astoreyai/trading-analysis

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

1. Historical Data Only: Analyzes past performance; future not guaranteed
2. No Live Trading Integration: CSV-based, not real-time
3. Simplified Risk Metrics: Uses basic calculations (not full Monte Carlo)
4. Single Account: One account per analysis (can be extended)
5. 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:

1. Check CSV format (most common issue)
2. Review example reports in /examples/
3. Verify calculations manually
4. Run quick stats first (easier to debug than full analysis)

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License: MIT (Part of astoreyai/claude-skills distribution) Repository: https://github.com/astoreyai/claude-skills/