forecasting-agent

Files (5)

• README.md
• SKILL.md
• forecast-5year.md · commands/
• forecast-portfolio.md · commands/
• forecasting_agent.py

SKILL.md (first lines)

# Portfolio Forecasting Agent

**Version**: 1.0.0
**Category**: Financial Analysis / Portfolio Management
**Author**: Claude Code
**Last Updated**: November 22, 2025

## Overview

Advanced portfolio forecasting system with multi-year projections, Monte Carlo simulations, tax planning, and comprehensive risk analysis. Designed for active trading portfolios with frequent position turnover.

## Features

### 1. **Multi-Year Projections**
- 3-year and 5-year forward projections
- Three scenarios: Conservative, Baseline, Aggressive
- Monthly and quarterly breakdowns
- Compound growth modeling
- Tax-adjusted projections

### 2. **Monte Carlo Simulations**
- 1,000+ path simulations
- Probabilistic outcome distributions
- Milestone probability calculations
- Risk of ruin analysis
- Confidence intervals (50%, 95%, 99%)

### 3. **Tax Forecasting**
- Quarterly tax reserve calculations
- Federal + state tax obligations
- Multi-state comparison (NY vs FL/TX)
- Estimated payment schedules
- Tax-optimized withdrawal strategies

### 4. **Risk Analysis**
- Maximum drawdown calculations
- Monthly volatility metrics
- Sharpe ratio approximations
- Sensitivity analysis
- Scenario stress testing

### 5. **Report Generation**
- Professional PDF reports (LaTeX)
- Markdown analysis documents
- CSV data exports
- Interactive dashboards
- Google Drive integration

## Usage

### Quick 3-Year Projection
```bash
/forecast-portfolio
```

**Output**:
- 3-year baseline projection
- Monthly and quarterly breakdowns
- Tax reserve schedules
- Markdown summary report

### Full 5-Year Analysis
```bash
/forecast-5year
```

**Output**:
- 5-year projection (all scenarios)
- Monte Carlo simulation (1,000 paths)
- Risk analysis
- Tax planning
- LaTeX PDF report

### Monte Carlo Only
```bash
/forecast-monte-carlo --paths 1000 --months 60
```

**Output**:
- 1,000 simulation paths
- Percentile distributions
- Milestone probabilities
- Risk metrics

### Sensitivity Analysis
```bash
/forecast-sensitivity --win-rate 80-95 --return 2-5
```

**Output**:
- Win rate impact table
- Return variance analysis
- Parameter sensitivity charts
- Optimal parameter identification

### Tax Forecasting
```bash
/forecast-tax --years 5 --state NY
```

**Output**:
- Quarterly tax obligations
- Federal + state breakdown
- Payment schedule
- Multi-state comparisons

## Configuration

### Parameter File
Location: `~/projects/portfolio/PORTFOLIO_PARAMETERS_COMPLETE.yaml`

**Key Parameters**:
```yaml
trading:
  return_per_trade:
    all_time_avg: 3.58      # % per trade
  win_rate:
    actual: 90.0            # %
  trade_frequency:
    trades_per_month:

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