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Trading Rules Examples: Starter Rules, Allocation Policy, and Institutional Playbooks

Use these templates in order:

  • start with a short profile template,
  • add a portfolio allocation policy,
  • move to a full institutional-style rulebook when you need tighter governance.

Tier 1: Quick Starter Rules

Use these when you are new to agent workflows and want a clean baseline in under 5 minutes.

Swing Trader (US large caps)

# Trading Rules
- Style: swing trading, 2-10 day holds.
- Universe: S&P 500 only, avg volume > 2M.
- Risk per trade: max 1.0% account.
- Position size: max 10% per position.
- Portfolio heat: max 6% open risk.
- Avoid: earnings in next 7 days.
- Exits: hard stop required at entry.

Position / Trend Follower

# Trading Rules
- Style: position trading, multi-week to multi-month.
- Universe: US liquid equities and sector ETFs.
- Risk per trade: max 0.5% account.
- Position size: start 5%, scale to max 12%.
- Concentration: top 5 positions <= 45%.
- Only add when trend and breadth confirm.
- Avoid counter-trend entries in high-vol regimes.

Dividend / Income Investor

# Trading Rules
- Style: long-term income and capital preservation.
- Universe: dividend aristocrats, quality REITs, investment-grade ETFs.
- Position size: max 8% per position.
- Max sector weight: 25%.
- Target yield: 3%+ with sustainable payout.
- Avoid: payout ratio > 80% unless special case.
- No speculative small caps.

Growth Investor

# Trading Rules
- Style: growth, medium-term holds.
- Universe: large/mid-cap growth stocks, liquid only.
- Risk per trade: max 1.25% account.
- Position size: max 9%.
- Require: revenue growth trend and relative strength vs SPY.
- Reduce size before major events if volatility spikes.
- Avoid averaging down on broken trend structure.

Options-Enhanced Equity Trader

# Trading Rules
- Style: equity core with options overlays.
- Universe: optionable names with tight spreads.
- Risk per idea: max 0.75% account.
- Prefer defined-risk structures (debit spreads, put spreads).
- Max options premium at risk: 4% portfolio total.
- No naked short options.
- Always define invalidation before entry.

Tier 2: Portfolio Allocation Policy (Tree Examples)

Use this layer when you want the agent to enforce portfolio distribution, concentration caps, and rebalance discipline.

Allocation Tree (Simple)

# Portfolio Allocation Rules
- Stocks: target 50% (range 45-55%)
- US large-cap growth: target 30%
- Dividend / quality: target 20%
- Bonds / income ETFs: target 25% (range 20-30%)
- Broad ETFs / global beta: target 15% (range 10-20%)
- Options overlay: max 10% premium-at-risk
- Cash: minimum 15%
# Concentration Rules
- Single stock max: 8%
- Sector max: 25%
- Top 5 positions: max 45%
# Rebalance Rules
- Rebalance when any major bucket drifts by >5% from target.
- In risk-off regime: raise cash target by +5-10%.

Allocation Tree (Sleeve Model)

# Portfolio Sleeve Policy
- Core + cash management: 40-50%
- SGOV/BIL/SHY basket
- Optional broad beta ETF sleeve (small)
- Trend sleeve: 20-25%
- SPY / QQQ / IWM and optional micro index futures
- Mean reversion sleeve: 15-20%
- liquid ETFs + selected large-cap stocks
- Options overlay: 10-15%
- defined-risk spreads only
- Free cash floor: 15-25%
# Symbol and Sector Caps
- MSFT: max 8%
- NVDA: max 6%
- Any single semiconductor name: max 6%
- Total tech sector: max 35%
# Regime Overrides
- Risk-On: baseline weights allowed.
- Neutral: cut trend sleeve by 20%.
- Risk-Off: reduce trend sleeve, increase core/cash sleeves.

Tier 3: Advanced Institutional-Style Rulebook

Use this when you want strict operating discipline across sleeves, cadence, and drawdown controls.

# Personal Portfolio Playbook (Institutional-Style)
## Purpose
Operate a personal portfolio with institutional discipline:
- multiple strategy sleeves,
- explicit risk budgets,
- regime-based execution,
- strict loss controls,
- repeatable daily/weekly process.
## Portfolio Mandate
- Primary objective: compound capital with controlled risk across market regimes.
- Secondary objective: avoid large drawdowns and off-plan behavior.
- Allowed instruments: liquid ETFs, high-liquidity large-cap stocks, micro index futures, defined-risk options structures.
- Not allowed: naked options, oversized concentrated bets, martingale averaging down.
## Portfolio Structure (Risk Sleeves)
1) Core + Cash Management (40-50%)
2) Trend Sleeve (20-25%)
3) Mean Reversion Sleeve (15-20%)
4) Options Overlay (10-15%)
5) Cash Buffer (minimum 15-25%)
## Hard Risk Rules (Non-Negotiable)
- Risk per trade: 0.35-0.60% of equity.
- Daily stop: 1.5% portfolio loss -> stop opening new risk.
- Weekly stop: 3-4% loss -> reduce sizing by 50% next week.
- Drawdown circuit breaker: 10-12% from equity high -> de-risk to mostly Core/Cash.
- Leverage cap (gross): <= 1.3x.
- Single-position concentration: no single idea dominates total portfolio risk.
## Regime Engine
- Risk-On: trend longs allowed; baseline sizing.
- Neutral/Choppy: favor mean reversion; reduced sizing (60-80%).
- Risk-Off: defensive posture; selective hedges/shorts; reduced sizing (40-60%).
## Operating Rhythm
- Daily (required): EOD review, assign regime, run sleeve scans, validate risk limits.
- Weekly (required): sleeve-level performance and rebalance to target ranges.
- Monthly (required): full risk review (correlation, concentration, leverage, liquidity).
- Quarterly (required): keep/reduce/retire sleeves and governance review.
## Entry/Exit Quality Rules
- Enter only when setup matches sleeve logic and active regime.
- Stop and size must be predefined before entry.
- Exit logic required: stop-loss, target/trail, and time-stop where applicable.
## Strategy Journal (Required)
Track sleeve, regime, rationale, planned vs actual risk, and rule-followed vs rule-broken.
Review weekly expectancy per sleeve and top rule violations.
## Anti-Gambling Protocol
Triggers:
- revenge trading after losses,
- increasing size without signal quality improvement,
- repeated off-plan trades.
Response:
- move to half-size for 5 sessions,
- trade only highest-quality setups,
- pause options/futures if rule adherence drops.

Start with Tier 1, add Tier 2 once your process is stable, then adopt Tier 3 selectively.