2025-07-25 Streamlined Prompt

Refined Wealth Preservation Strategy (WPS) Prompt – July 24, 2025 (Streamlined) 1. Objective Update my Wealth Preservation Strategy (WPS) for a $1M portfolio to ensure retirement stability, targeting ~$40,000 annual income (3.7% withdrawal, 2% real growth above 3.1% inflation, ~$44,900 by 2027) at age 66, with max drawdown <20% and recovery within 18 months post-10% crash. Risk-adjusted return >3%. Benchmark against S&P 500, 60/40 portfolio. Align with my “Paranoid Survive” ethos, prioritizing the U.S. debt crisis ($36T, 120% debt-to-GDP, buying power erosion to $30,000–$35,000 real by 2030) and inflation (4–5% by 2026) as key risks, while allowing flexibility to explore contrarian opportunities, geopolitical shifts, and emerging trends. Leverage prior insights (e.g., Liberation Day, stress tests, Board of Wise Minds, including Paul and Johnson on debt discipline) without redundancy. Emphasize tax-free reallocations (post-2025 harvests: BAC, PLTR, TSLA, MSFT, XOM, WMT), diversified allocations (equities, funds, international, income, growth), and low-maintenance monitoring (bi-weekly Flash Reports, ~300 words) for my return to full-time work on August 4, 2025. Assess political will for debt reduction (deficit-to-GDP <3.5% by 2029) and X sentiment on short-term vs. long-term fixes (60% short-term, 30% long-term). Comment: Prioritize income stability (SCHD, VCIT, VYMI), debt/inflation hedges (VTI, gold), and contrarian buys (e.g., UNH at $282–$290, INTC at $18). Explore innovative hedges or growth opportunities (e.g., AI regulation impacts, BRICS trade pacts) without rigid constraints. 2. Analysis Framework Focus on debt crisis and inflation, with room for exploratory insights: Debt Crisis (55% likelihood, 2026–2028): Track U.S. debt ($36T), margin debt (+7% Q2 2025), debt-to-GDP (>130%), and monetization risks. Assess buying power erosion ($40,000 to $30,000–$35,000 real by 2030 at 5–7% inflation). Evaluate political will (e.g., Paul’s Six Penny Plan, Johnson’s OBBB growth) for 3.5% deficit-to-GDP by 2029 ($1.2T cuts, 0.5% tariff equivalent). Explore alternative debt scenarios (e.g., de-dollarization, CBO projections). Inflation (60% likelihood, 4–5% by 2026): Monitor tariffs (145% on China), oil (>$85/barrel), OBBB ($2.7T deficit). Assess income impact ($40,000 to $36,000–$38,000 real by 2026). Mitigate with SCHD, VCIT, VYMI ($76–$78), TIPS, gold (1%). Explore inflation drivers (e.g., supply chain shocks). Portfolio Management: Cap single-stock exposure at 5% (e.g., MSFT 5.65% to 5%) and sector at 15% (tech ~12.5%). Use tax-free reallocations (e.g., MSFT to SCHD, VBIL to VCIT). Track cycles (equity, bond, currency, geopolitical, sector) and volume signals (institutional buys, retail volatility) via Wyckoff, RSI, Fibonacci, and X sentiment. DeepSearch high-risk holdings (e.g., UNH DOJ probe, TSLA FSD/governance), debt/inflation triggers, and emerging trends (e.g., AI regulation, BRICS). Exploratory Lens: Allow flexibility to identify contrarian buys (e.g., UNH, INTC, PFE), geopolitical opportunities (e.g., VYMI for BRICS), and innovative hedges (e.g., gold, TIPS, or crypto proxies like IBIT on retail spikes). Conventions: Specify time frames (e.g., 20-day RSI, quarterly volume). Use intrinsic value, Fibonacci, support/resistance for targets (e.g., UNH ~$600, VYMI $76–$78). Flag thresholds (e.g., DXY <95, oil >$85). Anonymize portfolio (LMIMCO Aggregate, 34.04%). 3. Punch List High Priority (>70%): Debt Crisis: Monitor margin debt, debt-to-GDP, political will (X sentiment, CBO). Buy VTI, gold (1%). Inflation: Track tariffs, oil. Buy SCHD, VCIT, VYMI ($76–$78). UNH ($282–$290, target $426.48), INTC ($18, target $45). Watch List (50–70%): TSLA (trim $450, DOJ/SEC risks). AAPL ($190, target $230). F, WAB (tariff risks, 2026 tax-loss). PFE, WBA (contrarian buys). Events: OBBB ($2.7T deficit), Genius Act (INTC), power demands (XOM, CCJ), Perfect Storm (2026). Stress Tests: Debt Crisis: 15–20% equity loss, $40,000 to $30,000–$35,000 real by 2030. Inflation: 3–5% loss, $40,000 to $36,000–$38,000 real by 2026. SEC News: UNH DOJ, TSLA DOJ/SEC (5–10% drawdown). Flash Report: Bi-weekly, ~300 words, 4–8 equities (e.g., UNH, INTC, VYMI), triggers (e.g., MSFT $480 sell), macro updates (debt, inflation, X sentiment). 4. Board of Wise Minds Leverage permanent members (Buffett, Dimon, Fraser, Powell, Orman) and specialists (Laffont, Cooperman, Dalio, Wood, Alden, Lippmann, Druckenmiller, El-Erian, Fink, Grewal), with Paul and Johnson for debt discipline. Encourage exploratory insights: Buffett: Contrarian buys (UNH, INTC, PFE). Dalio: Debt crisis, break-even by 2029. Powell: Inflation mitigation (SCHD, TIPS). Paul: Six Penny Plan feasibility. Johnson: OBBB growth trade-offs. X Sentiment: Quarterly analysis (60% short-term, 30% long-term fixes). 5. Outputs Portfolio Rollup: Debt/inflation impacts, X sentiment, political will. Tax Strategy: Tax-free reallocations (MSFT to SCHD, VBIL to VCIT). Advisor Summary: Triggers (UNH $282–$290 buy, TSLA $450 trim), DeepSearches (UNH DOJ, TSLA, debt/inflation). Appendices: Cycle models, stress tests, X sentiment (e.g., @thexcapitalist). 6. Changes to Avoid Over-Specification Streamlined Focus: Reduced detailed cycle metrics (e.g., removed specific SMA thresholds) to prioritize debt crisis (buying power erosion) and inflation (income impact), allowing exploration of emerging risks (e.g., AI regulation, BRICS). Exploratory Flexibility: Added “exploratory lens” to encourage contrarian buys, geopolitical opportunities, and innovative hedges without rigid constraints. Simplified Political Will: Focused on Paul and Johnson’s core inputs (Six Penny Plan, OBBB trade-offs) and X sentiment, avoiding overly prescriptive policy thresholds. Balanced Monitoring: Retained bi-weekly Flash Reports but simplified to 4–8 equities and macro updates, ensuring low-maintenance oversight with room for ad-hoc DeepSearches. Preserving Exploratory Room: The prompt allows the Board to propose novel strategies (e.g., crypto hedges via IBIT, new sector bets) and adapt to shifting X sentiment or geopolitical events (e.g., BRICS pacts, tariff pauses), while anchoring on debt and inflation risks. DeepSearches remain flexible for emerging trends, ensuring your WPS stays dynamic. Sample Application (Brief) Using the refined prompt, a sample output would prioritize: Buys: UNH ($282–$290, DOJ probe overblown, target $426.48), INTC ($18, 18A catalyst), PFE ($28), VYMI ($76–$78, DXY <95), gold (1%). Sells: Trim MSFT ($480, RSI >70), TSLA ($450, DOJ/SEC risks). Hedges: SCHD (to 3%), VCIT (to 10%), TIPS (1%) for inflation; VTI, gold for debt. Monitoring: Bi-weekly Flash Reports with debt (margin debt, CBO), inflation (tariffs, oil), and X sentiment (60% short-term fixes). DeepSearches: UNH DOJ probe, TSLA governance, debt/inflation triggers, BRICS impacts. Next Steps: Test the refined prompt with a full output to confirm balance. DeepSearch debt/inflation triggers, UNH DOJ probe, TSLA governance by Q4 2025. Refine Flash Report cadence post-August 4, 2025. Would you like to test the streamlined prompt with a full WPS update, explore specific exploratory opportunities (e.g., crypto hedges, AI regulation), or adjust the balance further to ensure flexibility for advisor discussions? Thank you for guiding this refinement! Portfolio Snapshot 7/24/2025 Recently Harvested: BAC, PLTR, TSLA, MSFT, XOM, WMT Note: As I will be returning to work on 8/4/25 and will not be able to monitor daily, all targeted harvests have been accompished early. VMFXX 0.84% VIGAX 5.21% VBIL 0.31% VCLT 0.00% VCRB 8.16% VWOB 1.06% VYMI 1.11% VTI 3.17% BAC 0.37% PLTR 1.58% BA 0.74% FMFXX 0.09% TEMWX 2.90% LMIMCO 2025 Target Date Fund 13.23% LMIMCO ESOP (LMT) 9.29% LMIMCO Large Cap Index 6.08% LMCIMCO Small Mid Cap Index 2.05% LMIMCO Company Stock (LMT) 3.98% LMIMCO Global Equities Fund 2.41% GE 0.88% GEHC 0.12% GEV 0.54% WAB 0.03% WBA 0.40% UNH 0.33% USAIX 2.93% USTEX 1.11% SWVXX 3.43% VCIT 9.59% SCHD 2.61% AAPL 0.71% CCJ 0.51% F 0.09% INTC 1.30% JNJ 0.87% MSFT 5.65% OGE 0.23% PFE 0.39% MTSUY 0.48% SSUMY 0.47% T 1.66% TSLA 0.47% VZ 0.11% WMT 0.81% XOM 1.34%

2025-07-24 Prework Prompt

Revised Wealth Preservation Strategy (WPS) Prompt - 2025/07/24 1. Objective Update my Wealth Preservation Strategy (WPS) for a $1M portfolio to ensure retirement stability, targeting ~$40,000 annual income (3.7% withdrawal, 2% real growth above 3.1% inflation at age 66, ~$50,000 by 2029) at age 70, with max drawdown <20% and recovery within 18 months post-10% crash. Risk-adjusted return >3%. Benchmark against S&P 500, 60/40 portfolio. Align with my “Paranoid Survive” ethos, prioritizing the U.S. debt crisis ($36T, 120% debt-to-GDP, buying power erosion to $30,000–$35,000 real by 2030) and inflation (4–5% by 2026) as key risks, while allowing flexibility to explore contrarian opportunities, geopolitical shifts, and emerging trends. Align with my “Paranoid Survive” approach, anticipating Black Swans, emphasizing diversified allocations, gain harvesting, and risk mitigation across asset classes (equities, funds, cash, international, growth, income, sectors) to hedge devaluations, exloitating contrarian opportunities, monitor volume for insights. Ensure maximum drawdown <20% in stress tests, portfolio recovery within 18 months post-correction (e.g., 10% crash), and risk-adjusted return >3%. Benchmark against S&P 500, 60/40 portfolio. Leverage prior insights (e.g., Liberation Day, stress tests, Board of Wise Minds, including Paul and Johnson on debt discipline) without redundancy. Emphasize tax-free reallocations (post-2025 harvests: BAC, PLTR, TSLA, MSFT, XOM, WMT), diversified allocations (equities, funds, international, income, growth), and low-maintenance monitoring (bi-weekly Flash Reports, ~300 words) for my return to full-time work on August 4, 2025. Assess political will for debt reduction (deficit-to-GDP <3.5% by 2029) and X sentiment on short-term vs. long-term fixes (60% short-term, 30% long-term). Comment: Prioritize income stability (SCHD, VCIT, VYMI), debt/inflation hedges (VTI, gold), and contrarian buys (e.g., UNH at $282–$290, INTC at $18). Explore innovative hedges or growth opportunities (e.g., AI regulation impacts, BRICS trade pacts) without rigid constraints. Modification 2025-07-25 Context: I will be returning to work August 4th 2025 onto a multiyear project that should run five years. I am presently 66 years and 4 months of age and not drawing Social Security nor from our nestegg. We will build on this WPS prompt as it offers a good foundation and layer on additional years. As such, my Retirement Subcommitte recommends we adopt at $50,000 income target by 2029 based ono work extension, $50,000 contributions, and 5.5% return push portfolio to $1.5M, supporint 3.33% withdrawl, Socecurity (~420,000) reduces portfolio reliance, inflation (4.5%) and debt risks (120% debt-to-GDP) justify the increase. Modification 2025-07-25 Context (continued): For pretax allocations, presently we are a) reassess our allocation distribution, b) assess future allocations into the nestegg (recommentded diversifying 40% VTI for broad market exposure, 30% SCHD for dividends, 20% VYMI for emerging markets and 10% VCIT for bonds). For Insurance, we are holding onto our Medicare Part A, Part B, Part G+ Supplemental, Vision and Drugs and will study further the Group Insurance fine print. Globally, we will be expanding our WPS and Paranoid Survive approach for implications when I hit age 70. We will be in consultations with our financial advisors throughout and looking forward to this change of course. 2. Cycle and Macro Analysis Monitor concentration risk, capping single-stock exposure at 5% (e.g., reduce MSFT from 7.48%) and sector exposure at 15% (e.g., tech ~12.5%). Suggest reallocations to diversify (e.g., MSFT proceeds to SCHD, XOM) if limits breached, using volume signals (e.g., high-volume nodes for accumulation, low-volume breakouts for distribution) to time entries/exits per Wyckoff cycles (accumulation, mark-up, distribution, mark-down). Track multiple market cycles (equity, bond, currency, geopolitical, sector-specific) and macro triggers (Zweig Breadth Thrust, BRICS de-dollarization, FOMC, Leading Economic Indicators). Analyze reinforcements (e.g., debt crisis + equity correction) and cancellations (e.g., BRICS gains + U.S. equity losses) with likelihoods (High >70%, Medium 50-70%, Low <50%) and magnitudes (e.g., 10% portfolio loss, 1.5% gain). Use the following indicators, cadences, and volume signals aligned with Wyckoff cycles: Track debt-to-GDP, central bank interventions, and wealth gap signals (e.g. Populism, tariffs) for debt cycle posture. Black Swan Events: Recognize and identify potential Black Swan Events for future monitoring. Equity Cycle: Weekly S&P 500 breadth (<40% above 200-day SMA), P/E (>25x), RSI (>70 sell, <30 buy), futures (NQ, ES, YM, RU) post-April 2025 ZBT. Monitor volume profiles for high-volume nodes (accumulation) and low-volume breakouts (distribution), and Cumulative Volume Delta (CVD) for buyer/seller dominance. Bond Cycle: Monthly 10-year Treasury yield (>4.5%), 2-10 year spread, FOMC rate path. Track bond fund volume (e.g., VBIL, VCIT) for institutional flows at support levels. Currency Cycle: Monthly DXY (<95), BRICS trade agreements. Monitor retail volume spikes in Bitcoin (e.g., IBIT) on X for de-dollarization signals. Geopolitical Cycle: Quarterly tariff updates (e.g., 15% U.S. tariffs), oil prices (>$85/barrel). Track institutional volume in energy (e.g., XOM) and international funds (e.g., VYMI) for accumulation. Sector Cycles: Monthly RSI, earnings for tech (e.g., MSFT, INTC), energy (e.g., XOM, GEV, OGE), healthcare (e.g., UNH, JNJ, PFE), consumer (e.g., WMT, F, WBA). Provide candidate moves tied to cycle triggers and Wyckoff phases. Monitor market behavior at all-time highs, volume indications (e.g., retail vs. institutional flows in Time & Sales, FINRA off-exchange data), and macro signals (e.g., LEI, retail sales) using denoised X sentiment and authoritative sources (Bloomberg, CNBC). Volume Action: Summarize recent volume action (e.g., volume profiles, CVD, retail vs. institutional flows), significant changes (e.g., retail options spikes, institutional sector rotation, breakouts, range extensions, reversals), and implications for WPS positioning, using Wyckoff cycles (e.g., accumulation at high-volume nodes, distribution at low-volume breakouts). Leverage available resources (e.g., aggregated data, X sentiment, FINRA reports) to inform triggers and reallocations. Volume and Order Flow: Where available. Identify macro tidal flows, institutional and retail volume consituents. Grok suggests institutional and retail DeepSearches on VTI and VIGAX as a good measuring reference. Treasury Yield Movements and ETF Flows: For major flows in/out of treasuries. Assess total, retail, and institutional volume flow (FINRA, CVD, X sentiment), correlating with price movements (>5% impact). Prioritize institutional signals for WPS actions, flag retail-driven volatility (e.g., Magnificent 7 and the equities near all time highs in white space) for DeepSearch, and maintain non-taxable tactics Price Extension Beyond Value Areas: Whenever price extends beyond Value areas, targets may be suggested based on such things as Intrinsic value, Support/Resistance zones from expanded historical time frames, Fibbonachi extrapolations, moving averages, and/or sentiment stated targets. Basis for extrapolated targets will be explained to facilitate factfinding and discussions with Financial Advisors. Wychoff Price Action Summary Studies: Price Action Summary for specific holdings to target range extensions beyond support/resistance based on Volume Profiles Value Areas (70%). The principal Time frames to be considered is the 20 day and includes the overnight data. When useful in providing supporing the 20 day examination, include the volume profiles of the 1 year, 3 year and maximum history.va Long Term Debt Cycle Posture: Address WPS posturing to handle this Dalio concept. Margin Debt: Monitoring for assessing market health. DXY: Monitor movement with respect to <95 and associated VYMI reallocations. We are currently using Ormans advise "Patience is key for retirement stabiity. Wait for VYI at $76-78 to avoid overpaying. Use IRA cash to keep taxes at zero.". Suggest hedges. SEC Filings: Scan and report SEC Filings over the past year identify "behind the number" patterns, governances stability, trends, risks to our WPS and in the spirit of our Paranoid Survive mantra. SEC Filing Monitoring: Scan of SEC filings (e.g. 10-K, 10-Q, 8-K, and Forms 3/4) for WPS holdings to identify AI-related disclosure risks (e.g., vague claims, unsubstantiated “proprietary AI”) and governance weaknesses (e.g., insider selling, cybersecurity lapses). Incorporate lessons from Q1 FY2025 SEC enforcement (200 actions, 118 standalone, targeting AI washing, financial misstatements) to flag holdings with regulatory risk (Medium >50% likelihood, 5–15% drawdown). Recommend DeepSearch for high-risk holdings and tax-free reallocations (e.g., MSFT to SCHD) on volume triggers (e.g., retail options spikes, institutional outflows, 20-day) Identification and Evaluation of Contrarian Opportunities to Exploit: As they present themselves. Diversification Across Uncorrelated Assets: Identify and recommend as they present themselves. DeepSearches: Leverage allocated DeepSearch ration to prioritize high-likelihood risks (>70%, e.g., DXY <95, cyber attack) and actionable holdings (e.g., INTC, TSLA, MSFT, VTI flows). Encourage exploratory searches for unexpected opportunities or risks (e.g., contrarian buys, regulatory red flags, global competitive shifts) across cycles (equity, geopolitical, sector-specific) and data sources (X sentiment, SEC filings, Bloomberg). Review quarterly, flagging underutilized capacity to uncover additional nuggets (e.g., governance weaknesses, retail-driven volatility) Conventions: To facilitate correlation and communications, please note the time frames used when discussing Volume Profile, Fibbonachi, moving averages and other indicators. Conventions: Also, for Fibbonachi, please state the start and end points used. When discussing thresholds and instrinsic values, please provide relative description (e.g. approaching, near, crossed, waaaaay past, etc). We will accept a "close enough" description to account for differing correlations of tools. Convention: Reinforce discussions by considering additional longer time frames when relevant. Convention: When a holding crosses the WPS 5% holding threshold, identify and discuss how to handle these (i.e. Harvest, deviations with rationale for higher thresholds) Convention: Anonymize portfolio holdings 3. Punch List 3.a Update High Priority (>70%) and Watch List (50–70%) items with 3–5 key points, focusing on recent six-month developments, triggers, and reallocations. Include stress tests (e.g., DXY <95, tech burst) with metrics (loss range, recovery, volume triggers). Identify new risks (e.g., AI fines, cyber attacks). Recommend reallocations by asset class, tied to Wyckoff phases and Intrinsic Valuations. Presently, we are Monitoring: High Priority: Debt Crisis: Monitor margin debt, debt-to-GDP, political will (X sentiment, CBO). Scott Bessent's Recovery Plan: Event time line & roadblocks Inflation: Track tariffs, oil. Buy SCHD, VCIT, VYMI ($76–$78). UNH ($282–$290, target $426.48), INTC ($18, target $45). BRICS (DXY triggers & VYMI timing), Targets associated from the April 2025 ZBT trigger Watch List: New High List (Watching for 5% pullback) TSLA (EV Recovery, DOJ/SEC risks). AAPL (Line relocation, AI stumble, target $230). F, WAB (tariff risks, 2026 tax-loss). PFE, WBA (contrarian buys). INTC (Turn around news, buy $18, target $45), F (EV recovery), Defense/Aerospace (LMT, BA, GE, PLTR), Crushed Equities (UNH, BA, WBA, PFE). Event Watch list: Long Term Debt Cycle OBBB ($2.7T deficit) Auto/Tariff Risks (F, WAB, TSLA). Genius Act Power Demands (domestic & AI demands) Margin Debt (rising levels, portfolio exposure, systemic risks, data gaps), Perfect Storm (We are currently evaluating the possibilities of "a perfect storm" in early 2026 consisting of Powell's term expiring, a year of realized tariff implications, achievement of the price targets resulting from the April 2025 ZBT, margin debt situation, tech overvaluation pullback, aka dot-com bubble 3.b Stress Tests (Identify candidates where dynamic stress testing could be useful). Prioritize stress tests with likelihood >60% or portfolio impact >7%, updating quarterly (To Be Reviewed TBR) based on macro developments.: Retracement to 200-month MA Cyber attack Debt resolution failure & Long-Term Debt Cycle Full BRICS Tariff Negotiation and Volatility 2027 Tech Burst Margin Debt DXY < 95 Inflation Commercial and Residential Real Estate Mortgage Default EU/U.S. AI fines Climate Policy Geopolitical Escalation Increased Margin Buying EV Credit Elimination Provide key metrics (e.g., 7-22% loss range, recovery potential, likelihood, volume-based triggers like retail options spikes >60% or declining CVD) and confirm or suggest new holdings aligned with Wyckoff cycles. AI Regulatory Fines (60% likelihood): 5–15% portfolio loss, 6–12 month recovery. Triggers: SEC comment letters, fines, or restatements on AI disclosures (e.g., MSFT, TSLA). Volume Signals: Retail options spikes (>60%), institutional outflows (Cumulative Volume Delta decline). Action: Harvest tech holdings at RSI >70 (20-day, low-volume breakouts) and reallocate to SCHD, VTI (tax-free). Monitor 10-K, 10-Q filings and earnings calls for disclosure accuracy. 3.c New WPS Enhancements (on hold): We are shaping the WPS for when I return to work. We like the comprehensive detailed report, and the nuggets uncovered by Grok. We are also currently crafting a "Flash Report" envisioned to be used more frequently providing current events, alerts of nearby triggers, portflio holdings that are either in or approaching white space, recommended watch areas, reminders of previously identified triggers, etc. Adjust Flash Report frequency (e.g., daily to bi-weekly) post-return to work, based on advisor feedback and market volatility. The format and content of these is ongoing. Present status of Flash Report - Includes a Fair Value pile for non-actionable holdings and elaborated nuggets for equities at points of interest. It’s ~300 words, uses 20-day volume profiles and extended hours), and focuses on triggers and macro events Balancing Nuggets and Specificity: Grok's tendency to provide detailed nuggets (e.g., INTC’s 2-year POC ~$30 as a reversion target, TSLA’s FSD regulatory risks) stems from your prompt’s emphasis on Wyckoff cycles, Fibonacci, and Wise Minds (Buffett, Fraser, Laffont). Over-specificity risks cluttering the daily report, reducing usability for your advisor discussions. To preserve nuggets while meeting your needs: Solution 1: Prioritize Actionable Nuggets: Limit nuggets to 2-4 per equity at points of interest (e.g., “INTC at $18–$19, buy on 18A catalyst, RSI <30” or “NVDA at $128, trim on P/E 70, RSI >70”). Omit technical details (e.g., exact Fibonacci levels) unless critical. Solution 2: Tiered Detail: Daily Flash Reports (~300 words) focus on price, triggers, and 1–2 nuggets per actionable equity (4–6 holdings). Weekly reports (~500 words, 2–3 holdings) dive deeper (e.g., multi-timeframe POCs, Fibonacci). Solution 3: Nugget Flags: Use concise descriptors (e.g., “Tariff Risk,” “AI Catalyst”) to signal why a holding is at a point of interest, preserving insight without overloading. Proposed Approach for Flash Report: Adopt Solution 1 for daily Flash Reports: 4–8 equities at points of interest (buy/trim triggers, volatility from tariffs/AI/FDA), 2-4 nuggets each, and a Fair Value pile for others. Weekly reports use Solution 2 for deeper analysis. This keeps reports actionable, preserves nuggets, and aligns with your mid-July return cadence (8 AM CDT daily). 4. Board of Wise Minds Integrate insights from the following Wise Minds, highlighting their philosophical strengths, present cycles, volume signals (e.g., institutional accumulation, retail FOMO), and alignment with WPS triggers. Address key tensions (e.g., Laffont’s growth vs. Buffett’s value in tech cycle). Include vetting status: Warren Buffett: Moats (e.g., XOM, JNJ), intrinsic value (e.g., MSFT ~$420, AAPL ~$230), buy on panic, equity cycle, permanent member. Align with high-volume accumulation phases. Jamie Dimon: Bond/debt risks (e.g., yield >4.5%), financials (e.g., BAC), permanent member. Monitor institutional volume in financials for support. Jane Fraser: Globalization, emerging markets (e.g., VYMI, TEMWX), permanent member. Track institutional volume in VYMI for BRICS-related accumulation. Jerome Powell: FOMC rates, income stability (e.g., SCHD), permanent member. Monitor bond fund volume (e.g., VCIT) for rate-driven flows. Suze Orman (a ranking member for views on retirement): Known for consumer-focues financial planning and retirement strategies. Philippe Laffont (specialist): AI, growth tech (e.g., MSFT, INTC), Bitcoin, finalize by Q3 2025. Limit to 2-3 insights (e.g., AI infrastructure, EM tech, retail options volatility). Align with tech volume spikes. Leon Cooperman (specialist): Value, contrarian buys (e.g., INTC, PFE), debt crisis, finalize by Q3 2025. Limit to 2-3 insights (e.g., sell strength on low-volume breakouts, energy overweight). Align with institutional accumulation. Ray Dalio (specialist): Debt cycles, BRICS expertise. Monitor retail Bitcoin volume, institutional VYMI flows. Cathie Wood (specialist): Known for disruptive tech investments) Lyn Alden (specialist): Recognized for macro insights on debt cycles, currency trends, and energy markets. Greg Lippmann (specialist): Recognized in the movie, the Big Short for spotting flawed situations and good track record. Stanley Druckenmiller (specialist) Mohamed El-Erian (specialist): EM Specialist to deepen BrICS and VYMI Analysis Larry Fink (specialist): Blackrock Co-Founder, For Climate/ESG) to tackle energy & geopolitical oil risks, adding a sustainability lens to debates. Gurbir Grewal (specialist): SEC enforcement expertise, focusing on AI-related misleading disclosures and governance accountability. Monitor 10-K, 10-Q, 8-K, and Forms 3/4 for WPS holdings (e.g., MSFT, TSLA, INTC) to flag regulatory risks (Medium 50–70% likelihood, 5–15% drawdown). Limit to 1–2 insights (e.g., trim tech on SEC scrutiny, prioritize governance stability). Align with retail options volatility and institutional volume flows (20-day). Senator Rand Paul (legislature guest) Representative Michael Johnson (legislature guest) Scott Bessent (Treasury guest) Russ Vought (OMB Director, guest) John Thune (Senate GOP Leadership, guest) New Candidates: The present size of the board at this time appears to be adequate and manageable. Special "guests" may be called upon to appear when special emphasis is usefule Under the portfolio owner’s thoughtful guidance, five Subcommittees—Retirement, Domestic Agenda, Foreign Affairs, Stability and Income, and Growth and Hedges—work together to safeguard and grow the WPS. Convened as needed for scenarios like tariffs or BRICS shifts, these Subcommittees draw on the collective wisdom of select advisors, with the Retirement Subcommittee leading to protect retiree goals, while others step forward as challenges arise. Advisors’ roles adapt to each scenario, ensuring a vibrant balance of income, stability, and growth. Ad-hoc meetings may be called for by the CEO for special topics and Exploratory Flexibility. 5. Lessons Learned Maintain a living list of historical events: 7 Bad (1929 Crash, Black Monday 1987, Dot-Com 2000-2002 with comparisons to current AI rise, GFC 2007-2009, COVID-19 2020), the 11 Bear Markets since 1929 where >19% pullbacks occured; 7 Good (Buffett’s Apple, Icahn’s Netflix, Amazon post-Dot-Com, Burry’s GameStop, S&P 500 SIP 2007-2025). Summarize each in one paragraph, covering triggers, impact, lessons, and Wise Minds’ insights (e.g., Buffett on cash, Cooperman on contrarian buys), emphasizing volume patterns (e.g., retail spikes in Dot-Com, institutional accumulation in COVID-19). Align lessons with WPS strategies (e.g., liquidity, dip-buying on high-volume support). Prioritize lessons relevant to active cycles (e.g., Dot-Com for tech, GFC for bonds), focusing on AI rally vs. Dot-Com bubble for 2027-2028 correction thesis. SEC AI Enforcement (Q1 FY2025): The SEC’s 200 enforcement actions, including 118 standalone cases, targeted misleading AI claims (“AI washing”) and financial misstatements (e.g., Delphia’s false client data usage, Global Predictions’ unverified “AI-driven forecasts”). Triggers: Vague or unsubstantiated AI disclosures, weak governance controls, inadequate cybersecurity disclosures. Impact: 5–15% stock price drawdowns, fines (e.g., $4.5B Terraform Labs), reputational damage. Lessons: Prioritize holdings with strong disclosure controls (e.g., JNJ, XOM) and monitor tech holdings (e.g., MSFT, TSLA, INTC) for SEC scrutiny via 10-K, 10-Q, 8-K filings, and earnings calls. Correlate with volume signals (e.g., retail options spikes >60%, institutional outflows via Cumulative Volume Delta) to time actions. Wise Minds: Buffett (buy intrinsic value, e.g., MSFT $420, INTC $18–$19), Grewal (SEC accountability for governance). WPS Action: Harvest tech holdings at overbought levels (RSI >70, low-volume breakouts, 20-day) and reallocate tax-free to SCHD, VTI to mitigate regulatory risk. Monitor insider activity (Forms 3/4) for governance stability and cybersecurity disclosures for AI-related risks (Medium 50–70% likelihood, 5–15% drawdown). DeepSearch high-risk holdings (e.g., TSLA FSD claims, INTC 18A disclosures) quarterly. 6. Outputs Deliver a text-based, Google Docs-friendly artifact: Provide a rollup on the overall Portfolio with the upper and lower ranges identified along with their liklihood, considering all of the interdependencies, and mention what are the key overall drivers. This would help me as CEO. Note that 2025 equity harvests have been performed and future tax-loss harvesting is deferred to 2025. Prioritize non-taxable reallocations. Suggested mentioning in Rollup Content - Review recent harvests for tax implications, prioritizing long-term gains and Roth conversion opportunities. Include tax considerations for proposed harvesting (e.g., long-term vs. short-term capital gains, hold periods) and reallocations (e.g., tax-free bond swaps for VBIL to VCIT). Suggest tax-loss harvesting (e.g., sells at losses to offset gains) and Roth conversion opportunities to minimize tax drag, using volume signals to time actions (e.g., sell on low-volume breakouts). Suggested mentioning in Rollup Content - Key Support Information: Concise updates for Punch List (1-2 paragraphs per item), stress tests (key metrics, e.g., 7-22% loss range, volume-based triggers), and Lessons Learned (1 paragraph per event, highlighting volume patterns). Regulatory Risk Nuggets: Highlight holdings with potential SEC scrutiny (e.g., MSFT, TSLA for AI washing, weak governance in WBA) based on 10-K, 10-Q, 8-K filings, Forms 3/4, and earnings call discrepancies. Recommend DeepSearch for high-risk holdings (e.g., TSLA FSD claims) and tax-free reallocations (e.g., MSFT to SCHD) if regulatory triggers emerge (Medium >50% likelihood, 5–15% drawdown) Advisor Summary: List key triggers (e.g., sell at "$" low-volume breakout, buy at "$" on high-volume support), reallocations (e.g., "equity or fund" to 1%, VBIL to VCIT), and nuggets (e.g., DXY <95, watch list progress, volume and option spikes). Schedule advisor reviews following key events (e.g., post-FOMC, earnings reports, etc) for triggers and quarterly (e.g., tariff updates) for reallocations and stress tests. Provide talking points (e.g., dip-buying, hedge feasibility, volume-driven cycle signals). Appendices: Detailed cycle models, stress test simulations, and Wise Minds vetting (unlimited pages). Include a near-term calendar (e.g., July-September 2025: FOMC, INTC earnings, tariff updates) and monitoring schedule (On Hold) Note for the upcoming Weekly, Monthly & Quarterly updates. For the present time being, please cover all relevant topics. In the near future, I will be returning to work on a full time basis - we will adjust the reporting cadence to fit in the near future. Thank You. (On Hold) Weekly: S&P 500 breadth, RSI for MSFT, TSLA, INTC, volume profiles for accumulation/distribution, Time & Sales for retail vs. institutional flows. (On Hold) Monthly: DXY, 10-year yield, LEI, retail sales, FINRA off-exchange data for retail volume. (On Hold) Quarterly: Tariffs, oil prices, BRICS pacts, FOMC statements. Check xAI system limitations and note if approached. Confirm no tracking risks from portfolio data (anonymize holdings, e.g., aggregate LMIMCO funds as “LMIMCO Aggregate”). 7. Constraints Use denoised X sentiment and authoritative sources (Bloomberg, CNBC) for cycle tracking, macro updates, and Wise Minds insights. Avoid tracking risks by anonymizing portfolio data (e.g., normalize to $1M, aggregate funds like LMIMCO). Flag if excessive data could enable tracking to actual holdings. These reports will be used in conversations with Financial Advisors. Provide content suitable for such conversations. Notify if information being discussed may be traced to personal accounts. Inform if we are coming close to or encroaching on any xAI system limitations - Conversely, inform of underutilization margins where further details may be explored. 8. Change Log Feedback and Iteration: Document advisor feedback (e.g., trigger feasibility, reallocation constraints) and market-driven changes (e.g., new cycles, stress tests). Review prompt quarterly (e.g., October 2025) to update priorities (e.g., shift INTC to Watch List post-recovery), cadences (e.g., daily RSI if volatile), or Wise Minds (e.g., formalize Dalio). After each advisor meeting, note which triggers worked (e.g., MSFT harvest), which need adjustment (e.g., INTC buy at ~$16), and new nuggets. Update Change Log and Lessons Learned (e.g., add successful triggers like MSFT harvest) quarterly. June 2025: Added Ray Dalio as Wise Mind candidate for BRICS/debt expertise. Q2 2025: Harvested WMT, reinvested in SCHD. June 2025: Clarified PAPA as potential typo for PFE (0.38%); awaiting confirmation. June 2025: Added success metrics, concentration risk, dynamic stress tests, tax considerations, feedback loop. June 2025: Specified real income growth, AI regulation stress test example. June 27, 2025: Enhanced volume analysis and Wyckoff cycle integration across Cycle and Macro Analysis, Punch List, Board of Wise Minds, Lessons Learned, and Outputs. Aggregated LMIMCO holdings for anonymization. July 2025: Incorporate Flash Report July 2025 Wiring in DeepSearch and Dynamic Stress Testing July 2025: Added tax-loss candidates (BA, F, PFE), refreshed ZBT and tech crash watch topics post-OBBBA. Noted WBA’s Phoenix status. Updated Board of Wise Minds (Cathie Wood, Lyn Alden, Suze Orman, Greg Lippman, Stanley Druckenmiller). Pending revised portfolio snapshot. July 2025: Provisions included for gatherings of Wise Minds under a seperate prompt. Portfolio snapshot updated. Jusy 2025 Added 2025 harvests have been accomplished. limit remaining 2025 assessments to prioritize non-taxable reallocations. July 2025 Added volume flow analysis (total, retail, institutional), confirming stronger institutional correlation with price movements. Flagged TSLA, WBA, BA for DeepSearch; reaffirmed WBA hold (taxable gain). July 2025 Discussed Dalio's Long Term Debt Cyles. Reviewed scale out harvest plans for MSFT. July 2025 Discussing the perfect storm in 2026. July 18, 2025: Added SEC AI Enforcement (Q1 FY2025) to Lessons Learned and Gurbir Grewal as Wise Mind for regulatory risk monitoring. Enhanced SEC filing scans, AI fines stress test, and regulatory nuggets. July 18, 2025: Reviewed xAI’s nugget generation process, confirming prompt’s balance of structure and flexibility. Proposed minor tweak to DeepSearches directive to encourage exploratory insights while preserving WPS alignment. No over-specification risks identified. July 24, 2025: Prepare for a return to work. July 24, 2025: Revise income goal to $45,000 by 2029, reflecting 4-5% inflation, portfolio growth to 1.28M-$1.44M, and work contributios. Portfolio Snapshot 7/24/2025 Recently Harvested: BAC, PLTR, TSLA, MSFT, XOM, WMT Note: As I will be returning to work on 8/4/25 and will not be able to monitor daily, all targeted harvests have been accompished early. VMFXX 0.84% VIGAX 5.21% VBIL 0.31% VCLT 0.00% VCRB 8.16% VWOB 1.06% VYMI 1.11% VTI 3.17% BAC 0.37% PLTR 1.58% BA 0.74% FMFXX 0.09% TEMWX 2.90% LMIMCO 2025 Target Date Fund 13.23% LMIMCO ESOP (LMT) 9.29% LMIMCO Large Cap Index 6.08% LMCIMCO Small Mid Cap Index 2.05% LMIMCO Company Stock (LMT) 3.98% LMIMCO Global Equities Fund 2.41% GE 0.88% GEHC 0.12% GEV 0.54% WAB 0.03% WBA 0.40% UNH 0.33% USAIX 2.93% USTEX 1.11% SWVXX 3.43% VCIT 9.59% SCHD 2.61% AAPL 0.71% CCJ 0.51% F 0.09% INTC 1.30% JNJ 0.87% MSFT 5.65% OGE 0.23% PFE 0.39% MTSUY 0.48% SSUMY 0.47% T 1.66% TSLA 0.47% VZ 0.11% WMT 0.81% XOM 1.34%