ah-daily-strategy-note

A/H Daily Strategy Note

Overview

This skill is used to generate a one-page sell-side strategy briefing, with the default scope being "closing review + after-hours clues". The goal is not to write a news digest, but to produce a one-page strategy page that can be pasted directly into a PDF layout. The current skill convention is: the entire process is generated directly by the LLM as Markdown and HTML, without relying on this skill's built-in Python rendering script.

Answer three questions first, then write the copy:

1. What is the essence of today's market
2. Is this a systemic or structural change
3. What is the most critical trading variable for tomorrow

When to use

• The user wants A-shares, Hong Kong stocks, A/H, Hang Seng Tech, a daily strategy briefing, an after-hours review, or a one-page strategy page
• The user explicitly requests sell-side investment bank, broker research report, information design, or strongly structured layout
• The user wants "short sentences + judgment + causality", rather than a long news summary

Do not prioritize for these scenarios:

• Multi-page in-depth feature or industry white paper
• Pure information broadcast that does not require strategic judgment
• Only an oral summary is needed, and a directly typesettable Markdown draft is not needed

Prerequisites

• When "today / latest / closing / after-hours" is involved, first confirm the actual trading date and closing scope
• Must cover five indices: Shanghai Composite, Shenzhen Component, ChiNext, Hang Seng, and Hang Seng Tech
• Must cover three types of drivers: macro, policy, and after-hours variables
• Each item must include causality; do not merely restate price moves or news headlines
• Before selecting sources, first look at references/data_sources.md, and source material according to the priority of "official disclosure / exchange / terminal data > professional media > opinion platforms"

Standard workflow

1. First confirm the date and scope

• By default, output "closing review + after-hours clues" according to the trading date specified by the user
• If the user confuses "today / tomorrow / after-hours", write the absolute date directly in the body
• If the current calendar day is not a trading day,最新 by default refers to the latest complete trading day, not the calendar day
• If the user requests "latest", write the absolute date directly in both the body and the footer to avoid scope drift on weekends and holidays

2. First layer the information; do not write directly

• First layer: judgment of the market's essence
• Second layer: indices and A/H differences
• Third layer: news drivers and tomorrow's variables

3. First organize into structured input

Prioritize organizing fields according to references/report_schema.md , then generate the final Markdown. When news, macro, policy, or after-hours variables are involved, additionally read the source layering and usage boundaries in references/data_sources.md .

Minimum requirements:

• Index judgments must be conclusions, not restatements of closing figures
• Both A-shares and Hong Kong stocks must state "why they sold off" and "why they were resilient"
• The Hong Kong stock section must explicitly reflect greater sensitivity, higher beta, and differences from A-shares
• Each news block must state "explanation + impact"
• Must add "market microstructure dynamics", covering at least:
  • A-share hot stock gainers and losers
  • Hong Kong stock hot stock gainers and losers
  • Leading sectors
  • Lagging sectors
  • Gold, Silver, Oil Price Tracking

4. Output Markdown first, then HTML, then PDF

• First generate the final Markdown draft, then generate HTML based on the same content
• When layout and export are involved, read references/render_workflow.md
• HTML is by default the "normal reading version", not a fixed A4 shell
• PDF is by default the "multi-page print version adapted to A4 width"
• Only when the user explicitly requests "single long page / no pagination" should you switch to long-page export mode

5. The page style must be fixed; do not redesign it every time

The page style requirements are hard-coded to avoid drift in every generation.

Mandatory direction:

• Sell-side strategy page, not a SaaS dashboard, not a news portal
• High information density, but the text must be readable
• Use A4 pages as the default target, prioritize portrait
• The on-screen display and the print layout must be consistent
• Stable colors, using by default:
  • White paper background
  • Red as the primary accent
  • Dark blue title bar
  • Light blue summary box
  • Gains/losses and positive/negative performance follow the A-share visual convention by default: red for up, green for down
• The heading system must be restrained:
  • Only one main title
  • First-level section titles use white text on a dark blue background
  • Avoid repeating English column names
• The index section should look like a market ticker strip:
  • Single row or compact multiple columns
  • Do not pile a lot of text into every card
• A-share / Hong Kong stock observations must be a two-column core section:
  • Today's trend
  • Hot stocks
  • Leading gainers / decliners sectors
  • One-sentence judgment
• Micro dynamics need a tag system:
  • 利好
  • 利空
  • 中性
  • 暴涨
  • 暴跌
  • 抗跌
  • 领涨
  • 领跌
• Tag colors also follow A-share conventions by default:
  • 利好 / 暴涨 / 领涨 use red tones
  • 利空 / 暴跌 / 领跌 use green tones
  • 中性 use blue-gray
• Commodity tracking should be a separate block; do not bury it in the news
• Fancy animations are not allowed; PDF conversion scenarios have no animation by default

For detailed layout specifications, see references/page_style_guide.md。

6. Output discipline

• Prefer short sentences
• Put conclusions first
• Write cause and effect for every item
• Use more of "indicates / means / reflects / essentially is"
• Avoid empty phrases such as "market volatility is relatively large" and "sentiment is weak"
• For hot stocks, do not just list names and price changes; you must explain why capital is trading them
• For sectors, do not just list industry names; you must write "sector + trigger factor + market implication"
• For gold, silver, and oil prices, do not just write gains and losses; you must write their implications for A/H risk appetite

Quick commands

• First organize the content according to the schema, then directly have the LLM generate Markdown.
• Then, based on the same Markdown content, have the LLM directly generate HTML.
• If PDF is needed, prefer browser printing or Playwright/Chromium export; do not use reportlab to re-layout the HTML.
• By default, first ensure the HTML on-screen preview is correct, then switch to print styles to export PDF.

Common risks

• Writing the report as a news medley, lacking a "market essence" judgment
• Writing A-shares and Hong Kong stocks with the same logic, without reflecting Hong Kong stocks' higher beta
• The index commentary only restates gains and losses, with no conclusion
• "Tomorrow's Watch" is written as a slogan rather than verifiable variables
• The news only provides explanation, with no impact projection
• Hot stocks only list price changes, without explaining the logic of capital trading
• Micro-level dynamics only cover stocks, not sectors and commodities, resulting in a missing market-tape layer
• The page style drifts; the previous issue looked like a brokerage page, while this issue looks like a news site
• The screen version directly forces a fixed A4 height, causing large blank areas in long-page exports
• Printing mistakenly triggers the mobile breakpoint, causing all cards to stack in a single column in the PDF
• HTML and PDF maintain two separate sets of content, causing display inconsistencies

Reference files

• references/report_schema.md
• references/page_style_guide.md
• references/data_sources.md
• references/render_workflow.md