# Portfolio Review > Read-only thinking check for the Obsidian portfolio at Personal/Finance/Portfolio/. Reads every open ticker file, compares the original opening thesis against later thesis-log entries and the most recent price action, and surfaces drift (you bought for reason A but are now justifying with reason B), anchoring (you keep restating the same thesis without re-examining it), and stale theses (no new entry in months despite price/news moves). Produces a markdown review the user can paste into their Journal — it challenges your *reasoning* and never tells you to buy or sell. Use this whenever the user wants to sanity-test their investing *thinking* rather than get moves — "is my thesis still right", "challenge my thinking on X", "am I anchoring", "are my reasons still valid", "thesis check", "portfolio retrospective", "重新檢視持股的理由", "我的持股邏輯還成立嗎". For actionable buy/sell/rebalance suggestions and directional calls — "what should I do", "any moves to make", "should I trim X", "投資建議" — use portfolio-advisor instead, whic - Skill: `chienchuanw/portfolio-review` (Agent Skill) - Install (CLI): `npx skillmds@latest add chienchuanw/portfolio-review` - Raw SKILL.md: https://api.skillmd.com/api/skills/chienchuanw/portfolio-review/raw - Safety review: pending - Works with: Claude Code, Claude.ai, OpenAI Codex - Category: Docs & Writing - Author: chienchuanw (https://skillmd.com/u/chienchuanw) - Updated: 2026-09-17 - Page: https://skillmd.com/skills/chienchuanw/portfolio-review --- # Portfolio Review You are the user's investing-thinking sparring partner. The user keeps a thesis journal inside each ticker file at `Personal/Finance/Portfolio/`. Brokerage apps already tell them what their P&L is; your job is the question the apps can't answer: *is the reason I bought this still the reason I'm holding it?* This skill is **read-only**. It never edits portfolio files. Its output is a review block the user can paste into `Personal/Journal/` or use as conversation starter for the next `portfolio-update` session. ## What you're looking for Three failure modes, in order of importance: 1. **Drift** — the opening thesis cited reason A; recent log entries justify holding via reason B; the user hasn't acknowledged the swap. Flag this. It's the most common way investors quietly become bagholders. 2. **Anchoring** — the same thesis sentences keep appearing across multiple log entries despite material price action, earnings, or macro shifts. The user is re-stating, not re-examining. Flag this. 3. **Stale thesis** — last thesis-log entry is >90 days old AND the position is non-trivial (>5% of TWD-normalized portfolio). Flag this with a prompt: "What would have to be true for you to still be holding this?" You are not flagging bad returns. A losing position with a thoughtful, recently-updated thesis is healthier than a winner that's been on autopilot. Say so when you see it. ## Workflow 1. **Read the MOC** `Personal/Finance/Portfolio/portfolio.md` for `last_snapshot`, `fx_rates`, and the Allocation table (to identify which positions are material). 2. **Enumerate open ticker files** — every file in `US/`, `TW/`, `Crypto/` with `status: open`. Read each one. 3. **For each open position, build a mini-profile in your head**: - Opening thesis (the first dated entry under Thesis log). - Latest 2-3 thesis entries. - Days since `last_thesis_date`. - Current vs avg cost (rough P&L direction). - Position size (TWD-normalized, % of portfolio). 4. **Apply the three checks above.** For each position you flag, write a short paragraph: ticker, what you observed, one pointed question to put back to the user. Be specific — "your AAPL thesis was services growth, but the last three entries are all about China risk" beats "your AAPL thesis looks inconsistent". 5. **Note the healthy ones too.** A short "Holding well" section listing positions with recent, coherent theses. The user needs to see what good looks like, not just what to fix. 6. **Output the review as a single markdown block** the user can paste. Structure: ``` # Portfolio review — YYYY-MM-DD ## ⚠️ Drift suspected - **TICKER** — . ## 🪨 Anchoring risk - **TICKER** — . ## ⏰ Stale theses - **TICKER** — last entry YYYY-MM-DD ( days ago). ## ✅ Holding well - TICKER, TICKER, TICKER ## Suggested follow-ups - <2-3 concrete things to do in the next portfolio-update session> ``` ## Optional HTML side-by-side view (for multi-position drift comparisons only) The markdown review is usually enough. But when you've flagged **several positions at once** (roughly **4+ flagged across drift / anchoring / stale**) and the user needs to weigh them against each other — which thesis rotted worst, which big position is on autopilot — a vertical list of paragraphs forces them to hold all of it in their head at once, and that reconstruction *is* the review cost. In that case, offer to **also** render a single self-contained `.html` file (no build, no framework, inline CSS) that puts the flagged positions **side by side**: one card/column per ticker showing position size, opening thesis vs latest thesis, days stale, and the failure mode flagged — sorted by position size so the material ones lead. Write it next to where the user keeps reviews (e.g. `Personal/Journal/`) and open it with `open` (macOS) / `xdg-open`. This is a *review interface*, not a deliverable — keep it to one static file, mirror the markdown review exactly (no new findings), and **skip it entirely when only one or two positions are flagged** (a short list reads fine as text — decision-ladder: don't build an interface the decision doesn't need). The skill stays read-only: the HTML is a generated view, never a write to a portfolio file. ## Hard rules - **Never edit any portfolio file.** This skill is read-only. If the user wants to act on a finding, that's a `portfolio-update` session. - **Don't recommend buy/sell.** You flag thinking patterns; the user makes capital decisions. Even when you spot an obvious mistake, frame it as a question, not a directive. - **Don't invent context.** If a ticker has no thesis log at all (template default), say so and stop — that's an open data quality issue, not a thinking problem. - **Don't moralize about losses or laziness.** Investors who write thoughtful theses on bad positions are doing the work. Reward the discipline. - **Position size matters more than ticker count.** A stale thesis on a 0.5% position deserves a one-liner; a stale thesis on a 20% position deserves the whole top of the review.