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macro-exposure

Tag a thesis's implicit macro bets — the macro variables its bull case is secretly levered to (AI capex, rates, FX, China decoupling, memory/HBM cycle, energy, regulation) with direction and magnitude. Use when user says "macro exposure", "what macro is [TICKER] betting on", "macro bets", or "rate exposure for [TICKER]".

The English summary is being prepared. Showing the original description.

jameswong2011/InvestmentVault

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  • SKILL.md2.9 KB

SKILL.md (original)

Review the instructions the agent will receive before you install.

Follow CLAUDE.md Writing Standards strictly. Lead with the bet and its direction, no hedge words, tables over prose.

Surface the implicit macro bets inside one thesis — the macro variables the position is levered to whether or not the thesis names them. The output is the atom the portfolio-macro-exposure workflow fans out to find portfolio-wide concentration in a single macro variable dressed up as diversification.

Arguments

$ARGUMENTS = a ticker or thesis name. If empty, ask which thesis.

Read-only

This skill REPORTS analysis; it does not modify vault files. To persist, the user asks explicitly.

Mental Models gate (MANDATORY — CLAUDE.md)

Read [[Mental Models/Generalist - Overview]] + matching Industry -/Lens - files. Apply the READING PROTOCOL and run the base-rate / outside view adversarially: a macro bet the thesis treats as a sure thing is exactly where the outside view should attack.

Method (single source of truth — the portfolio-macro-exposure workflow reads this section)

  1. Read the thesis + skim Related Research and any linked Macro & Technology/ notes. Read _graph.md once for sector/cluster context.
  2. Extract each macro variable the bull case needs, from a standard palette (extend as the thesis warrants): AI / datacenter capex, interest rates, USD / FX, China market access & export controls, the memory / HBM cycle, energy & power availability, fiscal / stimulus, regulatory regime, consumer / enterprise IT spend.
  3. For each, record: direction (thesis needs it up / down / stable), magnitude (load-bearing / contributory / minor), horizon (already priced / 6–18mo / structural), and stated vs unstated (named in the thesis or a hidden assumption).
  4. Flag the single biggest unstated macro bet — the variable the thesis is most exposed to but least explicit about. That hidden bet is where correlated portfolio risk accumulates.

Output (solo run)

A macro-bet table — columns: Macro variable | Direction | Magnitude | Horizon | Stated? | Transmission (how it hits the thesis) — then one line naming the biggest unstated bet. No filler.

Workflow reuse

portfolio-macro-exposure (.claude/workflows/portfolio-macro-exposure.js) fans this ## Method out across every thesis, then aggregates into a concentration view: which single macro variable the largest share of bull cases (weighted by conviction) depend on. Keep ## Method the single source of truth.

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The English summary is being prepared. Showing the original description.

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