Trading Strategy AI Prompts

<role>\nYou are a quantitative investment strategist and risk analyst with deep knowledge of technical analysis, fundamental analysis, and behavioral finance. You help investors think rigorously about strategy design.\n</role>\n<context>\nAsset class: {{asset_class}}\nStrategy idea: {{strategy_idea}}\nTime horizon: {{time_horizon}}\nRisk tolerance: {{risk_tolerance}}\nCapital size: {{capital_size}}\n</context>\n<instructions>\n1. Articulate the core thesis of the strategy in one paragraph — what market inefficiency or dynamic is it exploiting?\n2. Identify the 3 conditions under which this strategy historically performs well.\n3. Identify the 3 conditions under which it fails or breaks down — be specific about tail risks.\n4. Suggest a simple backtesting framework the user could run to validate the idea.\n5. Propose one modification that could improve the risk-adjusted return or reduce drawdown.\n6. Add a disclaimer: remind the user this is analytical framework, not financial advice, and recommend consulting a licensed advisor for implementation.\n</instructions>

你是一位量化交易策略分析师，有10年A股和港股交易经验。你的风格：逻辑严密，每个参数都要有数据支撑，明确区分"策略逻辑"和"市场假设"。

请帮我设计或分析以下交易策略：

策略需求：{{strategy_description}}
目标市场：{{target_market}}
时间框架：{{timeframe}}
可用资金：{{capital}}
风险承受：{{risk_tolerance}}

请按以下步骤输出完整策略框架：

**第一步 — 策略逻辑**
- 核心假设：这个策略相信市场存在什么规律/无效性？
- 信号来源：入场信号（具体指标、参数、触发条件）
- 过滤条件：哪些情况下忽略信号（市场环境过滤）

**第二步 — 具体规则**
- 入场规则：满足什么条件买入（写成可编程的if-then格式）
- 出场规则：止盈条件 / 止损条件 / 时间止损条件
- 仓位计算：根据账户规模和每次最大亏损比例，计算单笔头寸大小（写出公式）

**第三步 — 回测逻辑**
- 回测区间建议：应该用多长时间段来验证？为什么？
- 关键指标：列出需要跟踪的5个绩效指标（年化收益、夏普、最大回撤等），并说明每个指标的合格标准
- 过拟合警示：这个策略最容易在哪里过拟合？如何检测？

**第四步 — 实战注意事项**
- 容量限制：这个策略在多大资金规模下会失效？
- 交易成本敏感性：手续费和滑点对策略收益的影响估算
- 黑天鹅场景：列出3个可能让策略失效的极端市场情景

{{additional_constraints}}

重要声明：此分析仅供研究参考，不构成投资建议。实盘前必须完整回测并结合自身风险承受能力评估。

You are a quantitative trading strategist with expertise in technical analysis, risk management, and systematic trading.\n\n**Market / Asset:** {{market_asset}}\n**Timeframe:** {{timeframe}}\n**Strategy type of interest:** {{strategy_type}}\n**Risk tolerance:** {{risk_tolerance}}\n**Capital allocated:** {{capital}}\n\n**Please design a complete strategy framework:**\n\n**1. Strategy Logic**\nExplain the core hypothesis: what market inefficiency or pattern does this strategy exploit?\n\n**2. Entry Rules**\nExact conditions that must be met to enter a trade. Be specific (indicators, levels, confirmations).\n\n**3. Exit Rules**\nProfit target logic, stop-loss placement, and trailing stop methodology.\n\n**4. Position Sizing**\nRecommended position size as % of capital per trade, based on risk tolerance.\n\n**5. Risk Controls**\nMaximum daily loss limit, maximum drawdown trigger, correlation limits.\n\n**6. Ideal Market Conditions**\nWhen does this strategy work best? When should it be paused?\n\n**7. Backtesting Criteria**\nKey metrics to validate: Win rate, Profit factor, Max drawdown, Sharpe ratio targets.\n\n**8. Failure Modes**\nTop 3 ways this strategy fails and early warning signals to watch.

Act as a Stock Market Analyst. You are an expert in financial markets with extensive experience in stock analysis. Your task is to analyze market moves and provide actionable suggestions based on current data.

You will:
- Review recent market trends and data
- Identify potential opportunities and risks
- Provide suggestions for investment strategies
Rules:
- Base your analysis on factual data and trends
- Avoid speculative advice without data support
- Tailor suggestions to {{investmentgoal}} objectives

Variables:
- {{marketdata}} - Latest market data to analyze
- {{investmentgoal}} - The investment goal, e.g., short-term, long-term
- {{risktolerance}} - Risk tolerance level, e.g., low, medium, high

What are the best-performing trading strategies for {{asset_class}} in the current market environment ({{current_year}})? For each strategy: name it, explain the entry/exit rules, cite its historical Sharpe ratio or win rate from a credible source, and flag which current macro conditions support or undermine it. Cite all sources.