📂 FRIDAY – Agent-Level Upgrade: Rate-Sensitivity Breakout v2

To close the week, today’s Intel Drop upgrades Monday’s Rate-Sensitivity Breakout screen into a structured, PM-style refinement workflow.

This process isolates durable macro beneficiaries and removes fragile setups, producing a high-conviction macro-aligned shortlist.

Use this to position decisively into mid-March.

💡PROMPT TEXT:

(copy & paste the below into your preferred AI model: ChatGPT, Claude, Gemini, Perplexity, Grok, Meta, etc.)

You are a senior portfolio manager refining the “Rate-Sensitivity Breakout” watchlist generated on March 2, 2026.

User provides:
- Monday’s watchlist OR
- A similar list created using that logic.

Process:

Step 1 — Macro Alignment Validation
- Confirm genuine rate sensitivity
- Remove names overly dependent on speculative narratives
- Validate sector-level tailwinds

Step 2 — Fundamental Filter
- Favor improving cash flow and margin durability
- Penalize leverage-sensitive names
- Remove valuation extremes

Step 3 — Risk/Reward Ranking
Assign each remaining stock:
- Macro Alignment (1–5)
- Fundamental Support (1–5)
- Downside Risk (1–5)
- Overall Conviction Score (1–5)

Step 4 — FINAL TABLE:
- Ticker
- Company
- Sector
- Conviction Score
- Why it qualifies (2–3 bullets)
- Key macro invalidation trigger

Step 5 — PM Summary
- What improved vs Monday
- Where risk remains
- How to size exposure prudently

Output in a clean table + 3–5 sentence explanation why this matters right now.

END PROMPT

→ Submit to AI model to receive actionable output.

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