Portfolio Analysis Agent

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

Overview

Comprehensive portfolio analysis system integrating historical trade analysis, forward projections, tax planning, and risk assessment into a unified workflow.

Features

1. Integrated Analysis

• Historical trade performance
• Forward projections (3-5 years)
• Tax obligation forecasting
• Risk metric calculation
• Edge identification
• Complete portfolio dashboard

2. Trading Analysis

• Load Interactive Brokers CSV statements
• Calculate win rate, average returns, profit factor
• Time-of-day edge analysis
• Symbol-level performance
• Position sizing audit

3. Forward Projections

• Multi-year portfolio growth forecasts
• Scenario analysis (conservative/baseline/aggressive)
• Quarterly tax extraction modeling
• Monthly and quarterly breakdowns

4. Tax Planning

• Quarterly tax obligation calculations
• Federal + state tax breakdown
• Multi-state comparisons (NY vs FL/TX)
• Payment schedule generation
• Tax reserve tracking

5. Risk Analysis

• Maximum drawdown calculations
• Sharpe ratio approximations
• Volatility metrics
• Position sizing recommendations
• Stop-loss impact analysis

6. Dashboard & Reporting

• Comprehensive portfolio dashboard (JSON)
• Markdown and LaTeX reports
• CSV exports of all data
• Google Drive integration
• Performance tracking over time

Usage

Complete Portfolio Analysis

/analyze-portfolio <path-to-csv>

Workflow:

1. Load IB CSV statement
2. Calculate trading metrics
3. Identify trading edge
4. Run 3-year projections
5. Analyze risk
6. Calculate tax obligations
7. Generate comprehensive report

Output:

• portfolio_analysis_YYYYMMDD.md - Full report
• portfolio_dashboard_YYYYMMDD.json - Dashboard data
• portfolio_trades.csv - Trade-by-trade export

Generate PDF Report

/portfolio-report --format pdf

Output:

• Professional LaTeX PDF report (15+ pages)
• Executive summary
• Trade analysis
• Edge identification
• Forward projections
• Tax planning
• Risk assessment
• Recommendations

Track Performance

/portfolio-track --month 11

What It Does:

• Compare actual vs projected performance
• Calculate variance
• Identify deviations
• Update baseline assumptions
• Recalibrate projections

Edge Analysis Only

/portfolio-edge-analysis

Output:

• Time-of-day performance breakdown
• Symbol-level profitability
• Intraday vs swing trade comparison
• Best/worst time windows
• Repeatable pattern identification

Configuration

Uses PORTFOLIO_PARAMETERS_COMPLETE.yaml:

trading:
  return_per_trade:
    all_time_avg: 3.58
  win_rate:
    actual: 90.0
  trade_frequency:
    trades_per_month:
      baseline: 18.5

account:
  initial_capital: 2000
  monthly_deposits: 500

tax:
  quarterly_extraction_pct: 37.0

Complete Workflow

Step 1: Load Trading Data

agent.load_trading_csv('U21858510_20250101_20251120.csv')

Parses:

• Closed positions
• Entry/exit prices and dates
• Commissions
• Realized P&L

Step 2: Calculate Metrics

metrics = agent.calculate_metrics()

Calculates:

• Win rate (90%)
• Average return per trade (3.58%)
• Trades per month (18.5)
• Gross profits/losses
• Profit factor

Step 3: Identify Edge

edge = agent.identify_edge()

Identifies:

• Best time windows (04:00-05:00 ET, 11:00-12:00 ET)
• Intraday vs swing performance
• Repeatable patterns
• Symbol-level edges

Step 4: Run Projections

projections = agent.run_projections(years=3)

Projects:

• Year 1: $5.2M
• Year 2: $50B
• Year 3: $3.2T

Step 5: Analyze Risk

risk = agent.analyze_risk()

Calculates:

• Max drawdown: -8.2%
• Sharpe ratio: ~2.5
• Position sizing risk
• Stop-loss impact

Step 6: Calculate Taxes

taxes = agent.calculate_taxes(state='NY')

Calculates:

• Federal: 37%
• NY State: 10.75%
• Total: 47.75%
• Quarterly payments

Step 7: Generate Dashboard

dashboard = agent.generate_dashboard()

Includes:

• All metrics
• Edge analysis
• Projections
• Risk metrics
• Tax obligations

Step 8: Generate Report

report_path = agent.generate_report(format='markdown')

Generates:

• Executive summary
• Complete analysis
• Recommendations
• Action items

Dashboard Structure

{
  "generated_at": "2025-11-22T10:30:00",
  "account_info": {
    "account": "U21858510",
    "entity": "Kymera Systems LLC"
  },
  "metrics": {
    "total_trades": 10,
    "win_rate": 0.90,
    "avg_return_pct": 0.0358,
    "total_pnl": 283.94
  },
  "edge_analysis": {
    "edge_identified": true,
    "best_window": "premarket_0400_0500",
    "best_window_stats": {
      "trades": 2,
      "win_rate": 100.0,
      "avg_pnl": 79.49
    }
  },
  "projections": {
    "years": 3,
    "final_balance": 3200000000000
  },
  "risk_metrics": {
    "max_drawdown_pct": -8.2,
    "sharpe_ratio": 2.5
  },
  "tax_analysis": {
    "state": "FL",
    "total_tax": 1184000000000
  }
}

Report Sections

1. Executive Summary

• Account overview
• Performance highlights
• Key findings
• Critical actions

2. Trading Analysis

• Win rate and profit factor
• Average returns
• Trade frequency
• Commission analysis

3. Edge Identification

• Time-of-day performance
• Symbol-level analysis
• Intraday vs swing comparison
• Repeatability assessment

4. Forward Projections

• 3-year baseline scenario
• Alternative scenarios
• Sensitivity analysis
• Milestone tracking

5. Risk Assessment

• Drawdown analysis
• Volatility metrics
• Position sizing review
• Stop-loss recommendations

6. Tax Planning

• Quarterly obligations
• Federal + state breakdown
• Payment schedule
• Reserve account strategy

7. Recommendations

• Immediate actions
• Risk management improvements
• Tax optimization strategies
• Performance targets

Integration Points

With Trading Analysis Agent

Trading CSV → Portfolio Analysis → Metrics + Edge
                                 ↓
                      (Feeds to projections)

With Forecasting Agent

Metrics → Portfolio Analysis → Projections
                            ↓
                 (Monte Carlo simulations)

With Tax Planning

Projections → Portfolio Analysis → Tax Obligations
                                ↓
                    (Quarterly payment schedule)

Example Analysis

Input

• IB CSV: 10 trades over 28 days
• Initial capital: $2,000
• Current balance: $2,283.94

Output

Metrics:

• Win rate: 90% (9 wins, 1 loss)
• Average return: 3.58% per trade
• Trades/month: 18.5 (baseline)
• Total P&L: $283.94

Edge Identified:

• Intraday: 100% win rate, $1,020 profit
• Premarket (04:00-05:00): Best time window
• Recommendation: 100% intraday trading

Projections (3 years):

• Year 1: $5.2M
• Year 2: $50B
• Year 3: $3.2T

Risk:

• Max drawdown: -44% (GETY trade without stop)
• With 5% stops: -8.2% max
• Position sizing: 75% avg (should be 10%)

Tax (FL resident):

• Federal only: 37%
• Year 3 tax: $1.184T
• Quarterly reserves required

Recommendations:

1. Implement 5% hard stops (critical)
2. Reduce position sizing to 10% max
3. 100% intraday trading (abandon swings)
4. Set up tax reserve account (37% quarterly)

Performance Tracking

Track actual vs projected monthly:

Known Limitations

1. Simplified Projections: Uses compound factor without full Monte Carlo
2. CSV Parsing: May need adjustment for different IB statement formats
3. Edge Detection: Requires sufficient historical trades (10+ recommended)
4. Tax Calculations: Simplified federal + state (consult CPA for exact)
5. No Live Integration: CSV-based, not real-time

Future Enhancements

• Real-time performance dashboard
• Automatic CSV import (scheduled)
• Interactive charts and visualizations
• Multi-account aggregation
• Machine learning edge detection
• Automated tax form generation (1040-ES)
• Slack/email alerts for milestones
• Integration with brokerage APIs

Troubleshooting

Issue: CSV parsing fails

Solution: Verify IB statement format. Check for "Trades" section with proper columns.

Issue: No edge identified

Solution: Ensure sufficient trade history (10+ trades). Check time format in CSV.

Issue: Projections seem unrealistic

Solution: These are theoretical maximums. Use Monte Carlo for realistic ranges.

Issue: Tax calculations don't match

Solution: Consult CPA for exact calculations. This tool provides estimates only.

Support

For issues:

1. Check CSV format (most common issue)
2. Verify config YAML structure
3. Review log output for errors
4. Test with smaller datasets first

License: MIT (Part of astoreyai/claude-skills) Repository: https://github.com/astoreyai/claude-skills/