strategy-selection

A guide for choosing combinations of quantitative investing strategies based on whether the market is rising, falling, or moving sideways. Quantitative investing uses rules and data to choose investments and trading decisions.

In plain words
What is it for?
Use it to assess market conditions, choose stock-selection and timing strategies, build or adjust a rules-based investment portfolio, and tune its parameters.
Why use it?
It helps when several strategies are available but it is unclear which ones fit the current market conditions or how to combine them.

Skill for Claude CodeCodex

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.

agentmods
npx agentmods add skills/feicoder/skill-factory/strategy-selection
Any agent
npx skills add FeiCoder/Skill-Factory --skill strategy-selection
Clone the repo
git clone --depth 1 https://github.com/FeiCoder/Skill-Factory

Made for: Claude Code, Codex.

Per session 57 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 3,198 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
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 $0.00057 $0.03198
Opus 5 $0.00028 $0.01599
Sonnet 5 $0.00011 $0.00640
Haiku 4.5 $0.00006 $0.00320

Measured 2d ago against content hash 9c012ad865d8, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

strategy-selection 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 2d ago.

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.

produced_skill/portfolio/strategy-selection/SKILL.md · 317 lines

How it starts

The opening of the file, as written. The whole thing — 317 lines — stays where its author put it; the contents beside it link to each section on GitHub.

策略组合选择

概述

量化投资不是单策略打天下,而是需要根据市场环境变化动态调整策略组合。本技能提供一套系统化的方法,帮助你判断当前市场环境并选择合适的策略搭配。

何时使用此技能:

  • 当你拥有多个策略但不知道如何组合使用时
  • 当市场环境发生变化需要调整策略时
  • 当你需要构建一个稳健的量化投资系统时
  • 当你想了解策略与市场环境的匹配关系时

核心框架:三层决策体系

┌─────────────────────────────────────────────────────────┐
│                    战略层:资产配置                       │
│         (决定股票/债券/商品/现金的配置比例)                │
├─────────────────────────────────────────────────────────┤
│                    战术层:策略选择                       │
│         (决定选股策略+择时策略的组合)                      │
├─────────────────────────────────────────────────────────┤
│                    执行层:参数优化                       │
│              (具体因子参数、阈值调优)                      │
└─────────────────────────────────────────────────────────┘

本技能聚焦于"战术层":如何选择合适的策略组合


第一步:判断市场环境

四要素判断法

指标 牛市特征 熊市特征 震荡市特征
价格趋势 均线多头排列 均线空头排列 均线缠绕
波动率 适中(20%~25%) 急剧放大(>30%) 较低(<20%)
成交量 放大 萎缩或恐慌放量 缩量
市场情绪 乐观贪婪 恐慌悲观 观望犹豫

快速判断指标

# 市场环境判断示例
def judge_market_regime():
    """
    返回: 'bull' | 'bear' | '震荡'
    """
    # 1. 趋势判断:20日均线 vs 60日均线
    ma20 = close_price.rolling(20).mean()
    ma60 = close_price.rolling(60).mean()
    trend = 'bull' if ma20 > ma60 else 'bear'
    
    # 2. 波动率判断
    volatility = returns.rolling(20).std() * np.sqrt(252)
    
    # 3. 综合判断
    if volatility < 0.2:
        regime = '震荡'
    else:
        regime = trend
    
    return regime

环境持续时间统计

市场环境 平均持续时间 策略有效期
牛市 6~12个月 3~6个月需评估
熊市 3~8个月 1~3个月需评估
震荡市 2~6个月 1~2个月需评估

第二步:策略-环境匹配矩阵

选股策略 × 市场环境

选股策略 牛市 熊市 震荡市 说明
多因子模型 ⭐⭐⭐ 推荐 ⭐⭐ 谨慎 ⭐⭐⭐ 推荐 牛市高 Alpha,震荡市防守性强
动量策略 ⭐⭐⭐ 推荐 ⭐ 回避 ⭐⭐ 适用 动量在趋势市中有效
反转策略 ⭐ 谨慎 ⭐⭐ 适用 ⭐⭐⭐ 推荐 震荡市均值回复特征强
资金流策略 ⭐⭐⭐ 推荐 ⭐⭐ 适用 ⭐⭐ 适用 资金流入是牛市发动机
行业轮动 ⭐⭐⭐ 推荐 ⭐⭐ 适用 ⭐⭐⭐ 推荐 任何环境都有轮动机会
风格轮动 ⭐⭐ 适用 ⭐⭐ 适用 ⭐⭐⭐ 推荐 震荡市风格切换频繁

Read the full file on GitHub · 317 lines

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. 2d ago First seen · 317 lines · 57 tokens per session scan A 9c012ad865d8

Subscribe to this mod's changes

strategy-selection is a skill published in the GitHub repository FeiCoder/Skill-Factory (10 stars, last pushed 6mo ago), licensed MIT. It adds 57 tokens to every session and 3,198 once invoked, about $0.0003 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 2026-08-31.

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