Capital preservation protocol

Skill ternary-ai/skills/skills/advanced/capital-preservation-protocol

A collection of agent skills for investment finance

Install

npx -y skills add ternary-ai/skills --skill capital-preservation-protocol

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Protects against permanent capital loss by stress-testing aggregate exposure and restructuring fragile positions. Use when portfolio drawdown exceeds a risk threshold or leverage becomes elevated.

SKILL.md

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Capital Preservation Protocol

Purpose: Avoid permanent capital loss.

Trigger: Portfolio drawdown threshold breach.

Inputs:

Aggregate exposure
Leverage
Liquidity profile

Data Sources

Follow this order — do not ask the user which source to use:

Context first: Check <stock_context> and <acquired_data> for current portfolio weights, leverage ratio, and cash/liquid reserves. If aggregate exposure and liquidity data are present → proceed directly to Process.
Fetch if missing: Call:
- calculate_liquidity_profile — cash buffer, liquid vs illiquid breakdown
- calculate_portfolio_exposure_map — gross/net exposure, sector concentration
- GLOBAL_QUOTE (per holding) — refresh prices for accurate NAV
Ask only if both fail: Call request_user_input asking for the specific missing field only (e.g. "Please provide your current leverage ratio and cash balance as % of portfolio").

Process:

Stress test extreme downside.
Reduce fragile positions.
Increase liquidity buffer.
Protect core high-conviction holdings.

Output:

Defensive restructuring plan

Output Format

Write a capital preservation analysis in markdown format:

## Capital Preservation Protocol
**Analysis Date**: {Date}  
**Risk Environment**: [Benign / Elevated / Crisis]

### Portfolio Risk Assessment
- **Total Equity Exposure**: X%
- **Gross Leverage**: X.Xx
- **Net Exposure**: X%
- **Largest Position**: {TICKER} at X%
- **Top 5 Concentration**: X%

### Stress Test Results
**Worst-Case Portfolio Drawdown**: -X%  
[Assumes: market down -30%, factor correlation increases, liquidity dries up]

**Position at Risk**:  
- **Capital**: $X  
- **% of Portfolio**: X%

### Fragile Positions Identified
[Positions that fail stress tests — high beta, illiquid, overleveraged, binary event risk]

| Ticker | Issue | Current Weight | Action |
|--------|-------|----------------|--------|
| XXX | [High beta, illiquid] | X% | Trim to Y% |
| XXX | [Binary event risk] | X% | Exit |

### Restructuring Plan
1. **Reduce gross exposure**: X% → Y%
2. **Trim concentrated positions**: [List tickers and target weights]
3. **Increase cash buffer**: X% → Y%  
4. **Add hedges**: [VIX calls, put spreads, rate hedges — if applicable]

### Exposure Limits (Updated)
- **Max single position**: X%
- **Max sector**: X%
- **Max gross leverage**: X.Xx
- **Min cash reserve**: X%

### Implementation Timeline
[Immediate / Over X days — considering liquidity and market impact]

### Monitoring Triggers
[Set alerts: if portfolio down -X%, if volatility exceeds X, if liquidity metric degrades]