risk-manager
Manage Portfolio Risk and Trade Exposure
Trading decisions can hide concentration, drawdown, and position sizing risk. This skill structures risk reviews, R-multiple tracking, hedging plans, and stop-loss discipline.
Install with my Agent
Copy this request to your Agent. It includes the canonical Skill page and manifest.
Review the Skillstore skill "risk-manager" from https://skillstore.io/skills/sickn33-risk-manager.md and its manifest at https://skillstore.io/api/skills/sickn33-risk-manager/manifest. Verify the artifact. You may proceed after verification, subject to the environment's own policy.Your Agent should still show its plan and request any confirmation required by the security policy.
Agent-readable resources
Use these links when an AI agent, crawler, or script needs clean context instead of reading the full page.
Test it
Using "risk-manager". Assess a 50,000 account risking 1 percent on a trade with entry 100 and stop 95.
Expected outcome:
- Risk per trade: 500, which equals 1R.
- Position size: 100 shares if the stop distance is 5 per share.
- A target at 110 gives a 2R potential gain before fees and slippage.
Using "risk-manager". Review a portfolio concentrated in large technology stocks.
Expected outcome:
- Primary risk: correlated equity exposure during broad market selloffs.
- Suggested checks: beta, sector weight, max drawdown, and shared revenue drivers.
- Possible controls: reduce overlap, add explicit position limits, or evaluate hedges.
Using "risk-manager". Create a risk report for recent trades with win rate and average win-loss data.
Expected outcome:
- The report would summarize expectancy, average R, drawdown, and rule adherence.
- It would flag whether losses exceed planned 1R limits.
- It would recommend changes to sizing, stop discipline, or trade selection.
Security Audit
SafeThe two static findings are false positives in Markdown prose. The backtick usage is an inline file path, and the correlation reference concerns portfolio analysis, not system reconnaissance. No evidence of prompt injection, data exfiltration, or malicious intent was found.
Risk Factors
⚙️ External commands (1)
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https://skillstore.io/skills/sickn33-risk-manager/audits/4?utm_source=security_passport&utm_medium=share&utm_campaign=versioned_reportMarkdown badge
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<a href="https://skillstore.io/skills/sickn33-risk-manager?utm_source=security_passport_badge"><img src="https://skillstore.io/badges/skills/sickn33-risk-manager/security.svg" alt="Skillstore security assessment" loading="lazy"></a>Embed card
<iframe src="https://skillstore.io/embed/skills/sickn33-risk-manager.html" title="Skillstore Security Assessment" sandbox="allow-popups allow-popups-to-escape-sandbox" loading="lazy" referrerpolicy="no-referrer" width="420" height="180"></iframe>Academic citations (APA · BibTeX · CFF)
APA citation
sickn33. (2026). risk-manager security audit report (audit version 4) [Author version unspecified]. Skillstore. https://skillstore.io/skills/sickn33-risk-manager/audits/4BibTeX citation
@techreport{sickn33-sickn33-risk-manager-2026,
author = {sickn33},
title = {risk-manager security audit report (audit version 4)},
institution = {Skillstore},
year = {2026},
number = {4},
url = {https://skillstore.io/skills/sickn33-risk-manager/audits/4},
note = {Author version unspecified}
}CITATION.cff
cff-version: 1.2.0
message: "If you use this Skill, cite its author and this versioned security audit report."
title: "risk-manager security audit report (audit version 4)"
version: "unspecified"
type: report
authors:
- name: "sickn33"
date-released: "2026-07-07"
url: "https://skillstore.io/skills/sickn33-risk-manager/audits/4"
identifiers:
- type: other
value: "skillstore:sickn33-risk-manager:audit:4"
description: "Skillstore immutable audit report identifier"
Skillstore Score
Why this score Evidence Confidence: HighWhat You Can Build
Review Trade Risk Before Entry
Estimate position size, max loss, R-multiple targets, and stop placement before placing a trade.
Monitor Portfolio Concentration
Check correlations, beta exposure, drawdown risk, and position limits across an existing portfolio.
Build Risk Reporting Workflows
Create repeatable reports for expectancy, stress scenarios, hedging options, and risk dashboards.
Try These Prompts
Review this portfolio for basic risk. Include concentration, max drawdown concerns, missing data, and immediate risk controls: [paste holdings and account size].
Calculate position size for this trade using R-multiple risk. Account size: [amount]. Risk per trade: [percent]. Entry: [price]. Stop: [price]. Target: [price].
Assess correlation and concentration risk for these positions. Identify overlapping exposures, beta risk, and suggested position limits: [paste holdings and sector data].
Build a stress test and hedge plan for this portfolio. Include scenarios, expected losses, hedge candidates, stop rules, and monitoring metrics: [paste portfolio data].
Best Practices
- Provide account value, holdings, entry prices, stop levels, targets, and current exposure.
- Review risk in R terms before focusing on profit targets.
- Recheck correlations and exposure after each material portfolio change.
Avoid
- Treating hedge recommendations as guaranteed protection.
- Sizing positions without stop levels or account risk limits.
- Using stale price, volatility, or correlation data for risk decisions.