alpha-forensics-decay-scout

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.