strategy-pivot-designer

Strategy Pivot Designer Overview Detect when a strategy's backtest iteration loop has stalled and propose structurally different strategy architectures. This skill acts as the feedback loop for the Edge pipeline (hint-extractor -> concept-synthesizer -> strategy-designer -> candidate-agent), breaking out of local optima by redesigning the strategy's skeleton rather than tweaking parameters. When to Use Backtest scores have plateaued despite multiple refinement iterations. A strategy shows signs of overfitting (high in-sample, low robustness). Transaction costs defeat the strategy's thin edge. Tail risk or drawdown exceeds acceptable thresholds. You want to explore fundamentally different strategy architectures for the same market hypothesis. Prerequisites Python 3.9+ PyYAML Iteration history JSON (accumulated backtest-expert evaluations) Source strategy draft YAML (from edge-strategy-designer) Output pivot_drafts/research_only/.yaml — strategy_draft compatible YAML proposals pivot_drafts/exportable/.yaml — export-ready drafts + ticket YAML for candidate-agent pivot_report_.md — human-readable pivot analysis pivot_manifest_.json — metadata for all generated files pivot_diagnosis_.json — stagnation detection results Workflow Accumulate backtest evaluation results into an iteration history file using --append-eval . Run stagnation detection on the history to identify triggers (plateau, overfitting, cost defeat, tail risk). If stagnation detected, generate pivot proposals using three techniques: assumption inversion, archetype switch, objective reframe. Review ranked proposals (scored by quality potential + novelty). For exportable proposals, ticket YAML is ready for edge-candidate-agent pipeline. For research_only proposals, manual strategy design needed before pipeline integration. Feed the selected pivot draft back into backtest-expert for the next iteration cycle. Quick Commands Append a backtest evaluation to history (creates history if new): python3 skills/strategy-pivot-designer/scripts/detect_stagnation.py \ --append-eval reports/backtest_eval_2026-02-10_120000.json \ --history reports/iteration_history.json \ --strategy-id draft_edge_concept_breakout_behavior_riskon_core \ --changes "Widened stop_loss from 5% to 7%" Detect stagnation: python3 skills/strategy-pivot-designer/scripts/detect_stagnation.py \ --history reports/iteration_history.json \ --output-dir reports/ Generate pivot proposals: python3 skills/strategy-pivot-designer/scripts/generate_pivots.py \ --diagnosis reports/pivot_diagnosis_.json \ --strategy reports/edge_strategy_drafts/draft_*.yaml \ --max-pivots 3 \ --output-dir reports/ Resources skills/strategy-pivot-designer/scripts/detect_stagnation.py skills/strategy-pivot-designer/scripts/generate_pivots.py references/stagnation_triggers.md references/strategy_archetypes.md references/pivot_techniques.md references/pivot_proposal_schema.md skills/backtest-expert/scripts/evaluate_backtest.py skills/edge-strategy-designer/scripts/design_strategy_drafts.py