| name | strategy_simulator |
| description | Portfolio strategy simulator for exploring construction parameters, risk budgeting, performance benchmarks, development roadmaps, and decision tracking for quantitative trading strategies |
Portfolio strategy simulator for exploring construction parameters, risk budgeting, performance benchmarks, development roadmaps, and decision tracking for quantitative trading strategies
Tool Reference
enso_strategy_simulator_configure (primary)
Configure portfolio construction parameters and see computed impact metrics. Adjusts holdings count, rebalance frequency, weighting scheme, concentration limits, and regime buffer. Use when the user says: 'configure strategy', 'set portfolio parameters', 'adjust holdings', 'strategy settings'.
Parameters:
holdings (number): Number of holdings (10, 20, 30, or 50)rebalanceFrequency (string): Rebalance frequency: weekly, monthly, or quarterlyweightingScheme (string): Weighting scheme: equal_weight, rank_weighted, or volatility_scaledmaxSingleWeight (number): Maximum single-stock weight percentage (1-10)maxSectorConcentration (number): Maximum sector concentration percentage (15-40)regimeBuffer (boolean): Enable regime-conditional cash buffer
enso_strategy_simulator_benchmark
Show historical performance reference table comparing benchmark strategies with CAGR, Sharpe ratio, max drawdown, and turnover data. Use when the user says: 'show benchmarks', 'performance comparison', 'historical returns', 'strategy comparison'.
Parameters:
period (string): Historical period: 10yr, 20yr, or full (default: 20yr)
enso_strategy_simulator_risk_calc
Interactive risk budget calculator. Given portfolio size, return target, and max drawdown, computes required Sharpe ratio, volatility budget, position count, transaction costs, and break-even win rate. Use when the user says: 'calculate risk budget', 'risk analysis', 'how much can I lose', 'position sizing'.
Parameters:
portfolioSize (number): Portfolio size in dollarsreturnTarget (number): Annual return target percentagemaxDrawdown (number): Maximum acceptable drawdown percentageturnoverEstimate (number): Estimated annual turnover percentage (default: 150)commissionBps (number): Commission in basis points per trade (default: 5)
enso_strategy_simulator_roadmap
Show the development roadmap timeline with phases, deliverables, success criteria, and GO/NO-GO gates for building a quantitative trading strategy. Use when the user says: 'show roadmap', 'development timeline', 'project phases', 'what comes next'.
Parameters:
startMonth (string): Start month in YYYY-MM format (default: current month)
enso_strategy_simulator_checklist
Interactive decision checklist for tracking key milestones and go/no-go criteria in quantitative strategy development. Persists state across sessions. Use when the user says: 'show checklist', 'track progress', 'decision checklist', 'what have I completed'.
Parameters:
action (string): Action: view, toggle, or resetitemId (string): Item ID to toggle (for toggle action)
