vitals / README.md

Commit History

  1. Sector-gap sourcing six deep, gap-driven second batch, gap-covering shortlist, per-sector search record, narrator share rules

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  2. Manager desk: conviction-ranked funding with cash residual, watch tier, min-size exits, tax-lot plan, watchlist with entry conditions, catalysts, post-trade risk, 12m scenarios, rule-of-40 valuation for loss-makers, specific tripwires

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  3. 47-name report review: CIO fallback + lenient JSON, bank model only for book-value financials, depressed-EPS blend, reinvestment cap, size-trim to cap, band-relative tiny rule, one add per correlated pair, distress disqualifies candidates, travel sector map fix

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  1. Pre-split entries ask the user (adjust both, price only, keep) instead of a silent rewrite; data-layer canary so renamed tickers (SQ→XYZ) resolve while real outages read as retry

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  1. Random-book fixes: staged-trim state reset, sector ETFs are sector bets, cautious bar for flagged names and high-beta adds, sub-2% trims exit or hold, broad-fund harvest stand-ins, coverage-weighted valuation, static SPY sector fallback, every new buy explained

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  2. Stock-picker plans never hold an index fund unless the profile is cautious or a loss tolerance is stated

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  3. CIO reply must carry its verdict (truncation was silently accepted); bounded CIO reasoning; weak-trend names never strong adds; breadth card scales with book size

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  4. Verdict coherence: oversized tilt at 1.25x cap, two-lens dissent, no adds in the overweight sector, strong-only alternatives, triage discount wording

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  5. Cheap tiers: memos on GPT-5.6 Luna, tiny lookups on Gemini 3.1 Flash Lite, model override + provider guard

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  6. Token cost strategy: usage accounting, effort levels, thinking off for extraction, Sonnet for mechanics, slim CIO payload, one sample from 20 names

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  7. Split-aware import with auto-correction, table import without LLM, parallel strategist+candidates, stock-picker instrument rules, steeper concentration

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  8. Speed: Sharadar price layer, batched prefetch, pre-warm on import, batched resolve, split CIO, time budget, street targets

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  1. Six-pillar health score with visible breakdown; prospects pillar; profile-weighted drawdown efficiency

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  2. Stock-picker alternatives, starter sizing, beta floor, tiny-trim rule, share-class Sharadar fallback, PDF fixes

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  3. Random-battery fixes: plan coherence, sector-overweight gate, ballast protection, ADR per-share, loss-tolerance constraint + de-risk scenario

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  4. US practitioner layer: forensic scores, owner economics, valuation history, ownership, asymmetry hurdle, memos, harvesting

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  5. Lot averaging: several purchases per ticker, sales netted, per-lot tax periods

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  6. European institutional layer: factor panel, sector UCITS, UK/EU duties, wrapper

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  7. ADR bridge: licensed Sharadar ratio fundamentals for non-US holdings via their NYSE/NASDAQ ADR; local EPS/BVPS derived from price x P/E, P/B

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  8. emerging markets: full Alpha Vantage venue map (India via BSE line, China, Frankfurt, Lisbon, Brussels, TSX-V), symbol-search resolver, EM benchmarks, India instruments, demerged-ticker recovery

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  9. deterministic ISIN resolution via OpenFIGI (primary listing by country), ISIN-aware fallback

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  10. UK/EU support: STOXX 600 benchmark for mixed European books, UCITS instruments, multi-exchange local ideas, jurisdiction-neutral tax notes, non-US split fallback

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  11. construction layer (risk decomposition, joint selection, constrained scenarios, post-trade proof, instruments, guards, exclusions) + Alpha Vantage premium as primary data source + policy backtest

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  1. candidate guards (peak-cycle, extended, informed money leaving) + analyst committee screen on prospective additions; switches/target need a clean committee verdict

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  2. portfolio-aware recommendation engine: diagnosed needs, marginal-fit scoring (correlation/effective-N/beta/stress/yield/DCF), fit-eligible candidates only, overweight-aware switches

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  3. institutional layer: Sharadar-primary data + sanity gates, valuation ranges/reverse DCF/sector models, risk analytics (stress, VaR, look-through, tilts, liquidity), domicile benchmark, lens sampling + audit trail, tax/cost-aware plan, suitability, regression suite

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  1. Upload folder using huggingface_hub

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  2. Upload folder using huggingface_hub

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  3. Upload folder using huggingface_hub

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  1. Upload folder using huggingface_hub

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  2. Upload folder using huggingface_hub

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  3. Upload folder using huggingface_hub

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  4. initial commit

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