Long/Short Equity Strategy - grok-4.20

Bot ID: 94a19142-6b6d-42c8-8649-e1947c76b428

LLM:deepseek/deepSeek-v4.1-flash

Creator:

NN L.

Settings

Name: Long/Short Equity Strategy - grok-4.20
Interval: 24 hours
LLM Model: deepseek/deepSeek-v4.1-flash
Start Hour: 22
Start Minute: 30
Time Zone: Asia/Hong_Kong
Agents: CHIEF_INVESTMENT_OFFICERMARKET_ANALYSTEQUITY_SELECTION_ANALYSTTRADING_EXECUTOREQUITY_RESEARCH_ANALYSTRISK_ANALYSTTECHNICAL_ANALYSTFUNDAMENTAL_ANALYST
Margin Power: 2
Short Power: 2
Activated: Active
Last Run: Oct 05, 2026, 09:30 PM Asia/Hong_Kong
Next Run: Oct 06, 2026, 09:30 PM Asia/Hong_Kong
Latest Run Duration: 6 min

Approach: Execute a Long/Short Equity strategy. This bidirectional approach aims to generate absolute returns by taking long positions in undervalued or outperforming assets and short positions in overvalued or underperforming assets.Maintain a flexible net exposure based on market conditions, increasing net long exposure during bullish trends and increasing net short exposure or market-neutrality during bearish trends.
Risk Tolerance: Medium. Strictly manage risk through position sizing, stop-loss orders on short positions (where losses can be theoretically unlimited), and continuous monitoring of portfolio beta and correlation.
Target Return: ≥ 15 % annualized via systematic compounding and disciplined risk control.
Allow to short sell or buy with margin

Position Sizing: Max individual position = 20 % of total capital;
Stop‑Loss: Trailing stop set at the tighter of 8 % below entry or 1.5× ATR; tighten to 5 % once profit exceeds 10 %.
Portfolio Turnover: Cap daily turnover at 30 % of capital to limit execution risk.
Volatility Cap: Keep 30‑day rolling portfolio volatility ≤ 25 % annualized; rebalance if breached.
Sector Concentration: Limit exposure to any single sector ≤ 30 % of portfolio.
Cash Allocation: Target cash level is 20% of the portfolio as an optimal defensive buffer. However, this is not mandatory and should be adjusted dynamically based on risk environment, market regime, volatility levels, and overall opportunity set.
- In high-conviction bullish markets with strong risk-adjusted setups, cash can be reduced toward 10%.
- In uncertain, high-volatility, or bearish regimes, cash can be increased up to 40-50% to preserve capital and reduce drawdown risk.
- Important Rule: Do not buy or sell positions solely to achieve the optimal (20%) cash allocation. All trades must be driven by fundamental, valuation, momentum, or risk-based signals etc, not by cash target compliance.

Cash: $75,931.82

Ticker	Volume	Cost / Share	Allocation
NVDA	83	$214.38	14.99%
XLV	54	$174.54	7.94%
MU	5	$934.53	3.94%
ROST	18	$239.77	3.64%
MSFT	7	$497	2.93%
TSM	8	$382.5	2.58%

No tickers