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feat: add roast-me skill (Socratic coach for investment theses and backtests) - #2

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CFA-Institute-RPC:mainfrom
alanvaa06:feat/roast-me-skill
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alanvaa06 wants to merge 1 commit into
CFA-Institute-RPC:mainfrom
alanvaa06:feat/roast-me-skill

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What

Adds a new skill, skills/roast-me/: a coach-mode Socratic challenger for investment theses, signal logic, strategy code/config, and backtest results.

It complements bias-detection: that skill screens text for behavioral biases; this one stress-tests the methodology behind a quantitative or fundamental strategy before it reaches a PM, allocator, or investment committee.

How it works

The skill runs a four-phase session:

  1. Frame: restates the thesis (economic claim, implementation claim, falsifying condition) and confirms it with the user.
  2. Probe: two to three questions per turn across economic rationale, universe and data, signal construction, portfolio construction, backtest methodology, and risk/regime. Questions come from references/question_bank.md, graded L1 to L3 by depth.
  3. Guardrails: a required checklist covering lookahead bias, survivorship bias, data leakage, reproducibility, costs and frictions, one-change-per-experiment, config-over-code, and multiple comparisons/overfitting.
  4. Synthesize: a written summary with what is working, prioritized red flags, the guardrail check, next moves, and the evidence that would resolve each red flag.

It is stack-, data-vendor-, and backtest-engine-agnostic, asks questions rather than lecturing, and states that nothing it produces is investment advice.

Files

  • skills/roast-me/SKILL.md: frontmatter (name, description, metadata.version) plus instructions.
  • skills/roast-me/references/question_bank.md: the question bank, loaded on demand.

Notes

🤖 Generated with Claude Code

Coach-mode challenger for investment theses, signal logic, code, and
backtest results. Runs a four-phase Socratic session (frame, probe,
quant guardrails, synthesis) and ends with a prioritized red-flag
summary. Stack-, vendor-, and engine-agnostic.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
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