngine class example, config JSON, and specific numeric reference tables covering the common cases.	5 / 5
Workflow Clarity	Clear sequencing via the model-selection decision tree and the three-step Analysis Framework, plus an Output Format template; not a destructive/batch operation so the missing validation checkpoint is a minor gap rather than a hard cap.	4 / 5
Progressive Disclosure	Well-organized section headers, but the file is a monolithic ~336 lines with no bundle files; three large reference tables (slippage by market, impact coefficients, trading costs) and a full SignalEngine class are inlined rather than split into separate reference files.	3 / 5
	Total	15 / 20 Passed

Description

71%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A specific, capability-rich description that clearly conveys what the skill does, but it lacks an explicit 'Use when...' trigger clause and is light on synonyms, which limits completeness and trigger-term quality.

Suggestions

Add an explicit trigger clause, e.g. 'Use when building or validating backtests and the user mentions slippage, transaction costs, fill prices, or execution realism.'

Include natural synonyms users might say — 'transaction costs', 'TCA', 'backtest fills', 'market impact' — alongside the existing domain terms.

Clarify the 'when' by noting it applies whenever backtest results look suspiciously optimistic or when sizing orders relative to ADV.

Dimension	Reasoning	Score
Specificity	Lists multiple concrete capabilities — 'slippage formulas (linear / square-root impact)', 'VWAP/TWAP execution logic', 'market-impact cost estimation', 'execution-assumption configuration' — giving comprehensive, specific coverage rather than vague abstractions.	5 / 5
Completeness	The 'what' is clear and detailed, but there is no explicit 'Use when...' trigger clause; '(backtest only)' is a scope constraint, not usage guidance, which caps completeness at 3 per the rubric.	3 / 5
Trigger Term Quality	Strong domain keywords ('slippage', 'VWAP/TWAP', 'market-impact', 'execution-assumption') a quant user would say, but missing common synonyms and variations like 'transaction costs', 'TCA', or 'backtest fills'.	4 / 5
Distinctiveness Conflict Risk	The 'Trade execution modeling (backtest only)' niche with specific sub-terms is mostly distinct with minimal conflict risk, though it could overlap slightly with a general backtesting/strategy skill.	4 / 5
	Total	16 / 20 Passed

Validation

93%

Warnings & errors only

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 15 / 16 Passed

Validation for skill structure

Criteria	Description	Result
frontmatter_unknown_keys	Unknown frontmatter key(s) found; consider removing or moving to metadata	Warning

	Total	15 / 16 Passed

Repository: HKUDS/Vibe-Trading
Path: agent/src/skills/execution-model/SKILL.md
Commit: d71ed8d

Reviewed: 4 days ago

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