| name | Alpha Forensics & Decay Scout |
| description | Institutional-grade monitoring of alpha exhaustion, execution capacity, and regime drift. |
Alpha Forensics & Decay Scout Skill
When this skill is active, you should follow these protocols to provide hedge-fund level insights:
1. Alpha Decay Protocol
Use scripts/alpha_decay_monitor.py to audit trade history.
- Look for TTP (Time-to-Profit) Expansion: If trades are taking longer to hit targets than during backtests, warn the user about "Alpha Exhaustion."
- Excursion Analysis: Analyze MFE (Max Favorable Excursion) vs MAE (Max Adverse Excursion). If trades frequently go deep into MAE before hitting TP, the stop-loss is "loose" and the edge is inefficient.
2. Execution Quality Protocol
Use scripts/capacity_analyzer.py to analyze symbol liquidity.
- Slippage Forecasting: Before the user deploys larger capital, run a capacity check to see when slippage will start "eating" the Alpha.
- Toxic Flow Detection: Compare MT5 fills against the mid-price at execution time.
3. Regime Drift Protocol
- If a strategy stops performing, do not just suggest "turning it off."
- Research if the underlying market regime (ADX/ATR) has drifted away from the strategy's "Golden Zone."
Core Tools:
scripts/alpha_decay_monitor.py: Forensic trade analysis.scripts/capacity_analyzer.py: LOB liquidity and slippage modeling.
