astoreyai Trading Analysis Skill
Version: 1.0.0 Category: Financial Analysis / Trading Author: Claude Code Last Updated: November 22, 2025
Overview
Comprehensive trading performance analysis and edge identification system for Interactive Brokers accounts. Analyzes CSV statements to identify trading patterns, position sizing issues, time-of-day edges, and risk management problems.
Features
1. CSV Statement Parsing
- Parse Interactive Brokers activity statements (CSV format)
- Extract closed positions with entry/exit prices
- Calculate returns, commissions, and net P&L
- Identify open positions and unrealized gains
2. Trading Pattern Analysis
- Holding period distribution (intraday vs swing)
- Time-of-day entry analysis
- Position sizing audit
- Trade duration statistics
3. Performance Metrics
- Win rate and profit factor calculation
- Per-trade return analysis
- Return by symbol/sector
- Drawdown and recovery analysis
- Risk-adjusted metrics (Sharpe ratio approximation)
4. Edge Identification
- Intraday vs swing trading performance
- Time window performance (04:00-05:00 ET, etc.)
- Symbol-level profitability
- Strategy efficiency (wins/losses by category)
- Repeatability analysis (which trades work consistently)
5. Risk Analysis
- Position sizing as % of capital
- Over-leverage detection
- Stop-loss impact simulation
- Single trade impact on portfolio
- Sequence of returns risk
6. LaTeX Report Generation
- Professional PDF reports
- Visual performance tables
- Recommendations with actionable steps
- Growth projections
- Scenario analysis
Usage
Basic Analysis (Markdown Report)
/analyze-trades <path-to-csv>
Output: Detailed markdown analysis with:
- Executive summary
- Trading patterns
- Edge identification
- Risk analysis
- Actionable recommendations
Full Analysis (LaTeX + PDF)
/analyze-trades-pdf <path-to-csv>
Output:
- Professional PDF report (11 pages)
- High-quality charts and tables
- Institutional-grade formatting
- Synced to Google Drive
Quick Stats Only
/trading-stats <path-to-csv>
Output: Summary table with:
- Win rate, profit factor, average return
- Best/worst trades
- Position sizing metrics
Data Requirements
Input Format
Interactive Brokers Activity Statement (CSV) containing:
- Statement header information
- Account summary (capital, dates)
- Trade list with:
- Symbol, entry date, entry price
- Exit date, exit price
- Quantity, commission
- Realized P&L
- Deposit/withdrawal history
Example CSV Structure
Statement,Header,Field Name,Field Value
Statement,Data,BrokerName,Interactive Brokers LLC
Account Information,Data,Account,U21858510
Trades,Data,Order,Stocks,USD,SYMBOL,2025-10-24,...
Output Formats
1. Markdown Analysis
- File:
trading_analysis_2025.md - Size: 7,500+ words
- Sections:
- Executive summary with key metrics
- Detailed trade-by-trade breakdown
- Edge identification with statistics
- Risk analysis with scenarios
- Actionable recommendations
2. LaTeX Report (PDF)
- File:
trading_analysis_report.pdf - Pages: 10-15
- Includes:
- Professional formatting
- Mathematical notation for risk analysis
- Scenario tables
- Growth projections
- Decision framework
3. CSV Exports
- Trade-by-trade summary
- Symbol performance ranking
- Time-of-day analysis
- Position sizing audit
Key Metrics Calculated
| Metric | Calculation | Interpretation |
|---|---|---|
| Win Rate | Wins / Total Trades | % of profitable trades |
| Profit Factor | Gross Wins / Gross Losses | >2.0 is professional |
| Avg Winner | Total Wins / # Wins | Average profitable trade |
| Avg Loser | Total Losses / # Losses | Average losing trade |
| Payoff Ratio | Avg Winner / Abs(Avg Loser) | Risk-reward balance |
| Position Size % | Position Cost / Capital | Leverage check |
| Return/Day | Total P&L / Trading Days | Daily compounding equivalent |
| Stop Loss Impact | Loss without vs with stop | Protection value |
Analysis Examples
Example 1: Intraday Scalping Edge
Input: 10 trades over 28 days
- 9 wins (4 intraday <3hr, 5 swing >1 day)
- 1 loss (swing trade, no stop)
Output:
- Intraday: 100% win rate, +$1,020 P&L
- Swing: 50% win rate, -$661 P&L
- Edge: Scalping 04:00-05:00 ET and 11:00-12:00 ET
- Recommendation: 100% intraday trading, abandon swings
Example 2: Position Sizing Audit
Input: 10 trades with varying position sizes
- Average: 75% of capital
- Max: 105% (overleveraged)
- Min: 49.7%
Output:
- Risk score: 9/10 (dangerous)
- One bad trade can eliminate 100% of capital
- Recommended max: 10% per position
- Projected impact if stops added: prevent catastrophic loss
Skill Parameters
Analysis Depth
- Quick: Basic stats (2 min)
- Standard: Full analysis (5 min)
- Detailed: LaTeX report generation (10 min)
Output Preferences
- markdown: Plain text analysis
- latex: Professional PDF report
- both: Both markdown + PDF
- csv: Data exports only
Risk Analysis
- conservative: Assume 5% stops, 10% position sizing
- realistic: Current methodology
- aggressive: Current positions, no changes
Integration Points
With Portfolio Forecasting
CSV Analysis → Performance Metrics → Baseline Return Rate
↓
(Feed to quarterly tax forecast)
- Use actual win rate (90%)
- Use actual position sizing (75%)
- Account for drawdown risk
With Tax Planning
Trading Edge (90% win rate) → Projected Annual Gains
↓
(Feed to quarterly tax reserves)
- 37% quarterly reserves
- Federal/state tax estimates
- Growth projections
Known Limitations
- Historical Data Only: Analyzes past performance; future not guaranteed
- No Live Trading Integration: CSV-based, not real-time
- Simplified Risk Metrics: Uses basic calculations (not full Monte Carlo)
- Single Account: One account per analysis (can be extended)
- Assumptions: Assumes fills at entry/exit prices (no slippage modeling)
Future Enhancements
- Multi-account aggregation
- Real-time streaming integration
- Monte Carlo simulations (1,000+ paths)
- Machine learning pattern recognition
- Options strategy analysis
- Tax lot tracking and loss harvesting
- Correlation analysis across symbols
- Machine learning trade classification
Troubleshooting
Issue: CSV parsing fails
Solution: Verify format matches Interactive Brokers statement. Check for:
- Correct column headers
- Date format (YYYY-MM-DD)
- Proper quote escaping
Issue: No trades detected
Solution: Check that "Trades" section exists in CSV with:
- "Order" or "SubTotal" indicators
- Non-zero quantities
- Realized P&L values
Issue: Positions sizing calculated wrong
Solution: Verify capital amount in statement. Check:
- Starting cash balance
- Deposits/withdrawals recorded
- Cost basis calculations
References
Theory
- Kelly Criterion for position sizing
- Expectancy and payoff ratio theory
- Risk-adjusted return metrics (Sharpe, Sortino)
- Money management best practices
IB Statement Format
- IB Activity Statement Guide
- CSV export format:
U[AccountNumber]_[DateRange].csv
Support
For issues or feature requests:
- Check CSV format (most common issue)
- Review example reports in
/examples/ - Verify calculations manually
- Run quick stats first (easier to debug than full analysis)
License: MIT (Part of astoreyai/claude-skills distribution) Repository: https://github.com/astoreyai/claude-skills/