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crashtestyourstrategy

by io.github.fnobbe

Factor / concentration decomposition (capital weight vs risk)

factor_decomposition
Read-onlyIdempotent

Reveal HIDDEN risk concentration: a portfolio can be capital-diversified while its RISK is dominated by one factor. Returns the Euler risk-contribution decomposition (RC_i = w_i*(Sigmaw)_i / w'Sigmaw, summing to 1) alongside the capital weights, using the empirical covariance of real returns. For this universe each asset proxies a factor (SPY=equity-beta, TLT=duration, GOLD=real-asset, BTC=crypto). E.g. a 60/40 is ~83% equity risk; a 50/50 SPY/BTC is ~86% BTC risk despite 50/50 capital. Descriptive, not advisory.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
holdingsYesPortfolio legs: list of {asset, weight} objects, e.g. [{'asset': 'SPY', 'weight': 0.6}, {'asset': 'TLT', 'weight': 0.4}]. Weights are normalised to sum to 1; assets must be in the substrate universe. Each substrate asset proxies a factor (SPY=equity beta, TLT=duration, GOLD=real asset, BTC=crypto).

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
resultYes

TDQS

A4.5/5.0
Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already declare read-only, idempotent, and non-destructive. The description adds significant behavioral context: it explains the method (empirical covariance of real returns), the asset-to-factor mapping, and the caveat that it's descriptive not advisory. This goes well beyond the minimal annotation coverage.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Despite containing a formula, asset mappings, and two examples, every sentence contributes a distinct piece of information. It is front-loaded with the core insight and remains tightly structured without fluff.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

With output schema available and annotations covering safety, the description covers purpose, methodology, example outputs, and interpretive caveats. It is sufficiently complete for an agent to select and invoke the tool correctly.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

The input schema already provides 100% coverage of the 'holdings' parameter with format, example, and constraints. The description's repetitions of the asset-factor mapping and examples are helpful but do not add new semantics not already present in the schema, so a baseline 3 is appropriate.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description opens with a specific verb 'Reveal' and clearly identifies the resource: hidden risk concentration. It then precisely defines the output (Euler risk-contribution decomposition) with a formula, distinguishing it from sibling tools like stress tests and regime analysis.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description gives clear context through examples (60/40, 50/50 SPY/BTC) and the 'descriptive, not advisory' disclaimer, implying when to use it for risk analysis. However, it does not explicitly name alternative tools or exclusions, so it stops short of full comparative guidance.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

All crashtestyourstrategy toolsInspect
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TDQS

A4.1/5.0
Disambiguation4/5

Most tools target distinct resources/actions (regime introspection vs. portfolio stress vs. thesis management), but a few names like run_stress_test vs. portfolio_stress_test could cause confusion. Descriptions help clarify boundaries, but there is enough overlap to mark one point off.

Naming Consistency3/5

Names are mostly snake_case but mix verb_noun (get_dossier, run_stress_test) with noun phrases (factor_decomposition, market_regime_map). The verb style is inconsistent (get/list/run/describe/submit/challenge), though the pattern is readable. This falls between predictable and chaotic.

Tool Count4/5

16 tools is slightly above the typical 3-15 range, but the domain is broad (regime analysis, portfolio stress testing, strategy evaluation, feedback). Most tools are distinct and necessary; only a couple could be merged without loss of functionality.

Completeness4/5

The surface covers core workflows: discovering theses, stress-testing portfolios, analyzing regimes, evaluating strategy robustness, and collecting feedback. Minor gaps exist (e.g., no custom strategy builder, challenge_strategy only supports buy-and-hold), but these are explicitly noted as future work.

Resources