create-strategy

create-strategy is a skill for Claude Code from MangroveTechnologies/mangrove-agent. It costs 140 tokens per session (3,138 once invoked), scanned A, original, MIT.

A workflow for turning a trading idea, such as momentum trading on an asset, into a specific strategy configuration and then testing it against historical data.

In plain words
What is it for?
Use it to create, adapt, and backtest cryptocurrency trading strategies with defined signals, assets, and timeframes.
Why use it?
It requires evidence for selected signals and parameters, using reference strategies first and targeted knowledge searches when those references do not fit.

Skill for Claude Code

Written for Claude Code: installed under .claude/.

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.

agentmods
npx agentmods add skills/mangrovetechnologies/mangrove-agent/create-strategy
Any agent
npx skills add MangroveTechnologies/mangrove-agent --skill create-strategy
Clone the repo
git clone --depth 1 https://github.com/MangroveTechnologies/mangrove-agent

Made for: Claude Code.

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 create-strategy

README.md
[![agentmods](https://agentmods.dev/badge/skills/mangrovetechnologies/mangrove-agent/create-strategy.svg)](https://agentmods.dev/skills/mangrovetechnologies/mangrove-agent/create-strategy)
Your own site
<a href="https://agentmods.dev/skills/mangrovetechnologies/mangrove-agent/create-strategy"><img src="https://agentmods.dev/badge/skills/mangrovetechnologies/mangrove-agent/create-strategy.svg" alt="Measured on agentmods" height="20"></a>
Per session 140 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 3,138 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
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 $0.00140 $0.03138
Opus 5 $0.00070 $0.01569
Sonnet 5 $0.00028 $0.00628
Haiku 4.5 $0.00014 $0.00314

Measured 6d ago against content hash 053ae6eb0b0c, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-06, from the pricing page.

Security

Grade A, and why

create-strategy 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 6d 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.

.claude/skills/create-strategy/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.

Create Strategy Skill

The agent's job in this skill: turn a loose user goal ("momentum on ETH") into a strategy config with specific signals and specific parameters backed by evidence, not library defaults.

Two mechanisms drive "intuition":

  • Mechanism 2 (reference strategies) — the primary path. Curated known-good configs. The agent searches these FIRST, bulk-backtests the top matches onto the user's target, and promotes by ranked performance. Zero parameter guessing for the common case.
  • Mechanism 1 (KB-grounded parameters) — the fallback. When references don't fit (unusual asset, unusual goal, or user wants to modify), the agent is REQUIRED to call kb_search for every signal it picks before finalizing params. No library-default fallback.

Portability — reference strategies are signal combos, not pins

Every reference in the library is a portable signal combination: the asset and timeframe on the reference record are where Oracle found the combo worked, not a constraint on where you can apply it. build_strategy_from_reference accepts both asset and timeframe overrides for exactly this reason. If the user asks for a strategy on AVAX 1h and search returns references recorded on BTC 1h + SOL 5m, both are valid candidates — retarget them onto (AVAX, 1h) and let the backtest pick the winner. Never quote the reference's own stored metrics to the user as if they apply to the retarget.

Bulk-backtest is the default

When Phase A returns multiple plausible matches (the common case), do not ask the user to pick by label or description — build all of them onto the user's (asset, timeframe), backtest each, and rank by actual performance. Picking by label is a KB-grounding regression; the whole point of the library is measured outcomes. Ask the user to choose only when the backtests tie, or to pick between equivalent PASSes.

A third mechanism (mined parameter priors from the 1.4M-strategy DB) will land via MangroveAI endpoint after MangroveOracle issue #156. This skill will transparently benefit once the SDK exposes it — no rewrite needed here.

Read the full file on GitHub · 236 lines

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. 6d ago First seen · 236 lines · 140 tokens per session scan A 053ae6eb0b0c

Subscribe to this mod's changes

create-strategy is a skill published in the GitHub repository MangroveTechnologies/mangrove-agent (5 stars, last pushed 1mo ago), licensed MIT. It adds 140 tokens to every session and 3,138 once invoked, about $0.0007 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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