risk

risk is a skill for Claude Code from davidromeo/tradeblocks-skills. It costs 43 tokens per session (2,088 once invoked), scanned A, original, MIT.

A trading-risk analysis guide for studying position sizes, possible losses, strategy relationships, and drawdowns. A drawdown is a fall from an investment account’s previous high point; Monte Carlo projections simulate many possible outcomes.

In plain words
What is it for?
Use it to calculate Kelly-based position sizing, run simulations, test named scenarios, measure tail risk, compare strategy correlations, assess allocation changes, and explain major drawdowns.
Why use it?
It helps traders examine how much capital a strategy may risk and how it could behave in bad conditions. It also separates questions about sizing, worst-case outcomes, market periods, and the causes of past losses.

Skill for Claude Code

Written for Claude Code: shipped in a Claude Code plugin.

Part of the tradeblocks plugin — 9 skills shipped together

Good fit Use it to calculate Kelly-based position sizing, run simulations, test named scenarios, measure tail risk, compare strategy correlations, assess allocation changes, and explain major drawdowns.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/davidromeo/tradeblocks-skills/risk
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add davidromeo/tradeblocks-skills --skill risk
Clone the repo
git clone --depth 1 https://github.com/davidromeo/tradeblocks-skills

Made for: Claude Code.

Or install tradeblocks, the plugin that ships this one along with the rest of its 9 skills.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for risk

README.md
[![agentmods](https://agentmods.dev/badge/skills/davidromeo/tradeblocks-skills/risk/github.svg)](https://agentmods.dev/skills/davidromeo/tradeblocks-skills/risk)
Your own site
<a href="https://agentmods.dev/skills/davidromeo/tradeblocks-skills/risk"><img src="https://agentmods.dev/badge/skills/davidromeo/tradeblocks-skills/risk/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for risk

Your own site · 80×15
<a href="https://agentmods.dev/skills/davidromeo/tradeblocks-skills/risk"><img src="https://agentmods.dev/badge/skills/davidromeo/tradeblocks-skills/risk.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 43 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,088 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00043 $0.02088
Opus 5 $0.00022 $0.01044
Sonnet 5 $0.00009 $0.00418
Haiku 4.5 $0.00004 $0.00209

Measured 12d ago against content hash f64db17c41ea, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

risk scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 12d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/risk/SKILL.md · 236 lines

How it starts

The opening of the file, as written. The whole thing — 236 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Risk Analysis

Explore risk characteristics and position sizing metrics for trading strategies.

Prerequisites

  • TradeBlocks MCP server running
  • Block with trade data (10+ trades minimum for meaningful metrics)

Process

Step 1: Understand User Goals

Risk analysis serves different purposes. Ask what the user wants to understand:

Goal Primary Tool Also Consider
"What does Kelly suggest?" get_position_sizing Monte Carlo for drawdown context
"What are worst-case scenarios?" run_monte_carlo stress_test for named scenarios
"How did I do during COVID/bear markets?" stress_test Drawdown attribution
"What caused my biggest drawdown?" drawdown_attribution Tail risk for future risk
"How correlated are my strategies?" get_tail_risk Position sizing per strategy
"What if I change allocations?" what_if_scaling Marginal contribution

Ask: "What aspect of risk would you like to explore?"

Then use list_blocks to identify the target block.

Step 2: Position Sizing (Kelly Criterion)

Call get_position_sizing with the user's capital base.

Key parameters:

  • capitalBase: Starting capital (required)
  • kellyFraction: "full", "half" (default), or "quarter"
  • maxAllocationPct: Cap per strategy (default: 25%)
  • minTrades: Minimum trades for valid calculation (default: 10)
  • sortBy: Sort by "kelly", "winRate", "payoffRatio", "allocation", "name"
  • useMarginReturns: Use percentage returns based on margin (better for compounding strategies)

Tool returns:

  • Win rate and payoff ratio (inputs to Kelly formula)
  • Raw Kelly percentage (what the formula suggests)
  • Adjusted allocations at full/half/quarter Kelly
  • Per-strategy breakdown if multiple strategies exist
  • Warnings (e.g., "Portfolio Kelly exceeds 25%", "negative Kelly")

Important context for Kelly:

  • Full Kelly is mathematically optimal but assumes perfect knowledge of edge
  • Half Kelly is commonly used to account for estimation uncertainty
  • Negative Kelly indicates historical losses exceeded wins (Kelly formula doesn't apply)

Read the full file on GitHub · 236 lines

Files

What ships with it

2 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 12d ago First seen · 236 lines · 43 tokens per session scan A f64db17c41ea

Subscribe to this mod's changes

risk is a skill published in the GitHub repository davidromeo/tradeblocks-skills (2 stars, last pushed 5mo ago), licensed MIT. It adds 43 tokens to every session and 2,088 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-31.

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