Install
$ agentstack add skill-astoreyai-claude-skills-kymera-mr-optimizer ✓ scanned · ✓ verified, works with Claude Code, Cursor, and more.
Security review
✓ PassedNo issues found. Passed automated security review. · v0.1.0 How review works →
- ✓ Prompt-injection patterns
- ✓ Secret / credential exfiltration
- ✓ Dangerous shell & filesystem operations
- ✓ Untrusted network calls
- ✓ Known-malicious package signatures
What it can access
- ✓ Network access No
- ✓ Filesystem access No
- ✓ Shell / process execution No
- ✓ Environment & secrets No
- ✓ Dynamic code execution No
From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.
Verified badge
Passed review? Show it. Paste this badge into your README, it links to the public security report.
Reliability & compatibility
Declared compatibility
Compatibility is declared by the source manifest. End-to-end runtime verification is coming, see below.
We're building live execution health for every listing: tool-call success rate, median latency, uptime, and last-checked timestamps, measured, not self-reported. It isn't live yet, so we don't show numbers we can't stand behind.
How agent discovery & health will work →About
Kymera Mean-Reversion Optimizer
Continuously optimizes mean-reversion strategy parameters based on real performance data. Identifies winning patterns and recommends parameter adjustments.
Capabilities
- Performance Analysis: Analyze MR trade results and identify patterns
- Win Rate Optimization: Detect entry quality degradation
- Parameter Tuning: Recommend VWAP thresholds, stop-loss levels, profit targets
- Symbol Selection: Identify best-performing symbols
- Portfolio Alignment: Validate correlation with portfolio system
Use Cases
- Analyze MR Performance
`` /kymera-mr-optimizer analyze ``
- Generate Optimization Report
`` /kymera-mr-optimizer report ``
- Validate System Alignment
`` /kymera-mr-optimizer check-alignment ``
Key Parameters
- Win rate (target: ≥50%)
- Profit factor (target: ≥1.2)
- VWAP band threshold (1.5σ - 2.5σ)
- Stop-loss level (-2% to -4%)
- Profit targets (0.5% - 2%)
- Position sizing (Kelly-based)
Integration
Works with:
- Strategy-to-portfolio integrator
- Portfolio-to-strategy converter
- Unified dashboard
- Risk adjuster
Author
Aaron Storey | Kymera Strategy (Nov 2025)
Source & license
This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.
- Author: astoreyai
- Source: astoreyai/claude-skills
- License: MIT
Install and usage instructions live in the source repository linked above.
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Versions
- v0.1.0 Imported from the upstream source.