Wind Alice Inflation Bond Rotation Strategy

Problem

Inflation trading is not only about the latest CPI/PPI print. Turning points such as continuous marginal improvement, a move from negative to positive, and sustained positive growth often carry different implications for rates and duration. This skill turns that judgment into a repeatable workflow: identify the current inflation scenario, then generate bond allocation advice under either a Long/Flat or duration-rotation mode, with backtesting support.

How It Works

It calls the Wind Alice Agent through alice-inflation-bond-strategy using a natural-language request and returns structured strategy output. The main steps are:

• Four inflation signals: CPI YoY continuous marginal improvement, CPI YoY turning from negative to positive, PPI MoM continuous positive growth, and PPI YoY turning from negative to positive.
• Strategy modes: the Long/Flat mode switches to a money-market fund when inflation is bearish for bonds and fully invests in bonds when inflation is supportive; the duration-rotation mode stays fully invested and adjusts exposure across 5-year, 7-year, and 10-year government bond indices.
• Risk constraints: supports parameterized caps such as volatility, duration, and maximum drawdown tolerance.
• Backtesting: reports NAV, excess return, annualized return, volatility, Sharpe ratio, and maximum drawdown.

The user-facing result should come from agentResult.value in CLI stdout; full report files may be downloaded silently to a local directory, but their contents should not be pasted directly to the user.

Boundaries

It is useful for inflation signal tracking, monthly rebalancing decisions, duration allocation, and portfolio construction assistance. The output is a strategy report and allocation recommendation, not automatic execution or a live trading account. Before use, a usable Wind Alice API key and sufficient data coverage for the requested backtest window are needed; when data is limited, the affected modules should state that explicitly.