strategy_simulator

A planning tool for testing how different portfolio rules might affect a quantitative trading strategy. It covers holdings, rebalancing, weighting, risk limits, cash buffers, benchmarks, and development decisions.

In plain words
What is it for?
Use it to configure portfolio construction, review benchmark measures such as annual growth, risk-adjusted return, drawdown, and trading activity, and record strategy development decisions.
Why use it?
It helps compare strategy choices and their possible effects in one place, instead of tracking portfolio assumptions and performance references separately.

Skill for Claude CodeCodex

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/proxy2021/enso/strategy_simulator
Any agent
npx skills add Proxy2021/Enso --skill strategy_simulator
Clone the repo
git clone --depth 1 https://github.com/Proxy2021/Enso

Made for: Claude Code, Codex.

Per session 29 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 669 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 $0.00029 $0.00669
Opus 5 $0.00015 $0.00334
Sonnet 5 $0.00006 $0.00134
Haiku 4.5 $0.00003 $0.00067

Measured yesterday against content hash adef64d83eba, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

strategy_simulator 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 yesterday.

The scan reads SKILL.md. This mod also ships 5 executable files (executors/benchmark.js, executors/checklist.js, executors/configure.js, …), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

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.

server/apps/strategy_simulator/SKILL.md · 54 lines

How it starts

The opening of the file, as written. The whole thing — 54 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Portfolio strategy simulator for exploring construction parameters, risk budgeting, performance benchmarks, development roadmaps, and decision tracking for quantitative trading strategies

Tool Reference

enso_strategy_simulator_configure (primary)

Configure portfolio construction parameters and see computed impact metrics. Adjusts holdings count, rebalance frequency, weighting scheme, concentration limits, and regime buffer. Use when the user says: 'configure strategy', 'set portfolio parameters', 'adjust holdings', 'strategy settings'.

Parameters:

  • holdings (number): Number of holdings (10, 20, 30, or 50)
  • rebalanceFrequency (string): Rebalance frequency: weekly, monthly, or quarterly
  • weightingScheme (string): Weighting scheme: equal_weight, rank_weighted, or volatility_scaled
  • maxSingleWeight (number): Maximum single-stock weight percentage (1-10)
  • maxSectorConcentration (number): Maximum sector concentration percentage (15-40)
  • regimeBuffer (boolean): Enable regime-conditional cash buffer

enso_strategy_simulator_benchmark

Show historical performance reference table comparing benchmark strategies with CAGR, Sharpe ratio, max drawdown, and turnover data. Use when the user says: 'show benchmarks', 'performance comparison', 'historical returns', 'strategy comparison'.

Parameters:

  • period (string): Historical period: 10yr, 20yr, or full (default: 20yr)

enso_strategy_simulator_risk_calc

Interactive risk budget calculator. Given portfolio size, return target, and max drawdown, computes required Sharpe ratio, volatility budget, position count, transaction costs, and break-even win rate. Use when the user says: 'calculate risk budget', 'risk analysis', 'how much can I lose', 'position sizing'.

Parameters:

  • portfolioSize (number): Portfolio size in dollars
  • returnTarget (number): Annual return target percentage
  • maxDrawdown (number): Maximum acceptable drawdown percentage
  • turnoverEstimate (number): Estimated annual turnover percentage (default: 150)
  • commissionBps (number): Commission in basis points per trade (default: 5)

Read the full file on GitHub · 54 lines

Files

What ships with it

7 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. yesterday First seen · 54 lines · 29 tokens per session scan A adef64d83eba

Subscribe to this mod's changes

strategy_simulator is a skill published in the GitHub repository Proxy2021/Enso (5 stars, last pushed 3mo ago), licensed MIT. It adds 29 tokens to every session and 669 once invoked, about $0.0001 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.

Related

Other skills, from other repositories