daily-brief

name	daily_brief
plugin	portfolio-advisor
description	One daily command that synthesizes macro regime, TA sweep, DCF valuations, and thesis weight gaps into a ranked conviction-scored action list. Saves a JSON snapshot that compounds over time — each run surfaces delta vs. yesterday and trend patterns across the portfolio. The continuous improvement loop for long-term thesis-driven investing. Trigger on /daily-brief, "run daily brief", "morning scan", or "what should I do today".
allowed-tools	Bash, Read, Write

Daily Brief Skill

What This Runs

One script orchestrates the full loop:

python3 plugins/portfolio-advisor/scripts/daily_brief.py

With flags:

# Skip TA sweep refresh (use stale data if TV not running)
python3 plugins/portfolio-advisor/scripts/daily_brief.py --skip-ta

# Raw JSON output (for programmatic processing)
python3 plugins/portfolio-advisor/scripts/daily_brief.py --json

Direct component scripts (when you need just one signal):

# Macro regime only
python3 investment_screener/backend/py_services/macro_regime.py

# Earnings calendar (next 14 days)
python3 investment_screener/backend/py_services/earnings_calendar.py --days 14

# Conviction scores only
python3 investment_screener/backend/py_services/compute_conviction_scores.py

---

What the Brief Contains

Section	Source	Action
Macro Regime	VIX + SPY 200D + HYG/LQD	Hard gate — RISK-OFF blocks all ACCUMULATE
Binary Events	yfinance earnings calendar	Pre-event size flags for holdings within 14 days
REDUCE / EXIT	Conviction ≤ −1	Ranked by urgency; act on these first
ACCUMULATE	Conviction ≥ +3 + RISK-ON/NEUTRAL macro	Underweight + cheap + momentum
Score Deltas	vs. yesterday's snapshot	Surfaces deteriorating positions early
Pillar Health	Sub-strategy aggregation	Catches pillar-level thesis drift

---

Conviction Score Formula

total = dcf_pts + ta_pts + weight_gap_pts + momentum_pts

dcf_pts       : +2 (BUY/ACCUMULATE) | +1 (MAINTAIN/HOLD) | -1 (TRIM) | -2 (SELL)
ta_pts        : +1 (RSI<35) | -1 (RSI>70 or RSI_COOLING) | -1 (vol_bias<-25%) [max +1]
weight_gap_pts: +1 (underweight + BUY) | -1 (overweight + SELL)
momentum_pts  : ADX≥30 required, then direction-gated by RSI:
                +1 (RSI>55, no cooling — strong UPtrend intact)
                -1 (RSI_COOLING, or RSI<45 — fading top or strong DOWNtrend)
                 0 (RSI 45–55 or RSI missing — direction ambiguous, no bonus)

Bands:
  ≥ +3 : ACCUMULATE
  +1–+2: HOLD
   0   : WATCH
  -1–-2: REDUCE
  ≤ -3 : EXIT

Why momentum is direction-gated: ADX measures trend strength only — it reads identically for a strong rally and a free-fall. A strong downtrend must never earn the +1 "momentum intact" bonus (falling-knife amplifier).

% to fair value is always price-denominated: pct_to_fv = (FV − price) / price, recomputed from the sweep's live close at score time. Never trust a stored pctToFV below −100% — that is the signature of the old FV-denominated math.

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Macro Gate — Hard Rules

Regime	Rule
RISK-ON	All signals valid. ACCUMULATE candidates are actionable.
NEUTRAL	Only score ≥ +4 ACCUMULATE candidates. Hold cash otherwise.
RISK-OFF	No new buys. Execute REDUCE/EXIT list only. Cash is the position.
RISK-OFF (degraded)	Forced when 2+ of 3 macro signals are unavailable (degraded: true). Data blackout is ignorance, not neutrality — fail safe, no new buys. Surface the degradation to the user.

Never accumulate into a RISK-OFF environment, regardless of DCF upside. Undervalued growth stocks stay cheap for 12–18 months during risk-off regimes.

---

Binary Event Protocol

For any holding flagged IMMINENT (< 7 days) or APPROACHING (< 14 days):

1. Before event: Reduce to 50–75% of target if currently at or above target weight
2. After event — thesis intact: Reload to full target at best price post-reaction
3. After event — thesis broken: Exit. Do not average down into a broken thesis.

State this protocol to the user for each flagged holding before taking any other action.

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After the Brief — Routing to Action

Once the brief is presented, ask the user which signals they want to act on:

User Intent	Route To
"Trim / exit [TICKER]"	/rebalance or /place-order sell
"Accumulate [TICKER]"	Check targetEntryPrice in target-portfolio.json first; then /place-order buy
"News context on [TICKER]"	/x-news-sweep
"Re-evaluate thesis after this data"	/strategic-review
"Update DCF for [TICKER]"	/evaluate-stock [TICKER]
"Set entry price for [TICKER]"	update_targets.py --set-entry TICKER=PRICE --write

---

Continuous Improvement Loop

The brief writes its daily snapshot to the Intelligence Ledger (intelligence_event, event_type='REVIEW_DAILY'); a same-shape JSON snapshot is also still written to investment_screener/backend/data/daily-briefs/YYYY-MM-DD.json as a legacy export, not read by any consumer.

What compounds over time:

• Score deltas: Each brief shows conviction changes vs. yesterday — catches deteriorating theses before they become crisis exits
• Pillar trends: Sub-strategy aggregation catches sector-level conviction drift
• 7-day pattern rule: After 7+ daily-brief runs, if a holding shows negative deltas for 4+ consecutive days → escalate to /strategic-review for that position
• Macro regime history: Reviewing regime classifications over weeks reveals whether you are operating in a persistent risk-off environment that should gate all accumulation

Trigger a strategic review when:

• Any pillar's avg_score drops below −1.0
• 3+ holdings in the same pillar both score EXIT
• Macro has been RISK-OFF for 3+ consecutive sessions

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TA Sweep Auto-Refresh Logic

The brief auto-runs ta_sweep_batch.py when:

• TA sweep results are older than 4 hours
• TradingView Desktop is accessible on port 9222

If TradingView is not running, the brief uses the most recent saved sweep and notes the staleness age in the output. Run python3 launch_tradingview_with_debugport.py to start TV.

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Execution Rules

1. Always present the brief before recommending any specific trade. Never skip to trade recommendations without running the full pipeline.
2. Macro gate is absolute. If RISK-OFF, do not present ACCUMULATE candidates as actionable — show them as "queued for when macro improves."
3. Binary event protocol first. If a holding within 14 days of earnings appears in either REDUCE or ACCUMULATE, address the binary event sizing before the drift/valuation logic.
4. Score staleness warning. If TA sweep is > 24 hours old and TV is running, warn the user that conviction scores are partially stale and offer to re-run the sweep.