Guide
How the kit works
Start with Frozen Wilds. The Freeze Bomb deals Cryo DMG on impact and splits into Chillwater Bomblets, which explode on contact with opponents or after a short delay. A hit from the bomb or a bomblet lowers the opponent's ATK and gives Aloy one Coil stack, up to one stack every 0.1 seconds.
Each Coil stack increases her Normal Attack DMG. At four stacks, they are cleared and Aloy enters Rushing Ice: her Normal Attacks gain a further damage increase and deal Cryo DMG. She cannot gain new Coil stacks in that state. Coil effects are cleared 30 seconds after she leaves combat.
Use Rapid Fire (NA) to shoot during Rushing Ice. Its fully charged Aimed Shot also deals Cryo DMG. Prophecies of Dawn deals AoE Cryo DMG, so use it when you want its damage rather than waiting for four Coil stacks.
Combat Override gives Aloy 16% ATK and nearby party members 8% ATK for 10 seconds when she receives Coil. During Rushing Ice, Strong Strike adds 3.5% Cryo DMG Bonus each second, up to 35%.
Build and why
For a Burst-focused build, four pieces of Emblem of Severed Fate give 20% Energy Recharge and increase Elemental Burst DMG by 25% of Energy Recharge, up to a 75% damage bonus. Four pieces of Blizzard Strayer suit Cryo attacks: they give 15% Cryo DMG Bonus and 20% CRIT Rate against opponents affected by Cryo, with another 20% against Frozen opponents.
Four pieces of Noblesse Oblige are another option when you want team support. They increase Elemental Burst DMG by 20%, and using the Burst gives the party 20% ATK for 12 seconds. The ATK effect does not stack with another copy of the set.
For main stats, use ATK Percentage on the sands, Cryo DMG Bonus on the goblet, and CRIT Rate or CRIT DMG on the circlet. Look for CRIT Rate and CRIT DMG in substats, followed by ATK Percentage and Energy Recharge. Consider Blizzard Strayer's conditional CRIT Rate when choosing the circlet.
Aqua Simulacra is a strong first weapon choice: it increases the wielder's DMG by 20% when opponents are nearby, even off-field. Polar Star increases Skill and Burst DMG by 12% and gains separate ATK stacks from hits with different attacks. Thundering Pulse gives ATK and can increase Normal Attack DMG through its stacks, making it useful for Rushing Ice.
If you have mixed artifacts, two Blizzard Strayer pieces and two Gladiator's Finale pieces give Cryo DMG Bonus and ATK. Avoid the four-piece Gladiator's Finale bonus on Aloy: it applies to Sword, Claymore and Polearm users, not Bow users.
Leveling priority
For a Burst-focused Aloy, a suggested order is Prophecies of Dawn, Frozen Wilds, then Rapid Fire (NA). The Burst is your direct AoE Cryo hit, while the Skill damages enemies and enables Rushing Ice. If you spend more time shooting with Aloy, consider raising Rapid Fire earlier.
For maximum ascension, you need 420,000 Mora, 168 Crystal Marrow, 46 Crystalline Bloom, one Shivada Jade Sliver, nine Shivada Jade Fragment, nine Shivada Jade Chunk and six Shivada Jade Gemstone. You also need 18 Spectral Husk, 30 Spectral Heart and 36 Spectral Nucleus.
To max all three talents, the total is 4,957,500 Mora, nine Teachings of Freedom, 63 Guide to Freedom, 114 Philosophies of Freedom, three Crown of Insight, 18 Spectral Husk, 66 Spectral Heart, 93 Spectral Nucleus and 18 Molten Moment. These talent materials are separate from the ascension costs.
Constellations worth it
Star of Another World has no combat effect described in the available constellation data. There are no other numbered upgrades with effects listed, so there is no basis for recommending a constellation investment or ranking upgrades for Aloy.
Teams
A Cryo teammate such as Rosaria or Shenhe is an option alongside Aloy. Add a Hydro character if you want to play around Frozen opponents and the extra CRIT Rate from Blizzard Strayer. Jean can occupy an Anemo and healer slot; Kaedehara Kazuha is another Anemo option with Swirl.
For a Pyro team, Bennett is an option to pair with Aloy's Cryo damage and Melt. You can also pair Aloy with Cryo damage dealers such as Ganyu or Kamisato Ayaka. Aloy brings her own AoE Cryo Burst and an ATK increase for nearby teammates when she gains Coil.
On an Anemo teammate, four pieces of Viridescent Venerer are worth considering: a Swirl lowers the opponent's Elemental RES to the infused element by 40% for 10 seconds.
Common mistakes
Do not assume every cast of Frozen Wilds immediately gives four Coil stacks. The bomb and bomblets must hit opponents, and Aloy can gain at most one stack every 0.1 seconds. Check for Rushing Ice before committing to Cryo Normal Attacks.
Do not build as if Blizzard Strayer always supplies its full CRIT Rate bonus. The target must be affected by Cryo, and the extra portion requires Frozen. Also, do not ignore Energy Recharge on a Burst-focused build: Emblem of Severed Fate uses it to increase Burst damage.