Can I analyze a specific strategy instead of the whole portfolio?

Yes, you can use the --strategy argument followed by the strategy ID to run a deep-dive analysis on a single trading model.

What is alpha decay in trading?

Alpha decay is the gradual loss of a trading strategy's predictive power or profitability, often caused by market changes, increased competition, or signal crowding.

Which metrics does this skill track to detect decay?

The skill analyzes five key indicators: Sharpe Ratio decline, Information Coefficient (IC) drop, Hit Rate (win rate) degradation, Capacity vs. AUM correlation, and Regime change confidence.

What does a 'Critical' severity level mean?

A Critical status (severity >= 0.6) indicates severe decay where performance metrics have significantly deviated from historical norms, typically requiring immediate capital reduction or strategy suspension.

Can I customize the lookback period for the analysis?

Yes, the --period flag allows you to set the analysis window in days, with a default of 60 days to capture medium-term performance trends.

Alpha Decay Detector

Name: Alpha Decay Detector
Author: maminul007

bymaminul007

•

データサイエンスとML

Monitors and analyzes trading strategy performance to identify statistical alpha decay and regime changes.

The Alpha Decay Detector is a specialized quantitative tool designed for algorithmic traders to identify when trading strategies begin to lose their competitive edge. By leveraging statistical methods to analyze rolling Sharpe ratios, Information Coefficients (IC), and win rate degradation, the skill provides a clear signal on whether a strategy's underperformance is a temporary drawdown or a permanent loss of alpha. It integrates with existing risk management workflows to provide high-confidence warnings, helping developers decide when to pause, re-calibrate, or reduce position sizes for automated trading systems.

主な機能

01Multi-factor decay tracking including IC and Sharpe ratio trends

02Actionable risk management and position sizing recommendations

031 GitHub stars

04Automated scanning of multiple active trading strategies

05Market regime change detection and confidence scoring

06Customizable sensitivity thresholds and lookback windows

ユースケース

01Evaluating strategy capacity against historical performance benchmarks

02Identifying when a live algorithmic strategy has lost its statistical edge

03Monitoring portfolio health for factor crowding or signal drift

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add maminul007/trading-platform alpha-decay

For use in Claude.ai and ChatGPT

Download Skill