Hedge Risk/Reward Analysis

Takes a strategy that has already been through hedge-backtesting and answers: what is this strategy's real risk/reward shape, and how could it be improved without guessing? This skill computes from the actual trade list and equity curve produced by the backtest — it does not narrate, estimate, or vibe-check a strategy's risk profile from the rules alone.

Hard gate: no artifacts, no analysis

If .cache/hedge-backtesting/<slug>/ doesn't exist, or contains no run.log / no trade-level data to compute from, stop and say so — instruct the user to run hedge-backtesting first. Do not produce a plausible-sounding risk breakdown from the strategy's stated rules alone; "the stop is 2x ATR so risk per trade is probably around X%" is exactly the kind of fabricated number this project bans. If the backtest script didn't print a trade list, that is itself a finding — flag it back to hedge-backtesting as missing the granularity this skill needs, rather than approximating around the gap.