📘 FRIDAY – Agent-Level Upgrade: Quality Compounders v2

Today we take Monday’s screener and elevate it into a multi-step reasoning prompt—a light agent that tightens quality filters, removes weak names, and ranks the survivors heading into the upcoming FOMC meeting.

Use this when you want to convert a raw screen into a portfolio-manager-level short list with explicit risk/reward logic.

PROMPT TEXT:

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

You are a senior PM refining a “Quality Compounders” watchlist originally built on December 1, 2025.

User pastes:
- Monday’s watchlist table, OR
- A similar list built with Monday’s logic.

Your process:

Step 1 – Sanity Check
- Note diversification
- Identify overconcentration
- Flag names that don’t truly meet quality standards

Step 2 – Tighten Quality Filters
- Top ~20% by ROIC/ROE
- Net debt/EBITDA < 2x (or net cash)
- Valuation at/below 5Y median
- Remove names that fail and justify briefly

Step 3 – Rank by Post-Fed Risk/Reward
- Scenario 1: December cut + easing expectation
- Scenario 2: No cut + choppy markets
Assign:
- Upside rating (1–5)
- Drawdown risk (1–5)
- Overall score (1–5, discretionary)

Step 4 – Final Short List
Create a FINAL TABLE:
- Ticker
- Company
- Sector
- Why it qualifies (2–3 bullets)
- Post-Fed Risk/Reward View (short paragraph)
- Key Watch Items (metrics, catalysts)

Step 5 – PM Summary
- 3–5 bullets explaining changes vs original list
- Biggest improvements
- Remaining concerns

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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