parallax-rebalance

name	parallax-rebalance
description	Portfolio rebalancing with health flags and macro context: analyze current state, flag issues, generate prioritized trade instructions with score rationale via Parallax MCP tools. Holdings as [{symbol, weight}]. NOT for initial portfolio construction (use /parallax-portfolio-builder), not for diagnostic-only review (use /parallax-client-review).
negative-triggers	["Building a new portfolio from scratch → use /parallax-portfolio-builder","Diagnostic review without trade recommendations → use /parallax-client-review","Single stock analysis → use /parallax-should-i-buy"]
gotchas	["JIT-load _parallax/parallax-conventions.md for fallback patterns and parallel execution",{"JIT-load _parallax/house-view/loader.md FIRST; if active view present, follow §2 (validation), §3 (multipliers), §4 (conflict resolution), §5 (output rendering), §6 (audit). Tilts in the view become trade-direction signals":"rebalancing should move portfolio toward view-tilted weights."},"When active view is present, use the view-aware disclaimer per loader.md §5 rule 5; otherwise use the standard disclaimer",{"JIT-load ../client-review/references/recommendation-matrix.md for priority classification. If missing, use inline fallback":"High=3+ flags (trim/exit), Medium=2 flags (investigate/trim), Low=1 flag (monitor/hold)"},"Health flags feed directly into trade action determination — High priority = strong trim/exit",{"analyze_portfolio with lens \"performance\" and \"concentration\" gives the full diagnostic. WARNING":"responses often exceed 180K chars (daily time series). If output is truncated or too large, fall back to `check_portfolio_redundancy` (concentration) + `quick_portfolio_scores` (factor tilt)"},"build_stock_universe can find replacement candidates for positions being trimmed","Output must include specific buy/sell/trim quantities, not just vague suggestions","For portfolios with 10+ holdings, prioritize score trend scans for top/bottom 5 by weight to manage latency"]

Portfolio Rebalance

Generate prioritized trade recommendations using health flags, macro context, and Parallax scores.

Usage

/parallax-rebalance [{"symbol":"AAPL.O","weight":0.30},{"symbol":"MSFT.O","weight":0.25},{"symbol":"XOM.N","weight":0.20},{"symbol":"JNJ.N","weight":0.25}]
/parallax-rebalance [holdings] target="reduce concentration, improve quality score"
/parallax-rebalance [holdings] constraints="max 25% per position, no energy sector"

Workflow

Execute using mcp__claude_ai_Parallax__* tools. JIT-load _parallax/parallax-conventions.md for execution mode, fallback patterns, and macro reasoning. JIT-load _parallax/house-view/loader.md for active-view validation and tilt application. JIT-load ../client-review/references/recommendation-matrix.md for the priority system.

Batch 0 — Tool Loading & Active House View

Call ToolSearch with query "+Parallax" to load the deferred MCP tool schemas before the first mcp__claude_ai_Parallax__* call.

Per loader.md §1-§2: read view if present, validate hash and expiry. If view present, capture tilt vector + excludes. The view's tilts define direction of rebalance — current weights that diverge from view-tilted weights become rebalance candidates beyond the standard health-flag triggers. If validation fails or no view present, run rebalance using only health flags + macro context.

Batch A — Current state (parallel, best-effort)

Tool	Parameters	Notes
analyze_portfolio	holdings, lens="performance"	Returns/risk metrics. Timeout fallback: skip if exceeds 30s.
analyze_portfolio	holdings, lens="concentration"	Concentration analysis. Timeout fallback: skip if exceeds 30s.
get_peer_snapshot	per holding	Primary scoring source for PARALLAX_LOADER_V2=1. Timeout handling: fire in parallel; if N≥2 calls timeout, mark those holdings as "scores unavailable" and continue with health-flags-only scoring. Collect successful scores only. Aggregate client-side per loader.md §3b. For 10+ holdings: prioritize top/bottom 5 by weight; timeout on remaining holdings is acceptable — fall back to health flags for those positions.
get_company_info	per holding	Ground-truth panel oracle per loader.md §5 rule 3 — records expected_name for mismatch check against get_peer_snapshot.target_company. Timeout handling: if timeout, mark holding as "name verification unavailable" and flag ⚠ UNVERIFIED.
check_portfolio_redundancy	holdings	Overlap detection. Timeout fallback: if exceeds 20s, flag "redundancy check skipped" and continue.
list_macro_countries	—	Check market coverage. Timeout fallback: skip if exceeds 5s.
quick_portfolio_scores	holdings	Legacy/V1 path only. Do NOT use if PARALLAX_LOADER_V2=1 and view active. Timeout fallback: if exceeds 10s, degrade to health-flags-only scoring.

After Batch A (best-effort completion):

1. Cross-check returned names against get_company_info results per loader.md §5 rule 3. For PARALLAX_LOADER_V2=1, any mismatch in get_peer_snapshot is flagged ⚠ MISMATCH and excluded from aggregate calculations. Unverified holdings (name check timeout) are flagged ⚠ UNVERIFIED.
2. For holdings with no scores (timeouts), scoring is determined by health flags only — these holdings cannot be ranked by factor scores and must be evaluated by "High/Medium/Low priority" categories based on flags alone.
3. Summary output: "Batch A completed: N/M holdings scored (M-N timeouts on peer snapshots). Rebalance will proceed with health-flag-driven recommendations for scoring-unavailable holdings."

Batch B — Macro + score trends (after Batch A)

1. Call macro_analyst with component="tactical" for each unique covered market (cap 3).
2. Call get_score_analysis for each holding (parallel within batch) to identify deteriorating vs. improving positions. For 10+ holdings, prioritize top/bottom 5 by weight.

Batch C — Health flags + trade decisions

1. Evaluate 5 health flags per holding: Low Score (≤5.0), Concentration (>15%), Redundancy (≥2 pairs), Value Trap (value ≤3.0), Macro Misalignment.
2. House-view alignment check (if view active): for each holding, compute view-tilted target weight using loader.md §3 multipliers; flag holdings >25% off target as "View Misalignment." For holdings on tilts.excludes, flag as "View Excluded — must trim."
3. Assign priority per recommendation-matrix.md (count View Misalignment / View Excluded as flags):
   • High (3+ flags or View Excluded): Strong trim/exit candidate
   • Medium (2 flags): Investigate + potential trim
   • Low (1 flag): Monitor, hold unless constraints violated
4. Determine actions combining flags + score trends + macro + view tilts:
   • Trim/Exit: High priority holdings, View Excluded, or declining scores + any flag
   • Hold: Stable/improving scores, no flags, view-aligned
   • Reweight: Concentration flag only, OR view-tilted toward different weight than current
   • Investigate: Medium priority but ambiguous signal (suggest /parallax-deep-dive)
5. For trim candidates: Resolve user thesis vs. view per loader.md §4. If PARALLAX_LOADER_V2=1 and view active, follow loader.md §3 "Application (V2)": decompose replacement theme into parallel per-sector calls, merge, and dedupe. If V1, prepend tilt context and call build_stock_universe once.
   • Divergence assertion (per loader.md §5 rule 4 — required universally): REQUIRED for V1 paths. If the query named N≥2 sectors/themes, compute max_sector_share/total in returned candidates. If > 0.6, emit fail-loud warning. If PARALLAX_LOADER_V2=1, use to verify merge quality.
   • Ground-truth check per candidate (per loader.md §5 rule 3): call get_peer_snapshot AND get_company_info in parallel. Drop any candidate where returned_name ≠ expected_name from the replacement pool (flag ⚠ MISMATCH, do not rank).
   • Filter remaining trusted candidates against tilts.excludes and tilts.excludes_freeform.

Batch D — Validation

If PARALLAX_LOADER_V2=1, follow loader.md §3b: aggregate per-holding get_peer_snapshot scores for the proposed new allocation. If V1, call quick_portfolio_scores. If view active, verify proposed allocation aligns with view tilts within 10% per sector. Append audit log entry per loader.md §6.

Output Format

• House View Preamble (only if view active) — render per loader.md §5 rule 1 (preamble)
• Current Portfolio Assessment (factor scores, concentration issues, redundancy; if view active, current alignment vs view-tilted target)
• Health Status (Healthy/Monitor/Attention badge with flag summary)
• Health Flags (table: each triggered flag per holding with priority level; View Misalignment / View Excluded shown as their own flag types)
• Macro Context (relevant market outlook, sector tilt implications for rebalancing)
• Score Momentum (table: each holding's score trend — improving/stable/declining)
• Ground-truth Integrity (table: input_ticker, returned_name, expected_name, match status per holding. ⚠ MISMATCH rows are re-scored individually and flagged — scores not trusted from quick_portfolio_scores — per loader.md §5 rule 3.)
• Trade Recommendations (table: Priority | Action | Symbol | Current Weight | Target Weight | Rationale — every recommendation cites a specific flag or finding; if view active, "Rationale" includes view-tilt direction; any recommendation on a ⚠ MISMATCH holding must note scores were re-derived via get_peer_snapshot directly)
• Replacement Candidates (if trimming, scored alternatives; filtered against tilts.excludes + tilts.excludes_freeform if view active; all candidates ground-truth-validated per loader.md §5 rule 3; divergence-assertion result for replacement universe per loader.md §5 rule 4)
• Before/After Comparison (factor scores: current vs. proposed; if view active, alignment-to-view metric included)
• Implementation Notes (suggested execution order, liquidity considerations)

If active view: use the view-aware disclaimer per loader.md §5 rule 5. Otherwise:

"This is informational analysis based on Parallax factor scores, not investment advice. All outputs should be reviewed by qualified professionals before any investment decisions."