Position review

Position Review (routing orchestrator → hold/sell verdict)

What this is

A router, not a new analysis. It picks the cheapest sufficient analysis per holding and emits one decision. Claude is the orchestrator - it calls shared MCP tools and, for deep names, runs the adversarial pipeline inline. Skills are not self-invoked.

Modes

• Single ticker ("review my NVDA position"): route + verdict for that one name.
• Sweep ("review my holdings" / automated nightly): take top-N holdings by weight (default 6) and route each. Keep total output tight.

Stage 0 - Decision Memory (load FIRST)

Before routing, load prior decisions so verdicts stay consistent across sessions:

• mcp__aifolimizer__get_cross_ticker_lessons with max_lessons=3 - portfolio-level win/loss patterns
• For each name reviewed, load mcp__aifolimizer__get_ticker_decision_history (ticker=…, max_decisions=5) and mcp__aifolimizer__get_ticker_reflection (symbol=…, n=3).

Reconciliation rule: if a prior decision exists and your new read flips it, state explicitly WHY it changed (new data / catalyst / price move). Never silently contradict a logged decision - that drift is exactly what this prevents.

How to run

Call get_profile FIRST. Then gather routing signals (parallel):

1. mcp__aifolimizer__get_portfolio - holdings, weights, cost basis, return
2. mcp__aifolimizer__get_personal_context - province / marginal_tax_rate_pct / account_waterfall to ground per-name tax + account framing. If present=false, note the framing is generic and suggest the profile-setup skill.
3. mcp__aifolimizer__get_earnings_calendar - earnings proximity per name (pass watchlist symbols= only if reviewing a non-held name)
4. mcp__aifolimizer__get_triggered_alerts (since_hours=48) - recent price/RSI/concentration flags
5. mcp__aifolimizer__get_earnings_results for names that may have just reported

Routing table (apply per ticker, first match wins)

Condition	Route to	Why
Earnings within ~7 days	earnings-analyzer flow (get_fundamentals + get_technicals + expected move)	Pre-earnings risk dominates the decision
Reported in last ~5 days OR surprise flagged	earnings-postmortem flow (get_earnings_results + get_news_headlines)	Beat/miss reaction sets the near-term path
Weight ≥ 8% OR a triggered alert OR user asked for depth	adversarial-research pipeline (adversarial-research) run INLINE	High stakes → full bull/bear/risk debate
Everything else	stock-analysis flow (get_fundamentals + get_technicals + get_positioning_signals)	Cheap single-pass read is enough

After the routed analysis yields a lean, cross-check exits:

• Verdict SELL/TRIM on a Non-Reg loss → call get_tax_loss_candidates; note harvest opportunity + 30-day superficial-loss caution.
• Any BUY/ADD lean → get_positioning_signals crowding guard (consensus ≥70 → downgrade, don't add into the crowd).

Once the verdict is set, get concrete levels from mcp__aifolimizer__get_trade_ticket (ticker, action=<verdict: HOLD|TRIM|SELL>, conviction). It pulls cost basis + held quantity from the live session, so:

• HOLD → exit_ladder (T1/T2/T3 profit-taking from current price) + stop_loss_price + position.stop_below_cost. This is the "where do I take profit / cut loss" plan.
• TRIM/SELL → market-exit ticket (no ladder by design - show stop_loss_price only). Render these instead of hand-computing stop/target.

Subagent-nesting constraint (important for the sweep)

Subagents cannot spawn subagents. The adversarial pipeline already spawns 6 agents, so in a multi-holding sweep you CANNOT nest it per ticker. Pattern:

• Run the heavy adversarial pipeline inline (main context) for at most the 1-2 highest-stakes flagged names.
• For the rest, run the flat single-pass stock-analysis/earnings flow inline.
• Bound cost: never run more than ~2 deep pipelines per sweep; downgrade the rest to flat.

Output (per ticker)

TICKER · weight X% · VERDICT: HOLD / TRIM / SELL · conviction
  route: <earnings / postmortem / adversarial / stock-analysis>
  held:  avg $.. · ret +X% · stop below cost? Y/N
  HOLD → exits: T1 $.. (sell 40%) · T2 $.. (35%) · T3 $.. (25%) · stop $Y
  TRIM/SELL → stop $Y  (no ladder by design)
  reason: <1-2 lines - the decisive factor>
  tax: <Non-Reg harvest note if SELL/TRIM at a loss, else omit>

Sweep mode: lead with a one-line roster (HOLD x4 · TRIM x1 · SELL x1), then the blocks, worst-conviction-holds and all SELL/TRIM first.

After output - log decisions

For each name log the verdict (this feeds the forward win-rate / track-record loop). Pick ONE tool - they take different params:

• Default path → mcp__aifolimizer__log_recommendation: skill="position-review", action, conviction, rationale, and levels as target_pct + stop_pct (PERCENT from entry; entry is captured live at call time - do NOT pass absolute prices).
• Adversarial route ran → mcp__aifolimizer__log_trade_decision: skill_used="position-review", action, conviction, entry_price / target_price / stop_price (ABSOLUTE prices), thesis_summary.

Rules

• Verdicts are HOLD / TRIM / SELL only - this skill reviews EXISTING positions; it does not open new ones (that's top-trades-today / cash-deployment).
• Never invent data - if a routed tool returns empty, say "data unavailable" and lower conviction.
• Sweep output under 500 words total; single-ticker under 300.
• Respect get_profile account types for tax framing; do not hardcode capital.

Gotchas

• Earnings calendar is yfinance - sparse for TSX names. For .TO holdings with large weight, note "verify earnings date on IR page."
• get_triggered_alerts is read-only (does not re-evaluate). If the user wants fresh evaluation, mention run_alerts_now - only if asked (adds latency).
• A name can match two routing conditions (e.g. big weight AND earnings soon) - earnings proximity wins; fold the size concern into the reason.
• Don't run the adversarial pipeline for more than ~2 names in one sweep - token cost balloons and the nesting limit blocks parallelism.
• TRIM verdicts: the engine omits target/RR by design - show stop only, don't flag the null as an error.