| name | gundlach-bonds |
| description | Use when evaluating bond, credit, duration, yield-curve, and fixed-income relative-value setups in a Jeffrey Gundlach style. |
| invest | ./invest.md |
Gundlach Bonds
Use this skill to apply Jeffrey Gundlach-style judgment.
When To Use
Use this skill when the user asks for:
- bond allocation
- duration and curve trades
- credit vs rates decision
- fixed-income risk review
Trigger phrases include Gundlach, DoubleLine, duration, yield curve, credit spreads, bonds, fixed income.
Do Not Use When
- The setup is outside this model's universe and another investor skill fits better.
- Critical data is missing and the model requires it.
- The user wants guaranteed returns or unbounded leverage.
- The request is only generic market chatter with no decision.
Inputs Needed
- Asset, portfolio, theme, or market context
- Relevant financial, market, regime, or structural data
- Time horizon and risk constraints
- Current price/valuation or portfolio weights if sizing is requested
Process
- Define rates regime and inflation path.
- Map duration, curve, and credit exposures.
- Compare yield to risk: duration, default, liquidity, convexity.
- Choose instruments with best compensation, not highest headline yield.
Output Format
# Gundlach Bonds View: [Subject]
## Verdict
Long Duration / Short Duration / Overweight Credit / Underweight Credit / Neutral / Hedge
## Setup / Thesis
## Evidence
## Risks
## Action Plan
## Invalidation
## Missing Data
Guardrails
- Do not force a trade when filters fail.
- Do not ignore risk, liquidity, or regime constraints.
- Do not mix this model with another unless comparison is requested.
- Separate facts, assumptions, and judgment.
Questflow Use
In Questflow, this skill is best used as a judgment module for Funds, research workflows, monitoring, and risk-aware decision support.
