| name | parallax-scenario-analysis |
| description | React to a news event or scenario: assess portfolio exposure, macro regime shift, sector impact, identify most-exposed holdings, find rotation candidates, and output a concrete action plan via Parallax MCP tools. Also surfaces under PM/RIA vocabulary: 'stress book', 'scenario suite', 'stress test' (e.g., rates +100bps, USD shock, 2008 / 2020 / 2022 replays). Requires a portfolio and a scenario description. NOT for routine morning briefs (use /parallax-morning-brief), not for macro outlook without a triggering event (use /parallax-macro-outlook). |
| negative-triggers | ["Routine morning brief โ use /parallax-morning-brief","General macro outlook โ use /parallax-macro-outlook","Single stock analysis โ use /parallax-deep-dive","Portfolio rebalancing without a trigger event โ use /parallax-rebalance"] |
| gotchas | ["JIT-load _parallax/parallax-conventions.md for RIC resolution, parallel execution, and fallback patterns","get_assessment with a scenario-focused prompt is the core analytical engine โ feed it everything from prior steps","get_news_synthesis may already surface the event โ check before assuming the user's framing is complete","Score changes haven't happened yet if the event is breaking โ use get_assessment for forward-looking analysis","For historical events, get_score_analysis can show what actually moved","This skill produces FORWARD-LOOKING analysis โ always caveat uncertainty"] |
Scenario Analysis
Something happened (or might happen). What's exposed? What shifts? What do I do?
Usage
/parallax-scenario-analysis "China announces 25% tariff on US semiconductors" portfolio=[{"symbol":"NVDA.O","weight":0.15},{"symbol":"AAPL.O","weight":0.20},{"symbol":"TSM.N","weight":0.10},{"symbol":"JPM.N","weight":0.15},{"symbol":"XOM.N","weight":0.20},{"symbol":"JNJ.N","weight":0.20}]
/parallax-scenario-analysis "Fed cuts rates 50bps emergency" portfolio=[holdings]
/parallax-scenario-analysis "Oil spikes to $120 on Middle East escalation" portfolio=[holdings]
Workflow
Call ToolSearch with query "+Parallax" to load the deferred MCP tool schemas before the first mcp__claude_ai_Parallax__* call. Execute using mcp__claude_ai_Parallax__* tools. JIT-load _parallax/parallax-conventions.md for execution mode, RIC resolution, and fallback patterns.
Phase 1: Understand the Event (parallel)
Fire all three simultaneously:
| Tool | Parameters | Notes |
|---|
get_news_synthesis | 2-3 most affected sectors | What market already knows |
get_telemetry | fields: regime_tag, signals, commentary.headline, commentary.mechanism, divergences | Starting macro environment |
macro_analyst | relevant countries/regions; component "tactical" if macro event | Positioning implications |
Phase 2: Assess Portfolio Exposure
Phase 2 is staged into two parallel turns: 2a classification + ground-truth must complete before 2b per-equity scoring + sector can fire, because the asset-class decision in 2a determines which holdings are eligible for 2b's get_score_analysis (factor scores are equity-only). Within each sub-phase every call is independent and parallel-safe per _parallax/parallax-conventions.md ยง3.
Phase 2a โ Classification + ground-truth (parallel, single tool-call turn)
| Tool | Parameters | Notes |
|---|
analyze_portfolio | holdings, lens "concentration" | Sector/factor exposures. WARNING: may exceed 180K chars โ fall back to check_portfolio_redundancy if truncated. Server-side ETF handling: ETFs included here without per-skill branching. |
etf_profile | per holding, plain ticker โ all N calls fan out in parallel within 2a | Asset-class oracle. Non-error response โ ETF; error response ({"error": "No profile data found"}) โ equity. Free / instant per _parallax/token-costs.md. Mirrors explain-portfolio Step 1a. |
get_company_info | per holding โ all N calls fan out in parallel within 2a | Ground-truth name oracle for cross-validation per conventions ยง2. Per-holding only โ do NOT use comma-joined: comma-joined calls fail-empty on partial coverage, which is risky for arbitrary user-supplied portfolios where any single unresolved RIC silently zeroes the entire batch. |
Gate between 2a and 2b โ perform the following checks on 2a results before firing 2b:
- Asset-class routing: partition holdings into
equities (etf_profile error) and etfs (etf_profile non-error). Phase 2b's get_score_analysis runs ONLY on the equities set.
- Name cross-validation (per conventions ยง2): for each holding, compare
get_company_info.name against any name field surfaced in analyze_portfolio peer rollups. Mismatches are flagged โ MISMATCH and the holding is fully excluded from downstream analysis โ both from 2b's get_score_analysis and from Phase 3's get_assessment prompt construction. Do not include mismatched holdings with empty profiles; that produces hallucinated factor profiles in the assessor's output.
Phase 2b โ Per-equity score trajectories (parallel, single tool-call turn)
| Tool | Parameters | Notes |
|---|
get_score_analysis | per equity holding (excluding ETFs from 2a and โ MISMATCH holdings), 4-8 weeks โ all N calls fan out in parallel within 2b | Current factor trajectories. Skipped holdings are surfaced explicitly in output (see Output Format). |
Then call get_assessment with a prompt that:
- Describes the scenario
- Lists each equity, non-mismatched holding with its sector and factor profile
- For ETF holdings: lists symbol + sector exposure from
analyze_portfolio only (no per-holding factor profile)
- Explicitly excludes โ MISMATCH holdings from the prompt entirely
- Asks: "Rank these holdings from most-exposed to least-exposed to this scenario. For each, explain the transmission mechanism (direct revenue impact, supply chain, regulatory, sentiment)."
Phase 3: Sector Rotation & Replacement Candidates
- Identify Beneficiaries โ Call
build_stock_universe with a theme describing what benefits from this scenario (e.g., "domestic US semiconductor manufacturers" if China tariffs hit imports).
- Score Beneficiaries โ Call
get_peer_snapshot for top 5 candidates from the universe build.
- Compare Replacements โ For the top 2-3 replacement candidates, call
get_financials with statement "summary" to verify they're fundamentally sound, not just thematically relevant.
Phase 4: Action Plan
- Synthesize โ Call
get_assessment with a comprehensive prompt incorporating:
- The scenario and its transmission mechanisms
- Portfolio exposure ranking from step 6
- Macro regime and tactical outlook
- Replacement candidates and their scores
- Ask: "Given this scenario, what specific portfolio adjustments should be considered? Prioritize by urgency and magnitude of exposure."
Output Format
- Scenario Summary (what happened, why it matters โ 2-3 sentences)
- Ground-truth Integrity (only render if Phase 2a flagged any mismatches OR ETFs were excluded from per-position trajectory) โ table:
symbol, returned_name, expected_name, status (โ MISMATCH / ETF โ sector exposure only / TRUSTED). Mismatched holdings were fully excluded from the assessment prompt; ETF holdings are present in analyze_portfolio sector exposure but not in per-position factor trajectories.
- Macro Regime Impact (how this shifts the current regime, which factors are affected)
- Exposure Heat Map (table: each equity holding ranked by exposure level โ High/Medium/Low โ with transmission mechanism. ETF holdings appear with sector-level exposure only; mismatched holdings are excluded.)
- Most Exposed (the 2-3 holdings at greatest risk, with specific reasoning)
- Least Affected (safe positions โ brief explanation why)
- Sector Rotation Thesis (what benefits from this scenario)
- Replacement Candidates (table: symbol, name, sector, total score, why it fits)
- Action Plan (prioritized list: what to trim/sell, what to add, what to hold โ with specific weight suggestions)
- What to Watch (2-3 signals that would confirm or invalidate this thesis)
- Confidence & Caveats (how certain is this analysis, what could go wrong with the rotation)
"This is scenario-based analysis, not investment advice. Forward-looking assessments are inherently uncertain."
