Strategy Integration Skill

Convert quantitative analysis into actionable strategic recommendations.

Workflow Steps

• Review Analysis — Ingest quantitative outputs (risk metrics, momentum, correlations)

• Objective Alignment — Confirm client goals, risk tolerance, and policy constraints

• Strategy Development — Map analytical insights to actionable recommendations

• Risk Validation — Validate proposed positions using risk_metrics_cli.py and momentum_cli.py

• Implementation Plan — Create detailed execution roadmap with timing and triggers

• Monitoring Framework — Establish performance tracking and alert systems

Integration Points

• Load margin-strategy.md for margin tactics

• Load dividend-framework.md for income strategies

• Load cashflow-policy.md for cash flow optimization

• Load modern-income-vehicles.md for Layer 2 evaluation criteria

Risk Validation Tools

Pre-trade risk validation

uv run python src/analysis/risk_metrics_cli.py TICKER --days 252 --benchmark SPY

Entry timing analysis

uv run python src/utils/momentum_cli.py TICKER --days 90

Volatility-based position sizing

uv run python src/utils/volatility_cli.py TICKER --days 90

Portfolio optimization

uv run python src/strategies/optimizer_cli.py TICKERS --method max_sharpe

Requirements

• ALL strategic recommendations MUST include risk-adjusted metrics (Sharpe, Sortino, Max Drawdown)

• Distribution variance of ±5-15% monthly is NORMAL for options-based funds — do not flag

• Evaluate Layer 2 holdings on trailing 12-month yield, not monthly distribution changes

• Only recommend selling on RED FLAGS (>30% sustained decline, NAV erosion, strategy changes)

• Verify all market assumptions are based on current date conditions