Setup & Installation
Or with the ClawHub CLI, for registry-managed skill folders outside a full OpenClaw workspace:
Version History
Major upgrade introducing quantitative regime detection, volatility forecasting, robust position sizing, and backtesting. - Added VIX-based regime detection to adapt strategies to market conditions. - Integrated GARCH volatility forecasting for improved IV and risk estimation. - Introduced drawdown-constrained Kelly position sizing for smarter, risk-aware contract sizing. - Implemented walk-forward backtesting tools to validate scoring and position sizing models. - New scripts and tests: regime detection, volatility forecasting, enhanced Kelly sizing, integration and backtest validators. - Updated documentation to reflect quantitative enhancements and methodology changes.
What This Skill Does
Options spread analysis engine that scores seven strategies across vertical spreads and multi-leg structures. Uses VIX-based regime detection, GARCH volatility forecasting, and drawdown-constrained Kelly sizing to output conviction tiers. Covers bull put, bear call, iron condor, butterfly, and calendar spreads from a single CLI.
Combines regime-aware scoring, GARCH volatility forecasting, and drawdown-constrained Kelly sizing in one CLI tool, where most retail scanners provide only raw IV rank or single-indicator signals.
When to use it
- Screening SPY iron condor entries during high-IV environments
- Sizing bull put spread contracts on a small options account
- Detecting inverted IV term structure for calendar spread opportunities
- Scanning Nasdaq 100 tickers for EXECUTE-tier butterfly setups
- Walk-forward backtesting a strategy's conviction scores on historical data
Example Workflow
Here's how your AI assistant might use this skill in practice.
User asks: Score SPY for an iron condor setup
- 1Fetch SPY price history and options chain data from Yahoo Finance
- 2Calculate IV rank proxy using Bollinger Bandwidth percentile over 252 trading days
- 3Score RSI neutrality, ADX range-bound condition, price centering, and MACD flatness
- 4Detect current VIX regime and apply regime-adjusted weights to component scores
- 5Output conviction tier, all four strike prices, max profit zone, and wing width
SPY iron condor score of 31.8/100 (WAIT tier), strikes BUY 680P / SELL 685P / SELL 695C / BUY 700C, max profit zone $685-$695, wing width $5.00
Requirements
Accounts, API keys, or tools you or your AI assistant may need to set up while using this skill.