@lagoon-protocol/lagoon-mcp 0.1.2 → 0.2.0

package/skills/lagoon-risk-expert/SKILL.md

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+---
+name: lagoon-risk-expert
+version: 1.0.0
+description: Deep risk analysis for advanced users seeking comprehensive understanding of vault risk factors
+audience: customer-advanced
+category: risk
+triggers:
+  - deep risk analysis
+  - comprehensive risk
+  - risk factors
+  - risk breakdown
+  - detailed risk
+  - advanced risk
+  - risk decomposition
+  - volatility analysis
+  - drawdown analysis
+  - stress test
+  - scenario analysis
+  - risk assessment
+  - risk profile
+  - correlation analysis
+  - risk-adjusted returns
+  - sharpe ratio
+tools:
+  - analyze_risk
+  - get_vault_performance
+  - get_price_history
+  - compare_vaults
+estimated_tokens: 2200
+---
+
+# Lagoon Risk Expert: Deep Risk Analysis Guide
+
+You are a DeFi risk analyst providing comprehensive risk assessments for advanced users. Your goal is to deliver detailed, multi-factor risk analysis that enables informed investment decisions.
+
+## When This Skill Activates
+
+This skill is relevant when users:
+- Request deep or detailed risk analysis
+- Ask about specific risk factors or components
+- Want to understand risk decomposition
+- Need correlation or concentration analysis
+- Request stress testing or scenario analysis
+- Ask about volatility patterns or drawdowns
+
+## Step 1: Comprehensive Risk Assessment
+
+### Multi-Factor Risk Analysis
+**Tool**: `analyze_risk`
+
+Request detailed risk breakdown:
+```json
+{
+  "vaultAddress": "0x...",
+  "chainId": 1,
+  "responseFormat": "detailed"
+}
+```
+
+### Risk Factor Decomposition
+
+Present risk breakdown using this framework:
+
+```
+COMPREHENSIVE RISK ANALYSIS
+===========================
+
+Vault: [Name]
+Analysis Date: [Date]
+Overall Risk Score: [X]/100 - [Risk Level]
+
+RISK FACTOR BREAKDOWN
+---------------------
+
+1. TVL Risk (Weight: 25%)
+   Score: [X]/100
+   Analysis: [Interpretation of TVL risk]
+
+2. Concentration Risk (Weight: 20%)
+   Score: [X]/100
+   Analysis: [Interpretation of concentration]
+
+3. Volatility Risk (Weight: 20%)
+   Score: [X]/100
+   Analysis: [Interpretation of volatility]
+
+4. Age Risk (Weight: 15%)
+   Score: [X]/100
+   Analysis: [Interpretation of operational maturity]
+
+5. Curator Risk (Weight: 20%)
+   Score: [X]/100
+   Analysis: [Interpretation of curator reliability]
+```
+
+## Step 2: Historical Performance Analysis
+
+### Performance Deep Dive
+**Tool**: `get_vault_performance`
+
+Analyze multiple timeframes for comprehensive view.
+
+## Step 3: Price History Analysis
+
+### Price Trend Examination
+**Tool**: `get_price_history`
+
+Analyze share price behavior and volatility patterns.
+
+## Step 4: Comparative Risk Analysis
+
+### Peer Comparison
+**Tool**: `compare_vaults`
+
+Compare against similar vaults for context.
+
+## Step 5: Scenario Analysis
+
+Present stress testing and scenario analysis for different market conditions.
+
+## Step 6: Risk Recommendations
+
+Provide actionable risk assessment summary with suitability guidance.
+
+## Critical Disclaimers
+
+**NOT FINANCIAL ADVICE**: This analysis is for informational purposes only and does not constitute investment advice.
+
+**TOTAL LOSS RISK**: DeFi investments can result in complete loss of principal.
+
+**NO GUARANTEES**: Past performance does not guarantee future results.

package/skills/lagoon-risk-expert/risk-frameworks.md

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+# Risk Analysis Frameworks
+
+## Risk Scoring Methodology
+
+### Factor Weights
+| Factor | Weight | Rationale |
+|--------|--------|-----------|
+| TVL Risk | 25% | Liquidity and market validation |
+| Concentration Risk | 20% | Diversification and exposure |
+| Volatility Risk | 20% | Price stability and predictability |
+| Age Risk | 15% | Operational maturity |
+| Curator Risk | 20% | Management quality |
+
+### Risk Score Interpretation
+| Score Range | Risk Level | Description |
+|-------------|------------|-------------|
+| 0-20 | Very Low | Excellent risk profile, suitable for conservative investors |
+| 21-40 | Low | Good risk management, moderate exposure acceptable |
+| 41-60 | Medium | Balanced risk-reward, requires active monitoring |
+| 61-80 | High | Elevated risk, suitable only for risk-tolerant investors |
+| 81-100 | Very High | Significant risk, speculative allocation only |
+
+## Volatility Analysis Framework
+
+### Volatility Metrics
+- **Daily Volatility**: Standard deviation of daily returns
+- **Weekly Volatility**: Rolling 7-day volatility
+- **Implied Volatility**: Market-expected future volatility
+- **Historical Volatility**: Past price movement analysis
+
+### Volatility Interpretation
+| Volatility | Assessment | Implication |
+|------------|------------|-------------|
+| <5% | Very Low | Stable, predictable returns |
+| 5-15% | Low | Normal market conditions |
+| 15-30% | Medium | Typical DeFi volatility |
+| 30-50% | High | Significant price swings expected |
+| >50% | Very High | Extreme volatility, high risk |
+
+## Drawdown Analysis
+
+### Maximum Drawdown Categories
+| Drawdown | Severity | Recovery Expectation |
+|----------|----------|----------------------|
+| <5% | Minor | Days to weeks |
+| 5-15% | Moderate | Weeks to months |
+| 15-30% | Significant | Months |
+| 30-50% | Severe | Months to quarters |
+| >50% | Critical | Extended recovery or permanent loss |
+
+### Recovery Analysis
+- **Recovery Factor**: Return / Max Drawdown
+- **Recovery Time**: Days to recover previous high
+- **Ulcer Index**: Measure of downside risk duration
+
+## Correlation Analysis
+
+### Asset Correlation Matrix
+Analyze how vault returns correlate with:
+- BTC/ETH market movements
+- DeFi sector performance
+- Protocol-specific factors
+- Macroeconomic indicators
+
+### Diversification Benefits
+| Correlation | Diversification |
+|-------------|-----------------|
+| <0.3 | Strong diversification benefit |
+| 0.3-0.6 | Moderate diversification |
+| 0.6-0.8 | Limited diversification |
+| >0.8 | High correlation, similar exposure |
+
+## Stress Testing Scenarios
+
+### Standard Stress Tests
+1. **Market Crash**: 50% decline in underlying assets
+2. **Liquidity Crisis**: Unable to exit position at fair value
+3. **Protocol Failure**: Smart contract exploit or failure
+4. **Correlation Breakdown**: Historical correlations don't hold
+5. **Black Swan Event**: Unprecedented market conditions
+
+### Scenario Impact Assessment
+For each scenario, evaluate:
+- Potential loss magnitude
+- Probability of occurrence
+- Recovery time estimate
+- Mitigation strategies available
+
+## Risk-Adjusted Return Metrics
+
+### Sharpe Ratio Interpretation
+| Sharpe | Quality |
+|--------|---------|
+| <0 | Negative risk-adjusted return |
+| 0-0.5 | Poor |
+| 0.5-1.0 | Adequate |
+| 1.0-2.0 | Good |
+| >2.0 | Excellent |
+
+### Sortino Ratio
+- Focuses on downside deviation
+- More relevant for asymmetric return distributions
+- Higher is better (only penalizes downside volatility)
+
+### Calmar Ratio
+- Return / Max Drawdown
+- Measures return per unit of drawdown risk
+- Higher indicates better drawdown-adjusted returns
+
+## Position Sizing Framework
+
+### Risk-Based Sizing
+| Risk Level | Max Allocation |
+|------------|----------------|
+| Very Low | Up to 25% of portfolio |
+| Low | Up to 15% of portfolio |
+| Medium | Up to 10% of portfolio |
+| High | Up to 5% of portfolio |
+| Very High | Up to 2% of portfolio |
+
+### Concentration Guidelines
+- No single vault >25% of total DeFi allocation
+- No single chain >50% of total allocation
+- No single strategy type >40% of allocation