claude-trader-ibkr

Use when the user wants to run their daily pre-market workflow — a structured morning brief covering economic risk, market health, geopolitical events, news digest, sentiment scores, strategy signals, portfolio review, open orders, and trade decisions.

Use when the user wants to analyze, simulate, or execute an options strategy — covered calls, protective puts, spreads, iron condors, straddles, earnings plays — or needs Greeks analysis, P/L simulation, IV assessment, or position sizing for options trades.

Use when the user wants a comprehensive portfolio review — allocation analysis, diversification health, risk metrics, rebalancing recommendations, or position-level trim/add/hold/sell action plans.

Use when invoked as a subprocess to process open DEV inbox tickets in the trader project. Triggered by dev-inbox-pending.json flag file. Implements fixes using TDD + superpowers workflow, replies to each ticket, clears flag when inbox is empty.

Use when running, testing, or automating the trader CLI tool — invoking commands, parsing output, placing orders, fetching quotes, or reading account/position data.

Use when the trader agent needs to file, query, or review a DEV ticket. Single-channel communication between the agent and the developer over .trader/events.jsonl. Triggers on "I need DEV to fix X", "file a DEV ticket", "is DEV-NNN done", "what's open in the dev inbox", or any time the agent identifies a bug, missing feature, or config drift it cannot self-fix.

Use when validating a trading strategy through backtesting, stress-testing parameters, evaluating out-of-sample performance, or deciding whether to deploy, refine, or abandon a strategy using `trader strategies backtest` and `trader strategies optimize`.

Use when the user wants a trend analysis, support/resistance levels, pattern recognition, or probability-weighted price scenarios for a specific ticker.

Use when creating new trading strategies, adding custom metrics or indicators, or debugging/fixing existing strategy logic in this project's trader/ package.

Use when the user wants to evaluate ETF rotation signals, run Dual Momentum or Ivy Portfolio analysis, check UCITS ETF momentum rankings, or decide which ETF position to enter, hold, or exit. Covers EU-listed UCITS ETFs only (MiFID II — US-listed ETFs not tradeable from this EU account).

Use when the user asks about sector rotation, which sectors are leading or lagging, what phase of the market cycle we are in, or whether to add cyclical vs defensive exposure. Produces a risk regime score and 2-4 probability-weighted scenarios using MA cross signals and sentiment across the 11 SPDR sector ETFs.

Use when the user wants to screen for promising stock candidates using CANSLIM fundamentals combined with live technical signals from the trader CLI.

Use when analyzing a post-earnings gap-up stock to decide whether to buy, scoring it on gap size, volume, MA200, MA50, and pre-earnings trend. Outputs a letter grade and a buy/pass recommendation.

Use when the user wants to check upcoming economic events before placing trades, or when performing a pre-trade risk check. Fetches the economic calendar via web search (no FMP API required) and flags high-impact events within 48 hours. Triggers on queries like "any events this week?", "is it safe to trade before NFP?", "check the calendar", "pre-trade risk check", "any Fed announcements coming up?".

Use when the user wants to analyze a geopolitical event (conflict, sanction, trade war, election, central bank policy shift) for market impact — mapping the event to affected sectors/assets, directional bias, recommended hedges, and 3 weighted scenarios.

Use when the user asks about market-moving news, wants to understand why a stock or sector moved, needs to assess the impact of a recent event (earnings, FOMC, geopolitical), or wants a news-driven trade rationale. Runs a 6-step workflow to collect, integrate, score, and report on news events from the past 10 days.

Use when assessing whether the broad market is forming a top, evaluating distribution day counts, leadership breakdown, defensive rotation, or deciding whether to reduce equity exposure.

Use when calculating how many shares to buy for a trade, sizing a position based on account risk, ATR volatility, or Kelly Criterion — and generating the final `trader orders buy` command.

Use when the user asks about overall market conviction, portfolio positioning, asset allocation, or wants a Druckenmiller-style synthesis of current conditions. Integrates market breadth, distribution risk, macro sentiment, and setup quality into a 7-component conviction score (0-100) and an allocation recommendation. Triggers on queries like "What is my conviction level?", "How should I position?", "Run the strategy synthesizer", "Druckenmiller analysis", "Should I be aggressive or defensive?".

Use when the user wants to find Volatility Contraction Pattern (VCP) setups — Stage 2 uptrend stocks with contracting volatility near a breakout pivot, à la Mark Minervini.