The Skew Gate filter is a pass/block gate on sample skewness of simple bar returns over a rolling window ((m_3 / s^3)). When skew meets your compare condition against a threshold, the filter passes; otherwise it blocks. It never fires a buy or sell by itself.
Use it when you want to allow other signals only while the return distribution’s asymmetry is in range (for example, prefer a positive right-tail bias).
When to use it
- Only enter when recent returns show positive skew
- Block entries during left-tail dominated regimes
- Add a distribution shape check next to volatility gates
What you’ll set in the app
Add Skew gate under filters.
- Window — return bars in the sample (default 20; minimum 5)
- Compare — skew >, <, ≥, ≤, or ≈
- Threshold — e.g.
0(default)
Warm-up history or zero return stdev blocks the gate. Disabled passes.
Tips
- Skewness uses simple returns on the strategy timeframe.
- There is no buy/sell side—combine with directional rules for trade direction.
- Pair with Kurtosis Gate when both shape moments matter.
Example
Entry filters: Skew gate, window 20, skew > 0. An RSI long only passes when recent returns are right-skewed.