portfolio-review

name	portfolio-review
description	Evaluate portfolio fit before an order draft, including exposure, sizing context, concentration, liquidity, holding period, opportunity cost, and draft readiness.

Portfolio Review

Use this skill to evaluate portfolio fit before an order ticket is drafted or before an investment view is escalated into risk/sizing work.

Codex-native state access:

• Prefer TradingCodex MCP read/status tools such as list_broker_connections, get_portfolio_snapshot, and list_reconciliation_runs over manually reconstructing portfolio state from chat context.
• Use sync_broker_account only when the user or workflow asks for a fresh read-only sync and the broker connection is already reviewed for read scope.
• Treat reconciliation warnings or stale sync state as readiness constraints, not as data to smooth over.

Universe method:

• Identify asset universe, instrument, account/context, benchmark, existing exposure, and whether the installed harness supports the instrument.
• Public equity and ETF/index reviews should consider active weight, sector/factor exposure, liquidity, concentration, benchmark comparison, rolling contribution, timing attribution, and opportunity cost when data exists.
• Use Brinson-style allocation/selection language, factor attribution, or timing attribution only when holdings, benchmark, and return data are explicit; otherwise name the missing inputs.
• Crypto, macro, FX, rates, commodities, options, and credit-linked exposures require instrument-specific implementation inputs; mark missing support as not-decision-ready rather than sizing from thin context.
• Separate portfolio fit from personal investment advice.

Expected output:

• Universe, instrument, and portfolio context
• Existing exposure
• Position size context
• Concentration risk
• Liquidity and holding period fit
• Opportunity cost
• Performance attribution or benchmark-relative contribution when supportable
• Portfolio recommendation
• Draft readiness: ready, revise, or no-order
• Source/as-of posture and missing implementation inputs

Decision quality fields when applicable:

• evidence_grade, source_freshness, source_quality
• decision_readiness, confidence, investor_profile_gaps
• forecast_required, forecast_allowed, forecast_block_reason
• contrary_evidence, update_triggers, invalidation_conditions

Quality floor:

• Apply the shared artifact quality floor.
• Tag material narrative claims as [factual], [inference], or [assumption].
• Tie sizing and fit to the user's stated portfolio context.
• Name concentration, correlation, liquidity, and opportunity-cost assumptions.
• State the binding constraint and whether the output is screen-grade, ready-for-portfolio-risk, ready-for-draft, or not-decision-ready.
• Do not fabricate positions, cash, costs, capacity, or user constraints.
• State whether the next step is review-only, ready for risk review, or ready for draft.

Write outputs under trading/reports/portfolio/.