Use Cases

Describe it in a sentence, backtest it automatically

These are the typical strategy types the FiClaw strategy factory supports. Describe each one in a sentence and AI runs the full pipeline from code generation to backtest report.

Momentum rotation

Rank by trailing N-day return and rotate holdings into the strongest names on a fixed schedule.

Sample prompt

A monthly momentum rotation holding the 20 strongest names in the CSI 300.

Multi-factor selection

Score names across momentum, volatility, turnover and size, then hold the top composite scores.

Sample prompt

An equal-weight multi-factor strategy combining momentum, low volatility and low turnover.

Mean reversion

Trade against price deviations from a moving average, capturing the pull back toward the mean.

Sample prompt

A Bollinger-band mean-reversion strategy: buy below the lower band, sell at the upper band.

Sector rotation

Rotate across sector ETFs based on macro cycle or sector momentum signals.

Sample prompt

A monthly sector rotation into the 3 sectors with the strongest 60-day return.

Event-driven

Build signals around earnings, dividends, index reshuffles and other scheduled events.

Sample prompt

A 5-day post-earnings momentum strategy buying beats on rising volume.

Risk parity

Allocate weights so each asset contributes equally to overall portfolio risk.

Sample prompt

A risk-parity portfolio on CSI 300 constituents, rebalanced monthly at 12% target volatility.

Have your own strategy idea?

Not limited to the types above — any quant strategy logic you can describe in natural language, FiClaw can try to generate and backtest.