investment-autoresearch:report

Autoresearch Report

Generates a structured markdown report from archive/{ticker}-autoresearch-v{N}/autoresearch_result.json.

Input

Read the JSON file for the requested ticker:

archive/{ticker}-autoresearch-v{N}/autoresearch_result.json

If no version is specified, use the latest v{N} directory. If the JSON doesn't exist, run the investment-autoresearch-parse skill first.

Report Template

Fill each section from the JSON fields below. Omit a row/field only if the value is null.

---

# {ticker} Autoresearch Report

## Strategy Identity

| Field | Value |
|---|---|
| Ticker | {ticker} |
| Champion Strategy | {current_best.strategy_name} |
| Parameters | {current_best.parameters as key=value pairs} |

## Performance Summary

| Metric | Value |
|---|---|
| CAGR | {current_best.cagr}% |
| Max Drawdown | {current_best.max_drawdown}% |
| Sharpe | {current_best.sharpe ?? —} |
| Trades | {leaderboard[0].trades} |
| Trades / Parameter | {leaderboard[0].trades_per_param ?? —} |

## Risk-Adjusted Validation

Walk-forward RA = CAGR / |MaxDD| across rolling periods:

| Period | CAGR | RA |
|---|---|---|
| 5y | {walk_forward.5y.cagr ?? —} | {walk_forward.5y.ra ?? —} |
| 3y | {walk_forward.3y.cagr ?? —} | {walk_forward.3y.ra ?? —} |
| 2y | {walk_forward.2y.cagr ?? —} | {walk_forward.2y.ra ?? —} |
| 1y | {walk_forward.1y.cagr ?? —} | {walk_forward.1y.ra ?? —} |

**Min RA across periods: {current_best.min_ra_across_periods}**
_(Lower bound on risk-adjusted return; guards against period-specific overfitting)_

## Research Process

- **Rounds completed:** {research_summary.rounds_completed}
- **Agents run:** {research_summary.agents_run}
- **Strategies tested:** {research_summary.strategies_tested ?? unknown}

### Verified Insights

{verified_insights as numbered list}

### Rejected Approaches

| Approach | Why It Failed |
|---|---|
{rejected_approaches as table rows: approach | reason}

## Top Strategies Leaderboard

| Rank | Strategy | CAGR | MaxDD | Calmar | Trades |
|---|---|---|---|---|---|
{leaderboard rows}

## Recommendations

- **Graduate to production:** {recommendation.graduate}
- **Confidence:** {recommendation.confidence}

### Open Hypotheses

{open_hypotheses as numbered list}

---

Field Mapping

Report Section	JSON Path
Ticker	ticker
Champion name	current_best.strategy_name
Parameters	current_best.parameters
CAGR	current_best.cagr
Max Drawdown	current_best.max_drawdown
Sharpe	current_best.sharpe
Walk-forward table	current_best.walk_forward
Min RA	current_best.min_ra_across_periods
Rounds	research_summary.rounds_completed
Agents	research_summary.agents_run
Strategies tested	research_summary.strategies_tested
Verified insights	verified_insights[]
Rejected approaches	rejected_approaches[].approach + .reason
Leaderboard	leaderboard[]
Graduate recommendation	recommendation.graduate
Confidence	recommendation.confidence
Open hypotheses	open_hypotheses[]

Benchmark Comparison

The JSON does not store buy-and-hold figures. If needed, note the period CAGR of the ticker from yfinance and compute manually. Leave section out if no data available.

Common Mistakes

Mistake	Fix
Showing null in the report	Replace with — for missing values
Omitting walk-forward table when all values are null	Include table but note "walk-forward not yet run"
Using leaderboard[0] trade count when leaderboard is empty	Fall back to current_best trades field
Rendering parameters dict as {...}	Format as key=value, key=value pairs