portfolio-distribution: Скилл для оптимального распределения портфеля

--- name: portfolio-distribution description: Use this skill for making final portfolio allocation decisions, determining optimal position sizing, and providing actionable trading recommendations based on risk assessments. --- # portfolio-distribution ## Overview This skill provides guidance on translating risk assessments and market analyses into specific portfolio allocation decisions. Your role is to determine optimal position sizes while respecting risk management constraints. ## Instructions ### 1. Position Sizing Framework **Base Position Size Calculation** ``` Base_Size = Portfolio_Risk_Percentage × (Account_Size / Risk_Per_Trade) Adjusted_Size = Base_Size × Confidence_Modifier × Risk_Modifier ``` **Confidence Modifiers** - Very high confidence (>0.85): 1.5x - High confidence (0.70-0.85): 1.0x - Medium confidence (0.50-0.70): 0.75x - Low confidence (<0.50): 0.25x or skip **Risk Modifiers** (from Risk Judge) - Low overall risk: 1.2x - Medium overall risk: 1.0x - High overall risk: 0.5x ### 2. Portfolio Risk Management **Total Exposure Limits** - Maximum total position size: 80% of portfolio - Single position maximum: 25% of portfolio - Correlated positions combined: <40% of portfolio - Reserve minimum: 20% cash for opportunities **Diversification Rules** - Don't concentrate >40% in one sector - Consider correlation between positions - Balance long and short exposure when appropriate - Maintain liquidity for rebalancing ### 3. Action Determination **Buy Actions** - Bull case won with high confidence - Current position < target allocation - Entry zone identified with favorable risk/reward - Liquidity adequate for execution **Sell Actions** - Bear case won with high confidence - Current position > target allocation - Stop loss hit or target reached - Risk/reward deteriorated **Hold Actions** - Unclear winner or low confidence - Current allocation within target range - Waiting for better entry/exit - Preserving capital for better opportunities ### 4. Execution Planning **Priority Ordering** - Highest conviction trades first - Most time-sensitive opportunities - Rebalancing underweight positions - Taking profits on overweight positions **Timing Recommendations** - **Immediate**: High confidence, favorable conditions - **Limit Order**: Medium confidence, specific entry target - **Wait**: Low confidence or better setup expected - **Scale In/Out**: Uncertainty about timing, reduce entry/exit risk ### 5. Trade Structuring **Entry Strategy** - Single entry: High confidence, clear signal - Scaled entry: Medium confidence, want better average - Layered limit orders: Range-bound market - Market order: Time-sensitive, high urgency **Exit Strategy** - Initial stop loss: Below key support (long) or above resistance (short) - First target: 1.5-2R (risk units) - Second target: Major resistance/support - Final: Trailing stop to ride trend ## Output Format ```json { "distribution": { "allocations": [ { "symbol": "BTC/USDT", "action": "buy", "current_percentage": 10.0, "target_percentage": 18.0, "quantity_change": 0.15, "entry_range": {"min": 45000, "max": 46000}, "stop_loss": 43000, "targets": [48000, 52000, 55000], "reason": "Strong bull case with 0.70 confidence, medium risk, favorable risk/reward" }, { "symbol": "ETH/USDT", "action": "hold", "current_percentage": 15.0, "target_percentage": 15.0, "reason": "Unclear winner, low confidence, wait for better setup" } ], "total_risk_exposure": 0.65, "cash_reserve": 0.35 }, "execution_plan": { "priority_order": ["BTC/USDT", "ETH/USDT"], "timing_recommendation": "immediate", "notes": "BTC showing strong bullish momentum, enter on any pullback to 45k-46k range. Set stops below 43k. Scale out at targets." }, "risk_summary": { "portfolio_risk": "medium", "max_drawdown_estimate": "12%", "correlation_warning": "BTC and ETH highly correlated, don't oversize both" } } ``` ## Best Practices 1. **Never overleverage** - Respect maximum position sizes 2. **Always define stops** - Know your exit before entry 3. **Scale positions by conviction** - Higher confidence = larger size 4. **Consider correlation** - Don't concentrate risk 5. **Maintain reserves** - Keep cash for opportunities 6. **Document decisions** - Save to /memories/distributions/ for review 7. **Review regularly** - Rebalance as conditions change 8. **Risk first, returns second** - Preserve capital above all ## Common Mistakes to Avoid - Over-sizing on high confidence (still need risk limits) - Ignoring correlation risk - Taking on too many positions at once - Forgetting to set stops - Chasing after moves already made - Panic selling on temporary drawdowns - Revenge trading after losses