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name invassistant
description Multi-asset investment portfolio management framework with A/B/C asset-class differentiated rules, 7 red-line portfolio risk controls, and 4-factor QMS quality scoring. Covers US, A-share (China), and HK stocks with disciplined entry/exit logic.
allowed-tools
read_file
write_to_file
replace_in_file
execute_command
disable false
metadata
openclaw
requires tags
bins env
python3
investment
trading
portfolio
stock
finance
us-stock
a-share
hk-stock
risk-control

InvAssistant

Multi-asset investment portfolio management framework — current version v2.1.2 (2026-06-06). Core philosophy: portfolio before stock-picking, discipline before inspiration. Rules are guardrails, not cages.

1. Asset Classification (Three Tiers)

This is the foundation of v2.1+. Different assets use different exit logic.

Tier Definition Rules When To Sell
A-Class (Platform Core) Long-moat, cash-flow-stable platform companies HOLD, no trailing stop; DCA entries Only 3 reasons: ① fundamental deterioration (2+ quarters) ② narrative change ③ portfolio limit breach
B-Class (High-Beta Cyclical) High-beta, narrative-driven growth Trailing stop + position management QMS < 40 triggers review
C-Class (Low-Volatility Income) Broad-market/dividend ETFs, utilities DCA + rebalancing No active timing

Key insight: A-class price drawdowns ≠ sell signals. Using trailing stops on A-class washes out long-term compounders.

2. Portfolio Risk Controls: 7 Red Lines (Non-Overridable)

# Rule Threshold Action
1 Single position concentration >25% Reduce to ≤20% within 3 months
2 Single sector concentration >35% Reduce to ≤30% within 3 months
3 AI single-narrative >50% Reduce to ≤40% within 6 months
4 Portfolio drawdown (mild) >-12% Halve satellite positions
5 Portfolio drawdown (severe) >-15% Total position ≤60%
6 VIX systemic risk ≥40 Reduce total to ≤50%
7 Pre-Trade Log compliance <100% Log immediately

3. US Stock Strategy

Entry Modes

Mode Applies To Logic
A (Panic Mispricing) B-Class (TSLA/NVDA extreme) Emotion release + technical support + VIX <25
B (Trend Confirmation) B-Class Price > MA50 + breakout + fundamentals + valuation
C (Rebalancing) Portfolio-level Triggered by Red Lines 1-3 only
D (A-Class Candidate Zone Entry) Candidate pool (non-tech diversification targets) Callback-based, no observation delay

Mode D: A-Class Candidate Zone Entry (v2.1.1)

Applied to new A-class candidates before they join the core portfolio. Designed to solve the "observation delay misses entry window" problem.

Principle: No observation delay. A -10% pullback from 20D high on an A-class candidate is itself a complete entry signal — the underlying moat business doesn't change with share price.

Zone Trigger Allocation Execution
First tranche -10% from 20D high 50% of target Execute immediately
Add -15% (or >3% further drop after first) 30% Execute on trigger
Final -20% (or 5+ days sideways without new low) 20% Within zone

Constraints: total ≤2% portfolio; MCO requires PE percentile <60%; no chasing after rebound.

Why Different from TSLA Mode A

TSLA (B-Class satellite) needs bottom confirmation — the drop might be fundamentally justified. A-class candidates (moat compounders) only need price confirmation — a -10% discount on a quality business is self-evidently an opportunity.

4. A-Share Strategy (3-Condition Engine)

All three conditions must pass for entry:

Condition Standard
① Engine score ≥80 + 3 consecutive days on list Core selection pool
② Current price ≤ dynamic target (with floor) max(static×0.85, min(static, MA20×0.95))
③ MA20 flat or turning up MA20 delta ≥ -0.05

Flex window: 2/3 conditions met + 3rd deviation ≤10% → half-position trial. Time stop: 6 months max in selection pool without entry → forced review.

5. HK Stock Strategy

Source Framework
Actively bought Follow A/B/C classification rules
Company allocation/incentive Warning line + reduction framework (not hard stop)

Warning line (not hard stop): Triggers 48h review upon breach. Time limit: 18 months post-vesting with remaining position → unconditional full exit.

6. QMS Scoring (4-Factor)

QMS = 0.35 × Earnings Trend
    + 0.25 × Sector Relative Strength
    + 0.25 × EPS Revision
    + 0.15 × Price Structure
Score Meaning Action
≥70 High quality + good timing Hold / observe entry
50-70 Healthy, not at entry point HOLD
<50 Quality or timing issues No new positions
<40 Review exit queue Evaluate reduction (B-Class only)

Boundary: QMS is entry reference for A-Class, NOT an exit trigger. Only B-Class uses QMS <40 as reduction signal.

7. Monthly KPIs

KPI Threshold Type
Monthly turnover rate ≤15% Red line
Pre-Trade Log compliance =100% Red line
A-Class sold on price volatility =0 Red line
Panic-period reduction (VIX≥30) =0 Red line
System execution rate ≥80% KPI

8. Hard Rules Summary

  1. Asset classification determines action semantics: A-Class no trailing stop, B-Class uses trailing stop
  2. Held vs. watchlist semantics must not be mixed
  3. A-share 3-condition is a filter: all pass → entry (flex window = 2/3 + deviation + half-size)
  4. US B-Class dual-mode: Mode A (3 red lines all pass) / Mode B (4 conditions all pass)
  5. Unfilled ≠ holding: portfolio data must reflect actual positions
  6. Never fabricate data: all indicators must come from live data sources
  7. A-Class only sells on 3 fundamental reasons (never price)
  8. 7 Red Lines triggered = must follow, no override
  9. Allocation/incentive positions do not use standard stops
  10. Every override must be logged
  11. Max 2 overrides per ticker per quarter; 3rd is void
  12. Daily self-check: 5 questions, all "no" = no trade today

9. Data Sources

Data Type Primary Fallback
US stock quotes/technicals westock-data Yahoo Finance
A-share K-line/technicals westock-data AKShare
HK stock quotes westock-data Yahoo Finance
VIX westock-data Yahoo Finance
North-bound capital NeoData AKShare
Financial reports/consensus westock-data NeoData

10. Common Mistakes

# Mistake Fix
P1 Treating A-Class as B-Class (v2.0's worst error) Ask "Is this A or B?" before acting
P2 Writing "reduce" for watchlist stocks Ask "Is this held?" first
P3 Cross-market strategy pushed to sub-pages Cross-market → main page; specific rules → sub-page
P4 LaTeX $xxx swallows first digit Use US$ / HK$ / ¥ / \$
P5 Wrong code block language ('plain') Must use 'plain text' (with space)

Version History

Version Date Summary
v2.1.2 2026-06-06 Audit cleanup: bilingual README, remove legacy files
v2.1.1 2026-06-04 Mode D: A-class candidate zone entry (no observation delay)
v2.1 2026-05-18 A/B/C asset classification; 7 red lines; 4-factor QMS; trailing stop removed from A-class
v2.0 2026-05-18 Full rebuild: decision pyramid, 5-factor QMS, 10 red lines (replaced)
v1.5 2026 Q1-Q2 3-condition engine, dual-mode entry, trailing stops

中文简介：InvAssistant 是一个多市场投资组合管理框架。按资产三层分类（A/B/C）执行差异化规则，7 条组合红线不可覆盖，4 因子 QMS 评分辅助决策。覆盖美股、A 股、港股。核心信念：组合优先于选股，纪律优先于灵感。规则是栏杆，不是牢笼。