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Long short portfolio construction, market neutral positioning, factor-balanced book, gross and net exposure management, pair selection, beta hedging, portfolio construction methodology
Passed 18 of 21 test cases with the skill, and 9 of 21 without it.
and 11 more in the full report
10 fixed9 passed either way3 still failing0 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 9 test cases the skill fixed. Same model, same prompt, with and without the skill.
We are adding a new equity pair trade to our book and rebalancing our gross exposure. Analyze our position list and generate a portfolio construction report containing an executive summary, an exposure summary table, long/short alpha vs beta attribution, short holding classifications with constraint screening, paired position integrity analysis, a multi-scenario sensitivity grid highlighting slope and intercept, limit compliance checks, historical analogues, and identified coverage gaps.
| Checked | Without skill | With skill |
|---|---|---|
| The report sets the target gross exposure default to 150%. | Missed | Passed |
| The analysis flags any divergence between raw net and beta-adjusted net exceeding 15 percentage points as a hedge mis-specification. | Missed | Passed |
| The Pair Detail section identifies the divergence catalyst for the paired legs. | Missed | Passed |
The instructions your model reads when the skill loads.
Methodology fused from institutional portfolio-construction and buy-side long/short frameworks; all text is an original paraphrase.
| Parameter | Default Value | Rationale |
|---|---|---|
| lookback_quarters | 4 | Standard window for beta and correlation estimation |
| gross_exposure_target | 150% | Mid-range of the 130-200% institutional band |
| net_exposure_band | -20% to +60% | Defines strategy identity; outside this is style drift |
| beta_net_deviation_max | 15pp | Gap between raw and beta-adjusted net above which the hedge is mis-specified |
| max_long_position | 5% | Standard conviction sizing |
| max_short_position | 3% | Halved for unbounded loss and adverse position drift |
| max_days_to_cover | 5 | Squeeze avoidance on any single short |
Run canonical pre-flight per contracts/preflight.md. Propagate X-Agentii-Trace per contracts/x-agentii-trace-header.md.
references/construction-methodology.md (bundled exposure framework)search_investment_strategies(domain=fundamental, kind=position_sizing)search_by_analogue(market_regime=...) for regime-specific exposure precedent~~market_data placeholder for beta estimation and borrow/short-interest inputsstructured_only
Ownership & insider signals: search_institutional_holdings (top-10 holders + whale portfolios, direction=accumulating|reducing|new|exited) and search_insider_trades (Form-4 transactions with SEC URLs) are available as signal inputs.
Branch (a) Structured Data Query from contracts/retrieval.md. Retrieve construction frameworks via search_investment_strategies; retrieve regime precedent via search_by_analogue. Detailed methodology in references/construction-methodology.md.
See frontmatter temporal_scope block.
See frontmatter allowed_tools.
test cases passed, vs 9 / 21 without
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