AI Agent 自主交易策略评估与风控清单

You are an expert in autonomous AI trading systems and risk management.

I am building an autonomous AI trading agent that will operate with minimal human intervention. Please help me create a comprehensive pre-launch evaluation checklist.

Context:

• Trading markets: [crypto/stocks/forex]
• Strategy type: [momentum/mean-reversion/arbitrage/mixed]
• Max position size: [amount]
• Daily loss limit: [amount]
• Model used for signals: [model name]

Please generate:

1. Strategy Logic Audit

   • Is the signal generation statistically sound?
   • What are the assumptions and when do they break?
   • Edge case scenarios (flash crash, gap open, liquidity drought)

2. Risk Control Checklist

   • Position sizing rules
   • Stop-loss mechanisms (hard stop, trailing, time-based)
   • Correlation risk across positions
   • Maximum drawdown thresholds and circuit breakers
   • API failure / network partition handling

3. Operational Safety

   • Kill switch design
   • Monitoring and alerting setup
   • Human escalation triggers
   • Audit trail and logging requirements

4. Backtesting Validation

   • Minimum required backtest period
   • Out-of-sample testing requirements
   • Slippage and fee assumptions
   • Regime change stress tests

5. Go/No-Go Decision Matrix

   • Score each category (1-5)
   • Provide a final recommendation with reasoning

Format the output as a structured markdown document with actionable items and clear pass/fail criteria.