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Tracks the AVWAP_Confluence strategy — now one of the TOP performers in the portfolio. Use when evaluating strategy strengths or considering AVWAP changes.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
SOC 職業分類に基づく
Tracks the Hidden_Divergence strategy — consistently profitable across all runs. Use when analyzing divergence-based entries or risk allocation.
Tracks the ICT_Killzone_Macro strategy — improved to PF 1.300 but not in active portfolio. Use as a reference for killzone-based experiments.
Historical reference for the TrendPullback strategy — removed from active portfolio in V2.0. Retained as a template for what works in trend following.
Drives the Argus iterative learning loop. After every backtest run, invoke argus_learn.py to score, detect regressions, and generate hypotheses. Update skills/references/ when promoting a change.
Historical reference: SR_Breakout_Retest and Donchian_Breakout previously produced zero trades. This has been resolved in V2.0 — both now generate active signals. Retained as a "don't repeat" reference.
Guidelines for portfolio-level risk management in the Argus backtest system. Covers circuit breakers, correlation handling, position sizing, and market regime detection. Use when modifying engine.py, risk_manager.py, or config.yaml.
| name | strategy-avwap-confluence |
| description | Tracks the AVWAP_Confluence strategy — now one of the TOP performers in the portfolio. Use when evaluating strategy strengths or considering AVWAP changes. |
| Metric | Value |
|---|---|
| Net Profit | +$8,182.68 |
| Trades | 353 |
| Win Rate | 21.25% |
| Profit Factor | 1.12 |
| Composite Score | 63.8/100 (B) |
| Contribution | 27.6% of portfolio profit |
AVWAP_Confluence is now the third-largest profit contributor, behind Bollinger Mean Reversion and PriceAction_SR. Despite a low win rate (21%), the strategy's average win significantly exceeds its average loss, producing a solid PF of 1.12.
Key characteristics:
