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position_sizing_decision_skill

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Chinese

Position Sizing Decision Skill

Position Sizing Decision Skill

数据依赖与执行前置条件

Data Dependencies and Pre-execution Conditions

推荐使用万得 
wind-mcp-skill
获取底层数据。执行前先检查本地是否已有 
wind-mcp-skill
；若没有，提示用户安装：
bash
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Recommended to use Wind's 
wind-mcp-skill
to obtain underlying data. Check if 
wind-mcp-skill
is already installed locally before execution; if not, prompt the user to install it:
bash
undefined

GitHub

GitHub

npx skills add Wind-Information-Co-Ltd/wind-skills --skill wind-mcp-skill -g -y
npx skills add Wind-Information-Co-Ltd/wind-skills --skill wind-mcp-skill -g -y

Gitee 镜像（国内）

Gitee Mirror (Domestic)

npx skills add https://gitee.com/wind_info/wind-skills.git --skill wind-mcp-skill -g -y
undefined
npx skills add https://gitee.com/wind_info/wind-skills.git --skill wind-mcp-skill -g -y
undefined

技能定位

Skill Positioning

本技能用于解决“方向大致看对了，但到底该下多大”的问题。输出重点不是鼓励重仓表达观点，而是把风险预算、价格波动、计划止损距离和组合承受能力连接起来，让仓位大小成为纪律结果，而不是情绪结果。
This skill is designed to solve the problem of "having a general idea of the trading direction, but not knowing how large a position to take". The focus of the output is not to encourage heavy positions to express opinions, but to connect risk budget, price volatility, planned stop-loss distance, and portfolio tolerance, making position size a result of discipline rather than emotion.

功能简介

Function Overview

本技能的核心功能是：按风险预算给出适合的仓位大小与分批建议。
它强调先量化可承受损失，再反推资金投入规模，帮助使用者避免因单笔交易仓位过大而破坏整体节奏。
The core function of this skill is to provide suitable position size and phased entry suggestions based on risk budget.
It emphasizes quantifying acceptable losses first, then reversing to calculate the capital investment scale, helping users avoid disrupting the overall trading rhythm due to overly large positions in single trades.

使用场景

Application Scenarios

  • 用户已经有交易方向，但不知道单笔应该下多少仓位。
  • 多个候选交易同时存在，需要决定谁配大仓、谁只给试错仓。
  • 市场波动加大后，用户想重新校准单笔风险暴露。
  • 团队希望统一仓位语言，减少“一把梭”和随意加码。
  • Users have a trading direction in mind but don't know how large a position to take for a single trade.
  • Multiple candidate trades exist simultaneously, requiring decisions on which to allocate large positions and which to allocate only trial positions.
  • After market volatility increases, users want to recalibrate single-trade risk exposure.
  • Teams want to unify position terminology and reduce "all-in" and arbitrary position increases.

工作原则

Working Principles

  1. 仓位大小必须由可承受风险反推，不能由主观信心正推。
  2. 单笔仓位决策要同时考虑标的波动、止损距离、流动性和组合相关性。
  3. 不确定性越高，首笔仓位应越克制，等待后续验证再决定是否放大。
  4. 仓位建议必须和具体计划绑定，脱离计划的仓位数字没有意义。
  5. 正文不描述内部实现方式，只输出判断依据与建议。
  1. Position size must be derived from acceptable risk, not directly inferred from subjective confidence.
  2. Single-trade position decisions must consider underlying asset volatility, stop-loss distance, liquidity, and portfolio correlation simultaneously.
  3. The higher the uncertainty, the more restrained the initial position should be; wait for subsequent verification before deciding whether to increase the position.
  4. Position suggestions must be tied to specific plans; position figures without plans are meaningless.
  5. The main text does not describe internal implementation methods, only outputs judgment basis and suggestions.

执行流程

Execution Process

Step 1：确认账户约束与风险预算口径

Step 1: Confirm Account Constraints and Risk Budget Caliber

先明确本次仓位建议基于什么约束：
  • 是以单笔最大可承受亏损为核心，还是以总仓暴露为核心
  • 用户是稳健型、均衡型还是激进型风险偏好
  • 计划允许的试错次数有多少
  • 是否存在行业、主题或单票上限
若用户未说明，默认以“单笔先控制风险，再考虑收益放大”为基本口径。
First clarify the constraints on which this position suggestion is based:
  • Whether it is centered on the maximum acceptable loss per single trade or total position exposure
  • Whether the user has a conservative, balanced, or aggressive risk appetite
  • How many trial attempts are allowed in the plan
  • Whether there are industry, theme, or single-stock limits
If the user does not specify, the default basic caliber is "control risk for single trades first, then consider profit amplification".

Step 2：识别交易类型与不确定性等级

Step 2: Identify Trade Type and Uncertainty Level

不同交易类型，不应套用同一仓位模板：
  • 趋势确认型交易可以接受相对更完整的仓位表达
  • 事件驱动型交易需要更重视跳空与失真风险
  • 抄底、反转、左侧试错类交易应显著降低首笔权重
  • 流动性不足或波动过大的标的，应额外加入折扣
Different trade types should not apply the same position template:
  • Trend-confirmed trades can accept relatively more complete position expressions
  • Event-driven trades need to pay more attention to gap and distortion risks
  • Bottom-fishing, reversal, and left-side trial trades should significantly reduce the initial position weight
  • Underlying assets with insufficient liquidity or excessive volatility should be given an additional discount

Step 3：测量波动与止损距离

Step 3: Measure Volatility and Stop-Loss Distance

仓位建议必须建立在“输得起”的距离上：
  • 当前价格波动是否处于常态区间
  • 若计划止损位过远，仓位是否需要同步缩小
  • 若计划止损位过近，是否容易因噪音被洗出
  • 是否需要采用更分散的入场节奏来降低点位敏感度
Position suggestions must be based on an "affordable loss" distance:
  • Whether current price volatility is within the normal range
  • If the planned stop-loss level is too far, whether the position needs to be reduced accordingly
  • If the planned stop-loss level is too close, whether it is easy to be washed out by market noise
  • Whether a more dispersed entry rhythm is needed to reduce point sensitivity

Step 4：评估组合承受力与相关性

Step 4: Evaluate Portfolio Tolerance and Correlation

单笔仓位不能脱离现有持仓环境：
  • 当前组合是否已经偏向同一板块或同一风格
  • 新交易是否会明显提高相关性聚集
  • 当前总仓是否已高，导致新增交易容错下降
  • 若已有相似逻辑持仓，新仓是否应按“补充暴露”而不是独立仓位处理
Single-trade positions cannot be separated from the existing holding environment:
  • Whether the current portfolio is already biased towards the same sector or style
  • Whether the new trade will significantly increase correlation concentration
  • Whether the current total position is already high, leading to reduced fault tolerance for new trades
  • If there are existing positions with similar logic, whether the new position should be treated as "supplementary exposure" rather than an independent position

Step 5：给出首笔仓位与后续分批框架

Step 5: Provide Initial Position and Subsequent Phased Framework

仓位建议至少分成两个层次：
  • 首笔试错仓位
  • 条件验证后的扩仓上限
同时明确：
  • 在何种确认条件下允许加仓
  • 在何种不利波动下必须停止追加
  • 是否适合一次到位，还是必须分批
Position suggestions should be divided into at least two levels:
  • Initial trial position
  • Position expansion upper limit after condition verification
At the same time, clarify:
  • Under what confirmation conditions position increases are allowed
  • Under what adverse fluctuations additional positions must be stopped
  • Whether it is suitable to enter the full position at once or must be phased

Step 6：压力测试仓位是否可被执行

Step 6: Stress Test Whether the Position Can Be Executed

把建议仓位放到真实波动环境里再看一遍：
  • 若开盘跳空，仓位是否仍可接受
  • 若出现连续不利波动，心理和资金是否都扛得住
  • 若首笔即止损，是否会破坏后续执行纪律
  • 若市场环境突变，仓位是否还能快速收缩
Put the suggested position into a real volatility environment for review:
  • If there is a gap at the opening, is the position still acceptable?
  • If there are continuous adverse fluctuations, can both psychology and capital withstand it?
  • If the initial position is stopped out immediately, will it disrupt subsequent execution discipline?
  • If the market environment changes suddenly, can the position be quickly reduced?

Step 7：形成仓位建议成稿

Step 7: Finalize the Position Suggestion Draft

最终输出应让使用者清楚知道“这笔能配多大、为什么不是更大、什么时候可以加、什么时候必须收”。正文保留约束逻辑、建议数字与风险说明。
The final output should allow users to clearly know "how large a position can be allocated for this trade, why it's not larger, when to increase, and when to reduce". The main text retains constraint logic, suggested figures, and risk explanations.

输出结构

Output Structure

仓位决策建议（{YYYY-MM-DD}）

Position Sizing Decision Suggestion ({YYYY-MM-DD})

一、30 秒结论

I. 30-Second Conclusion

  • 交易对象：{股票名称}
  • 建议仓位等级：{轻仓 / 中等 / 偏重 / 仅观察}
  • 首笔建议：{内容}
  • 扩仓条件：{内容}
  • 主要限制因素：{一句话}
  • Trading Object: {Stock Name}
  • Suggested Position Level: {Light / Medium / Relatively Heavy / Observation Only}
  • Initial Position Suggestion: {Content}
  • Position Expansion Conditions: {Content}
  • Main Restriction Factor: {One sentence}

二、仓位建议拆解

II. Position Suggestion Breakdown

维度判断对仓位的影响
风险预算{内容}{内容}
波动水平{内容}{内容}
止损距离{内容}{内容}
组合相关性{内容}{内容}
流动性{内容}{内容}
DimensionJudgmentImpact on Position
Risk Budget{Content}{Content}
Volatility Level{Content}{Content}
Stop-Loss Distance{Content}{Content}
Portfolio Correlation{Content}{Content}
Liquidity{Content}{Content}

三、执行框架

III. Execution Framework

  • 首笔仓位：{内容}
  • 二次加仓条件：{内容}
  • 最大总仓位上限：{内容}
  • 停止追加条件：{内容}
  • Initial Position: {Content}
  • Secondary Position Increase Conditions: {Content}
  • Maximum Total Position Upper Limit: {Content}
  • Conditions to Stop Additional Positions: {Content}

四、压力测试

IV. Stress Test

  • 不利情景：{内容}
  • 可承受度判断：{内容}
  • 应对动作：{内容}
  • Adverse Scenario: {Content}
  • Affordability Judgment: {Content}
  • Response Actions: {Content}

五、风险提示

V. Risk Warnings

  • {风险1}
  • {风险2}
  • {风险3}
  • {Risk 1}
  • {Risk 2}
  • {Risk 3}

质量要求

Quality Requirements

  1. 仓位建议必须解释形成依据，不能只给百分比。
  2. 首笔仓位与总仓位上限必须区分。
  3. 要体现组合相关性与环境约束，而不是只看单票。
  4. 对高波动或高不确定交易必须显式降档。
  5. 输出应帮助控仓，而不是合理化重仓冲动。
  1. Position suggestions must explain the basis for formation, not just provide percentages.
  2. Initial positions and total position upper limits must be distinguished.
  3. Portfolio correlation and environmental constraints must be reflected, not just looking at individual stocks.
  4. Explicitly downgrade positions for high-volatility or high-uncertainty trades.
  5. The output should help control positions, not rationalize the impulse to take heavy positions.