proxy2021/strategy_simulator

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)

enso_strategy_simulator_roadmap

Show the development roadmap timeline with phases, deliverables, success criteria, and GO/NO-GO gates for building a quantitative trading strategy. Use when the user says: 'show roadmap', 'development timeline', 'project phases', 'what comes next'.

Parameters:

• startMonth (string): Start month in YYYY-MM format (default: current month)

enso_strategy_simulator_checklist

Interactive decision checklist for tracking key milestones and go/no-go criteria in quantitative strategy development. Persists state across sessions. Use when the user says: 'show checklist', 'track progress', 'decision checklist', 'what have I completed'.

Parameters:

• action (string): Action: view, toggle, or reset
• itemId (string): Item ID to toggle (for toggle action)