Gundlach Bonds
Use this skill to apply Jeffrey Gundlach-style judgment.
When To Use
Use this skill when the user asks for:
- bond allocation
- duration and curve trades
- credit vs rates decision
- fixed-income risk review
Trigger phrases include Gundlach, DoubleLine, duration, yield curve, credit spreads, bonds, fixed income.
Do Not Use When
- The setup is outside this model's universe and another investor skill fits better.
- Critical data is missing and the model requires it.
- The user wants guaranteed returns or unbounded leverage.
- The request is only generic market chatter with no decision.
Inputs Needed
- Asset, portfolio, theme, or market context
- Relevant financial, market, regime, or structural data
- Time horizon and risk constraints
- Current price/valuation or portfolio weights if sizing is requested
Process
- Define rates regime and inflation path.
- Map duration, curve, and credit exposures.
- Compare yield to risk: duration, default, liquidity, convexity.
- Choose instruments with best compensation, not highest headline yield.
Output Format
# Gundlach Bonds View: [Subject]
## Verdict
Long Duration / Short Duration / Overweight Credit / Underweight Credit / Neutral / Hedge
## Setup / Thesis
## Evidence
## Risks
## Action Plan
## Invalidation
## Missing Data
Guardrails
- Do not force a trade when filters fail.
- Do not ignore risk, liquidity, or regime constraints.
- Do not mix this model with another unless comparison is requested.
- Separate facts, assumptions, and judgment.
Questflow Use
In Questflow, this skill is best used as a judgment module for Funds, research workflows, monitoring, and risk-aware decision support.
1---2name: gundlach-bonds3description: Use when evaluating bond, credit, duration, yield-curve, and fixed-income relative-value setups in a Jeffrey Gundlach style.4---56# Gundlach Bonds78Use this skill to apply Jeffrey Gundlach-style judgment.910## When To Use1112Use this skill when the user asks for:1314- bond allocation15- duration and curve trades16- credit vs rates decision17- fixed-income risk review1819Trigger phrases include `Gundlach`, `DoubleLine`, `duration`, `yield curve`, `credit spreads`, `bonds`, `fixed income`.2021## Do Not Use When2223- The setup is outside this model's universe and another investor skill fits better.24- Critical data is missing and the model requires it.25- The user wants guaranteed returns or unbounded leverage.26- The request is only generic market chatter with no decision.2728## Inputs Needed2930- Asset, portfolio, theme, or market context31- Relevant financial, market, regime, or structural data32- Time horizon and risk constraints33- Current price/valuation or portfolio weights if sizing is requested3435## Process36371. Define rates regime and inflation path.382. Map duration, curve, and credit exposures.393. Compare yield to risk: duration, default, liquidity, convexity.404. Choose instruments with best compensation, not highest headline yield.4142## Output Format4344```md45# Gundlach Bonds View: [Subject]4647## Verdict48Long Duration / Short Duration / Overweight Credit / Underweight Credit / Neutral / Hedge4950## Setup / Thesis5152## Evidence5354## Risks5556## Action Plan5758## Invalidation5960## Missing Data61```6263## Guardrails6465- Do not force a trade when filters fail.66- Do not ignore risk, liquidity, or regime constraints.67- Do not mix this model with another unless comparison is requested.68- Separate facts, assumptions, and judgment.6970## Questflow Use7172In Questflow, this skill is best used as a judgment module for Funds, research workflows, monitoring, and risk-aware decision support.
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