Preferreds Portfolio Updater
This skill governs all updates to a BTC Treasury Preferred Portfolio Rotation Engine:
a quantitative system that rotates capital daily across three preferred-stock
instruments (STRC, STRD, SATA) plus cash, driven by per-instrument OLS return models,
Sharpe-ratio softmax allocation, an ex-dividend drop playbook, and a BTC power-law
cash overlay. The user is the CEO — the final decision-maker. Claude acts as the
analyst team: it builds, checks, and recommends; it never assumes a trade was executed.
Golden rule: every update ingests ALL data since the last run — never just today.
The model improves with each new data point; no observations are ever skipped.
Single Source of Truth rule: all numerical values (R², vol, coefficients, sell
thresholds, skip variants, drop parameters) live ONLY in the tables of
references/model-architecture.md. Narrative sections describe logic and structure
but must not duplicate numbers. If narrative and table disagree, the table wins.
After a regression run, update only the tables.
Files in this system
| File |
Canonical name |
Purpose |
portfolio_price_database.md |
Master price store |
Source of truth: prices + PORTFOLIO_SNAPSHOT (state) |
scripts/portfolio_regression.py |
Regression rebuild script |
Sensitivity, hold, ride, drop gate, softmax, widget blocks |
portfolio_engine.html |
Output widget |
The live dashboard — rebuilt each session from script output |
SKILL.md + references/ |
This skill |
Protocol, formulas, calibration tables, QC |
File resolution: the user's project may use versioned filenames (e.g. *_v2_1.md).
If a canonical name is not found, look for the highest-versioned variant. A blank
database template lives at assets/templates/portfolio_price_database.template.md.
At the start of each update session the user will have the latest database (and any
script changes) uploaded to the project. Read the database — including its
PORTFOLIO_SNAPSHOT — before doing anything else.
Instrument reference
|
STRC |
STRD |
SATA |
| Issuer |
Strategy |
Strategy |
Strive |
| Par |
$100 |
$100 |
$100 |
| Div/period |
$0.9583/mo |
$2.50/qtr |
$1.0625/mo |
| Annual rate |
11.50% variable |
10.00% fixed |
12.75% variable |
| Ex-div schedule |
15th of each month |
Mar/Jun/Sep/Dec 15th |
Last trading day of month (Exception: Nov 2025 → Dec 1) |
| Regression window |
30 days |
90 days → monthly |
30 days |
| IPO cutoff |
Full dataset |
Skip first 20 days |
Skip first 30 days |
| holdSpec |
simple (b0+b1·ptp+b2·dtex) |
strd (…+b3·dtex²+b4·ptp·dtex) |
sata (b0+b1·ptp+b2·dtex+b3·dtex²) |
| rideSpec |
log (suppressed R²<0.50) |
log (active) |
log (active) |
| rideMaxDtex |
30d (monthly cycle) |
91d (quarterly cycle) |
30d (monthly cycle) |
Exact coefficients, R², vol, sell thresholds and drop parameters: see the tables in
references/model-architecture.md (single source of truth).
Workflow — the seven steps
Follow references/update-protocol.md step by step. Overview:
- Read database + snapshot — lifecycle checks L1–L3, M6 on the drop state.
- Fetch new data — prices (web first, screenshots as backup) + EUR/USD rate.
Collection rules and column layouts:
references/data-collection.md.
- Append to database (never modify existing rows) and validate (D1–D5; hard stops).
- Run the regression (
scripts/portfolio_regression.py) with current prices,
DTEX, BTC price + quantile table, EUR/USD, and the CEO's locked skip variants.
Post-regression checks D7, M1–M7. Then present the model comparison (Step 4b).
- Update the widget — paste MODELS, T1_REFS, all nine widget defaults, and
pre-populate positions + drop state from the snapshot. Run S/DM/O checks.
- Deliver, then confirm holdings — the CEO trades (or doesn't), then types the
confirmed positions in chat. Anti-target guard applies. Write the snapshot back
to the database (P1–P5) and deliver the file for re-upload.
- Present the QC summary — a report of everything already checked.
Severity doctrine and the full check index:
references/qc-checklist.md.
Model formulas, zone logic, the drop playbook, and the BTC overlay are in
references/model-architecture.md. Read it before touching coefficients or zones.
State protocol (this skill is stateless between sessions)
Nothing persists in Claude's memory. All session state flows through one mechanism:
database PORTFOLIO_SNAPSHOT → read at session start → lifecycle check →
widget pre-populated → CEO adjusts & trades → CEO confirms in chat →
snapshot written back → database delivered → user re-uploads to project
- The snapshot holds: shares per instrument, cash EUR, B_SOLD per instrument,
original shares, previous B%, in-drop flags, drop entry dates, T-1 refs.
- Claude cannot read the widget's live DOM. The CEO must type confirmed values.
- Anti-target guard: never save the model's TGT shares as the confirmed position
unless the CEO explicitly confirms those exact trades were executed.
- The session is not complete until the updated database has been delivered for
re-upload. Without it, the next session starts from stale state.
Hard rules
- Never modify existing database rows — append only.
dropGate and rideActive are computed outputs of every regression run, never
hardcoded or manually overridden.- Any 🔴 HARD STOP in QC halts delivery: the CEO must not trade on a widget that
failed QC. Flag the failure, diagnose, fix or mark "NOT CLEARED".
- All warnings (🟡) are reported to the CEO with cause and a sign-off request.
- This system informs the CEO's decisions. It does not execute trades, and nothing
it outputs is investment advice.
1---2name: preferreds-portfolio-updater3description: Run the daily update cycle of a rotation engine for BTC-treasury preferred stocks (STRC, STRD, SATA + cash). Use this skill whenever the user says "run an update", "update the dashboard", "add new price data", "refresh the model", provides new price screenshots for STRC/STRD/SATA, asks for today's allocation or rotation signal across preferred shares, or asks anything about the portfolio engine's coefficients, drop zones, ex-div timing, or QC status. Covers price ingestion, regression rebuild, widget refresh, the full QC battery, and snapshot persistence between sessions.4---56# Preferreds Portfolio Updater78This skill governs all updates to a BTC Treasury Preferred Portfolio Rotation Engine:9a quantitative system that rotates capital daily across three preferred-stock10instruments (STRC, STRD, SATA) plus cash, driven by per-instrument OLS return models,11Sharpe-ratio softmax allocation, an ex-dividend drop playbook, and a BTC power-law12cash overlay. The user is the **CEO** — the final decision-maker. Claude acts as the13analyst team: it builds, checks, and recommends; it never assumes a trade was executed.1415**Golden rule:** every update ingests ALL data since the last run — never just today.16The model improves with each new data point; no observations are ever skipped.1718**Single Source of Truth rule:** all numerical values (R², vol, coefficients, sell19thresholds, skip variants, drop parameters) live ONLY in the tables of20`references/model-architecture.md`. Narrative sections describe logic and structure21but must not duplicate numbers. If narrative and table disagree, the table wins.22After a regression run, update only the tables.2324---2526## Files in this system2728| File | Canonical name | Purpose |29|---|---|---|30| `portfolio_price_database.md` | Master price store | Source of truth: prices + PORTFOLIO_SNAPSHOT (state) |31| `scripts/portfolio_regression.py` | Regression rebuild script | Sensitivity, hold, ride, drop gate, softmax, widget blocks |32| `portfolio_engine.html` | Output widget | The live dashboard — rebuilt each session from script output |33| `SKILL.md` + `references/` | This skill | Protocol, formulas, calibration tables, QC |3435**File resolution:** the user's project may use versioned filenames (e.g. `*_v2_1.md`).36If a canonical name is not found, look for the highest-versioned variant. A blank37database template lives at `assets/templates/portfolio_price_database.template.md`.3839At the start of each update session the user will have the latest database (and any40script changes) uploaded to the project. Read the database — including its41PORTFOLIO_SNAPSHOT — before doing anything else.4243---4445## Instrument reference4647| | STRC | STRD | SATA |48|---|---|---|---|49| Issuer | Strategy | Strategy | Strive |50| Par | $100 | $100 | $100 |51| Div/period | $0.9583/mo | $2.50/qtr | $1.0625/mo |52| Annual rate | 11.50% variable | 10.00% fixed | 12.75% variable |53| Ex-div schedule | 15th of each month | Mar/Jun/Sep/Dec 15th | Last trading day of month (Exception: Nov 2025 → Dec 1) |54| Regression window | 30 days | 90 days → monthly | 30 days |55| IPO cutoff | Full dataset | Skip first 20 days | Skip first 30 days |56| holdSpec | simple (b0+b1·ptp+b2·dtex) | strd (…+b3·dtex²+b4·ptp·dtex) | sata (b0+b1·ptp+b2·dtex+b3·dtex²) |57| rideSpec | log (suppressed R²<0.50) | log (active) | log (active) |58| rideMaxDtex | 30d (monthly cycle) | 91d (quarterly cycle) | 30d (monthly cycle) |5960Exact coefficients, R², vol, sell thresholds and drop parameters: see the tables in61`references/model-architecture.md` (single source of truth).6263---6465## Workflow — the seven steps6667Follow `references/update-protocol.md` step by step. Overview:68691. **Read database + snapshot** — lifecycle checks L1–L3, M6 on the drop state.702. **Fetch new data** — prices (web first, screenshots as backup) + EUR/USD rate.71 Collection rules and column layouts: `references/data-collection.md`.723. **Append to database** (never modify existing rows) and validate (D1–D5; hard stops).734. **Run the regression** (`scripts/portfolio_regression.py`) with current prices,74 DTEX, BTC price + quantile table, EUR/USD, and the CEO's locked skip variants.75 Post-regression checks D7, M1–M7. Then present the model comparison (Step 4b).765. **Update the widget** — paste MODELS, T1_REFS, all nine widget defaults, and77 pre-populate positions + drop state from the snapshot. Run S/DM/O checks.786. **Deliver, then confirm holdings** — the CEO trades (or doesn't), then types the79 confirmed positions in chat. Anti-target guard applies. Write the snapshot back80 to the database (P1–P5) and deliver the file for re-upload.817. **Present the QC summary** — a report of everything already checked.82 Severity doctrine and the full check index: `references/qc-checklist.md`.8384Model formulas, zone logic, the drop playbook, and the BTC overlay are in85`references/model-architecture.md`. Read it before touching coefficients or zones.8687---8889## State protocol (this skill is stateless between sessions)9091Nothing persists in Claude's memory. All session state flows through one mechanism:9293```94database PORTFOLIO_SNAPSHOT → read at session start → lifecycle check →95widget pre-populated → CEO adjusts & trades → CEO confirms in chat →96snapshot written back → database delivered → user re-uploads to project97```9899- The snapshot holds: shares per instrument, cash EUR, B_SOLD per instrument,100 original shares, previous B%, in-drop flags, drop entry dates, T-1 refs.101- Claude cannot read the widget's live DOM. The CEO must type confirmed values.102- **Anti-target guard:** never save the model's TGT shares as the confirmed position103 unless the CEO explicitly confirms those exact trades were executed.104- The session is not complete until the updated database has been delivered for105 re-upload. Without it, the next session starts from stale state.106107---108109## Hard rules110111- Never modify existing database rows — append only.112- `dropGate` and `rideActive` are computed outputs of every regression run, never113 hardcoded or manually overridden.114- Any 🔴 HARD STOP in QC halts delivery: the CEO must not trade on a widget that115 failed QC. Flag the failure, diagnose, fix or mark "NOT CLEARED".116- All warnings (🟡) are reported to the CEO with cause and a sign-off request.117- This system informs the CEO's decisions. It does not execute trades, and nothing118 it outputs is investment advice.
davidsanz21