Signal Postmortem

This is your feedback loop for trading signals. It takes signals from your edge pipeline or screeners, waits for the holding period (5 or 20 days), then records whether they actually worked. It classifies outcomes as true positives, false positives, missed opportunities, or regime mismatches, then generates weight adjustments for your signal aggregator and flags systematic problems for your skill improvement backlog. The regime awareness is smart: it distinguishes between a screener that's broken versus one that just doesn't work in RISK_OFF conditions. Requires 20+ signals before suggesting weight changes, which keeps you from overreacting to noise. If you're running multiple signal sources and want to know which ones actually make money, this closes that loop.

Install to Claude Code

npx -y skills add tradermonty/claude-trading-skills --skill signal-postmortem --agent claude-code