「drawdown」の検索結果

Evaluate account-level drawdown circuit breaker rules from trader-memory-core state and decide whether new trade risk is allowed today. Uses realized P&L, losing-streak cooldowns, and weekly/monthly drawdown limits without any external API.

日本語の概要は準備中です。原文の説明を表示しています。

Assess risk metrics for a stock or position including volatility, beta, VaR, and drawdown analysis. Use when user asks about risk, volatility, beta, VaR, value at risk, drawdown, or position sizing.

日本語の概要は準備中です。原文の説明を表示しています。

Risk Assessment & Position Sizing — analyzes volatility, drawdown, correlation, liquidity, smart contract, regulatory, concentration, and unlock risks with crypto-specific position sizing calculators and a composite Risk Score (0-100, higher = safer)

日本語の概要は準備中です。原文の説明を表示しています。

Implements comprehensive backtesting capabilities for Pine Script indicators and strategies. Use when adding performance metrics, trade analysis, equity curves, win rates, drawdown tracking, or statistical validation. Triggers on "backtest", "performance", "metrics", "win rate", "drawdown", or testing requests.

日本語の概要は準備中です。原文の説明を表示しています。

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

日本語の概要は準備中です。原文の説明を表示しています。

Risk measurement and stress testing — VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stress testing.

日本語の概要は準備中です。原文の説明を表示しています。

Query TradingView market data through the bundled tradingview MCP server without a desktop app or login. Use whenever the user wants a technical analysis readout (RSI, MACD, Bollinger rating, BUY/SELL summary), multi-timeframe alignment (weekly→daily→4h→1h→15m), exchange-wide scans (Bollinger squeeze, volume breakout, consecutive candles, smart volume), top gainers/losers by exchange, futures market data (NQ/ES/CL/GC overview, overnight movers, category snapshots), pre-market / after-hours quotes, a quick options chain or unusual options activity (volume/OI by strike), bulk stock prices, a global market snapshot, strategy backtests (Sharpe, drawdown, win rate), or crypto exchange scans. Triggers include "TA on X", "multi-timeframe read", "BB squeeze scan", "futures movers", "NQ overnight", "pre-market price", "unusual options activity", "backtest RSI on AAPL", and "top gainers on NASDAQ". For options greeks, watchlists, alerts, or chart screenshots use tradingview-reader instead.

日本語の概要は準備中です。原文の説明を表示しています。

Runs a declarative strategy spec over OHLCV bars with the manifoldbt Rust engine, pairs the fill log into round trips, and emits the eight inputs the backtest-expert skill scores. Use when the user wants to execute a backtest, measure a rule they have described, obtain win rate / average win / average loss / max drawdown from real bars, or feed backtest-expert with measured numbers instead of estimates.

日本語の概要は準備中です。原文の説明を表示しています。

Separate a strategy return series into declared baseline exposure and residual edge with returns-based OLS attribution, HAC inference, rolling stability, alternate-baseline sensitivity, and regime breakdowns. Use when evaluating whether backtest, out-of-sample, or live returns contain independent alpha beyond market, equal-weight, momentum, sector, or user-supplied factor returns; when explaining whether a drawdown came from baseline exposure or strategy-specific behavior; or when a strategy needs an attribution quality gate after backtesting. Do not use for holdings-based Brinson attribution, feature-level Shapley explanations, or analysis from summary metrics without a dated return series.

日本語の概要は準備中です。原文の説明を表示しています。

Select the best MetaTrader 5 trading robots (Expert Advisors) that have not been backtested yet, by running the MT5 Strategy Tester from the command line through a 3-round pipeline. Use when the user wants to batch-test MT5 bots/EAs, screen robots across all symbols, optimize EA parameters, or move candidate bots to finalists based on profit, drawdown, positive months/years and equity-curve criteria. Runs terminal64.exe headless; Windows + MetaTrader 5 required at run time.

日本語の概要は準備中です。原文の説明を表示しています。

Use when evaluating markets through Li Bei's macro hedge lens: regime identification, trend + contrarian timing, position management by conviction, and risk control for drawdown.

日本語の概要は準備中です。原文の説明を表示しています。

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

日本語の概要は準備中です。原文の説明を表示しています。

Professional trading charts including candlesticks, equity curves, drawdowns, correlation heatmaps, and return distributions

日本語の概要は準備中です。原文の説明を表示しています。

Portfolio-level risk controls, drawdown management, exposure limits, and circuit breakers for crypto trading

日本語の概要は準備中です。原文の説明を表示しています。

Risk Assessment & Position Sizing — analyzes volatility, drawdown scenarios, correlation, liquidity, and provides position sizing calculators (Kelly Criterion, fixed percentage, volatility-adjusted) with a composite Risk Score (0-100) for any publicly traded stock.

日本語の概要は準備中です。原文の説明を表示しています。

position sizing, Kelly criterion, risk budgeting, volatility targeting, portfolio allocation, bet sizing, capital allocation, drawdown management, position management, risk parity sizing

日本語の概要は準備中です。原文の説明を表示しています。

Trading psychology, risk management discipline, position sizing psychology, drawdown management, behavioral bias mitigation, emotional discipline framework, loss aversion control

日本語の概要は準備中です。原文の説明を表示しています。

Risk Assessment & Position Sizing — volatility profile (beta/ATR/HV), historical drawdowns, correlation analysis, liquidity risk, position sizing tables (fixed %, volatility-adjusted, Kelly Criterion), and VaR estimates. Returns Risk Score (0-100, higher = safer). Triggered by "trade risk <TICKER>".

日本語の概要は準備中です。原文の説明を表示しています。

Partner, channel, and ecosystem marketing for B2B SaaS — and the design of the partner program itself. Use this skill for co-marketing with technology alliances and channel partners, integration launches, joint campaigns and content, partner tiering and enablement, cloud-marketplace go-to-market (AWS, Azure, GCP listings, private offers, committed-spend drawdown), and for channel program architecture: whether to launch a partner program at all, which motions to run (referral, technology, services/SI, reseller), partner unit economics, margin and SPIF design, partner recruitment and certification ramp, and the rules of engagement that settle a contested deal. Also triggers on: partner marketing, co-marketing, channel, reseller, VAR, MSP, distributor, OEM, alliance, ecosystem, integration launch, marketplace listing, AWS Marketplace, private offer, MDF, joint webinar, co-branded, channel conflict, rules of engagement, deal registration, partner program design, should we build a partner program, partner economics, partner P&L, partner CAC, margin stacking, SPIF, rebate, partner recruitment, partner onboarding, partner certification, partner tiers, our partners signed up and never sold anything.

日本語の概要は準備中です。原文の説明を表示しています。

Drafts U.S. capital call notices for PE, VC, or fund-managed LLCs aligned to LPA/operating agreement procedures and side letters. Use when drafting a capital call notice, drawdown notice, capital contribution demand, unfunded commitment call, or LP/GP capital call letter.

日本語の概要は準備中です。原文の説明を表示しています。

Partner, channel, and ecosystem marketing for B2B SaaS. Use this skill for co-marketing with technology alliances and channel partners, integration launches, joint campaigns and content, partner tiering and enablement, and cloud-marketplace go-to-market (AWS, Azure, GCP listings, private offers, committed-spend drawdown). Also triggers on: partner marketing, co-marketing, channel, reseller, alliance, ecosystem, integration launch, marketplace listing, AWS Marketplace, private offer, MDF, joint webinar, co-branded.

日本語の概要は準備中です。原文の説明を表示しています。

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

日本語の概要は準備中です。原文の説明を表示しています。

Build and operate a Busabase-backed mainland China A-share strategy experiment desk with a bundled local Hono App-in-Skill, evidence-backed strategy research, strategy-level L1/L2/L3 manual maturity approvals, one CNY virtual ledger per strategy, and dated strategy backtest reports. Use when the user invokes $kelly-invest-stock or /kelly-invest-stock, wants to define or compare A-share strategies, inspect a strategy and its virtual book, record research evidence, manually approve strategy maturity, or review dated backtests, drawdown, and contribution to the total book. It never connects to a brokerage, places orders, moves money, or presents generated analysis as personalized investment advice.

日本語の概要は準備中です。原文の説明を表示しています。

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

日本語の概要は準備中です。原文の説明を表示しています。