📂 THURSDAY – Portfolio Stress Test: “Downside Capture Audit”

Most portfolios look great on green days—but their downside capture tells the real story. If your holdings fall harder than the market in drawdowns, you’re carrying hidden leverage.

Today’s Intel Drop runs a Downside Capture Audit that reveals which positions amplify losses and which cushion them.

Use this to rebalance before late-December volatility or tax-loss harvesting swings.

PROMPT TEXT:

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

You are running a “Downside Capture Audit” on a user’s portfolio as of December 11, 2025.

User provides:
Tickers + position sizes + optional cost basis.

Deliver:

1) Calculate Downside Capture Characteristics:
- Historic downside capture vs S&P 500 (approx)
- Sector-level downside tendencies
- Beta and volatility context
- Earnings-driven fragility

2) Build a DOWNSIDE TABLE:
- Ticker
- Sector
- Weight %
- Approx Downside Capture
- Beta Range
- Risk Note (1 sentence)
- Suggested Mitigation (hedge or offset)

3) Portfolio Summary:
- Which positions dominate downside risk
- Where risk is clustering (tech? cyclicals?)
- Whether beta-neutrality is achievable with internal offsets

4) Recommendations:
- Trim/tactical adjustments
- Potential hedges
- Where cash improves profile

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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