Content
63%Weight 40%Scale 1-5Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.
Highly actionable content with excellent executable code, decision tables, and a coherent pair-trading workflow. Its two structural weaknesses are token efficiency — most of the code re-derives standard statistics Claude already knows — and the total absence of progressive disclosure, with everything inlined in one ~1,100-line file instead of split into scripts/ and references/ bundles.
Suggestions
Move the 14 analysis functions into a scripts/ (or references/) bundle and keep SKILL.md as a thin overview with well-signaled pointers, per the progressive-disclosure rationale.
Delete or compress boilerplate Claude can write unaided (OLS/pearsonr plumbing, the Kalman filter loop) and retain only the non-obvious parts: delta tuning guidance, threshold tables, empirical market patterns, and pitfall notes.
Add a short 'Choosing a mode' decision table at the top so the four modes and the cointegration framework share one explicit entry point.
| Dimension | Reasoning | Score |
|---|---|---|
Conciseness | The ~1,100-line body inlines complete textbook implementations Claude already knows (OLS regression, scipy pearsonr/spearmanr calls, a hand-rolled Kalman filter, Engle-Granger via statsmodels.coint), so a large fraction of the 39 KB is boilerplate rather than non-obvious knowledge. The empirical pattern tables (regime correlations, A-share sector pairs, cross-market lags) do add genuine value, keeping this above a 1. | 2 / 5 |
Actionability | Every section ships fully executable, copy-paste-ready functions with typed signatures and docstrings, plus concrete decision tables (entry_z 2.5/2.0/1.5, half-life bands, correlation screening bands), a pip install line, and a worked signal state machine — comprehensive coverage of the common cases. | 5 / 5 |
Workflow Clarity | The 5-step workflow (screening → spread quality → hedge-ratio selection → signals → monitoring) is clearly sequenced and includes validation steps (cointegration p-values, out-of-sample checks, spread-health warnings). It falls short of a 5 because mode selection is left to one-line 'Use case' notes and the checkpoints are distributed across sections rather than forming one coherent checklist. | 4 / 5 |
Progressive Disclosure | In-file sectioning and headers are good, but no references/, scripts/, or assets/ bundles exist — all 14 complete functions, visualization templates, and reference tables are inlined in a single monolithic SKILL.md where the bulk of the code clearly belongs in separate bundle files. | 3 / 5 |
Total | 14 / 20 Passed |