Medici Investments — Position Sizer

Calculate risk-based position sizes for long stock trades. Use when user asks about position sizing, how many shares to buy, risk per trade, Kelly criterion,...

This package mostly looks like a local, standard-library Python position-sizer (benign in intent), but the documentation and SKILL.md examples are inconsistent with the shipped code. Before installing or running automatically: 1) Verify which CLI flags the script actually accepts (the README/tests use --account-size/--entry/--stop while SKILL.md shows different names and a different path). 2) If you expect automatic sector lookups or portfolio checks, inspect the full script to confirm a safe, documented data source (there is no visible network or API code). 3) Run the included unit tests locally (pytest) to confirm behavior. 4) If you plan to give the skill access to your portfolio data or expect it to call external APIs, require explicit documentation of which endpoints and credentials it will use — currently none are declared. The inconsistencies suggest sloppy packaging rather than overt malice, but clarify/repair the docs and confirm there are no hidden network calls before enabling autonomous use.

Type: OpenClaw Skill Name: medici-investments-position-sizer-dv Version: 0.1.0 The 'medici-investments-position-sizer' skill is a legitimate financial tool designed to calculate stock position sizes using standard risk management models like Fixed Fractional, ATR, and Kelly Criterion. The core logic in `scripts/position_sizer.py` is well-structured, uses only the Python standard library, and includes thorough input validation and unit tests. There is no evidence of data exfiltration, malicious execution, or prompt injection; the script's only side effect is writing calculation reports to a local directory as described in the documentation.