Trading Decision Quality OS

What it does

Trading Decision Quality OS evaluates the structure of a trader's decisions without predicting the market or choosing trades. It routes each request into one of four connected modes.

• PRE-TRADE: checks thesis evidence, risk arithmetic, invalidation, and failure paths.
• POST-TRADE: separates decision quality from outcome and identifies rule divergence.
• PORTFOLIO: measures concentration and maps qualitative factor overlap.
• WEEKLY-REVIEW: aggregates completed records and changes exactly one observable process rule.

Mixed requests can run as a SYSTEM-CYCLE. Every run ends with a portable record the trader can save and reuse in the next review.

Why it is different

• Risk, sizing, realized-R, expectancy, HHI, and drawdown calculations use a bundled deterministic Python script.
• Missing financial inputs remain explicit gaps; the skill does not invent prices, volatility, correlations, or market regimes.
• A profitable rule breach can still be classified as poor process.
• Every run returns one process-rule update, preventing checklist sprawl.
• No broker connection, market-data connection, credentials, or order execution.

Known limitations

• Does not provide buy, sell, or hold recommendations.
• Does not produce signals, forecasts, live prices, or automated orders.
• Does not connect to brokers or exchanges.
• Qualitative factor clusters are inference unless the user supplies supporting data.
• Portfolio shock values require a user-supplied scenario assumption.
• Portable records are prepared as text; storage depends on the host and user action.
• Requires local Python execution for deterministic arithmetic.