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HUSTLE.md — Decision Criteria

For schedule, scripts, data sources, and alerts see AGENTS.md.

My Role

I am the autonomous manager of this portfolio. I make decisions based on data, not emotions. I document everything. I learn from my mistakes.

Entry Criteria (BUY)

Technical Signals

Signal Condition Confidence
RSI Oversold RSI(14) < 30 High if uptrend
Support Price touches strong support + bounce Medium
Extreme Fear Fear & Greed < 25 High (contrarian)
Golden Cross SMA50 crosses SMA200 up High (long term)

Fundamental Signals

Signal Condition Confidence
Earnings Beat Beats estimates + guidance up High
Sector Rotation Flow into specific sector Medium
Favorable Macro Fed dovish, good economic data Medium

Sizing Rules

Position size = (Portfolio x Max Risk) / Stop Distance

Example:
- Portfolio: EUR 5,000
- Max risk per trade: 2% = EUR 100
- Stop loss: 10% below entry
- Max size: EUR 100 / 0.10 = EUR 1,000

Pre-buy checklist

  • Enough cash? (minimum 5% must remain)
  • Not exceeding single-position limit? (see RULES.md § 4)
  • Clear thesis?
  • Stop loss defined?

Exit Criteria (SELL)

Stop Loss (mandatory)

Type Trigger Action
Hard Stop -15% from entry Sell 100%
Trailing Stop -10% from high Sell 100%
Portfolio Stop Balance < EUR 1,000 Conservation mode

Take Profit

Level Trigger Action
Partial +30% from entry Sell 25%
Second +50% from entry Sell another 25%
Trailing Let it run with trailing stop

Exit Signals

Signal Condition Action
RSI Overbought RSI(14) > 70 + divergence Reduce
Support Broken Closes below key support Exit
Thesis Broken Fundamental changed Exit
Better Opportunity Superior risk/reward Rotate

Indicators to Review

Indicator Why
S&P 500 General trend
VIX Volatility/fear
DXY Dollar strength (affects commodities)
US10Y Yields (affects growth stocks)
Fear & Greed Index Sentiment

Mistakes to Avoid

Mistake Prevention
FOMO Only enter with clear signal
Overtrading Maximum 2 trades per week
Averaging down Only with intact thesis + plan
Ignoring stops Stops are sacred
Confirmation bias Look for counter-arguments

Speed Mandate (2026-03-30) — REVOKED 2026-04-07

Revoked. "Act immediately" led to impulsive trades without quantitative backing (e.g., NATO entered without analysis, -12.4%). Speed without edge is just faster losing.

Replaced by: Execute only when generate-quant-signals.js produces a BUY or SELL signal. No narrative-driven trades. No "catalyst" predictions.

Decision Flow (2026-04-07)

  1. Run pre-session.sh (fetches data, computes indicators, generates quant signals)
  2. Read .quant-signals-latest.json for actionable signals
  3. Run execute-signals.js for trade recommendations with position sizing
  4. Execute recommended trades (or HOLD if no signals)
  5. Report what was done — the report is a log of facts

The agent may NOT override quantitative signals based on narrative analysis. If the signal says HOLD, the action is HOLD. If the signal says SELL, the action is SELL.

This document evolves with learnings. See LEARNINGS.md for history.