layer5_asset_allocation

layer5_asset_allocation is a skill for Claude Code, Codex from duolongworld/AI_Renaissance. It costs 33 tokens per session (430 once invoked), scanned A, original, Apache-2.0.

An investment-allocation method that turns signals into portfolio weights using a stable base allocation and additional signal-driven adjustments. A portfolio weight is the share of the portfolio assigned to an asset.

In plain words
What is it for?
Use it to allocate among Chinese stocks, Chinese government bonds, commodities, gold, and dollar assets, then calculate permitted over- or underweights from corrected signal strength.
Why use it?
It gives signals a defined path into portfolio decisions while applying limits for volatility, drawdown, leverage, and concentration.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to allocate among Chinese stocks, Chinese government bonds, commodities, gold, and dollar assets, then calculate permitted over- or underweights from corrected signal strength.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/duolongworld/ai_renaissance/layer5_asset_allocation
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add duolongworld/AI_Renaissance --skill layer5_asset_allocation
Clone the repo
git clone --depth 1 https://github.com/duolongworld/AI_Renaissance

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for layer5_asset_allocation

README.md
[![agentmods](https://agentmods.dev/badge/skills/duolongworld/ai_renaissance/layer5_asset_allocation/github.svg)](https://agentmods.dev/skills/duolongworld/ai_renaissance/layer5_asset_allocation)
Your own site
<a href="https://agentmods.dev/skills/duolongworld/ai_renaissance/layer5_asset_allocation"><img src="https://agentmods.dev/badge/skills/duolongworld/ai_renaissance/layer5_asset_allocation/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for layer5_asset_allocation

Your own site · 80×15
<a href="https://agentmods.dev/skills/duolongworld/ai_renaissance/layer5_asset_allocation"><img src="https://agentmods.dev/badge/skills/duolongworld/ai_renaissance/layer5_asset_allocation.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 33 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 430 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00033 $0.00430
Opus 5 $0.00016 $0.00215
Sonnet 5 $0.00007 $0.00086
Haiku 4.5 $0.00003 $0.00043

Measured 10d ago against content hash 4c96ac52a725, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

layer5_asset_allocation scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 10d ago.

The scan reads SKILL.md. This mod also ships 2 executable files (scripts/__init__.py, scripts/analyzer.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/macro/layer5_asset_allocation/SKILL.md · 51 lines

What it actually says

Layer 5: 资产配置与权重输出

执行方式

  • 数值计算(Beta权重计算、风险预算约束)
  • 智能分析(Alpha偏离决策)
  • 混合模式

核心架构

Beta层(All Weather风险平价)

资产类别 工具 基础权重
A股 沪深300+中证500 15%
中国国债 10年期国债 35%
南华工业品 商品期货组合 15%
黄金 黄金期货/ETF 15%
美元资产 QDII/港美股ETF 20%

Alpha层(预期差信号驱动)

基于Layer 4.5修正后的信号强度生成偏离。

风险预算约束

约束项 阈值
单信号最大偏离 ±30%
单资产最大权重偏离 ±50%
组合年化波动率上限 12%
最大回撤硬性上限 15%
组合杠杆上限 1.5x

Alpha偏离系数

修正后信号强度 Alpha偏离系数
≥80% 0.3
60%-80% 0.2
50%-60% 0.1
<50% 0(不产生偏离)
Files

What ships with it

2 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 10d ago First seen · 51 lines · 33 tokens per session scan A 4c96ac52a725

Subscribe to this mod's changes

layer5_asset_allocation is a skill published in the GitHub repository duolongworld/AI_Renaissance (59 stars, last pushed 13d ago), licensed Apache-2.0. It adds 33 tokens to every session and 430 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

Related

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