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Found 12 Skills
Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
Position management with stop-loss, take-profit, and trailing stops
Master of capital preservation and position sizing - combining Kelly Criterion, volatility targeting, correlation analysis, and drawdown management to survive and thrive in marketsUse when "risk management, position size, stop loss, drawdown, kelly, risk per trade, portfolio risk, volatility, max loss, trading, risk-management, position-sizing, kelly-criterion, drawdown, volatility, stop-loss, portfolio-risk" mentioned.
Post-investment monitoring via Longbridge Securities — tracks portfolio holdings vs plan on a quarterly / monthly basis, extracts key KPIs (revenue growth / gross margin / cash flow), flags deviations vs expectations, and generates a monitoring report with add / reduce / stop-loss recommendations. Triggers: "投后监控", "持仓监控", "定期复盘", "跟踪持仓", "持仓检视", "KPI跟踪", "业绩追踪", "投後監控", "持倉監控", "定期複盤", "追蹤持倉", "KPI追蹤", "post-investment monitoring", "position monitoring", "portfolio review", "KPI tracking", "performance tracking", "investment monitoring", "holding review".
Monitor portfolio risk, R-multiples, and position limits. Creates hedging strategies, calculates expectancy, and implements stop-losses. Use PROACTIVELY for risk assessment, trade tracking, or portfolio protection.
Configure, deploy, and manage Senpi Trading Runtime (OpenClaw plugin @senpi-ai/runtime) for automated on-chain position tracking with DSL trailing stop-loss protection. Use when a user needs to create or modify runtime YAML files, configure DSL (Dynamic Stop-Loss) exit engine parameters (phases, tiers, time-based cuts), set up the position_tracker scanner to monitor a wallet's positions on Hyperliquid, install/list/delete runtimes via CLI, or inspect DSL-tracked positions. The runtime does NOT create strategy wallets; create/get the strategy wallet via Senpi MCP first, then link that existing wallet in runtime YAML. Triggers on mentions of senpi, Senpi runtime, DSL exit, stop-loss tiers, position tracker, trailing stop, openclaw senpi, dsl_preset, or strategy YAML configuration."
Fetches live AI crypto trading signals with entry price, stop-loss, take-profit, leverage, confidence scores, and automated verification. Covers 50+ coins including BTC, ETH, SOL. Use when the user asks for crypto signals, trade ideas, market direction, portfolio analysis, or wants to build a trading bot.
Review the operating health of a one-person company using lightweight metrics, bottleneck analysis, and stop-loss logic. Use when Codex needs to explain review concepts when needed, verify available outputs, ask one question at a time, present multiple bottleneck hypotheses, and write user-confirmed outputs into `opc-doc/`.
Calculate risk-based position sizes for long stock trades. Use when user asks about position sizing, how many shares to buy, risk per trade, Kelly criterion, ATR-based sizing, or portfolio risk allocation. Supports stop-loss distance calculation, volatility scaling, and sector concentration checks.
This skill should be used when the user asks to 'place a CEX order', 'trade on centralized exchange', 'buy BTC on CEX', 'sell ETH futures', 'open a long position', 'open a short position', 'close my position', 'set leverage', 'check my CEX balance', 'show my open orders', 'cancel my order', 'check CEX ticker', 'get K-line data', 'set margin mode', 'check my CEX positions', 'view trade history', 'manage wallet agent', or mentions CEX trading, futures, contracts, leverage, margin, limit orders, market orders, stop-loss, take-profit. This is for centralized exchange operations only. Do NOT use for DEX swaps (use opentrade-dex-swap), on-chain balances (use opentrade-portfolio), on-chain market data (use opentrade-market), token search (use opentrade-token), custodial wallet (use opentrade-wallet), or transaction broadcasting (use opentrade-gateway).
Quantitative signal scanning and position sizing tool based on the original Turtle Trading method. It retrieves market data for A-shares / Hong Kong stocks / US stocks / Singapore stocks via longbridge CLI, and automatically calculates ATR (N value), breakout signals (System 1 / System 2), stop-loss prices, add-on positions, and Unit position sizes. Trigger this tool when users mention 海龟, turtle, 海龟交易, 海龟信号, turtle signal, turtle trading, or ask about breakout signals, ATR, N value, Unit positions, stop-loss prices, add-on positions, S1/S2 signals, 20-day high/low, 55-day breakout, or request to scan watchlists/indexes for trading signals using the turtle system. It also triggers when users say "扫描突破信号", "帮我算Unit", "海龟止损", "海龟系统分析", or any combination of a stock name/code with "海龟". **Applicable scenarios:** - Scan for breakout signals (20-day/55-day high/low breakouts) after daily market close - Calculate ATR, stop-loss prices, and add-on positions for single stocks or batches of targets - Calculate reasonable Unit position sizes based on account net assets - Determine whether existing positions trigger exit or add-on conditions - Scan turtle signals for watchlist stocks / index components **Not applicable for:** - Fundamental analysis (Turtle system is purely technical) - Predicting price direction - Automatic order placement (only outputs signals; users operate on their own) - Short-selling opening operations for A-shares/Hong Kong stocks/Singapore stocks
Implement and review risk controls, position sizing, portfolio heat limits, stop losses, and risk monitoring. Use when implementing risk management, reviewing risk controls, calculating position sizes, or analyzing portfolio risk exposure.