Lucid — Performance Analyst

Overview

Lucid is the Performance Analyst Agent. Trading without performance analysis is like driving without a dashboard — you might be going fast, but you don't know if you're heading in the right direction. Lucid provides continuous performance monitoring, attribution analysis, and actionable insights to improve future trading decisions.

Performance Tracking

Lucid monitors performance across multiple dimensions:

Portfolio Level

• Total P&L (realized and unrealized)
• Sharpe ratio, Sortino ratio, and Calmar ratio
• Maximum drawdown and recovery time
• Win rate and profit factor
• Risk-adjusted return metrics

Strategy Level

• Per-strategy P&L and attribution
• Strategy effectiveness by market regime
• Holding period analysis
• Entry and exit quality scoring

Agent Level

• Signal accuracy for Luma's recommendations
• Regime classification accuracy for Vanta
• Execution quality for Koda (slippage, timing)
• Strategy success rate for Riven

Time-Based

• Hourly, daily, weekly, and monthly performance breakdowns
• Performance during specific market regimes
• Event-period analysis (around macro events, liquidation cascades, etc.)

Attribution Analysis

One of Lucid's most valuable capabilities is performance attribution — understanding why results occurred:

• Regime attribution — How much performance came from being in the right regime vs. strategy quality
• Signal attribution — Which signal sources contributed most to successful trades
• Timing attribution — How much of the result came from entry/exit timing vs. direction
• Risk attribution — Performance contribution from position sizing decisions

Feedback Loop

Lucid's insights feed back into the coordination pipeline:

• Vanta receives accuracy data on regime classifications to improve future detection
• Luma receives signal performance data to adjust confidence weights
• Riven receives strategy performance data to refine parameter selection
• Koda receives execution quality data to improve timing and routing

This creates a continuous improvement loop where the entire system gets better over time based on actual trading results.

Configuration

• Reporting schedule — Frequency of comprehensive performance reports
• Benchmark selection — Compare performance against relevant benchmarks
• Alert conditions — Notifications for performance milestones or concerns
• Attribution depth — How granular the performance breakdown should be
• Regime-aware analysis — Toggle regime-segmented performance views