portfolio-risk-manager_skill

Overview

This skill sets a compact investment policy statement (IPS mini) and a risk-budgeted position-sizing framework for equity investors who do not use margin. It turns buy/sell ideas into conditional recommendations with triggers, invalidations, horizons, and confidence levels to reduce overtrading and keep daily/weekly/monthly actions consistent. The output is practical: IPS rules, sizing policy, per-ticker risk plans based on an ACTIVE_WATCHLIST, a rebalance cadence, and a next-checklist with data gaps.

How this skill works

Using the ACTIVE_WATCHLIST and optional holdings/confidence inputs, the skill produces an IPS mini, a default sizing policy, per-ticker conditional triggers and invalidations, a rebalance plan prioritized around new cash inflows, and a short checklist of next actions and missing data. It never issues absolute buy/sell orders or change the watchlist automatically; instead it encodes disciplined guidance and highlights where user input is required.

When to use it

• You want a rules-based portfolio discipline to avoid emotional trading.
• You add a fixed monthly cash inflow and prefer rebalancing via net new cash.
• You need to convert research signals into conditional, trackable actions.
• You have a confirmed watchlist and want per-ticker risk management.
• You want to limit single-stock concentration without using leverage.

Best practices

• Always supply ACTIVE_WATCHLIST and MONTHLY_CASH_INFLOW_VND as minimum inputs.
• Provide current HOLDINGS and a CONFIDENCE_MAP when available to reduce data gaps.
• Use starter positions for low-confidence ideas and add-on steps when triggers confirm.
• Prioritize using monthly cash inflows to rebalance before rotating existing holdings.
• Keep a 5% cash buffer by default and cap single names at ~10–12%.

Example use cases

• Convert analyst recommendations into conditional ADD/REDUCE triggers with clear invalidations.
• Onboard a monthly savings plan (e.g., 10,000,000 VND) to systematically scale positions.
• Manage a diversified no-margin portfolio and prevent one name from dominating risk.
• Standardize weekly monitoring: apply the same trigger rules across all tickers.
• Document confidence per ticker to decide starter vs. larger initial allocations.