Tcx Portfolio

Portfolio Review

Use this skill to evaluate portfolio fit before an order ticket is drafted or before an investment view is escalated into risk/sizing work.

Codex-native state access:

• Prefer TradingCodex MCP read/status tools such as list_broker_connections, get_portfolio_snapshot, and list_reconciliation_runs over manually reconstructing portfolio state from chat context.
• Use sync_broker_account only when the user or workflow asks for a fresh read-only sync and the broker connection is already reviewed for read scope.
• Treat reconciliation warnings or stale sync state as readiness constraints, not as data to smooth over.

Universe method:

• Identify asset universe, instrument, account/context, benchmark, existing exposure, and whether the installed harness supports the instrument.
• Public equity and ETF/index reviews should consider active weight, sector/factor exposure, liquidity, concentration, benchmark comparison, rolling contribution, timing attribution, and opportunity cost when data exists.
• Use Brinson-style allocation/selection language, factor attribution, or timing attribution only when holdings, benchmark, and return data are explicit; otherwise name the missing inputs.
• Crypto, macro, FX, rates, commodities, options, and credit-linked exposures require instrument-specific implementation inputs; mark missing support as not-decision-ready rather than sizing from thin context.
• Separate portfolio fit from personal investment advice.

Expected output:

• Universe, instrument, and portfolio context
• Existing exposure
• Position size context
• Concentration risk
• Liquidity and holding period fit
• Opportunity cost
• Performance attribution or benchmark-relative contribution when supportable
• Portfolio recommendation
• Draft readiness: ready, revise, or no-order
• Source/as-of posture and missing implementation inputs

Decision quality fields when applicable:

• evidence_grade, source_freshness, source_quality
• decision_quality_required, decision_readiness, confidence
• investor_context_gate_required, investor_context_gaps
• forecast_required, forecast_allowed, forecast_block_reason
• contrary_evidence, update_triggers, invalidation_conditions

Role-specific quality:

• Tie sizing and fit to the user's stated portfolio context.
• Name concentration, correlation, liquidity, and opportunity-cost assumptions.
• State the binding constraint and whether the output is screen-grade, ready-for-portfolio-risk, ready-for-draft, or not-decision-ready.
• Do not fabricate positions, cash, costs, capacity, or user constraints.
• State whether the next step is review-only, ready for risk review, or ready for draft.

Write outputs under trading/reports/portfolio/.