Agent 4 — Dip Buyer (Frozen)
Holds cash until an S&P 500 name falls ≥10% from its 30-day high, then evaluates with an LLM call. Frozen control for the v3 comparison.
- On a -10% trigger, gathers Finnhub news, SEC filings + extracted financials, and the latest macro brief, then asks Claude: "Is this a sound company with a temporary setback? What's the probability of a rebound to the 30-day high within 90 days?"
- Buys only when Claude returns sound=true AND rebound probability ≥ 50%. Conviction-scaled sizing: 1% NAV at p=50%, ramping linearly to 5% NAV at p=90%.
- Stop loss: -8% from entry. Target: return to the 30-day high. Time stop: 90 days. Below-conviction sound names go on the watchlist instead.
- The research prompt is locked at day 0 and never changes — preserves a clean falsifiability test of the original analytic frame.
- Universe
- S&P 500 starter set (30 large-cap names, expandable)
- Starting capital
- $100,000