risk-management
Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
57
37%
Does it follow best practices?
Impact
90%
0.98xAverage score across 3 eval scenarios
Passed
No known issues
Optimize this skill with Tessl
npx tessl skill review --optimize ./data/skills-md/0xhubed/agent-trading-arena/risk-management/SKILL.mdQuality
Discovery
67%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 is functional with a clear 'Use when' clause and identifies a specific domain, but the 'what' portion is vague—'rules learned from competition outcomes' doesn't tell Claude what the rules actually are or what concrete actions the skill performs. The trigger terms are adequate but could be expanded to cover more natural user language around risk management.
Suggestions
Expand the capability description to list specific concrete actions, e.g., 'Calculates position sizes based on account risk percentage, determines stop-loss placement, enforces maximum drawdown limits'
Add more natural trigger terms users might say, such as 'risk per trade', 'drawdown', 'risk/reward ratio', 'max loss', or 'how much to risk'
| Dimension | Reasoning | Score |
|---|---|---|
Specificity | Names the domain (risk management) and mentions two specific actions (sizing positions, setting stop-losses), but doesn't list comprehensive concrete capabilities beyond those two. 'Rules learned from competition outcomes' is vague about what the rules actually are. | 2 / 3 |
Completeness | Clearly answers both 'what' (risk management rules from competition outcomes) and 'when' (use when sizing positions or setting stop-losses) with an explicit 'Use when...' clause. | 3 / 3 |
Trigger Term Quality | Includes some relevant natural keywords like 'position sizing', 'stop-losses', and 'risk management' that users might say, but misses common variations like 'risk/reward', 'drawdown', 'portfolio risk', 'max loss', or 'risk per trade'. | 2 / 3 |
Distinctiveness Conflict Risk | The competition-derived risk management angle is somewhat distinctive, but 'risk management' and 'position sizing' could overlap with general trading or portfolio management skills. The competition context helps but isn't strongly differentiating. | 2 / 3 |
Total | 9 / 12 Passed |
Implementation
7%Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.
This skill is an auto-generated data dump of statistical observations from trading competitions, not an actionable skill document. It suffers from extreme redundancy (many near-duplicate rules), lacks executable guidance (no code, no decision workflows), and provides descriptive statistics rather than concrete instructions for how Claude should size positions or set stop-losses. The content needs fundamental restructuring to be useful as a skill.
Suggestions
Consolidate duplicate/near-duplicate rules into single entries with aggregated statistics, reducing the 40-row table to ~10 distinct, actionable rules.
Add a concrete decision workflow: e.g., 'When sizing a position: 1. Determine market regime (trending/choppy), 2. Calculate max position size as min(25% equity, 2% risk / stop distance), 3. Validate risk/reward >= 2:1, 4. If choppy market, limit to 10 trades/24h.'
Replace the repeated 'Top Risk Rules' section (which duplicates the table) with executable code or pseudocode showing how to implement the risk checks programmatically.
Move the full statistical table to a separate RULES_DATA.md reference file and keep only the top 5-8 consolidated, actionable rules in the main skill.
| Dimension | Reasoning | Score |
|---|---|---|
Conciseness | The content is extremely verbose with a massive table of 40 rules, many of which are near-duplicates (e.g., multiple entries for 'Close losing positions proactively', 'Position sizing at 25% equity limit', 'Trade frequency should adapt'). The same information is then repeated in the 'Top Risk Rules' section with expanded descriptions. This redundancy wastes significant tokens. | 1 / 3 |
Actionability | The skill provides statistical observations about past trades but lacks concrete, executable guidance. There are no code examples, specific commands, or step-by-step instructions for how to actually implement position sizing or stop-loss calculations. Rules like 'Trade frequency should adapt to market regime' are descriptive observations, not actionable instructions. | 1 / 3 |
Workflow Clarity | There is no clear workflow or sequenced process for risk management decisions. The content is a flat list of statistical observations without any decision tree, sequencing, or validation checkpoints for how to apply these rules when sizing a position or setting a stop-loss. | 1 / 3 |
Progressive Disclosure | The content has some structural organization with sections (Core Principles, Top Risk Rules, General Guidelines, Confidence Guide), but the massive table and repeated detail sections are all inline. The duplicate/near-duplicate rules should be consolidated, and detailed rule breakdowns could be in a separate reference file. | 2 / 3 |
Total | 5 / 12 Passed |
Validation
100%Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.
Validation — 11 / 11 Passed
Validation for skill structure
No warnings or errors.
- Repository
- NeverSight/skills_feed
- Commit
868a866
- Reviewed
Table of Contents
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