Kymera Portfolio Checker

Kymera Portfolio Reality Checker

Validates the portfolio trading edge claim using real data. Analyzes actual portfolio trades against entry criteria and risk management rules.

Overview

This agent verifies the core claim that the portfolio system has a 90% win rate and confirmed edge for intraday scalping. It identifies risk management violations early before they compound into catastrophic losses like the GETY trade.

Capabilities

• Edge Validation: Verify 90% win rate claim based on real portfolio data
• Risk Analysis: Identify position sizing violations and largest loss issues
• Quarterly Reports: Generate periodic validation reports
• Trend Analysis: Track edge degradation over time
• Recommendations: Generate actionable recommendations for edge preservation

Use Cases

1. Validate Portfolio Edge

   /kymera-portfolio-checker validate-edge
   

   Checks current portfolio performance against entry criteria

2. Generate Quarterly Report

   /kymera-portfolio-checker quarterly-report
   

   Creates comprehensive quarterly validation report

3. Check for Risk Violations

   /kymera-portfolio-checker check-violations
   

   Identifies position sizing and stop-loss violations

Key Metrics

• Win rate (target: ≥80%)
• Profit factor (target: ≥1.20)
• Max position size (target: ≤10%)
• Payoff ratio (target: ≥1.0)
• Intraday edge confirmation

Integration

Works with:

• Portfolio analysis framework
• Portfolio-to-strategy converter
• Unified dashboard

Configuration

edge_targets:
  win_rate: 0.80
  profit_factor: 1.20
  payoff_ratio: 1.0
  max_position: 0.10
  max_drawdown: 0.25

Output

Generates detailed reports with:

• Edge validation status
• Risk violation list
• Confidence assessment
• Actionable recommendations
• Historical trend analysis

Author

Aaron Storey | Kymera Strategy (Nov 2025)