diff --git a/agent/trade.go b/agent/trade.go
index 6c48c0ce..a626f0ff 100644
--- a/agent/trade.go
+++ b/agent/trade.go
@@ -6,6 +6,7 @@ import (
 	"fmt"
 	"log/slog"
 	"math"
+	"nofx/market"
 	"nofx/store"
 	"strings"
 	"sync"
@@ -328,7 +329,7 @@ func validateTradeAction(
 
 	maxLeverage := riskControl.AltcoinMaxLeverage
 	maxPositionValueRatio := riskControl.AltcoinMaxPositionValueRatio
-	if isBTCETHSymbol(trade.Symbol) {
+	if isMajorTradeSymbol(trade.Symbol) {
 		maxLeverage = riskControl.BTCETHMaxLeverage
 		maxPositionValueRatio = riskControl.BTCETHMaxPositionValueRatio
 	}
@@ -375,6 +376,17 @@ func isBTCETHSymbol(symbol string) bool {
 	return strings.HasPrefix(symbol, "BTC") || strings.HasPrefix(symbol, "ETH")
 }
 
+// isMajorTradeSymbol mirrors trader/auto_trader_risk.isMajorAsset for the
+// chat-execute path. BTC/ETH crypto perps and Hyperliquid XYZ assets
+// (US stocks, commodities, forex) get the higher BTC/ETH risk tier — their
+// per-position caps should not be clamped to the 1x altcoin tier.
+func isMajorTradeSymbol(symbol string) bool {
+	if isBTCETHSymbol(symbol) {
+		return true
+	}
+	return market.IsXyzDexAsset(symbol)
+}
+
 // formatTradeConfirmation creates a confirmation message for a pending trade.
 func formatTradeConfirmation(trade *TradeAction, lang string) string {
 	actionNames := map[string]string{
diff --git a/kernel/engine_position.go b/kernel/engine_position.go
index 437aea1a..a1157e69 100644
--- a/kernel/engine_position.go
+++ b/kernel/engine_position.go
@@ -3,6 +3,7 @@ package kernel
 import (
 	"fmt"
 	"nofx/logger"
+	"nofx/market"
 )
 
 // ============================================================================
@@ -33,10 +34,18 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi
 	}
 
 	if d.Action == "open_long" || d.Action == "open_short" {
+		// Asset tiering for validation:
+		//   - BTC/ETH crypto perps use the BTC/ETH tier (typically 5x equity).
+		//   - Hyperliquid XYZ assets (US equities, commodities, forex) are
+		//     also treated as the higher tier — they are not crypto altcoins
+		//     and the user's quick-trade flow shows them at the higher cap,
+		//     so the validator must match.
+		//   - Everything else is altcoin (1x equity by default).
 		maxLeverage := altcoinLeverage
 		posRatio := altcoinPosRatio
 		maxPositionValue := accountEquity * posRatio
-		if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
+		isMajor := d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" || market.IsXyzDexAsset(d.Symbol)
+		if isMajor {
 			maxLeverage = btcEthLeverage
 			posRatio = btcEthPosRatio
 			maxPositionValue = accountEquity * posRatio
@@ -69,9 +78,12 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi
 
 		tolerance := maxPositionValue * 0.01
 		if d.PositionSizeUSD > maxPositionValue+tolerance {
-			if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
+			switch {
+			case d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT":
 				return fmt.Errorf("BTC/ETH single coin position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", maxPositionValue, posRatio, d.PositionSizeUSD)
-			} else {
+			case market.IsXyzDexAsset(d.Symbol):
+				return fmt.Errorf("%s position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", d.Symbol, maxPositionValue, posRatio, d.PositionSizeUSD)
+			default:
 				return fmt.Errorf("altcoin single coin position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", maxPositionValue, posRatio, d.PositionSizeUSD)
 			}
 		}
diff --git a/kernel/engine_prompt.go b/kernel/engine_prompt.go
index 9f1b7ee8..c4ceb682 100644
--- a/kernel/engine_prompt.go
+++ b/kernel/engine_prompt.go
@@ -18,34 +18,49 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
 	var sb strings.Builder
 	riskControl := e.config.RiskControl
 	promptSections := e.config.PromptSections
+	lang := e.GetLanguage()
+	zh := lang == LangChinese
+	singleSymbol, primarySymbol := e.singleSymbolInfo()
+
+	// XYZ-only override: when the strategy trades a single Hyperliquid XYZ
+	// asset (US stocks, commodities, forex), force the entire prompt to
+	// English regardless of the strategy's stored language. Mixing Chinese
+	// reasoning with US-equity analysis confuses the LLM (its US-stock
+	// training is overwhelmingly English) and the user prompt sections
+	// ended up looking incoherent because some sections respect the
+	// language flag while legacy stored sections were always English.
+	if singleSymbol && market.IsXyzDexAsset(primarySymbol) {
+		zh = false
+		lang = LangEnglish
+	}
 
 	// 0. Data Dictionary & Schema (ensure AI understands all fields)
-	lang := e.GetLanguage()
-	schemaPrompt := GetSchemaPrompt(lang)
-	sb.WriteString(schemaPrompt)
+	sb.WriteString(GetSchemaPrompt(lang))
 	sb.WriteString("\n\n")
 	sb.WriteString("---\n\n")
 
-	// 1. Role definition (editable)
+	// 1. Role definition (editable; falls back to a generic intro in the
+	//    correct language so we don't mix EN headings with ZH custom text).
 	if promptSections.RoleDefinition != "" {
 		sb.WriteString(promptSections.RoleDefinition)
 		sb.WriteString("\n\n")
+	} else if zh {
+		sb.WriteString("# 你是一名专业的 Hyperliquid USDC 多资产交易 AI\n\n")
+		sb.WriteString("你的任务是基于提供的市场数据做出交易决策。\n\n")
 	} else {
-		sb.WriteString("# You are a professional cryptocurrency trading AI\n\n")
-		sb.WriteString("Your task is to make trading decisions based on provided market data.\n\n")
+		sb.WriteString("# You are a professional Hyperliquid USDC multi-asset trading AI\n\n")
+		sb.WriteString("Your task is to make trading decisions based on the provided market data.\n\n")
 	}
 
 	// 2. Trading mode variant
-	switch strings.ToLower(strings.TrimSpace(variant)) {
-	case "aggressive":
-		sb.WriteString("## Mode: Aggressive\n- Prioritize capturing trend breakouts, can build positions in batches when confidence ≥ 70\n- Allow higher positions, but must strictly set stop-loss and explain risk-reward ratio\n\n")
-	case "conservative":
-		sb.WriteString("## Mode: Conservative\n- Only open positions when multiple signals resonate\n- Prioritize cash preservation, must pause for multiple periods after consecutive losses\n\n")
-	case "scalping":
-		sb.WriteString("## Mode: Scalping\n- Focus on short-term momentum, smaller profit targets but require quick action\n- If price doesn't move as expected within two bars, immediately reduce position or stop-loss\n\n")
-	}
+	writeModeVariant(&sb, variant, zh)
 
-	// 3. Hard constraints (risk control)
+	// 3. Hard constraints (risk control).
+	//
+	// `singleSymbol` is true for strategies that deliberately trade just one
+	// instrument (the quick-create flow, single-asset templates). For those,
+	// the "BTC/ETH vs Altcoin" two-tier categorization is irrelevant and
+	// actively misleading — we surface a single position-value limit instead.
 	btcEthPosValueRatio := riskControl.BTCETHMaxPositionValueRatio
 	if btcEthPosValueRatio <= 0 {
 		btcEthPosValueRatio = 5.0
@@ -55,168 +70,422 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
 		altcoinPosValueRatio = 1.0
 	}
 
-	sb.WriteString("# Hard Constraints (Risk Control)\n\n")
-	sb.WriteString("## CODE ENFORCED (Backend validation, cannot be bypassed):\n")
-	sb.WriteString(fmt.Sprintf("- Max Positions: %d coins simultaneously\n", riskControl.MaxPositions))
-	sb.WriteString(fmt.Sprintf("- Position Value Limit (Altcoins): max %.0f USDT (= equity %.0f × %.1fx)\n",
-		accountEquity*altcoinPosValueRatio, accountEquity, altcoinPosValueRatio))
-	sb.WriteString(fmt.Sprintf("- Position Value Limit (BTC/ETH): max %.0f USDT (= equity %.0f × %.1fx)\n",
-		accountEquity*btcEthPosValueRatio, accountEquity, btcEthPosValueRatio))
-	sb.WriteString(fmt.Sprintf("- Max Margin Usage: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
-	sb.WriteString(fmt.Sprintf("- Min Position Size: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
-
-	sb.WriteString("## AI GUIDED (Recommended, you should follow):\n")
-	sb.WriteString(fmt.Sprintf("- Trading Leverage: Altcoins max %dx | BTC/ETH max %dx\n",
-		riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
-	sb.WriteString(fmt.Sprintf("- Risk-Reward Ratio: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
-	sb.WriteString(fmt.Sprintf("- Min Confidence: ≥%d to open position\n\n", riskControl.MinConfidence))
-
-	// Position sizing guidance
-	sb.WriteString("## Position Sizing Guidance\n")
-	sb.WriteString("Calculate `position_size_usd` based on your confidence and the Position Value Limits above:\n")
-	sb.WriteString("- High confidence (≥85): Use 80-100%% of max position value limit\n")
-	sb.WriteString("- Medium confidence (70-84): Use 50-80%% of max position value limit\n")
-	sb.WriteString("- Low confidence (60-69): Use 30-50%% of max position value limit\n")
-	sb.WriteString(fmt.Sprintf("- Example: With equity %.0f and BTC/ETH ratio %.1fx, max is %.0f USDT\n",
-		accountEquity, btcEthPosValueRatio, accountEquity*btcEthPosValueRatio))
-	sb.WriteString("- **DO NOT** just use available_balance as position_size_usd. Use the Position Value Limits!\n\n")
+	writeHardConstraints(&sb, accountEquity, riskControl, btcEthPosValueRatio, altcoinPosValueRatio, singleSymbol, primarySymbol, zh)
 
 	// 4. Trading frequency (editable)
 	if promptSections.TradingFrequency != "" {
 		sb.WriteString(promptSections.TradingFrequency)
 		sb.WriteString("\n\n")
+	} else if zh {
+		sb.WriteString("# ⏱️ 交易频率提醒\n\n")
+		sb.WriteString("- 优秀交易员: 每日 2-4 单 ≈ 每小时 0.1-0.2 单\n")
+		sb.WriteString("- 每小时 > 2 单 = 过度交易\n")
+		sb.WriteString("- 单笔持仓时长 ≥ 30-60 分钟\n")
+		sb.WriteString("如果你发现自己每个周期都在交易 → 入场标准过低; 如果不到 30 分钟就平仓 → 太冲动。\n\n")
 	} else {
 		sb.WriteString("# ⏱️ Trading Frequency Awareness\n\n")
 		sb.WriteString("- Excellent traders: 2-4 trades/day ≈ 0.1-0.2 trades/hour\n")
-		sb.WriteString("- >2 trades/hour = Overtrading\n")
+		sb.WriteString("- >2 trades/hour = overtrading\n")
 		sb.WriteString("- Single position hold time ≥ 30-60 minutes\n")
-		sb.WriteString("If you find yourself trading every period → standards too low; if closing positions < 30 minutes → too impatient.\n\n")
+		sb.WriteString("If you find yourself trading every cycle → standards too low; if closing positions < 30 minutes → too impulsive.\n\n")
 	}
 
 	// 5. Entry standards (editable)
 	if promptSections.EntryStandards != "" {
 		sb.WriteString(promptSections.EntryStandards)
-		sb.WriteString("\n\nYou have the following indicator data:\n")
-		e.writeAvailableIndicators(&sb)
-		sb.WriteString(fmt.Sprintf("\n**Confidence ≥ %d** required to open positions.\n\n", riskControl.MinConfidence))
+		if zh {
+			sb.WriteString("\n\n你拥有以下指标数据:\n")
+		} else {
+			sb.WriteString("\n\nYou have the following indicator data:\n")
+		}
+		e.writeAvailableIndicators(&sb, zh)
+		if zh {
+			sb.WriteString(fmt.Sprintf("\n**置信度 ≥ %d** 才能开仓。\n\n", riskControl.MinConfidence))
+		} else {
+			sb.WriteString(fmt.Sprintf("\n**Confidence ≥ %d** required to open positions.\n\n", riskControl.MinConfidence))
+		}
+	} else if zh {
+		sb.WriteString("# 🎯 入场标准 (严格)\n\n")
+		sb.WriteString("只有当多重信号共振时才开仓。你拥有:\n")
+		e.writeAvailableIndicators(&sb, zh)
+		sb.WriteString(fmt.Sprintf("\n请自由使用任何有效的分析方法, 但**置信度 ≥ %d** 才能开仓; 避免低质量行为, 如单一指标、信号矛盾、横盘震荡、平仓后立刻再开等。\n\n", riskControl.MinConfidence))
 	} else {
 		sb.WriteString("# 🎯 Entry Standards (Strict)\n\n")
 		sb.WriteString("Only open positions when multiple signals resonate. You have:\n")
-		e.writeAvailableIndicators(&sb)
-		sb.WriteString(fmt.Sprintf("\nFeel free to use any effective analysis method, but **confidence ≥ %d** required to open positions; avoid low-quality behaviors such as single indicators, contradictory signals, sideways consolidation, reopening immediately after closing, etc.\n\n", riskControl.MinConfidence))
+		e.writeAvailableIndicators(&sb, zh)
+		sb.WriteString(fmt.Sprintf("\nFeel free to use any effective analysis method, but **confidence ≥ %d** is required to open positions; avoid low-quality behaviors such as single-indicator entries, contradictory signals, sideways chop, or re-entering immediately after a close.\n\n", riskControl.MinConfidence))
 	}
 
 	// 6. Decision process (editable)
 	if promptSections.DecisionProcess != "" {
 		sb.WriteString(promptSections.DecisionProcess)
 		sb.WriteString("\n\n")
+	} else if zh {
+		sb.WriteString("# 📋 决策流程\n\n")
+		sb.WriteString("1. 检查持仓 → 是否需要止盈止损\n")
+		sb.WriteString("2. 扫描候选标的 + 多周期 → 是否有强信号\n")
+		sb.WriteString("3. 先写思维链, 再输出结构化 JSON\n\n")
 	} else {
 		sb.WriteString("# 📋 Decision Process\n\n")
-		sb.WriteString("1. Check positions → Should we take profit/stop-loss\n")
-		sb.WriteString("2. Scan candidate coins + multi-timeframe → Are there strong signals\n")
+		sb.WriteString("1. Check positions → take profit / stop loss?\n")
+		sb.WriteString("2. Scan candidates + multi-timeframe → are there strong signals?\n")
 		sb.WriteString("3. Write chain of thought first, then output structured JSON\n\n")
 	}
 
-	// 7. Output format
-	sb.WriteString("# Output Format (Strictly Follow)\n\n")
-	sb.WriteString("**Must use XML tags <reasoning> and <decision> to separate chain of thought and decision JSON, avoiding parsing errors**\n\n")
-	sb.WriteString("## Format Requirements\n\n")
-	sb.WriteString("<reasoning>\n")
-	sb.WriteString("Your chain of thought analysis...\n")
-	sb.WriteString("- Briefly analyze your thinking process \n")
-	sb.WriteString("</reasoning>\n\n")
-	sb.WriteString("<decision>\n")
-	sb.WriteString("Step 2: JSON decision array\n\n")
-	sb.WriteString("```json\n[\n")
-	// Use the actual configured position value ratio for BTC/ETH in the example
-	examplePositionSize := accountEquity * btcEthPosValueRatio
-	sb.WriteString(fmt.Sprintf("  {\"symbol\": \"BTCUSDT\", \"action\": \"open_short\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 97000, \"take_profit\": 91000, \"confidence\": 85, \"risk_usd\": 300},\n",
-		riskControl.BTCETHMaxLeverage, examplePositionSize))
-	sb.WriteString("  {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\"}\n")
-	sb.WriteString("]\n```\n")
-	sb.WriteString("</decision>\n\n")
-	sb.WriteString("## Field Description\n\n")
-	sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
-	sb.WriteString(fmt.Sprintf("- `confidence`: 0-100 (opening recommended ≥ %d)\n", riskControl.MinConfidence))
-	sb.WriteString("- Required when opening: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
-	sb.WriteString("- **IMPORTANT**: All numeric values must be calculated numbers, NOT formulas/expressions (e.g., use `27.76` not `3000 * 0.01`)\n\n")
+	// 7. Output format — schema spec stays in English (this is a parser
+	//    contract; reasoning copy is localized below).
+	writeOutputFormat(&sb, accountEquity, btcEthPosValueRatio, riskControl, singleSymbol, primarySymbol, zh)
 
-	// 8. Custom Prompt
-	if e.config.CustomPrompt != "" {
-		sb.WriteString("# 📌 Personalized Trading Strategy\n\n")
-		sb.WriteString(e.config.CustomPrompt)
+	// 8. Custom Prompt.
+	//
+	// For single-symbol Hyperliquid XYZ assets (US equities, commodities,
+	// forex), we replace any stored CustomPrompt with a built-in English
+	// stock-trader template. This serves two purposes:
+	//   1. The auto-generated CustomPrompt from the quick-create flow used
+	//      to be Chinese (matching UI language), which produced an
+	//      incoherent mixed-language final prompt that confused the LLM.
+	//   2. It guarantees a stock-specific, US-equity-tuned briefing
+	//      regardless of when the strategy was first created.
+	customPrompt := e.config.CustomPrompt
+	if singleSymbol && market.IsXyzDexAsset(primarySymbol) {
+		customPrompt = buildXYZStockCustomPrompt(primarySymbol)
+	}
+
+	if customPrompt != "" {
+		if zh {
+			sb.WriteString("# 📌 个性化交易策略\n\n")
+		} else {
+			sb.WriteString("# 📌 Personalized Trading Strategy\n\n")
+		}
+		sb.WriteString(customPrompt)
 		sb.WriteString("\n\n")
-		sb.WriteString("Note: The above personalized strategy is a supplement to the basic rules and cannot violate the basic risk control principles.\n")
+		if zh {
+			sb.WriteString("说明: 上述个性化策略是基础规则的补充, 不能违反基础风控原则。\n")
+		} else {
+			sb.WriteString("Note: the above personalized strategy supplements the basic rules and may not violate the core risk controls.\n")
+		}
 	}
 
 	return sb.String()
 }
 
-func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder) {
+// buildXYZStockCustomPrompt returns the canonical English long-only stock
+// briefing the agent uses for single-symbol Hyperliquid USDC perpetuals on
+// the XYZ board. This is the quick-trade flow's stance: when the user clicks
+// the lightning button they want exposure NOW, not a watch-and-wait analyst.
+// We bias the AI toward opening a probing long on every flat cycle, with
+// risk guardrails to keep the size sane. Symbol is inlined for LLM grounding
+// so it never confuses the trading instrument.
+func buildXYZStockCustomPrompt(symbol string) string {
+	var sb strings.Builder
+	sb.WriteString(fmt.Sprintf("Trade ONLY the Hyperliquid USDC perpetual %s (US equity / xyz board).\n\n", symbol))
+	sb.WriteString("Core stance: LONG-ONLY, ACTIVE. Do not short. Do not sit on the sidelines.\n\n")
+
+	sb.WriteString("## ⚡ Flat-Account Rule (HIGHEST PRIORITY)\n")
+	sb.WriteString("If `Current Positions` is None / empty AND no open exposure on this symbol, you MUST open a long position THIS cycle.\n")
+	sb.WriteString("- The user is paying for the quick-trade flow specifically to be in the market — your default is OPEN, not WAIT.\n")
+	sb.WriteString("- `wait` / `hold` are only acceptable when you ALREADY have an open position (then it's a hold decision).\n")
+	sb.WriteString("- If you cannot find a clear breakout setup, take a probing entry at market with reduced size (40-60% of max position value) and a tight 2% stop. Probing > waiting.\n")
+	sb.WriteString("- Set `confidence` >= 75 so backend risk control accepts the order. Justify the 75 in reasoning even if the technical picture is mixed — the strategic decision to be exposed IS the edge for this flow.\n\n")
+
+	sb.WriteString("## Preferred Entry Conditions (use to size up, not to gate the entry)\n")
+	sb.WriteString("Size up toward the 80-100% bracket when you see ANY of:\n")
+	sb.WriteString("- Break of the prior session/intraday high on rising volume.\n")
+	sb.WriteString("- Pullback to a clearly held intraday support (prior swing low, VWAP, EMA20/50) with a bullish reaction bar.\n")
+	sb.WriteString("- Sector tape strength (broad US-equity bid, sympathy with peers in the same theme).\n")
+	sb.WriteString("- Confirmed catalyst: earnings beat, guide up, sector rotation, macro tailwind.\n\n")
+
+	sb.WriteString("## Risk Guardrails (non-negotiable)\n")
+	sb.WriteString("- Per-trade stop-loss: 1.5-3% from entry. ALWAYS set a numeric `stop_loss`.\n")
+	sb.WriteString("- Take-profit: target at least R/R 2:1; set a numeric `take_profit`.\n")
+	sb.WriteString("- Per-trade notional: <= 25% of account equity (probing 10-15%, full 20-25%).\n")
+	sb.WriteString("- Leverage: 2-3x default, never above 5x. Never go all-in.\n")
+	sb.WriteString("- Once long, do NOT short the same cycle. Manage the open position first.\n\n")
+
+	sb.WriteString("## Position Management (when already long)\n")
+	sb.WriteString("- Trail stop to breakeven once +1R, take partial profits at +2R if momentum stalls.\n")
+	sb.WriteString("- Cut quickly if price breaks the stop or the catalyst thesis fails.\n")
+	sb.WriteString("- Holding past 30 minutes is fine; flipping in/out every cycle is not.\n\n")
+
+	sb.WriteString("## Discipline\n")
+	sb.WriteString(fmt.Sprintf("- Single-symbol mandate: never rotate into another ticker. The decision JSON `symbol` MUST be exactly \"%s\".\n", symbol))
+	sb.WriteString("- Before every decision: check current price vs prior pivot, volume vs 5m/1h average, and the broader US-equity tape.\n")
+	sb.WriteString("- If positions are open, prioritize managing them over piling on new ones.")
+	return sb.String()
+}
+
+// singleSymbolInfo returns (true, "ARM-USDC") for static-coin strategies that
+// trade exactly one instrument. Multi-symbol strategies return (false, "").
+// The flag is used to drop crypto-specific "BTC/ETH vs Altcoin" labeling and
+// to put the actual trading symbol into the JSON example.
+func (e *StrategyEngine) singleSymbolInfo() (bool, string) {
+	coinSource := e.config.CoinSource
+	if coinSource.SourceType == "static" && len(coinSource.StaticCoins) == 1 {
+		return true, strings.ToUpper(strings.TrimSpace(coinSource.StaticCoins[0]))
+	}
+	return false, ""
+}
+
+func writeModeVariant(sb *strings.Builder, variant string, zh bool) {
+	switch strings.ToLower(strings.TrimSpace(variant)) {
+	case "aggressive":
+		if zh {
+			sb.WriteString("## 模式: 激进\n- 优先捕捉趋势突破, 置信度 ≥ 70 时可分批建仓\n- 允许更高仓位, 但必须严格止损并说明风险回报比\n\n")
+		} else {
+			sb.WriteString("## Mode: Aggressive\n- Prioritize capturing trend breakouts; may scale in when confidence ≥ 70\n- Allow larger positions, but must strictly set stop-loss and explain the risk-reward ratio\n\n")
+		}
+	case "conservative":
+		if zh {
+			sb.WriteString("## 模式: 保守\n- 只有当多重信号共振时才开仓\n- 优先保本, 连亏后必须暂停多个周期\n\n")
+		} else {
+			sb.WriteString("## Mode: Conservative\n- Open positions only when multiple signals resonate\n- Prioritize capital preservation; pause for multiple periods after consecutive losses\n\n")
+		}
+	case "scalping":
+		if zh {
+			sb.WriteString("## 模式: 短线\n- 关注短期动量, 利润目标较小但要求迅速行动\n- 价格两根 K 线内未按预期走 → 立即减仓或止损\n\n")
+		} else {
+			sb.WriteString("## Mode: Scalping\n- Focus on short-term momentum, smaller profit targets but require quick action\n- If price doesn't move as expected within two bars, immediately reduce position or stop-loss\n\n")
+		}
+	}
+}
+
+func writeHardConstraints(sb *strings.Builder, accountEquity float64, riskControl store.RiskControlConfig, btcEthPosValueRatio, altcoinPosValueRatio float64, singleSymbol bool, primarySymbol string, zh bool) {
+	if zh {
+		sb.WriteString("# 风控硬约束\n\n")
+		sb.WriteString("## 代码强制 (后端校验, 无法绕过):\n")
+		sb.WriteString(fmt.Sprintf("- 最大持仓数: 同时 %d 个标的\n", riskControl.MaxPositions))
+	} else {
+		sb.WriteString("# Hard Constraints (Risk Control)\n\n")
+		sb.WriteString("## CODE ENFORCED (backend validation, cannot be bypassed):\n")
+		sb.WriteString(fmt.Sprintf("- Max Positions: %d instruments simultaneously\n", riskControl.MaxPositions))
+	}
+
+	if singleSymbol {
+		// One symbol — pick the higher of the two configured ratios so the
+		// limit isn't accidentally clamped to the altcoin cap for a stock.
+		ratio := altcoinPosValueRatio
+		if btcEthPosValueRatio > ratio {
+			ratio = btcEthPosValueRatio
+		}
+		maxVal := accountEquity * ratio
+		symLabel := primarySymbol
+		if zh {
+			sb.WriteString(fmt.Sprintf("- 单仓最大价值 (%s): %.0f USDT (= 权益 %.0f × %.1fx)\n", symLabel, maxVal, accountEquity, ratio))
+		} else {
+			sb.WriteString(fmt.Sprintf("- Position Value Limit (%s): max %.0f USDT (= equity %.0f × %.1fx)\n", symLabel, maxVal, accountEquity, ratio))
+		}
+	} else {
+		if zh {
+			sb.WriteString(fmt.Sprintf("- 单仓最大价值 (山寨币/股票): %.0f USDT (= 权益 %.0f × %.1fx)\n", accountEquity*altcoinPosValueRatio, accountEquity, altcoinPosValueRatio))
+			sb.WriteString(fmt.Sprintf("- 单仓最大价值 (BTC/ETH): %.0f USDT (= 权益 %.0f × %.1fx)\n", accountEquity*btcEthPosValueRatio, accountEquity, btcEthPosValueRatio))
+		} else {
+			sb.WriteString(fmt.Sprintf("- Position Value Limit (Altcoin/Stock): max %.0f USDT (= equity %.0f × %.1fx)\n", accountEquity*altcoinPosValueRatio, accountEquity, altcoinPosValueRatio))
+			sb.WriteString(fmt.Sprintf("- Position Value Limit (BTC/ETH): max %.0f USDT (= equity %.0f × %.1fx)\n", accountEquity*btcEthPosValueRatio, accountEquity, btcEthPosValueRatio))
+		}
+	}
+
+	if zh {
+		sb.WriteString(fmt.Sprintf("- 最大保证金占用: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
+		sb.WriteString(fmt.Sprintf("- 最小下单金额: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
+		sb.WriteString("## AI 建议 (推荐遵循):\n")
+	} else {
+		sb.WriteString(fmt.Sprintf("- Max Margin Usage: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
+		sb.WriteString(fmt.Sprintf("- Min Position Size: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
+		sb.WriteString("## AI GUIDED (recommended):\n")
+	}
+
+	if singleSymbol {
+		lev := riskControl.AltcoinMaxLeverage
+		if riskControl.BTCETHMaxLeverage > lev {
+			lev = riskControl.BTCETHMaxLeverage
+		}
+		if zh {
+			sb.WriteString(fmt.Sprintf("- 交易杠杆 (%s): 最高 %dx\n", primarySymbol, lev))
+		} else {
+			sb.WriteString(fmt.Sprintf("- Trading Leverage (%s): max %dx\n", primarySymbol, lev))
+		}
+	} else {
+		if zh {
+			sb.WriteString(fmt.Sprintf("- 交易杠杆: 山寨币/股票 最高 %dx | BTC/ETH 最高 %dx\n", riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
+		} else {
+			sb.WriteString(fmt.Sprintf("- Trading Leverage: Altcoin/Stock max %dx | BTC/ETH max %dx\n", riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
+		}
+	}
+	if zh {
+		sb.WriteString(fmt.Sprintf("- 风险回报比: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
+		sb.WriteString(fmt.Sprintf("- 最小置信度: ≥%d 才开仓\n\n", riskControl.MinConfidence))
+	} else {
+		sb.WriteString(fmt.Sprintf("- Risk-Reward Ratio: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
+		sb.WriteString(fmt.Sprintf("- Min Confidence: ≥%d to open position\n\n", riskControl.MinConfidence))
+	}
+
+	// Position sizing guidance
+	exampleRatio := btcEthPosValueRatio
+	if singleSymbol {
+		exampleRatio = altcoinPosValueRatio
+		if btcEthPosValueRatio > exampleRatio {
+			exampleRatio = btcEthPosValueRatio
+		}
+	}
+	if zh {
+		sb.WriteString("## 仓位大小指引\n")
+		sb.WriteString("根据置信度和上面的单仓最大价值算出 `position_size_usd`:\n")
+		sb.WriteString("- 高置信 (≥85): 用最大价值的 80-100%%\n")
+		sb.WriteString("- 中置信 (70-84): 用最大价值的 50-80%%\n")
+		sb.WriteString("- 低置信 (60-69): 用最大价值的 30-50%%\n")
+		sb.WriteString(fmt.Sprintf("- 示例: 权益 %.0f × %.1fx = 最大 %.0f USDT\n", accountEquity, exampleRatio, accountEquity*exampleRatio))
+		sb.WriteString("- **不要**直接拿 available_balance 当 position_size_usd, 用上面的单仓最大价值!\n\n")
+	} else {
+		sb.WriteString("## Position Sizing Guidance\n")
+		sb.WriteString("Calculate `position_size_usd` from your confidence and the Position Value Limits above:\n")
+		sb.WriteString("- High confidence (≥85): use 80-100%% of the position value limit\n")
+		sb.WriteString("- Medium confidence (70-84): use 50-80%% of the position value limit\n")
+		sb.WriteString("- Low confidence (60-69): use 30-50%% of the position value limit\n")
+		sb.WriteString(fmt.Sprintf("- Example: equity %.0f × %.1fx = max %.0f USDT\n", accountEquity, exampleRatio, accountEquity*exampleRatio))
+		sb.WriteString("- **DO NOT** just use available_balance as position_size_usd. Use the Position Value Limit!\n\n")
+	}
+}
+
+func writeOutputFormat(sb *strings.Builder, accountEquity, btcEthPosValueRatio float64, riskControl store.RiskControlConfig, singleSymbol bool, primarySymbol string, zh bool) {
+	// Output format schema MUST stay English/structural; parser depends on it.
+	sb.WriteString("# Output Format (Strictly Follow)\n\n")
+	if zh {
+		sb.WriteString("**必须使用 XML 标签 <reasoning> 和 <decision> 分隔思维链和决策 JSON, 避免解析错误**\n\n")
+	} else {
+		sb.WriteString("**Must use XML tags <reasoning> and <decision> to separate chain of thought and decision JSON, avoiding parsing errors**\n\n")
+	}
+	sb.WriteString("## Format Requirements\n\n")
+	sb.WriteString("<reasoning>\n")
+	if zh {
+		sb.WriteString("你的思维链分析...\n- 简明分析你的思考过程\n")
+	} else {
+		sb.WriteString("Your chain of thought analysis...\n- Briefly analyze your thinking process\n")
+	}
+	sb.WriteString("</reasoning>\n\n")
+	sb.WriteString("<decision>\n")
+	if zh {
+		sb.WriteString("步骤 2: JSON 决策数组\n\n")
+	} else {
+		sb.WriteString("Step 2: JSON decision array\n\n")
+	}
+	sb.WriteString("```json\n[\n")
+
+	// Build a JSON example using the actual trading symbol when the strategy
+	// is single-symbol. Falls back to the legacy BTC/ETH two-line example
+	// only for multi-symbol strategies that genuinely have BTC/ETH on tap.
+	if singleSymbol {
+		lev := riskControl.AltcoinMaxLeverage
+		if riskControl.BTCETHMaxLeverage > lev {
+			lev = riskControl.BTCETHMaxLeverage
+		}
+		ratio := btcEthPosValueRatio // already chosen as the larger above when single-symbol
+		size := accountEquity * ratio
+		sb.WriteString(fmt.Sprintf("  {\"symbol\": \"%s\", \"action\": \"open_long\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 0, \"take_profit\": 0, \"confidence\": 85, \"risk_usd\": 0},\n", primarySymbol, lev, size))
+		sb.WriteString(fmt.Sprintf("  {\"symbol\": \"%s\", \"action\": \"wait\"}\n", primarySymbol))
+	} else {
+		examplePositionSize := accountEquity * btcEthPosValueRatio
+		sb.WriteString(fmt.Sprintf("  {\"symbol\": \"BTCUSDT\", \"action\": \"open_short\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 97000, \"take_profit\": 91000, \"confidence\": 85, \"risk_usd\": 300},\n",
+			riskControl.BTCETHMaxLeverage, examplePositionSize))
+		sb.WriteString("  {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\"}\n")
+	}
+	sb.WriteString("]\n```\n")
+	sb.WriteString("</decision>\n\n")
+
+	if zh {
+		sb.WriteString("## 字段说明\n\n")
+		sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
+		sb.WriteString(fmt.Sprintf("- `confidence`: 0-100 (开仓建议 ≥ %d)\n", riskControl.MinConfidence))
+		sb.WriteString("- 开仓时必填: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
+		sb.WriteString("- **重要**: 所有数值必须是算好的数字, 不能是公式/表达式 (例如写 `27.76`, 不要写 `3000 * 0.01`)\n")
+		if singleSymbol {
+			sb.WriteString(fmt.Sprintf("- **本策略只交易 %s**, JSON 中的 `symbol` 必须**完全等于** `%s`, 不要写成 `%s` 去掉后缀或加 USDT 的变体。\n", primarySymbol, primarySymbol, primarySymbol))
+		}
+		sb.WriteString("\n")
+	} else {
+		sb.WriteString("## Field Description\n\n")
+		sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
+		sb.WriteString(fmt.Sprintf("- `confidence`: 0-100 (opening recommended ≥ %d)\n", riskControl.MinConfidence))
+		sb.WriteString("- Required when opening: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
+		sb.WriteString("- **IMPORTANT**: all numeric values must be calculated numbers, NOT formulas/expressions (e.g. use `27.76`, not `3000 * 0.01`)\n")
+		if singleSymbol {
+			sb.WriteString(fmt.Sprintf("- **This strategy trades only %s.** The JSON `symbol` MUST match `%s` exactly — do not add USDT/USDC suffix variants.\n", primarySymbol, primarySymbol))
+		}
+		sb.WriteString("\n")
+	}
+}
+
+func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder, zh bool) {
 	indicators := e.config.Indicators
 	kline := indicators.Klines
 
-	sb.WriteString(fmt.Sprintf("- %s price series", kline.PrimaryTimeframe))
-	if kline.EnableMultiTimeframe {
-		sb.WriteString(fmt.Sprintf(" + %s K-line series\n", kline.LongerTimeframe))
+	label := func(en, zhStr string) string {
+		if zh {
+			return zhStr
+		}
+		return en
+	}
+
+	if zh {
+		sb.WriteString(fmt.Sprintf("- %s 价格序列", kline.PrimaryTimeframe))
+		if kline.EnableMultiTimeframe {
+			sb.WriteString(fmt.Sprintf(" + %s K 线序列\n", kline.LongerTimeframe))
+		} else {
+			sb.WriteString("\n")
+		}
 	} else {
-		sb.WriteString("\n")
+		sb.WriteString(fmt.Sprintf("- %s price series", kline.PrimaryTimeframe))
+		if kline.EnableMultiTimeframe {
+			sb.WriteString(fmt.Sprintf(" + %s K-line series\n", kline.LongerTimeframe))
+		} else {
+			sb.WriteString("\n")
+		}
 	}
 
 	if indicators.EnableEMA {
-		sb.WriteString("- EMA indicators")
+		sb.WriteString("- " + label("EMA indicators", "EMA 指标"))
 		if len(indicators.EMAPeriods) > 0 {
-			sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.EMAPeriods))
+			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.EMAPeriods))
 		}
 		sb.WriteString("\n")
 	}
-
 	if indicators.EnableMACD {
-		sb.WriteString("- MACD indicators\n")
+		sb.WriteString("- " + label("MACD indicators", "MACD 指标") + "\n")
 	}
-
 	if indicators.EnableRSI {
-		sb.WriteString("- RSI indicators")
+		sb.WriteString("- " + label("RSI indicators", "RSI 指标"))
 		if len(indicators.RSIPeriods) > 0 {
-			sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.RSIPeriods))
+			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.RSIPeriods))
 		}
 		sb.WriteString("\n")
 	}
-
 	if indicators.EnableATR {
-		sb.WriteString("- ATR indicators")
+		sb.WriteString("- " + label("ATR indicators", "ATR 指标"))
 		if len(indicators.ATRPeriods) > 0 {
-			sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.ATRPeriods))
+			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.ATRPeriods))
 		}
 		sb.WriteString("\n")
 	}
-
 	if indicators.EnableBOLL {
-		sb.WriteString("- Bollinger Bands (BOLL) - Upper/Middle/Lower bands")
+		sb.WriteString("- " + label("Bollinger Bands (BOLL) - Upper/Middle/Lower bands", "布林带 (BOLL) - 上/中/下轨"))
 		if len(indicators.BOLLPeriods) > 0 {
-			sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.BOLLPeriods))
+			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.BOLLPeriods))
 		}
 		sb.WriteString("\n")
 	}
-
 	if indicators.EnableVolume {
-		sb.WriteString("- Volume data\n")
+		sb.WriteString("- " + label("Volume data", "成交量数据") + "\n")
 	}
-
 	if indicators.EnableOI {
-		sb.WriteString("- Open Interest (OI) data\n")
+		sb.WriteString("- " + label("Open Interest (OI) data", "持仓量 (OI) 数据") + "\n")
 	}
-
 	if indicators.EnableFundingRate {
-		sb.WriteString("- Funding rate\n")
+		sb.WriteString("- " + label("Funding rate", "资金费率") + "\n")
 	}
-
 	if len(e.config.CoinSource.StaticCoins) > 0 || e.config.CoinSource.UseAI500 || e.config.CoinSource.UseOITop {
-		sb.WriteString("- AI500 / OI_Top filter tags (if available)\n")
+		sb.WriteString("- " + label("AI500 / OI_Top filter tags (if available)", "AI500 / OI_Top 过滤标记 (如有)") + "\n")
 	}
-
 	if indicators.EnableQuantData {
-		sb.WriteString("- Quantitative data (institutional/retail fund flow, position changes, multi-period price changes)\n")
+		sb.WriteString("- " + label("Quantitative data (institutional/retail fund flow, position changes, multi-period price changes)", "量化数据 (机构/散户资金流, 持仓变化, 多周期价格变动)") + "\n")
 	}
 }
 
diff --git a/trader/auto_trader_risk.go b/trader/auto_trader_risk.go
index 937b1839..d73f81ad 100644
--- a/trader/auto_trader_risk.go
+++ b/trader/auto_trader_risk.go
@@ -3,6 +3,7 @@ package trader
 import (
 	"fmt"
 	"nofx/logger"
+	"nofx/market"
 	"strings"
 	"time"
 )
@@ -183,6 +184,18 @@ func isBTCETH(symbol string) bool {
 	return strings.HasPrefix(symbol, "BTC") || strings.HasPrefix(symbol, "ETH")
 }
 
+// isMajorAsset returns true for assets that should use the BTC/ETH higher
+// position-value tier rather than the altcoin (1x equity) tier. This covers
+// BTC/ETH crypto perps AND Hyperliquid XYZ assets (US equities, commodities,
+// forex) — none of which are "altcoins" and all of which deserve the higher
+// per-position cap so the AI can actually take meaningful positions.
+func isMajorAsset(symbol string) bool {
+	if isBTCETH(symbol) {
+		return true
+	}
+	return market.IsXyzDexAsset(symbol)
+}
+
 // enforcePositionValueRatio checks and enforces position value ratio limits (CODE ENFORCED)
 // Returns the adjusted position size (capped if necessary) and whether the position was capped
 // positionSizeUSD: the original position size in USD
@@ -195,12 +208,14 @@ func (at *AutoTrader) enforcePositionValueRatio(positionSizeUSD float64, equity
 
 	riskControl := at.config.StrategyConfig.RiskControl
 
-	// Get the appropriate position value ratio limit
+	// Get the appropriate position value ratio limit. BTC/ETH AND Hyperliquid
+	// XYZ assets (US stocks etc.) use the higher tier; pure altcoins use the
+	// lower tier.
 	var maxPositionValueRatio float64
-	if isBTCETH(symbol) {
+	if isMajorAsset(symbol) {
 		maxPositionValueRatio = riskControl.BTCETHMaxPositionValueRatio
 		if maxPositionValueRatio <= 0 {
-			maxPositionValueRatio = 5.0 // Default: 5x for BTC/ETH
+			maxPositionValueRatio = 5.0 // Default: 5x for BTC/ETH and XYZ assets
 		}
 	} else {
 		maxPositionValueRatio = riskControl.AltcoinMaxPositionValueRatio