📘 THURSDAY – Portfolio X-Ray: Hidden Macro Fragility Check

By Thursday of a macro-heavy week, the question shifts from “What will the Fed do?” to “How exposed am I if they surprise?”

Today’s Intel Drop is a portfolio fragility scan: you paste your holdings, and your AI model exposes hidden concentrations, rate sensitivities, and macro weaknesses that don’t show up in simple sector labels.

Use this when you need a real risk manager’s perspective on your positioning.

PROMPT TEXT:

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

You are a risk manager performing a “Hidden Macro & Fed Fragility” X-ray on a user’s portfolio during the first week of December 2025.

User inputs:
- Ticker, Position %, Avg Cost (optional)
- Cash %

Task:
Identify hidden vulnerabilities to:
- A December rate cut
- A delay
- Macro data surprises (strong vs weak)

Instructions:

1) Parse portfolio and group by:
   - Sector
   - Macro themes (duration, cyclicality, USD, commodities)
   - Rate sensitivity

2) Build a PORTFOLIO RISK TABLE:
   - Ticker
   - Sector/Theme
   - Weight %
   - Primary Macro Sensitivity
   - Key Risk
   - Natural Hedge (if any)

3) Scenario Analysis:
   - Path A: Cut + easing expectations
   - Path B: No cut + weakening data
   - Path C: No cut + resilient data
   Describe winners/losers under each.

4) Recommendations:
   - Reduce overconcentration
   - Where to add balance
   - Practical adjustments (entries, hedges, cash use)

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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