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volatility

Volatility strategy. Trades mean reversion based on percentile ranking of historical volatility (HV). Suitable for any OHLCV data.

64

Quality

80%

Does it follow best practices?

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SecuritybySnyk

Passed

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tessl review fix ./agent/src/skills/volatility/SKILL.md
SKILL.md
Quality
Evals
Security

Quality

Content

92%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.

The content is an exemplary lean strategy spec: concrete formulas, explicit signal rules, sensible defaults, and non-obvious pitfalls with zero padding. The only improvement would be a short assembled executable snippet turning the formulas and rules into copy-paste-ready code.

DimensionReasoningScore

Conciseness

The body is lean and efficient: pandas one-liner formulas, a compact parameter table, and pitfalls that are genuinely non-obvious ('Volatility is not direction', warm-up fillna handling, 365 vs 252 annualization). It assumes Claude's competence and every section earns its place, matching anchor 5.

5 / 5

Actionability

Concrete, executable pandas expressions for both HV and the percentile rank, explicit threshold rules, and a defaults table make the guidance mostly executable. Minor gaps keep it from anchor 5: no complete assembled snippet showing returns computation or the full signal construction.

4 / 5

Workflow Clarity

The signal pipeline is sequenced unambiguously (compute HV → percentile rank → threshold signal), with a defined middle/hold region and explicit warm-up handling (signal 0 via fillna). This is a simple, non-destructive single-purpose skill whose single action is unambiguous, so it earns 5 under the simple-skill note.

5 / 5

Progressive Disclosure

The body is ~46 lines with no bundle files, organized into clean sections (Purpose, Signal Logic, Key Implementation Details, Parameters, Pitfalls, Dependencies, Signal Convention). Per the rubric, an under-50-line skill with no need for external references scores 5 with well-organized sections.

5 / 5

Total

19

/

20

Passed

Description

61%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.

The description states a specific, credible capability with good domain keywords, but omits any explicit 'when to use this' trigger guidance, which caps completeness and overall effectiveness. Adding a Use-when clause naming the concrete trading scenarios and data types would lift it substantially.

Suggestions

Add an explicit trigger clause, e.g. 'Use when building or backtesting volatility-based mean-reversion trading strategies on OHLCV price data.'

Name one or two more concrete actions/outcomes in the description (e.g. 'computes HV percentile signals for long/short positioning') to move specificity from a single mechanism toward comprehensive coverage.

Include a couple of natural synonyms users might say ('vol', 'volatility regime', 'price bars') to strengthen trigger-term coverage.

DimensionReasoningScore

Specificity

Names the domain ('Volatility strategy') and one concrete mechanism ('Trades mean reversion based on percentile ranking of historical volatility (HV)'), which fits 'names domain and 1-2 concrete actions, but not comprehensive'. It does not list several specific actions, so it falls short of anchor 4.

3 / 5

Completeness

The 'what' is clear (trades volatility mean reversion via HV percentile ranking) but there is no 'Use when...' clause or equivalent explicit trigger guidance; 'Suitable for any OHLCV data' only weakly implies when. Per judging guidelines, a missing 'Use when' clause caps completeness at 3.

3 / 5

Trigger Term Quality

Includes good natural keyword coverage — 'volatility', 'mean reversion', 'historical volatility (HV)', 'OHLCV' — that a quant or trading user would actually say. A few natural terms and synonyms are missing (e.g. 'vol', 'HV rank', 'price data'), so it does not reach comprehensive anchor 5.

4 / 5

Distinctiveness Conflict Risk

'Volatility mean reversion on OHLCV data' is a clear niche with distinct triggers among trading/strategy skills, only minor overlap risk with other volatility or quant strategy skills. The broad 'any OHLCV data' phrasing keeps it from anchor 5.

4 / 5

Total

14

/

20

Passed

Validation

93%

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

CriteriaDescriptionResult

frontmatter_unknown_keys

Unknown frontmatter key(s) found; consider removing or moving to metadata

Warning

Total

15

/

16

Passed

Repository
HKUDS/Vibe-Trading
Reviewed

Table of Contents

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