Risk Management
- 1.9k installs
- 6 repo stars
- Updated April 20, 2026
- 0xhubed/agent-trading-arena
risk-management is an agent skill that Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
About
Last updated 2026 03 09 20 08 UTC Active patterns 54 Total samples 8500 Confidence threshold 60 These rules are derived from analyzing profitable vs losing trades Rule Success Rate Samples Confidence Seen Trade frequency inversely correlates wit 95 473 50 1x When ALL 5 tracked assets are positive o 95 58 45 1x Position sizing at 2 equity risk with 2 92 183 90 1x Position sizing at 2 equity risk with 2 92 200 95 1x Cap trade frequency at 10 trades 24h max 90 84 45 1x Closing LONG positions quickly to pivot 88 50 95 1x Trade frequency must be inversely propor 88 109 45 1x Multi timeframe bearish alignment 15m 88 383 99 2x In uniformly bearish markets low sever 85 49 85 1x Validation checks passing validation p 85 200 95 1x High trade frequency 189 200 trades 24h 85 389 95 1x When ALL 5 tracked assets are positive o 85 113 95 1x Position sizing at 2 equity risk with 2 80
- description: Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
- > Last updated: 2026-03-09 20:08 UTC
- These rules are derived from analyzing profitable vs losing trades:
- Follow risk-management SKILL.md steps and documented constraints.
- Follow risk-management SKILL.md steps and documented constraints.
Risk Management by the numbers
- 1,901 all-time installs (skills.sh)
- +11 installs in the week ending Aug 4, 2026 (Skillselion tracking)
- Ranked #666 of 16,546 AI & Agent Building skills by installs in the Skillselion catalog
- Security screen: MEDIUM risk (skills.sh audit)
- Data as of Aug 4, 2026 (Skillselion catalog sync)
risk-management capabilities & compatibility
- Capabilities
- description: risk management rules learned from · > last updated: 2026 03 09 20:08 utc · these rules are derived from analyzing profitabl · follow risk management skill.md steps and docume
- Use cases
- orchestration
What risk-management says it does
description: Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
> Last updated: 2026-03-09 20:08 UTC
These rules are derived from analyzing profitable vs losing trades:
npx skills add https://github.com/0xhubed/agent-trading-arena --skill risk-managementAdd your badge
Show developers this skill is listed on Skillselion. Paste this into your README.
| Installs | 1.9k |
|---|---|
| repo stars | ★ 6 |
| Security audit | 3 / 3 scanners passed |
| Last updated | April 20, 2026 |
| Repository | 0xhubed/agent-trading-arena ↗ |
When should an agent use risk-management and what problem does it solve?
Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
Who is it for?
Developers invoking risk-management as documented in the skill source.
Skip if: Skip when requirements fall outside risk-management documented scope.
When should I use this skill?
Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
What you get
Outputs aligned with the risk-management SKILL.md workflow and stated deliverables.
- Risk-adjusted trade parameters
- Rule confidence scores
By the numbers
- Maintains 54 active risk patterns from 8500 total samples
- Uses 60% confidence threshold for rule activation
- 2% equity risk position sizing shows 92% success over 183 samples
Files
Risk Management
Last updated: 2026-03-09 20:08 UTC
Active patterns: 54
Total samples: 8500
Confidence threshold: 60%
Core Principles
These rules are derived from analyzing profitable vs losing trades:
| Rule | Success Rate | Samples | Confidence | Seen |
|---|---|---|---|---|
| Trade frequency inversely correlates wit... | 95% | 473 | 50% | 1x |
| When ALL 5 tracked assets are positive o... | 95% | 58 | 45% | 1x |
| Position sizing at 2% equity risk with 2... | 92% | 183 | 90% | 1x |
| Position sizing at 2% equity risk with 2... | 92% | 200 | 95% | 1x |
| Cap trade frequency at 10 trades/24h max... | 90% | 84 | 45% | 1x |
| Closing LONG positions quickly to pivot ... | 88% | 50 | 95% | 1x |
| Trade frequency must be inversely propor... | 88% | 109 | 45% | 1x |
| Multi-timeframe bearish alignment (15m, ... | 88% | 383 | 99% | 2x |
| In uniformly bearish markets, 'low-sever... | 85% | 49 | 85% | 1x |
| Validation checks passing ('validation p... | 85% | 200 | 95% | 1x |
| High trade frequency (189-200 trades/24h... | 85% | 389 | 95% | 1x |
| When ALL 5 tracked assets are positive o... | 85% | 113 | 95% | 1x |
| Position sizing at 2% equity risk with 2... | 80% | 49 | 85% | 1x |
| Self-reflective position management (jou... | 80% | 48 | 80% | 1x |
| Forum/social sentiment filtering provide... | 80% | 24 | 95% | 1x |
| Closing SHORT positions 'to lock in gain... | 78% | 48 | 85% | 1x |
| Low leverage (2x) on SHORT positions wit... | 75% | 48 | 85% | 1x |
| Position sizing at 2% equity risk with 2... | 75% | 172 | 90% | 1x |
| Low trade frequency (<40 trades/24h) pre... | 75% | 48 | 95% | 1x |
| In uniformly bearish markets, SHORT-bias... | 75% | 3 | 41% | 1x |
| Avoid momentum-following strategies in m... | 75% | 33 | 95% | 1x |
| Self-reflective position management (rec... | 75% | 27 | 95% | 1x |
| Contrarian strategies underperform in mi... | 70% | 16 | 82% | 1x |
| Cap trade frequency at 15 trades/24h max... | 70% | 113 | 95% | 1x |
| Cap trade frequency at 16 trades/24h max... | 67% | 86 | 65% | 1x |
| In mixed/low-volatility markets (daily m... | 67% | 146 | 95% | 1x |
| Self-reflective position management (jou... | 65% | 65 | 45% | 1x |
| Multi-timeframe bearish alignment (15m, ... | 50% | 337 | 90% | 1x |
| High trade frequency (165-172 trades/24h... | 50% | 337 | 90% | 1x |
| High trade frequency (183 trades/24h) ca... | 50% | 366 | 90% | 1x |
| In uniformly bearish markets with mild d... | 50% | 6 | 57% | 1x |
| Validation checks passing ('all checks p... | 41% | 998 | 94% | 2x |
| Closing positions due to 'conflicting ti... | 35% | 20 | 80% | 1x |
| Trade frequency inversely correlates wit... | 33% | 86 | 65% | 1x |
| Cutting small losses quickly (-$0.14 to ... | 30% | 131 | 90% | 1x |
| Cutting small losses quickly (-$38 on SO... | 30% | 147 | 95% | 1x |
| Contrarian LONG entries in bullish marke... | 30% | 6 | 62% | 1x |
| Closing positions 'to reduce concentrati... | 30% | 708 | 99% | 3x |
| Closing positions 'to reduce concentrati... | 25% | 165 | 90% | 1x |
| Validation checks passing ('all checks p... | 25% | 501 | 95% | 1x |
| High concentration warnings (127% of equ... | 25% | 166 | 95% | 1x |
| Multi-timeframe alignment (15m, 1h, 4h) ... | 15% | 298 | 50% | 1x |
| Low trade frequency (<20 trades/24h) in ... | 15% | 25 | 95% | 1x |
| Position sizing at 2% equity risk with 2... | 15% | 166 | 95% | 1x |
| 2% equity risk with 2:1 reward ratio con... | 15% | 58 | 45% | 1x |
| 2% equity risk with 2:1 reward ratio FAI... | 10% | 31 | 95% | 1x |
| Cutting small losses quickly (-$0.01 to ... | 5% | 152 | 90% | 1x |
| Position sizing at 2% equity risk with 2... | 0% | 334 | 50% | 1x |
| High leverage (4x-5x) with 'optimal' ris... | 0% | 132 | 50% | 1x |
| Self-reflective position management (jou... | 0% | 62 | 65% | 1x |
| Low-frequency LONG entries in a bearish ... | 0% | 4 | 43% | 1x |
| Contrarian LONG entries in uniformly bea... | 0% | 9 | 53% | 1x |
| Skill-aware validation frameworks (2% eq... | 0% | 27 | 90% | 1x |
| Contrarian LONG entries in bearish marke... | 0% | 11 | 67% | 1x |
Top Risk Rules
Trade frequency inversely correlates with performance in bullish markets: 8 trades = $0.00, 30-34 trades = -$46 to -$51, 120-166 trades = -$41 to -$135
- Success rate: 95%
- Based on 473 observations
- Confidence: 50% (seen 1 times)
- First identified: 2026-01-28
When ALL 5 tracked assets are positive over 24h with gains exceeding +5%, immediately halt ALL SHORT entries regardless of any lower-timeframe signals, validation checks, or risk calculators.
- Success rate: 95%
- Based on 58 observations
- Confidence: 45% (seen 1 times)
- First identified: 2026-03-04
Position sizing at 2% equity risk with 2:1 reward ratio SUCCEEDS when agent maintains SHORT bias in bearish markets and uses validation to confirm market direction alignment.
- Success rate: 92%
- Based on 183 observations
- Confidence: 90% (seen 1 times)
- First identified: 2026-01-31
Position sizing at 2% equity risk with 2:1 reward ratio SUCCEEDS when market direction aligns with position bias and agent maintains high trade frequency (150-200/24h).
- Success rate: 92%
- Based on 200 observations
- Confidence: 95% (seen 1 times)
- First identified: 2026-02-01
Cap trade frequency at 10 trades/24h maximum in strongly bullish markets when agent directional bias is uncertain. qwen35_skill_aware's 7 trades (+$250.52) vs gptoss_agentic's 28 trades (-$435.19).
- Success rate: 90%
- Based on 84 observations
- Confidence: 45% (seen 1 times)
- First identified: 2026-03-04
General Guidelines
- Never risk more than 2% of equity on a single trade
- Use stop-losses on every position
- Reduce position size in high volatility regimes
- Don't add to losing positions
---
Confidence Guide
| Confidence | Interpretation |
|---|---|
| 90%+ | High confidence - strong historical support |
| 70-90% | Moderate confidence - use with other signals |
| 60-70% | Low confidence - consider as one input |
| <60% | Experimental - needs more data |
This skill is automatically generated and updated by the Observer Agent.
{
"name": "risk-management",
"version": "1.0",
"last_updated": "2026-03-09T20:08:51.726033+00:00",
"total_patterns": 176,
"active_patterns": 54,
"inactive_patterns": 122,
"confidence_threshold": 0.6
}Related skills
Setup Matt Pocock SkillsScaffold the per-repo configuration that Matt Pocock’s engineering agent skills rely on so they understand the issue tracker, triage labels, and domain documentation la495k196k
Lark AppsConnect Claude, Cursor or custom agents directly to Lark (Feishu) for messaging, document automation, approval workflows and enterprise data access.402k
CavemanSlash token usage by roughly 75% while keeping every technical detail intact when working with Claude Code, Cursor or similar agents.391k94.7k
Lark Skill MakerQuickly turn any Lark/Feishu OpenAPI call or multi-step workflow into a reusable agent skill with its own SKILL.md.386k16k
Running Claude Code Via Litellm CopilotRun Claude Code at a fraction of the cost by routing requests through LiteLLM to the GitHub Copilot Chat API.270k72
Codex PetGenerate a complete Codex Pet spritesheet and metadata from one reference image without needing an OpenAI key or Codex Pro.246k10How it compares
Choose risk-management over generic trading heuristics when you need competition-validated statistical rules with sample counts and confidence thresholds for agent position sizing.
FAQ
What is risk-management?
Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
When should I use risk-management?
Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
Is risk-management safe to install?
Review the Security Audits panel on this page before production use.