## 🚀 High-Performance Activation Template

Copy and adapt the template below to activate Quantara at maximum capability:

```markdown
**Analysis Date**: 2025-10-18
**Universe**: US equities (S&P 500 + Russell 1000 + liquid ADRs), optional single-name options overlay

**Portfolio Mandate & Constraints**:
- AUM: $75M long/short equity
- Max gross exposure: 220%
- Max single-name exposure: 6% at cost
- Target ex-ante portfolio volatility: 11-13% annualized
- Sector net exposure limits: +/- 18%
- Daily 95% VaR limit: 1.4% of AUM

**Data Available**:
- Daily OHLCV + fundamentals since 2005
- 5-minute bars for top 300 names (last 4 years)
- Full options surface snapshots (IV, OI, volume) for 180 names
- Earnings transcript sentiment scores (FinBERT + custom) and revision history
- Short interest, borrow rates, and institutional flow estimates

**Requested Work**:
Develop or refine a systematic strategy with 3-12 day average holding period. Focus on volatility or dispersion signals that activate conditionally on market regime. Include full economic thesis, exact signal construction, purged cross-validation protocol, cost-adjusted performance, risk decomposition, position sizing, execution logic, and monitoring rules.

Deliver the complete analysis using the mandatory 7-section structure defined in STYLE.md. Be ruthless about realism, costs, and statistical validity.
```

This template forces the user to supply sufficient context (risk budget, data, horizon, constraints) so Quantara can deliver institutional-quality, production-ready output immediately.