Invassistant

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. description_zh: "多资产投资组合管理框架：A/B/C 类资产差异化规则、7 条红线组合风险控制、四因子质量管理；覆盖美股、A 股、港股，纪律化进出场逻辑。" version: "2.3.6" read_when:

• "User requests portfolio review, A/B/C asset classification, or 7-red-line risk check for their holdings"
• "User asks about entry/exit logic for US stocks, A-shares (China), or HK stocks under the framework"
• "User requests QMS (quality scoring) evaluation of a stock candidate"
• "User asks about portfolio risk controls, warning lines, or position sizing rules"
• "User wants to log a trade or review trade history against the framework" not_for:
• "Real-time trading signals or market timing predictions"
• "Specific stock buy/sell recommendations without portfolio context"
• "Tax, legal, or regulatory advice — this is a portfolio management framework, not financial advice"
• "Analysis of assets outside US / A-share / HK stocks (crypto, commodities, fixed income) without adaptation"

allowed-tools:

• read_file
• write_to_file
• replace_in_file
• execute_command disable: false metadata: openclaw: requires: bins: - python3 env: [] tags:
  • investment
  • trading
  • portfolio
  • stock
  • finance
  • us-stock
  • a-share
  • hk-stock
  • risk-control

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InvAssistant

Multi-asset investment portfolio management framework — current version v2.3.6 (2026-08-07). Core philosophy: portfolio before stock-picking, discipline before inspiration. Rules are guardrails, not cages.

⚠️ Risk Warning: This is a decision-support framework, not financial advice. AI guidance is probabilistic; executable rules can take action (red-line reductions, Mode B entries); send_*.py pushes holdings to external messaging platforms — review before pushing. Author assumes no liability for trading losses.

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1. Asset Classification (Three Tiers)

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

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

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

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3. US Stock Strategy

Entry Modes

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.

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.

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

All three conditions must pass for entry:

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

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5. HK Stock Strategy

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

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6. QMS Scoring (4-Factor)

QMS = 0.35 × Earnings Trend
    + 0.25 × Sector Relative Strength
    + 0.25 × EPS Revision
    + 0.15 × Price Structure

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

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7. Monthly KPIs

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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

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9. Data Sources

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10. Common Mistakes

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Version History

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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。