@secapi/cli 0.3.1 → 0.4.0

package/dist/index.js

@@ -1,5 +1,8 @@
 #!/usr/bin/env node
 
+// src/index.ts
+import { readFileSync } from "node:fs";
+
 // src/generated-contracts/agent-prompts.ts
 var AGENT_PROMPT_PERSONAS = [
   "law-firm",
@@ -15295,12 +15298,23 @@ var responseMetadataSchema = exports_external.object({
   requestId: exports_external.string(),
   traceparent: exports_external.string().nullable().optional()
 });
+var freshnessStatusSchema = exports_external.enum([
+  "fresh",
+  "current",
+  "archival",
+  "stale",
+  "degraded",
+  "unknown"
+]);
 var freshnessMetadataSchema = exports_external.object({
-  status: exports_external.enum(["fresh", "stale", "degraded", "unknown"]),
+  status: freshnessStatusSchema,
   asOf: exports_external.string(),
   sourcePublishedAt: exports_external.string().nullable().optional(),
   lagMs: exports_external.number().int().nonnegative().nullable().optional()
 });
+var DEFAULT_FILING_FRESH_MS = 24 * 60 * 60 * 1000;
+var DEFAULT_FILING_DEGRADED_MS = 72 * 60 * 60 * 1000;
+var DEFAULT_FILING_ARCHIVAL_AGE_MS = 30 * 24 * 60 * 60 * 1000;
 var materializationMetadataSchema = exports_external.object({
   parserVersion: exports_external.string(),
   materializationVersion: exports_external.string()
@@ -15407,7 +15421,7 @@ var validationStatusSchema = exports_external.object({
 var dataQualityFreshnessSchema = exports_external.object({
   latestObservationAt: exports_external.string().nullable(),
   averageLagMs: exports_external.number().nonnegative().nullable(),
-  status: exports_external.enum(["fresh", "stale", "degraded", "unknown"]),
+  status: freshnessStatusSchema,
   observationCount: exports_external.number().int().nonnegative()
 });
 var dataQualityCompletenessSchema = exports_external.object({
@@ -15583,6 +15597,21 @@ var statementRowSchema = exports_external.object({
   unit: exports_external.string().nullable(),
   values: exports_external.array(statementValueSchema)
 });
+var compactStatementRowSchema = exports_external.object({
+  key: exports_external.string().nullable(),
+  label: exports_external.string().nullable().optional(),
+  unit: exports_external.string().nullable(),
+  values: exports_external.array(exports_external.number().nullable())
+});
+var compactStatementSchema = exports_external.object({
+  ticker: exports_external.string().nullable(),
+  statementKey: exports_external.string().nullable(),
+  period: exports_external.enum(["annual", "quarterly"]).nullable(),
+  periods: exports_external.array(statementPeriodSchema),
+  rows: exports_external.array(compactStatementRowSchema),
+  requestId: exports_external.string().optional(),
+  traceparent: exports_external.string().nullable().optional()
+});
 var statementSchema = exports_external.object({
   object: exports_external.literal("statement"),
   id: exports_external.string(),
@@ -16897,6 +16926,14 @@ var billingBudgetSchema = exports_external.object({
   hardCapReached: exports_external.boolean(),
   lineItems: exports_external.array(billingBudgetLineItemSchema)
 });
+var monthlyQuotaSnapshotSchema = exports_external.object({
+  family: exports_external.string(),
+  limit: exports_external.number().int(),
+  used: exports_external.number().int(),
+  remaining: exports_external.number().int(),
+  resetAt: exports_external.string(),
+  graceUntil: exports_external.string().nullable()
+});
 var billingBudgetGateSchema = exports_external.object({
   code: exports_external.string(),
   status: exports_external.number().int(),
@@ -16924,6 +16961,7 @@ var billingAccountSchema = exports_external.object({
   plans: exports_external.array(billingPlanSchema),
   settlement: billingSettlementSchema,
   budget: billingBudgetSchema,
+  monthlyQuotas: exports_external.record(exports_external.string(), monthlyQuotaSnapshotSchema),
   requestId: exports_external.string().optional()
 });
 var billingQuoteSchema = exports_external.object({
@@ -16975,6 +17013,75 @@ var dashboardPrincipalSchema = exports_external.object({
   scopes: exports_external.array(exports_external.string()),
   livemode: exports_external.boolean()
 }).passthrough();
+var dashboardSettingsPrincipalSchema = exports_external.object({
+  principalId: exports_external.string(),
+  subject: exports_external.string(),
+  orgId: exports_external.string().nullable(),
+  authMode: exports_external.string(),
+  scopes: exports_external.array(exports_external.string()),
+  livemode: exports_external.boolean()
+});
+var dashboardOverviewSummarySchema = exports_external.object({
+  object: exports_external.literal("dashboard_overview_summary"),
+  recordedAt: exports_external.string(),
+  privateBeta: exports_external.object({
+    object: exports_external.literal("dashboard_auth_gate_state"),
+    privateBetaEnabled: exports_external.boolean(),
+    publicSignupEnabled: exports_external.boolean(),
+    authkitConfigured: exports_external.boolean(),
+    clientIdConfigured: exports_external.boolean(),
+    workosConfigured: exports_external.boolean(),
+    loginEnabled: exports_external.boolean(),
+    signupEnabled: exports_external.boolean()
+  }),
+  capabilities: exports_external.object({
+    authMode: exports_external.string(),
+    canManageApiKeys: exports_external.boolean(),
+    canCreateApiKeys: exports_external.boolean(),
+    canManageBilling: exports_external.boolean(),
+    acceptedApiKeyManagementScopes: exports_external.array(exports_external.string()),
+    acceptedBillingManagementScopes: exports_external.array(exports_external.string())
+  }),
+  apiKeys: exports_external.object({
+    activeCount: exports_external.number().int(),
+    revokedCount: exports_external.number().int(),
+    totalCount: exports_external.number().int(),
+    activeKeyLimit: exports_external.number().int(),
+    remainingCreateCount: exports_external.number().int()
+  }),
+  usage: exports_external.object({
+    totalRequests: exports_external.number().int(),
+    successCount: exports_external.number().int(),
+    errorCount: exports_external.number().int(),
+    errorRate: exports_external.number(),
+    lastSeenAt: exports_external.string().nullable(),
+    topMeters: usageSummarySchema.shape.meters
+  }),
+  billing: exports_external.object({
+    publicPlanKey: exports_external.string(),
+    billingState: exports_external.string(),
+    rightsKey: exports_external.string(),
+    cardOnFile: exports_external.boolean(),
+    cardRequired: exports_external.boolean(),
+    freeGrant: exports_external.object({
+      total: exports_external.number().int(),
+      used: exports_external.number().int(),
+      remaining: exports_external.number().int()
+    }),
+    monthlyQuotas: exports_external.record(exports_external.string(), monthlyQuotaSnapshotSchema),
+    budget: billingBudgetSchema,
+    settlementStatus: exports_external.string(),
+    nextRecommendedPlan: exports_external.string().nullable(),
+    subscriptionStatus: exports_external.string().nullable(),
+    currentPeriodEnd: exports_external.string().nullable()
+  }),
+  actions: exports_external.array(exports_external.object({
+    id: exports_external.string(),
+    label: exports_external.string(),
+    enabled: exports_external.boolean(),
+    reason: exports_external.string().nullable()
+  }))
+});
 var dashboardOverviewSchema = exports_external.object({
   object: exports_external.literal("dashboard_overview"),
   requestId: exports_external.string(),
@@ -16982,7 +17089,189 @@ var dashboardOverviewSchema = exports_external.object({
   organization: organizationSchema.omit({ object: true }).nullable(),
   billing: billingAccountSchema,
   usage: usageSummarySchema,
-  apiKeys: exports_external.array(apiKeySchema)
+  apiKeys: exports_external.array(apiKeySchema),
+  overview: dashboardOverviewSummarySchema
+});
+var dashboardAccountSettingsSchema = exports_external.object({
+  object: exports_external.literal("dashboard_account_settings"),
+  requestId: exports_external.string(),
+  principal: dashboardSettingsPrincipalSchema.nullable(),
+  profile: exports_external.object({
+    object: exports_external.literal("dashboard_profile"),
+    userId: exports_external.string().nullable(),
+    email: exports_external.string().nullable(),
+    emailNormalized: exports_external.string().nullable(),
+    name: exports_external.string().nullable(),
+    displayName: exports_external.string().nullable(),
+    displayNameSource: exports_external.enum(["dashboard_settings", "workos", "unknown"]),
+    avatarUrl: exports_external.string().nullable(),
+    editable: exports_external.object({
+      displayName: exports_external.boolean(),
+      email: exports_external.boolean(),
+      name: exports_external.boolean(),
+      avatarUrl: exports_external.boolean()
+    }),
+    updatedAt: exports_external.string().nullable()
+  }),
+  organization: exports_external.object({
+    id: exports_external.string(),
+    name: exports_external.string().nullable(),
+    nameSource: exports_external.enum(["dashboard_settings", "workos"]),
+    workosName: exports_external.string().nullable(),
+    livemode: exports_external.boolean(),
+    createdAt: exports_external.string(),
+    settings: exports_external.object({
+      organization: exports_external.object({
+        displayName: exports_external.string().nullable(),
+        updatedAt: exports_external.string().nullable()
+      }),
+      appearance: exports_external.object({
+        theme: exports_external.enum(["dark", "system"]),
+        density: exports_external.enum(["comfortable", "compact"])
+      }),
+      accountDeletionRequest: exports_external.object({
+        status: exports_external.enum(["not_requested", "requested"]),
+        requestedAt: exports_external.string().nullable(),
+        requestedByPrincipalId: exports_external.string().nullable(),
+        reason: exports_external.string().nullable()
+      })
+    })
+  }).nullable(),
+  membership: exports_external.object({
+    object: exports_external.literal("workos_org_membership"),
+    userId: exports_external.string(),
+    orgId: exports_external.string(),
+    status: exports_external.enum(["active", "inactive", "suspended"]),
+    scopes: exports_external.array(exports_external.string()),
+    firstSeenAt: exports_external.string(),
+    lastSeenAt: exports_external.string(),
+    createdAt: exports_external.string(),
+    updatedAt: exports_external.string()
+  }).nullable(),
+  appearance: exports_external.object({
+    theme: exports_external.enum(["dark", "system"]),
+    density: exports_external.enum(["comfortable", "compact"])
+  }),
+  security: exports_external.object({
+    object: exports_external.literal("dashboard_security_settings"),
+    authProvider: exports_external.literal("workos"),
+    authMode: exports_external.string(),
+    sessionExpiresAt: exports_external.string().nullable(),
+    scopes: exports_external.array(exports_external.string()),
+    logoutPath: exports_external.string(),
+    profileFieldsManagedBy: exports_external.literal("workos")
+  }),
+  accountDeletion: exports_external.object({
+    status: exports_external.enum(["not_requested", "requested"]),
+    requestedAt: exports_external.string().nullable(),
+    requestedByPrincipalId: exports_external.string().nullable(),
+    reason: exports_external.string().nullable()
+  }),
+  actions: exports_external.array(exports_external.object({
+    id: exports_external.string(),
+    method: exports_external.string(),
+    path: exports_external.string(),
+    enabled: exports_external.boolean()
+  }))
+});
+var dashboardUsageSeriesSchema = exports_external.object({
+  object: exports_external.literal("dashboard_usage_series"),
+  requestId: exports_external.string().optional(),
+  orgId: exports_external.string(),
+  bucket: exports_external.enum(["hour", "day"]),
+  since: exports_external.string(),
+  until: exports_external.string(),
+  data: exports_external.array(exports_external.object({
+    bucketStart: exports_external.string(),
+    requestCount: exports_external.number().int(),
+    successCount: exports_external.number().int(),
+    errorCount: exports_external.number().int(),
+    units: exports_external.number().int(),
+    avgLatencyMs: exports_external.number()
+  }))
+});
+var dashboardEndpointBreakdownSchema = exports_external.object({
+  object: exports_external.literal("dashboard_endpoint_breakdown"),
+  requestId: exports_external.string().optional(),
+  orgId: exports_external.string(),
+  since: exports_external.string(),
+  until: exports_external.string(),
+  data: exports_external.array(exports_external.object({
+    endpointKey: exports_external.string(),
+    method: exports_external.string(),
+    path: exports_external.string(),
+    meterClass: exports_external.string(),
+    meterFamily: exports_external.string(),
+    requestCount: exports_external.number().int(),
+    successCount: exports_external.number().int(),
+    errorCount: exports_external.number().int(),
+    units: exports_external.number().int(),
+    avgLatencyMs: exports_external.number(),
+    lastSeenAt: exports_external.string().nullable()
+  }))
+});
+var dashboardUsageRequestSchema = exports_external.object({
+  id: exports_external.string(),
+  requestId: exports_external.string(),
+  principalId: exports_external.string().nullable(),
+  endpointKey: exports_external.string(),
+  method: exports_external.string(),
+  path: exports_external.string(),
+  status: exports_external.number().int(),
+  authMode: exports_external.string().nullable(),
+  meterClass: exports_external.string(),
+  meterFamily: exports_external.string(),
+  mcpToolName: exports_external.string().nullable(),
+  units: exports_external.number().int(),
+  latencyMs: exports_external.number(),
+  invoicePeriod: exports_external.string(),
+  recordedAt: exports_external.string()
+});
+var dashboardAuditEventSchema = exports_external.object({
+  id: exports_external.string(),
+  orgId: exports_external.string().nullable(),
+  actorPrincipalId: exports_external.string().nullable(),
+  eventType: exports_external.string(),
+  category: exports_external.string(),
+  outcome: exports_external.enum(["started", "succeeded", "failed", "blocked"]),
+  requestId: exports_external.string().nullable(),
+  authMode: exports_external.string().nullable(),
+  source: exports_external.string(),
+  metadata: exports_external.record(exports_external.string(), exports_external.unknown()),
+  occurredAt: exports_external.string()
+});
+var dashboardUsageRequestLogSchema = exports_external.object({
+  object: exports_external.literal("dashboard_usage_request_log"),
+  requestId: exports_external.string(),
+  orgId: exports_external.string(),
+  since: exports_external.string(),
+  until: exports_external.string(),
+  data: exports_external.array(dashboardUsageRequestSchema)
+});
+var dashboardUsageExportSchema = exports_external.object({
+  object: exports_external.literal("dashboard_usage_export"),
+  requestId: exports_external.string(),
+  orgId: exports_external.string(),
+  since: exports_external.string(),
+  until: exports_external.string(),
+  format: exports_external.literal("json"),
+  data: exports_external.array(dashboardUsageRequestSchema)
+});
+var dashboardUsageActivitySchema = exports_external.object({
+  object: exports_external.literal("dashboard_usage_activity"),
+  requestId: exports_external.string(),
+  orgId: exports_external.string(),
+  since: exports_external.string(),
+  until: exports_external.string(),
+  totalRequests: exports_external.number().int(),
+  successCount: exports_external.number().int(),
+  errorCount: exports_external.number().int(),
+  firstSeenAt: exports_external.string().nullable(),
+  lastSeenAt: exports_external.string().nullable(),
+  activePrincipalCount: exports_external.number().int(),
+  endpointCount: exports_external.number().int(),
+  recentRequests: exports_external.array(dashboardUsageRequestSchema),
+  recentAuditEvents: exports_external.array(dashboardAuditEventSchema)
 });
 var installPayloadSchema = exports_external.object({
   transport: exports_external.object({
@@ -17140,6 +17429,8 @@ var listSchema = (itemSchema) => exports_external.object({
   data: exports_external.array(itemSchema),
   hasMore: exports_external.boolean(),
   nextCursor: exports_external.string().nullable(),
+  responseMode: exports_external.enum(["compact", "standard", "verbose"]).nullable().optional(),
+  include: exports_external.array(exports_external.string()).nullable().optional(),
   requestId: exports_external.string()
 });
 var entityListSchema = listSchema(entitySchema);
@@ -17193,12 +17484,19 @@ var entityAgentRecordSchema = exports_external.object({
 var statementAgentRecordSchema = statementSchema.pick({
   object: true,
   ticker: true,
+  companyName: true,
   statementKey: true,
   title: true,
   period: true,
   periods: true,
   rows: true
 }).extend({
+  sources: exports_external.array(exports_external.object({
+    source: exports_external.string(),
+    sourceKind: exports_external.enum(["company_facts", "filing"]),
+    accessionNumber: exports_external.string().nullable(),
+    sourceUrl: exports_external.string().url()
+  })).default([]),
   requestId: exports_external.string()
 });
 var factPointAgentItemSchema = factPointSchema.pick({
@@ -17347,6 +17645,7 @@ var ownershipReportAgentRecordSchema = ownershipReportSchema.pick({
   managerName: true,
   form: true,
   filingDate: true,
+  reportDate: true,
   accessionNumber: true
 }).extend({
   filingUrl: exports_external.string().nullable(),
@@ -17500,10 +17799,15 @@ var observabilityExportSchema = exports_external.object({
 var symbolSchema = exports_external.string().min(1);
 var isoCountryCodeSchema = exports_external.string().length(2);
 var investorMetadataShape = {
-  provenance: provenanceSchema,
+  responseMode: exports_external.enum(["compact", "standard", "verbose"]).optional(),
+  dataAsOf: exports_external.string().optional(),
+  freshnessStatus: exports_external.string().optional(),
+  methodologyVersion: exports_external.string().optional(),
+  materializationVersion: exports_external.string().optional(),
+  provenance: provenanceSchema.optional(),
   freshness: freshnessMetadataSchema.optional(),
   materialization: materializationMetadataSchema.optional(),
-  sourceRights: sourceRightsMetadataSchema,
+  sourceRights: sourceRightsMetadataSchema.optional(),
   methodology: methodologyMetadataSchema.optional(),
   revision: revisionMetadataSchema.optional(),
   degradedState: degradedStateSchema.nullable().optional()
@@ -17664,16 +17968,55 @@ var macroForecastSchema = exports_external.object({
   scenario: exports_external.string().nullable().optional(),
   ...investorMetadataShape
 });
+var factorQualityProofSourceMetadataSchema = exports_external.object({
+  latestAsOf: exports_external.string().nullable(),
+  latestSourcePublishedAt: exports_external.string().nullable(),
+  observedModelNameCount: exports_external.number().int().nonnegative(),
+  observedModelNamesSample: exports_external.array(exports_external.string()).default([]),
+  nonStockBasketRowCount: exports_external.number().int().nonnegative(),
+  metadataModelNames: exports_external.array(exports_external.string()).default([]),
+  metadataModelVersions: exports_external.array(exports_external.string()).default([]),
+  metadataMethodologyUrls: exports_external.array(exports_external.string()).default([])
+});
+var factorQualityProofSchema = exports_external.object({
+  object: exports_external.literal("factor_quality_proof"),
+  status: exports_external.enum(["ready", "degraded", "not_available"]),
+  proofSource: exports_external.string().nullable(),
+  proofObservedAt: exports_external.string().nullable(),
+  rowLevelProofAvailable: exports_external.boolean(),
+  proofReady: exports_external.boolean(),
+  firstDate: exports_external.string().nullable(),
+  lastDate: exports_external.string().nullable(),
+  firstRequiredMarketDate: exports_external.string().nullable(),
+  latestMarketDay: exports_external.string().nullable(),
+  targetHistoryStartDate: exports_external.string().nullable(),
+  requiredHistoryStartDate: exports_external.string().nullable(),
+  shortHistoryExempt: exports_external.boolean(),
+  historyStartMarketDayLag: exports_external.number().int().nullable(),
+  latestMarketDayLag: exports_external.number().int().nullable(),
+  rowCount: exports_external.number().int().nonnegative().nullable(),
+  distinctFactorDateCount: exports_external.number().int().nonnegative().nullable(),
+  coveredMarketDateCount: exports_external.number().int().nonnegative().nullable(),
+  expectedMarketDateCount: exports_external.number().int().nonnegative().nullable(),
+  missingSessionCount: exports_external.number().int().nonnegative().nullable(),
+  coveragePct: exports_external.number().min(0).max(1).nullable(),
+  methodologyVersion: exports_external.string().nullable(),
+  modelName: exports_external.string().nullable(),
+  methodologyUrl: exports_external.string().nullable(),
+  sourceMetadata: factorQualityProofSourceMetadataSchema.nullable(),
+  degradedReasons: exports_external.array(exports_external.string()).default([])
+});
 var factorDefinitionSchema = exports_external.object({
   object: exports_external.literal("factor_definition"),
   id: exports_external.string(),
   key: exports_external.string(),
   name: exports_external.string(),
-  category: exports_external.enum(["market", "style", "macro", "sector", "industry", "country", "custom"]),
+  category: exports_external.enum(["market", "style", "macro", "sector", "industry", "country", "thematic"]),
   description: exports_external.string(),
   benchmarkSymbol: exports_external.string().nullable().optional(),
   equation: exports_external.record(exports_external.string(), exports_external.number()).optional(),
   orthogonalizedAgainst: exports_external.array(exports_external.string()).default([]),
+  qualityProof: factorQualityProofSchema,
   ...investorMetadataShape
 });
 var factorReturnSchema = exports_external.object({
@@ -17687,6 +18030,212 @@ var factorReturnSchema = exports_external.object({
   scaledReturn: exports_external.number().nullable().optional(),
   zScore: exports_external.number().nullable().optional(),
   leverage: exports_external.number().nullable().optional(),
+  qualityProof: factorQualityProofSchema,
+  ...investorMetadataShape
+});
+var factorExtremeMoveSchema = exports_external.object({
+  object: exports_external.literal("factor_extreme_move"),
+  id: exports_external.string(),
+  rank: exports_external.number().int().positive(),
+  factorKey: exports_external.string(),
+  factorName: exports_external.string(),
+  category: exports_external.string(),
+  window: exports_external.string(),
+  lookback: exports_external.string(),
+  direction: exports_external.enum(["up", "down", "flat"]),
+  sort: exports_external.enum(["abs_z_score", "abs_scaled_return"]),
+  score: exports_external.number(),
+  absZScore: exports_external.number().nonnegative(),
+  absScaledReturn: exports_external.number().nonnegative(),
+  minAbsZScore: exports_external.number().nonnegative(),
+  isExtreme: exports_external.boolean(),
+  asOf: exports_external.string(),
+  rawReturn: exports_external.number().nullable().optional(),
+  pureReturn: exports_external.number().nullable().optional(),
+  scaledReturn: exports_external.number().nullable().optional(),
+  zScore: exports_external.number().nullable().optional(),
+  leverage: exports_external.number().nullable().optional(),
+  ...investorMetadataShape
+});
+var factorExtremePairSchema = exports_external.object({
+  object: exports_external.literal("factor_extreme_pair"),
+  id: exports_external.string(),
+  rank: exports_external.number().int().positive(),
+  factor1: exports_external.string(),
+  factor2: exports_external.string(),
+  factor1Name: exports_external.string(),
+  factor2Name: exports_external.string(),
+  category1: exports_external.string(),
+  category2: exports_external.string(),
+  window: exports_external.enum(["1d", "5d", "10d", "21d", "63d", "126d", "252d"]),
+  lookback: exports_external.string(),
+  direction: exports_external.enum(["factor1", "factor2", "flat"]),
+  sort: exports_external.enum(["abs_z_score", "abs_spread_return"]),
+  score: exports_external.number(),
+  absZScore: exports_external.number().nonnegative(),
+  absSpreadReturn: exports_external.number().nonnegative(),
+  minAbsZScore: exports_external.number().nonnegative(),
+  isExtreme: exports_external.boolean(),
+  spreadReturn: exports_external.number(),
+  factor1Return: exports_external.number(),
+  factor2Return: exports_external.number(),
+  averageSpreadReturn: exports_external.number(),
+  spreadVolatility: exports_external.number().nonnegative(),
+  zScore: exports_external.number(),
+  spreadZScore: exports_external.number(),
+  meanReversionSignal: exports_external.enum(["factor1_overextended", "factor2_overextended", "neutral"]),
+  meanReversionSummary: exports_external.string(),
+  windowStartDate: exports_external.string(),
+  windowEndDate: exports_external.string(),
+  pairHistory: exports_external.record(exports_external.string(), exports_external.unknown()),
+  observationCount: exports_external.number().int().nonnegative(),
+  rollingObservationCount: exports_external.number().int().nonnegative(),
+  asOf: exports_external.string(),
+  ...investorMetadataShape
+});
+var factorValuationSchema = exports_external.object({
+  object: exports_external.literal("factor_valuation"),
+  id: exports_external.string(),
+  rank: exports_external.number().int().positive(),
+  factorKey: exports_external.string(),
+  factorName: exports_external.string(),
+  category: exports_external.string(),
+  valuationMetric: exports_external.string(),
+  longLeg: exports_external.string(),
+  shortLeg: exports_external.string(),
+  window: exports_external.string(),
+  lookback: exports_external.string(),
+  signal: exports_external.enum(["tailwind", "headwind", "neutral"]),
+  signalDirection: exports_external.enum(["tailwind", "headwind", "neutral"]),
+  weightingMode: exports_external.enum(["long_short_equal", "long_leg_focus", "short_leg_focus"]),
+  legWeights: exports_external.object({
+    long: exports_external.number(),
+    short: exports_external.number()
+  }),
+  rawFactorZScore: exports_external.number(),
+  weightedZScore: exports_external.number(),
+  sort: exports_external.enum(["opportunity_score", "abs_z_score", "factor_key"]),
+  score: exports_external.number(),
+  opportunityScore: exports_external.number(),
+  zScore: exports_external.number(),
+  absZScore: exports_external.number().nonnegative(),
+  scaledReturn: exports_external.number().nullable().optional(),
+  pureReturn: exports_external.number().nullable().optional(),
+  rawReturn: exports_external.number().nullable().optional(),
+  asOf: exports_external.string(),
+  signalSource: exports_external.literal("materialized_factor_return_z_score"),
+  stockDrilldown: exports_external.record(exports_external.string(), exports_external.unknown()),
+  opportunitySummary: exports_external.string(),
+  ...investorMetadataShape
+});
+var factorValuationStockSchema = exports_external.object({
+  object: exports_external.literal("factor_valuation_stock"),
+  id: exports_external.string(),
+  rank: exports_external.number().int().positive(),
+  symbol: symbolSchema,
+  factorKey: exports_external.string(),
+  factorName: exports_external.string(),
+  category: exports_external.string(),
+  valuationMetric: exports_external.string(),
+  valuationSignal: exports_external.enum(["tailwind", "headwind", "neutral"]),
+  signalDirection: exports_external.enum(["tailwind", "headwind", "neutral"]),
+  weightingMode: exports_external.enum(["long_short_equal", "long_leg_focus", "short_leg_focus"]),
+  legWeights: exports_external.object({
+    long: exports_external.number(),
+    short: exports_external.number()
+  }),
+  stance: exports_external.enum(["beneficiaries", "at_risk", "both"]),
+  impact: exports_external.enum(["beneficiary", "at_risk", "neutral"]),
+  sort: exports_external.enum(["score", "abs_beta", "symbol"]),
+  score: exports_external.number(),
+  expectedFactorImpactScore: exports_external.number(),
+  factorZScore: exports_external.number(),
+  rawFactorZScore: exports_external.number(),
+  weightedFactorZScore: exports_external.number(),
+  exposureAdjustedFactorZScore: exports_external.number(),
+  exposureBeta: exports_external.number(),
+  absExposureBeta: exports_external.number().nonnegative(),
+  exposurePercentile: exports_external.number().nullable().optional(),
+  exposureConfidence: exports_external.enum(["high", "medium", "low"]).nullable().optional(),
+  nActiveFactors: exports_external.number().int().nonnegative(),
+  window: exports_external.string(),
+  lookback: exports_external.string(),
+  modelName: exports_external.string(),
+  asOf: exports_external.string(),
+  factorAsOf: exports_external.string(),
+  factorFreshness: freshnessMetadataSchema.optional(),
+  factorMaterialization: materializationMetadataSchema.optional(),
+  signalSource: exports_external.literal("materialized_factor_return_z_score_plus_latest_factor_exposure"),
+  rankingRationale: exports_external.string(),
+  opportunitySummary: exports_external.string(),
+  ...investorMetadataShape
+});
+var factorHistoryPointSchema = exports_external.object({
+  date: exports_external.string(),
+  rawReturn: exports_external.number().nullable().optional(),
+  pureReturn: exports_external.number().nullable().optional(),
+  scaledReturn: exports_external.number().nullable().optional(),
+  zScore: exports_external.number().nullable().optional(),
+  leverage: exports_external.number().nullable().optional()
+});
+var factorHistoryWindowSchema = exports_external.object({
+  window: exports_external.string(),
+  rawReturn: exports_external.number().nullable().optional(),
+  pureReturn: exports_external.number().nullable().optional(),
+  scaledReturn: exports_external.number().nullable().optional(),
+  observationCount: exports_external.number().int().nonnegative(),
+  startDate: exports_external.string().nullable().optional(),
+  endDate: exports_external.string().nullable().optional()
+});
+var factorHistorySchema = exports_external.object({
+  object: exports_external.literal("factor_history"),
+  id: exports_external.string(),
+  factorKey: exports_external.string(),
+  factorName: exports_external.string(),
+  category: exports_external.string(),
+  range: exports_external.string(),
+  dateFrom: exports_external.string(),
+  dateTo: exports_external.string(),
+  historyStartDate: exports_external.string().nullable().optional(),
+  historyEndDate: exports_external.string().nullable().optional(),
+  observationCount: exports_external.number().int().nonnegative(),
+  asOf: exports_external.string(),
+  series: exports_external.array(factorHistoryPointSchema).default([]),
+  seriesCount: exports_external.number().int().nonnegative().optional(),
+  seriesSample: exports_external.array(factorHistoryPointSchema).optional(),
+  expansionHints: exports_external.array(exports_external.string()).optional(),
+  summaryWindows: exports_external.array(factorHistoryWindowSchema).default([]),
+  qualityProof: factorQualityProofSchema,
+  ...investorMetadataShape
+});
+var factorSparklinePointSchema = exports_external.object({
+  date: exports_external.string(),
+  value: exports_external.number()
+});
+var factorSparklineSchema = exports_external.object({
+  object: exports_external.literal("factor_sparkline"),
+  id: exports_external.string(),
+  factorKey: exports_external.string(),
+  factorName: exports_external.string(),
+  category: exports_external.string(),
+  range: exports_external.string(),
+  metric: exports_external.enum(["scaled_return", "pure_return", "raw_return", "z_score"]),
+  dateFrom: exports_external.string(),
+  dateTo: exports_external.string(),
+  historyStartDate: exports_external.string().nullable().optional(),
+  historyEndDate: exports_external.string().nullable().optional(),
+  observationCount: exports_external.number().int().nonnegative(),
+  pointCount: exports_external.number().int().nonnegative(),
+  asOf: exports_external.string(),
+  latestValue: exports_external.number().nullable().optional(),
+  latestRawReturn: exports_external.number().nullable().optional(),
+  latestPureReturn: exports_external.number().nullable().optional(),
+  latestScaledReturn: exports_external.number().nullable().optional(),
+  latestZScore: exports_external.number().nullable().optional(),
+  latestLeverage: exports_external.number().nullable().optional(),
+  summaryWindows: exports_external.array(factorHistoryWindowSchema).default([]),
+  points: exports_external.array(factorSparklinePointSchema).default([]),
+  qualityProof: factorQualityProofSchema,
   ...investorMetadataShape
 });
 var factorIntradaySnapshotSchema = exports_external.object({
@@ -17714,7 +18263,7 @@ var factorRegimePerformanceSchema = exports_external.object({
   regimeLabel: exports_external.string(),
   factorKey: exports_external.string(),
   factorName: exports_external.string(),
-  factorCategory: exports_external.enum(["market", "style", "macro", "sector", "industry", "country", "custom"]),
+  factorCategory: exports_external.enum(["market", "style", "macro", "sector", "industry", "country", "thematic"]),
   window: exports_external.string(),
   lookback: exports_external.string(),
   rank: exports_external.number().int().positive(),
@@ -17930,16 +18479,149 @@ var countryReportRequestSchema = exports_external.object({
 var portfolioIntelligenceRequestSchema = exports_external.object({
   country: exports_external.string().min(2).max(12).default("US"),
   lookback: exports_external.string().min(2).max(12).optional(),
+  category: exports_external.string().min(2).max(32).optional(),
+  keys: exports_external.array(exports_external.string()).default([]),
+  holdings: exports_external.array(portfolioHoldingInputSchema).min(1).max(250),
+  benchmarkLabel: exports_external.string().min(1).max(160).optional(),
+  benchmarkHoldings: exports_external.array(portfolioHoldingInputSchema).min(1).max(250).optional(),
+  whatIfLabel: exports_external.string().min(1).max(160).optional(),
+  whatIfHoldings: exports_external.array(portfolioHoldingInputSchema).min(1).max(250).optional()
+});
+var portfolioAttributionRequestSchema = exports_external.object({
+  country: exports_external.string().min(2).max(12).default("US"),
+  lookback: exports_external.string().min(2).max(12).optional(),
+  window: exports_external.string().min(2).max(12).optional(),
+  frequency: exports_external.enum(["daily", "weekly", "monthly", "quarterly", "annual"]).default("daily"),
+  exportFormat: exports_external.enum(["json", "csv", "both"]).default("json"),
+  category: exports_external.string().min(2).max(32).optional(),
   keys: exports_external.array(exports_external.string()).default([]),
   holdings: exports_external.array(portfolioHoldingInputSchema).min(1).max(250)
 });
+var portfolioHedgeInstrumentTypeSchema = exports_external.enum(["equity", "etf", "future", "option", "cash"]);
+var portfolioHedgeConstraintsSchema = exports_external.object({
+  maxHedges: exports_external.number().int().min(1).max(5).default(3),
+  maxPositionWeight: exports_external.number().min(0.001).max(1).default(0.1),
+  maxTotalHedgeWeight: exports_external.number().min(0.001).max(1).default(0.3),
+  maxSectorWeight: exports_external.number().min(0.001).max(1).default(1),
+  hedgeIntensity: exports_external.number().min(0.05).max(1).default(1),
+  longOnly: exports_external.boolean().default(false),
+  allowedInstrumentTypes: exports_external.array(portfolioHedgeInstrumentTypeSchema).min(1).default(["etf"]),
+  customUniverse: exports_external.array(symbolSchema).max(250).default([]),
+  targetExposures: exports_external.record(exports_external.string(), exports_external.number()).default({}),
+  minConfidence: exports_external.enum(["low", "medium", "high"]).default("medium"),
+  minLiquidityUsd: exports_external.number().min(0).default(0),
+  excludedSectors: exports_external.array(exports_external.string()).max(64).default([])
+}).strict().default({
+  maxHedges: 3,
+  maxPositionWeight: 0.1,
+  maxTotalHedgeWeight: 0.3,
+  maxSectorWeight: 1,
+  hedgeIntensity: 1,
+  longOnly: false,
+  allowedInstrumentTypes: ["etf"],
+  customUniverse: [],
+  targetExposures: {},
+  minConfidence: "medium",
+  minLiquidityUsd: 0,
+  excludedSectors: []
+});
+var portfolioOptimizerConstraintsSchema = exports_external.object({
+  maxCandidates: exports_external.number().int().min(1).max(8).default(3),
+  maxIterations: exports_external.number().int().min(10).max(250).default(50),
+  maxRuntimeMs: exports_external.number().int().min(50).max(2500).default(750),
+  maxPositionWeight: exports_external.number().min(0.001).max(1).default(0.35),
+  minPositionWeight: exports_external.number().min(0).max(0.5).default(0),
+  longOnly: exports_external.boolean().default(true),
+  turnoverLimit: exports_external.number().min(0).max(2).default(0.25),
+  riskFreeRate: exports_external.number().min(-0.25).max(0.25).default(0)
+}).strict().default({
+  maxCandidates: 3,
+  maxIterations: 50,
+  maxRuntimeMs: 750,
+  maxPositionWeight: 0.35,
+  minPositionWeight: 0,
+  longOnly: true,
+  turnoverLimit: 0.25,
+  riskFreeRate: 0
+});
+var portfolioOptimizeRequestSchema = exports_external.object({
+  country: exports_external.string().min(2).max(12).default("US"),
+  lookback: exports_external.string().min(2).max(12).optional(),
+  category: exports_external.string().min(2).max(32).optional(),
+  keys: exports_external.array(exports_external.string()).default([]),
+  objective: exports_external.enum(["factor_neutral", "min_drawdown", "regime_aware"]).default("factor_neutral"),
+  maxHedges: exports_external.number().int().min(1).max(5).optional(),
+  constraints: portfolioOptimizerConstraintsSchema.optional(),
+  holdings: exports_external.array(portfolioHoldingInputSchema).min(1).max(250)
+}).strict();
+var portfolioHedgeRequestSchema = exports_external.object({
+  country: exports_external.string().min(2).max(12).default("US"),
+  lookback: exports_external.string().min(2).max(12).optional(),
+  category: exports_external.string().min(2).max(32).optional(),
+  keys: exports_external.array(exports_external.string()).default([]),
+  objective: exports_external.enum(["factor_neutral", "min_drawdown", "regime_aware"]).default("factor_neutral"),
+  mode: exports_external.enum(["compact", "standard"]).default("compact"),
+  constraints: portfolioHedgeConstraintsSchema,
+  holdings: exports_external.array(portfolioHoldingInputSchema).min(1).max(250)
+}).strict();
 var portfolioStressTestRequestSchema = exports_external.object({
   country: exports_external.string().min(2).max(12).default("US"),
   lookback: exports_external.string().min(2).max(12).optional(),
   category: exports_external.string().min(2).max(32).optional(),
+  keys: exports_external.array(exports_external.string()).default([]),
   scenarioKey: exports_external.enum(["us_recession", "higher_for_longer", "china_growth_scare"]).optional(),
   holdings: exports_external.array(portfolioHoldingInputSchema).min(1).max(250)
 });
+var modelFactorAnalysisModelInputSchema = exports_external.object({
+  id: exports_external.string().min(1).max(120).optional(),
+  label: exports_external.string().min(1).max(160).default("Ad hoc model"),
+  description: exports_external.string().max(500).default("Ad hoc model submitted for factor analysis."),
+  tags: exports_external.array(exports_external.string().min(1).max(64)).max(20).default([]),
+  source: exports_external.enum(["turos", "client", "model_builder"]).default("client")
+}).strict().default({
+  label: "Ad hoc model",
+  description: "Ad hoc model submitted for factor analysis.",
+  tags: [],
+  source: "client"
+});
+var modelFactorAnalysisIncludeSchema = exports_external.object({
+  attribution: exports_external.boolean().default(true),
+  hedge: exports_external.boolean().default(false),
+  optimizer: exports_external.boolean().default(false),
+  positionViews: exports_external.boolean().default(true)
+}).strict().default({
+  attribution: true,
+  hedge: false,
+  optimizer: false,
+  positionViews: true
+});
+var modelFactorAnalysisHedgeOptionsSchema = exports_external.object({
+  objective: exports_external.enum(["factor_neutral", "min_drawdown", "regime_aware"]).default("factor_neutral"),
+  mode: exports_external.enum(["compact", "standard"]).default("compact"),
+  constraints: portfolioHedgeConstraintsSchema
+}).strict().default({
+  objective: "factor_neutral",
+  mode: "compact",
+  constraints: portfolioHedgeConstraintsSchema.parse(undefined)
+});
+var modelFactorAnalysisOptimizerOptionsSchema = exports_external.object({
+  objective: exports_external.enum(["factor_neutral", "min_drawdown", "regime_aware"]).default("factor_neutral"),
+  constraints: portfolioOptimizerConstraintsSchema.optional()
+}).strict().default({
+  objective: "factor_neutral"
+});
+var modelFactorAnalysisRequestSchema = exports_external.object({
+  model: modelFactorAnalysisModelInputSchema,
+  country: exports_external.string().min(2).max(12).default("US"),
+  lookback: exports_external.string().min(2).max(12).optional(),
+  window: exports_external.string().min(2).max(12).optional(),
+  category: exports_external.string().min(2).max(32).optional(),
+  keys: exports_external.array(exports_external.string()).default([]),
+  include: modelFactorAnalysisIncludeSchema,
+  hedge: modelFactorAnalysisHedgeOptionsSchema,
+  optimizer: modelFactorAnalysisOptimizerOptionsSchema,
+  holdings: exports_external.array(portfolioHoldingInputSchema).min(1).max(250)
+}).strict();
 var watchlistIntelligenceRequestSchema = exports_external.object({
   country: exports_external.string().min(2).max(12).default("US"),
   lookback: exports_external.string().min(2).max(12).optional(),
@@ -17989,42 +18671,250 @@ var earningsPreviewBundleSchema = exports_external.object({
   summaryMd: exports_external.string(),
   ...investorMetadataShape
 });
+var portfolioFitSummarySchema = exports_external.object({
+  object: exports_external.literal("portfolio_fit_summary"),
+  exposureCount: exports_external.number().int().nonnegative(),
+  activeFactorCount: exports_external.number().int().nonnegative(),
+  averageRSquared: exports_external.number().min(0).max(1).nullable(),
+  averageAdjustedRSquared: exports_external.number().nullable(),
+  idiosyncraticRiskScore: exports_external.number().min(0).max(1).nullable(),
+  rSquaredMethod: exports_external.literal("unweighted_average_of_factor_exposure_r_squared"),
+  idiosyncraticRiskMethod: exports_external.literal("one_minus_average_factor_exposure_r_squared_proxy"),
+  observationCount: exports_external.number().int().nonnegative().nullable(),
+  interpretation: exports_external.string()
+});
+var portfolioBenchmarkTiltSchema = exports_external.object({
+  object: exports_external.literal("portfolio_benchmark_tilt"),
+  factorKey: exports_external.string(),
+  portfolioBeta: exports_external.number(),
+  benchmarkBeta: exports_external.number(),
+  activeTilt: exports_external.number(),
+  direction: exports_external.enum(["overweight", "underweight", "neutral"]),
+  summary: exports_external.string()
+});
+var portfolioWhatIfComparisonSchema = exports_external.object({
+  object: exports_external.literal("portfolio_what_if_comparison"),
+  label: exports_external.string(),
+  holdings: exports_external.array(portfolioHoldingInputSchema),
+  exposureDeltas: exports_external.array(portfolioBenchmarkTiltSchema).default([]),
+  summaryMd: exports_external.string()
+});
+var portfolioOptimizerCandidateSchema = exports_external.object({
+  object: exports_external.literal("portfolio_optimizer_candidate"),
+  rank: exports_external.number().int().positive(),
+  name: exports_external.string(),
+  objective: exports_external.enum(["current_reference", "factor_neutral", "min_drawdown", "regime_aware"]),
+  holdings: exports_external.array(portfolioHoldingInputSchema),
+  expectedReturn: exports_external.number(),
+  expectedVolatility: exports_external.number(),
+  expectedSharpe: exports_external.number(),
+  maxDrawdownProxy: exports_external.number(),
+  factorExposureScore: exports_external.number(),
+  turnover: exports_external.number(),
+  score: exports_external.number(),
+  constraintStatus: exports_external.enum(["ok", "capped", "rejected"]),
+  constraintsApplied: exports_external.array(exports_external.string()).default([]),
+  rationale: exports_external.string()
+});
+var portfolioOptimizerCandidateSummarySchema = portfolioOptimizerCandidateSchema.omit({
+  holdings: true
+});
+var portfolioOptimizerRuntimeSchema = exports_external.object({
+  object: exports_external.literal("portfolio_optimizer_runtime"),
+  method: exports_external.literal("bounded_deterministic_candidate_search"),
+  candidateCount: exports_external.number().int().nonnegative(),
+  iterationBudget: exports_external.number().int().positive(),
+  iterationsRun: exports_external.number().int().nonnegative(),
+  runtimeMs: exports_external.number(),
+  maxRuntimeMs: exports_external.number().int().positive(),
+  timeout: exports_external.boolean()
+});
 var portfolioAnalysisSchema = exports_external.object({
   object: exports_external.literal("portfolio_analysis"),
   id: exports_external.string(),
   asOf: exports_external.string(),
   holdings: exports_external.array(portfolioHoldingInputSchema),
   exposures: exports_external.array(factorExposureSchema).default([]),
+  fit: portfolioFitSummarySchema.nullable().default(null),
+  benchmarkLabel: exports_external.string().nullable().default(null),
+  benchmarkTilts: exports_external.array(portfolioBenchmarkTiltSchema).default([]),
+  whatIfComparison: portfolioWhatIfComparisonSchema.nullable().default(null),
   positionViews: exports_external.array(exports_external.lazy(() => portfolioPositionFactorViewSchema)).default([]),
   positionExposures: exports_external.array(factorExposureSchema).default([]),
   attribution: exports_external.array(attributionContributionSchema).default([]),
   hedgeSuggestions: exports_external.array(hedgeCandidateSchema).default([]),
   optimizationNotes: exports_external.array(exports_external.string()).default([]),
   factorNeutralPlan: exports_external.array(exports_external.string()).default([]),
+  optimizerObjective: exports_external.enum(["factor_neutral", "min_drawdown", "regime_aware"]).optional(),
+  optimizerConstraints: portfolioOptimizerConstraintsSchema.optional(),
+  optimizerRuntime: portfolioOptimizerRuntimeSchema.optional(),
+  optimizerCandidates: exports_external.array(portfolioOptimizerCandidateSchema).default([]).optional(),
+  optimizerCandidateCount: exports_external.number().int().nonnegative().optional(),
+  optimizerCandidateSample: exports_external.array(portfolioOptimizerCandidateSummarySchema).default([]).optional(),
+  selectedCandidate: exports_external.union([portfolioOptimizerCandidateSchema, portfolioOptimizerCandidateSummarySchema]).nullable().optional(),
+  optimizerDisclosures: exports_external.array(exports_external.string()).default([]).optional(),
   summaryMd: exports_external.string(),
   ...investorMetadataShape
 });
-var portfolioStressTestSchema = exports_external.object({
-  object: exports_external.literal("portfolio_stress_test"),
+var portfolioFactorAttributionSchema = exports_external.object({
+  object: exports_external.literal("portfolio_factor_attribution"),
+  rank: exports_external.number().int().positive(),
+  factorKey: exports_external.string(),
+  factorName: exports_external.string(),
+  factorCategory: exports_external.string(),
+  contributionPercent: exports_external.number(),
+  contributionPct: exports_external.number().nullable(),
+  beta: exports_external.number(),
+  factorReturn: exports_external.number(),
+  rawReturn: exports_external.number().nullable().optional(),
+  pureReturn: exports_external.number().nullable().optional(),
+  scaledReturn: exports_external.number().nullable().optional(),
+  zScore: exports_external.number().nullable().optional(),
+  leverage: exports_external.number().nullable().optional(),
+  modelName: exports_external.string().nullable().optional(),
+  explanation: exports_external.string(),
+  trace: traceReferenceSchema.nullable().optional()
+});
+var portfolioReturnPointSchema = exports_external.object({
+  object: exports_external.literal("portfolio_return_point"),
+  period: exports_external.string(),
+  periodEnd: exports_external.string(),
+  frequency: exports_external.enum(["daily", "weekly", "monthly", "quarterly", "annual"]),
+  periodReturn: exports_external.number(),
+  cumulativeReturn: exports_external.number(),
+  coverageWeight: exports_external.number().min(0),
+  missingSymbols: exports_external.array(exports_external.string()).default([])
+});
+var portfolioRollingBetaSchema = exports_external.object({
+  object: exports_external.literal("portfolio_rolling_beta"),
+  factorKey: exports_external.string(),
+  factorName: exports_external.string(),
+  factorCategory: exports_external.string(),
+  beta: exports_external.number(),
+  lookback: exports_external.string(),
+  windowStart: exports_external.string().nullable(),
+  windowEnd: exports_external.string(),
+  rSquared: exports_external.number().nullable(),
+  adjustedRSquared: exports_external.number().nullable(),
+  observationCount: exports_external.number().int().nonnegative().nullable(),
+  method: exports_external.literal("materialized_factor_exposure_regression_beta")
+});
+var portfolioAttributionExportFileSchema = exports_external.object({
+  name: exports_external.string(),
+  kind: exports_external.enum(["contributions", "return_stream", "rolling_betas"]),
+  format: exports_external.literal("csv"),
+  columns: exports_external.array(exports_external.string()).default([]),
+  csv: exports_external.string()
+});
+var portfolioAttributionExportSchema = exports_external.object({
+  object: exports_external.literal("portfolio_attribution_export"),
+  requestedFormat: exports_external.enum(["json", "csv", "both"]),
+  formats: exports_external.array(exports_external.enum(["json", "csv"])).default(["json"]),
+  fileName: exports_external.string(),
+  columns: exports_external.array(exports_external.string()).default([]),
+  csv: exports_external.string().nullable().default(null),
+  files: exports_external.array(portfolioAttributionExportFileSchema).default([])
+});
+var portfolioAttributionSchema = exports_external.object({
+  object: exports_external.literal("portfolio_attribution"),
   id: exports_external.string(),
+  analysisId: exports_external.string(),
   asOf: exports_external.string(),
-  scenarioKey: exports_external.string(),
-  scenarioLabel: exports_external.string(),
-  estimatedDrawdownPercent: exports_external.number(),
-  factorShocks: exports_external.record(exports_external.string(), exports_external.number()).default({}),
-  macroShocks: exports_external.record(exports_external.string(), exports_external.number()).default({}),
-  regime: macroRegimeSchema.nullable().optional(),
-  conditioningNotes: exports_external.array(exports_external.string()).default([]),
+  country: exports_external.string(),
+  window: exports_external.string(),
+  lookback: exports_external.string(),
+  frequency: exports_external.enum(["daily", "weekly", "monthly", "quarterly", "annual"]),
+  holdings: exports_external.array(portfolioHoldingInputSchema),
+  portfolioReturn: exports_external.number().nullable(),
+  totalExplained: exports_external.number(),
+  alpha: exports_external.number().nullable(),
+  rSquared: exports_external.number().nullable(),
+  contributions: exports_external.array(portfolioFactorAttributionSchema).default([]),
+  returnStream: exports_external.array(portfolioReturnPointSchema).default([]),
+  returnPointCount: exports_external.number().int().nonnegative().optional(),
+  returnStreamSample: exports_external.array(portfolioReturnPointSchema).default([]).optional(),
+  rollingBetas: exports_external.array(portfolioRollingBetaSchema).default([]),
+  rollingBetaCount: exports_external.number().int().nonnegative().optional(),
+  rollingBetasUnavailableReason: exports_external.string().nullable().default(null),
+  exposures: exports_external.array(factorExposureSchema).default([]),
+  export: portfolioAttributionExportSchema,
   summaryMd: exports_external.string(),
   ...investorMetadataShape
 });
-var factorDrillTargetSchema = exports_external.object({
-  label: exports_external.string(),
-  method: exports_external.literal("GET"),
-  path: exports_external.string()
-});
-var portfolioPositionFactorViewSchema = exports_external.object({
-  object: exports_external.literal("portfolio_position_factor_view"),
+var portfolioHedgeTargetExposureSchema = exports_external.object({
+  object: exports_external.literal("portfolio_hedge_target_exposure"),
+  factorKey: exports_external.string(),
+  factorName: exports_external.string(),
+  factorCategory: exports_external.string(),
+  beta: exports_external.number(),
+  targetExposureDelta: exports_external.number(),
+  proposedExposureDelta: exports_external.number(),
+  residualBeta: exports_external.number(),
+  hedged: exports_external.boolean(),
+  skipReason: exports_external.string().nullable()
+});
+var portfolioHedgeCandidateSchema = exports_external.object({
+  object: exports_external.literal("portfolio_hedge_candidate"),
+  rank: exports_external.number().int().positive(),
+  factorKey: exports_external.string(),
+  factorName: exports_external.string(),
+  factorCategory: exports_external.string(),
+  symbol: symbolSchema,
+  instrumentType: portfolioHedgeInstrumentTypeSchema,
+  action: exports_external.enum(["long", "short"]),
+  recommendedWeight: exports_external.number(),
+  targetExposureDelta: exports_external.number(),
+  expectedExposureDelta: exports_external.record(exports_external.string(), exports_external.number()).default({}),
+  residualBeta: exports_external.number(),
+  constraintStatus: exports_external.enum(["ok", "capped"]),
+  constraintsApplied: exports_external.array(exports_external.string()).default([]),
+  liquidityUsd: exports_external.number().nullable(),
+  estimatedCostBps: exports_external.number().nullable(),
+  sectorKey: exports_external.string().nullable(),
+  rationale: exports_external.string(),
+  confidence: exports_external.enum(["high", "medium", "low"])
+});
+var portfolioHedgeSchema = exports_external.object({
+  object: exports_external.literal("portfolio_hedge"),
+  id: exports_external.string(),
+  analysisId: exports_external.string().nullable(),
+  asOf: exports_external.string(),
+  country: exports_external.string(),
+  lookback: exports_external.string(),
+  objective: exports_external.enum(["factor_neutral", "min_drawdown", "regime_aware"]),
+  mode: exports_external.enum(["compact", "standard"]),
+  constraints: portfolioHedgeConstraintsSchema,
+  holdings: exports_external.array(portfolioHoldingInputSchema),
+  targetExposures: exports_external.array(portfolioHedgeTargetExposureSchema).default([]),
+  hedges: exports_external.array(portfolioHedgeCandidateSchema).default([]),
+  residualExposure: exports_external.record(exports_external.string(), exports_external.number()).default({}),
+  exposures: exports_external.array(factorExposureSchema).default([]),
+  optimizationNotes: exports_external.array(exports_external.string()).default([]),
+  factorNeutralPlan: exports_external.array(exports_external.string()).default([]),
+  summaryMd: exports_external.string(),
+  ...investorMetadataShape
+});
+var portfolioStressTestSchema = exports_external.object({
+  object: exports_external.literal("portfolio_stress_test"),
+  id: exports_external.string(),
+  asOf: exports_external.string(),
+  scenarioKey: exports_external.string(),
+  scenarioLabel: exports_external.string(),
+  estimatedDrawdownPercent: exports_external.number(),
+  factorShocks: exports_external.record(exports_external.string(), exports_external.number()).default({}),
+  macroShocks: exports_external.record(exports_external.string(), exports_external.number()).default({}),
+  regime: macroRegimeSchema.nullable().optional(),
+  conditioningNotes: exports_external.array(exports_external.string()).default([]),
+  summaryMd: exports_external.string(),
+  ...investorMetadataShape
+});
+var factorDrillTargetSchema = exports_external.object({
+  label: exports_external.string(),
+  method: exports_external.literal("GET"),
+  path: exports_external.string()
+});
+var portfolioPositionFactorViewSchema = exports_external.object({
+  object: exports_external.literal("portfolio_position_factor_view"),
   symbol: symbolSchema,
   holding: portfolioHoldingInputSchema,
   activeFactorCount: exports_external.number().int().nonnegative(),
@@ -18045,7 +18935,41 @@ var modelPortfolioFactorViewSchema = exports_external.object({
   holdings: exports_external.array(portfolioHoldingInputSchema),
   analysis: portfolioAnalysisSchema,
   positionViews: exports_external.array(portfolioPositionFactorViewSchema).default([]),
-  positionExposures: exports_external.array(factorExposureSchema).default([])
+  positionExposures: exports_external.array(factorExposureSchema).default([]),
+  ...investorMetadataShape
+});
+var modelFactorAnalysisSchema = exports_external.object({
+  object: exports_external.literal("model_factor_analysis"),
+  id: exports_external.string(),
+  asOf: exports_external.string(),
+  model: exports_external.object({
+    id: exports_external.string(),
+    label: exports_external.string(),
+    description: exports_external.string(),
+    tags: exports_external.array(exports_external.string()).default([]),
+    source: exports_external.enum(["turos", "client", "model_builder"])
+  }),
+  country: exports_external.string(),
+  lookback: exports_external.string(),
+  window: exports_external.string(),
+  category: exports_external.string(),
+  holdings: exports_external.array(portfolioHoldingInputSchema),
+  include: modelFactorAnalysisIncludeSchema,
+  analysis: portfolioAnalysisSchema,
+  attribution: portfolioAttributionSchema.nullable(),
+  hedge: portfolioHedgeSchema.nullable(),
+  optimizerObjective: exports_external.enum(["factor_neutral", "min_drawdown", "regime_aware"]).optional(),
+  optimizerConstraints: portfolioOptimizerConstraintsSchema.optional(),
+  optimizerRuntime: portfolioOptimizerRuntimeSchema.optional(),
+  optimizerCandidates: exports_external.array(portfolioOptimizerCandidateSchema).default([]).optional(),
+  optimizerCandidateCount: exports_external.number().int().nonnegative().optional(),
+  optimizerCandidateSample: exports_external.array(portfolioOptimizerCandidateSummarySchema).default([]).optional(),
+  selectedCandidate: exports_external.union([portfolioOptimizerCandidateSchema, portfolioOptimizerCandidateSummarySchema]).nullable().optional(),
+  optimizerDisclosures: exports_external.array(exports_external.string()).default([]).optional(),
+  positionViews: exports_external.array(portfolioPositionFactorViewSchema).default([]),
+  positionExposures: exports_external.array(factorExposureSchema).default([]),
+  summaryMd: exports_external.string(),
+  ...investorMetadataShape
 });
 var factorRotationStrategySchema = exports_external.object({
   object: exports_external.literal("factor_rotation_strategy"),
@@ -18756,11 +19680,1197 @@ var dilutionVerificationSummarySchema = exports_external.object({
   modelVersion: exports_external.string().nullable()
 });
 var schemaRef = (name) => ({ $ref: `#/components/schemas/${name}` });
+var objectExampleBySchema = {
+  FactorRegimeScreen: "regime_screen"
+};
+var exampleAsOf = "2026-06-09T22:15:00.000Z";
+var exampleSnapshotAt = "2026-06-09T19:45:00.000Z";
+var exampleDataDate = "2026-06-09";
+var exampleTrustMetadata = {
+  dataAsOf: exampleDataDate,
+  freshnessStatus: "fresh",
+  methodologyVersion: "secapi_factor_returns_v1",
+  materializationVersion: "2026-06-09",
+  provenance: {
+    source: "secapi_factor_pipeline",
+    sourceLabel: "SecAPI factor pipeline",
+    accessionNumber: null,
+    filingUrl: "https://docs.secapi.ai/factors/methodology",
+    acceptedAt: null,
+    retrievedAt: exampleAsOf,
+    parserVersion: "secapi-factor-pipeline"
+  },
+  freshness: {
+    status: "fresh",
+    asOf: exampleAsOf,
+    sourcePublishedAt: "2026-06-09T21:30:00.000Z",
+    lagMs: 2700000
+  },
+  materialization: {
+    parserVersion: "secapi-factor-pipeline",
+    materializationVersion: "2026-06-09"
+  },
+  sourceRights: {
+    source: "secapi_owned_factor_pipeline",
+    sourceLabel: "SecAPI factor pipeline",
+    posture: "public_safe",
+    publicAvailability: "public",
+    contractStatus: "approved",
+    restrictions: [],
+    notes: "SecAPI-owned derived factor data."
+  },
+  methodology: {
+    id: "secapi_factor_returns",
+    version: "v1",
+    summary: "SecAPI-owned daily factor returns, exposures, and portfolio analytics built for agent and API workflows.",
+    confidence: "high",
+    launchState: "beta",
+    inputs: ["secapi_factor_returns", "secapi_factor_exposures", "market_calendar"],
+    validation: { launchHistoryFloor: "2015-01-01", marketCalendarAware: true }
+  },
+  revision: {
+    sourcePublishedAt: "2026-06-09T21:30:00.000Z",
+    retrievedAt: exampleAsOf,
+    vintageId: "2026-06-09",
+    revisedFrom: null
+  },
+  degradedState: null
+};
+var exampleLaunchReadiness = {
+  object: "factor_launch_readiness",
+  status: "launch_ready",
+  proofGated: true,
+  proofReady: true,
+  observedProofStatus: "ready",
+  proofObservedAt: exampleAsOf,
+  requiredProofArtifact: "factor_quality_daily_proof",
+  requiredProofStatus: "ready",
+  targetHistoryStartDate: "2015-01-01",
+  historyStartDateClaim: "2015-01-01",
+  betaReason: null,
+  exclusionReason: null,
+  claimPrerequisites: ["2015+ launch history", "latest complete market day", "row-level quality proof"]
+};
+var exampleQualityProof = {
+  object: "factor_quality_proof",
+  status: "ready",
+  proofSource: "secapi_factor_pipeline",
+  proofObservedAt: exampleAsOf,
+  rowLevelProofAvailable: true,
+  proofReady: true,
+  firstDate: "2015-01-02",
+  lastDate: "2026-06-09",
+  firstRequiredMarketDate: "2015-01-02",
+  latestMarketDay: "2026-06-09",
+  targetHistoryStartDate: "2015-01-01",
+  requiredHistoryStartDate: "2015-01-01",
+  shortHistoryExempt: false,
+  historyStartMarketDayLag: 0,
+  latestMarketDayLag: 0,
+  rowCount: 2882,
+  distinctFactorDateCount: 2882,
+  coveredMarketDateCount: 2882,
+  expectedMarketDateCount: 2882,
+  missingSessionCount: 0,
+  coveragePct: 1,
+  methodologyVersion: "secapi_factor_returns_v1",
+  modelName: "secapi_stock_basket_factor_model_v1",
+  methodologyUrl: "https://docs.secapi.ai/factors/methodology",
+  sourceMetadata: {
+    latestAsOf: "2026-06-09",
+    latestSourcePublishedAt: "2026-06-09T21:30:00.000Z",
+    observedModelNameCount: 1,
+    observedModelNamesSample: ["secapi_stock_basket_factor_model_v1"],
+    nonStockBasketRowCount: 0,
+    metadataModelNames: ["secapi_stock_basket_factor_model_v1"],
+    metadataModelVersions: ["2026-06-09"],
+    metadataMethodologyUrls: ["https://docs.secapi.ai/factors/methodology"]
+  },
+  degradedReasons: []
+};
+var exampleHoldings = [
+  { symbol: "AAPL", weight: 0.35 },
+  { symbol: "MSFT", weight: 0.3 },
+  { symbol: "NVDA", weight: 0.2 },
+  { symbol: "JPM", weight: 0.15 }
+];
+var exampleHedgeConstraints = {
+  maxHedges: 3,
+  maxPositionWeight: 0.08,
+  maxTotalHedgeWeight: 0.2,
+  maxSectorWeight: 0.35,
+  hedgeIntensity: 0.75,
+  longOnly: false,
+  allowedInstrumentTypes: ["etf"],
+  customUniverse: ["QUAL", "MTUM", "VLUE", "USMV"],
+  targetExposures: { VALUE: 0, MOMENTUM: 0.1 },
+  minConfidence: "medium",
+  minLiquidityUsd: 1e7,
+  excludedSectors: []
+};
+var exampleOptimizerConstraints = {
+  maxCandidates: 3,
+  maxIterations: 50,
+  maxRuntimeMs: 750,
+  maxPositionWeight: 0.4,
+  minPositionWeight: 0.02,
+  longOnly: true,
+  turnoverLimit: 0.25,
+  riskFreeRate: 0.04
+};
+var exampleExposure = {
+  object: "factor_exposure",
+  id: "factor_exposure:AAPL:VALUE:2026-06-09",
+  subjectType: "security",
+  subjectKey: "AAPL",
+  factorKey: "VALUE",
+  beta: -0.42,
+  intercept: 0.001,
+  rSquared: 0.31,
+  adjustedRSquared: 0.29,
+  tStat: -4.8,
+  observationCount: 126,
+  nActiveFactors: 7,
+  percentile: 18.2,
+  confidence: "high",
+  modelName: "secapi_stock_basket_factor_model_v1",
+  asOf: exampleAsOf,
+  responseMode: "compact",
+  ...exampleTrustMetadata,
+  methodologyVersion: "secapi_factor_exposures_v1"
+};
+var exampleFactorReturn = {
+  object: "factor_return",
+  id: "factor_return:VALUE:1m:2026-06-09",
+  factorKey: "VALUE",
+  factorName: "Value",
+  category: "style",
+  asOf: exampleAsOf,
+  window: "1m",
+  modelName: "secapi_stock_basket_factor_model_v1",
+  rawReturn: 0.018,
+  pureReturn: 0.014,
+  scaledReturn: 0.021,
+  zScore: 1.42,
+  leverage: 1,
+  qualityProof: exampleQualityProof,
+  responseMode: "compact",
+  ...exampleTrustMetadata
+};
+var exampleRegime = {
+  key: "soft_landing",
+  label: "Soft Landing",
+  country: "US",
+  confidence: "medium",
+  drivers: [],
+  factorImpacts: []
+};
+var exampleRegimePerformance = {
+  object: "factor_regime_performance",
+  id: "factor_regime_performance:US:VALUE:soft_landing:2026-06-09",
+  country: "US",
+  regimeKey: "soft_landing",
+  regimeLabel: "Soft Landing",
+  factorKey: "VALUE",
+  factorName: "Value",
+  factorCategory: "style",
+  window: "1m",
+  lookback: "6m",
+  rank: 1,
+  regimeScore: 0.68,
+  combinedScore: 0.74,
+  direction: "tailwind",
+  rationale: "Value has positive recent return and historically improves in this regime.",
+  rawReturn: 0.018,
+  pureReturn: 0.014,
+  scaledReturn: 0.021,
+  zScore: 1.42,
+  leverage: 1,
+  asOf: exampleAsOf,
+  responseMode: "compact",
+  ...exampleTrustMetadata
+};
+var examplePortfolioAnalysis = {
+  object: "portfolio_analysis",
+  id: "portfolio_analysis:example:2026-06-09",
+  asOf: exampleAsOf,
+  holdings: exampleHoldings,
+  exposures: [exampleExposure],
+  fit: null,
+  benchmarkLabel: "NASDAQ 100",
+  benchmarkTilts: [],
+  whatIfComparison: null,
+  positionViews: [],
+  positionExposures: [exampleExposure],
+  attribution: [
+    {
+      key: "VALUE",
+      label: "Value",
+      category: "factor",
+      contributionPercent: -0.48,
+      explanation: "Negative value beta detracted as value lagged over the selected window."
+    }
+  ],
+  hedgeSuggestions: [
+    {
+      symbol: "VLUE",
+      instrumentType: "etf",
+      rationale: "Offsets the portfolio's negative value exposure with a liquid value ETF sleeve.",
+      expectedExposureDelta: { VALUE: 0.18 },
+      confidence: "medium"
+    }
+  ],
+  optimizationNotes: ["Candidate search respected max position and turnover constraints."],
+  factorNeutralPlan: ["Reduce negative VALUE exposure before increasing MOMENTUM exposure."],
+  optimizerObjective: "factor_neutral",
+  optimizerConstraints: exampleOptimizerConstraints,
+  optimizerRuntime: {
+    object: "portfolio_optimizer_runtime",
+    method: "bounded_deterministic_candidate_search",
+    candidateCount: 3,
+    iterationBudget: 50,
+    iterationsRun: 38,
+    runtimeMs: 118,
+    maxRuntimeMs: 750,
+    timeout: false
+  },
+  optimizerCandidateCount: 1,
+  optimizerCandidateSample: [
+    {
+      object: "portfolio_optimizer_candidate",
+      rank: 1,
+      name: "Factor-neutral tilt",
+      objective: "factor_neutral",
+      expectedReturn: 0.087,
+      expectedVolatility: 0.164,
+      expectedSharpe: 0.53,
+      maxDrawdownProxy: -0.18,
+      factorExposureScore: 0.21,
+      turnover: 0.12,
+      score: 0.81,
+      constraintStatus: "ok",
+      constraintsApplied: ["turnoverLimit"],
+      rationale: "Improves factor balance without breaching turnover or concentration limits."
+    }
+  ],
+  selectedCandidate: null,
+  optimizerDisclosures: ["Optimizer output is a deterministic scenario, not investment advice."],
+  summaryMd: "Portfolio is growth and quality tilted with a moderate negative value exposure.",
+  responseMode: "compact",
+  ...exampleTrustMetadata,
+  methodologyVersion: "secapi_portfolio_factor_v1"
+};
+var examplePortfolioAttribution = {
+  object: "portfolio_attribution",
+  id: "portfolio_attribution:example:2026-06-09",
+  analysisId: "portfolio_analysis:example:2026-06-09",
+  asOf: exampleAsOf,
+  country: "US",
+  window: "3m",
+  lookback: "12m",
+  frequency: "weekly",
+  holdings: exampleHoldings,
+  portfolioReturn: 0.082,
+  totalExplained: 0.061,
+  alpha: 0.021,
+  rSquared: 0.74,
+  contributions: [
+    {
+      object: "portfolio_factor_attribution",
+      rank: 1,
+      factorKey: "MOMENTUM",
+      factorName: "Momentum",
+      factorCategory: "style",
+      contributionPercent: 2.4,
+      contributionPct: 0.024,
+      beta: 0.37,
+      factorReturn: 0.065,
+      rawReturn: 0.058,
+      pureReturn: 0.052,
+      scaledReturn: 0.065,
+      zScore: 1.7,
+      leverage: 1,
+      modelName: "secapi_stock_basket_factor_model_v1",
+      explanation: "Positive momentum exposure explained 240 bps of the portfolio return."
+    }
+  ],
+  returnStream: [],
+  returnPointCount: 12,
+  returnStreamSample: [
+    {
+      object: "portfolio_return_point",
+      period: "2026-W22",
+      periodEnd: "2026-05-29",
+      frequency: "weekly",
+      periodReturn: 0.011,
+      cumulativeReturn: 0.064,
+      coverageWeight: 1,
+      missingSymbols: []
+    }
+  ],
+  rollingBetas: [],
+  rollingBetaCount: 4,
+  rollingBetasUnavailableReason: null,
+  exposures: [exampleExposure],
+  export: {
+    object: "portfolio_attribution_export",
+    requestedFormat: "json",
+    formats: ["json"],
+    fileName: "secapi-portfolio-attribution-2026-06-09",
+    columns: ["factorKey", "contributionPercent", "beta", "factorReturn"],
+    csv: null,
+    files: []
+  },
+  summaryMd: "Momentum and quality explained most of the recent return while value detracted.",
+  responseMode: "compact",
+  ...exampleTrustMetadata,
+  methodologyVersion: "secapi_portfolio_attribution_v1"
+};
+var examplePortfolioHedge = {
+  object: "portfolio_hedge",
+  id: "portfolio_hedge:example:2026-06-09",
+  analysisId: "portfolio_analysis:example:2026-06-09",
+  asOf: exampleAsOf,
+  country: "US",
+  lookback: "12m",
+  objective: "factor_neutral",
+  mode: "compact",
+  constraints: exampleHedgeConstraints,
+  holdings: exampleHoldings,
+  targetExposures: [
+    {
+      object: "portfolio_hedge_target_exposure",
+      factorKey: "VALUE",
+      factorName: "Value",
+      factorCategory: "style",
+      beta: -0.42,
+      targetExposureDelta: 0.42,
+      proposedExposureDelta: 0.18,
+      residualBeta: -0.24,
+      hedged: true,
+      skipReason: null
+    }
+  ],
+  hedges: [
+    {
+      object: "portfolio_hedge_candidate",
+      rank: 1,
+      factorKey: "VALUE",
+      factorName: "Value",
+      factorCategory: "style",
+      symbol: "VLUE",
+      instrumentType: "etf",
+      action: "long",
+      recommendedWeight: 0.08,
+      targetExposureDelta: 0.42,
+      expectedExposureDelta: { VALUE: 0.18 },
+      residualBeta: -0.24,
+      constraintStatus: "ok",
+      constraintsApplied: ["maxPositionWeight"],
+      liquidityUsd: 145000000,
+      estimatedCostBps: 4,
+      sectorKey: null,
+      rationale: "Adds liquid value exposure without increasing single-name concentration.",
+      confidence: "medium"
+    }
+  ],
+  residualExposure: { VALUE: -0.24, MOMENTUM: 0.37 },
+  exposures: [exampleExposure],
+  optimizationNotes: ["Hedge candidates are bounded by liquidity and max total hedge weight."],
+  factorNeutralPlan: ["Add VLUE at 8% funded pro rata from overweight growth names."],
+  summaryMd: "The suggested hedge reduces negative VALUE beta while keeping total hedge weight under 20%.",
+  responseMode: "compact",
+  ...exampleTrustMetadata,
+  methodologyVersion: "secapi_portfolio_hedge_v1"
+};
+var responseExampleBySchema = {
+  FactorCatalog: {
+    object: "list",
+    data: [
+      {
+        object: "factor_definition",
+        id: "factor:VALUE",
+        key: "VALUE",
+        name: "Value",
+        category: "style",
+        description: "Long cheaper stocks and short expensive stocks using SecAPI-owned factor construction.",
+        benchmarkSymbol: "VLUE",
+        equation: { long_leg: 1, short_leg: -1 },
+        orthogonalizedAgainst: ["MARKET"],
+        catalogStatus: "launch_ready",
+        sourceAvailabilityStatus: "implemented",
+        launchUniverseStatus: "launch_candidate",
+        launchClaimStatus: "candidate_pending_history_freshness_proof",
+        launchParityCategory: "style",
+        launchReadiness: exampleLaunchReadiness,
+        qualityProof: exampleQualityProof,
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    categories: ["market", "style", "sector", "industry"],
+    requestId: "req_example"
+  },
+  FactorReturnList: {
+    object: "list",
+    data: [exampleFactorReturn],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorHistory: {
+    object: "factor_history",
+    id: "factor_history:VALUE:1y:2026-06-09",
+    factorKey: "VALUE",
+    factorName: "Value",
+    category: "style",
+    range: "1y",
+    dateFrom: "2025-06-10",
+    dateTo: "2026-06-09",
+    historyStartDate: "2015-01-02",
+    historyEndDate: "2026-06-09",
+    observationCount: 252,
+    asOf: exampleAsOf,
+    series: [],
+    seriesCount: 252,
+    seriesSample: [
+      { date: "2025-06-10", rawReturn: 0.0012, pureReturn: 0.0009, scaledReturn: 0.0011, zScore: 0.18, leverage: 1 },
+      { date: "2026-06-09", rawReturn: 0.0038, pureReturn: 0.0031, scaledReturn: 0.0042, zScore: 1.42, leverage: 1 }
+    ],
+    expansionHints: ["Use include=series for full daily observations in compact mode."],
+    summaryWindows: [
+      { window: "1d", rawReturn: 0.0038, pureReturn: 0.0031, scaledReturn: 0.0042, observationCount: 1, startDate: "2026-06-09", endDate: "2026-06-09" },
+      { window: "1m", rawReturn: 0.018, pureReturn: 0.014, scaledReturn: 0.021, observationCount: 21, startDate: "2026-05-11", endDate: "2026-06-09" },
+      { window: "max", rawReturn: 1.46, pureReturn: 1.12, scaledReturn: 1.31, observationCount: 2882, startDate: "2015-01-02", endDate: "2026-06-09" }
+    ],
+    qualityProof: exampleQualityProof,
+    responseMode: "compact",
+    ...exampleTrustMetadata,
+    methodologyVersion: "secapi_factor_returns_v1"
+  },
+  FactorSparklineList: {
+    object: "list",
+    data: [
+      {
+        object: "factor_sparkline",
+        id: "factor_sparkline:VALUE:1y:scaled_return",
+        factorKey: "VALUE",
+        factorName: "Value",
+        category: "style",
+        range: "1y",
+        metric: "scaled_return",
+        dateFrom: "2025-06-10",
+        dateTo: "2026-06-09",
+        historyStartDate: "2015-01-02",
+        historyEndDate: "2026-06-09",
+        observationCount: 252,
+        pointCount: 120,
+        asOf: exampleAsOf,
+        latestValue: 0.131,
+        latestRawReturn: 0.0038,
+        latestPureReturn: 0.0031,
+        latestScaledReturn: 0.0042,
+        latestZScore: 1.42,
+        latestLeverage: 1,
+        summaryWindows: [
+          { window: "1m", rawReturn: 0.018, pureReturn: 0.014, scaledReturn: 0.021, observationCount: 21, startDate: "2026-05-11", endDate: "2026-06-09" }
+        ],
+        points: [
+          { date: "2025-06-10", value: 0 },
+          { date: "2026-06-09", value: 0.131 }
+        ],
+        qualityProof: exampleQualityProof,
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorDashboard: {
+    object: "factor_dashboard",
+    id: "factor_dashboard:US:style:2026-06-09",
+    asOf: exampleAsOf,
+    country: "US",
+    category: "style",
+    window: "1m",
+    lookback: "6m",
+    intraday: [],
+    regimePerformance: [],
+    rotation: null,
+    spotlightSymbol: "AAPL",
+    spotlightExposures: [exampleExposure],
+    modelPortfolio: null,
+    summaryMd: "Value is a tailwind, momentum remains extended, and the portfolio spotlight shows negative value exposure.",
+    responseMode: "compact",
+    ...exampleTrustMetadata,
+    methodologyVersion: "secapi_factor_dashboard_v1"
+  },
+  FactorIntradaySnapshotList: {
+    object: "list",
+    data: [
+      {
+        object: "factor_intraday_snapshot",
+        id: "factor_intraday_snapshot:VALUE:1d:2026-06-09T19:45:00.000Z",
+        factorKey: "VALUE",
+        factorName: "Value",
+        factorCategory: "style",
+        modelName: "secapi_stock_basket_factor_model_v1",
+        window: "1d",
+        snapshotAt: exampleSnapshotAt,
+        benchmarkSymbols: ["VLUE", "IWD", "IWF"],
+        rawReturn: 0.0038,
+        pureReturn: 0.0031,
+        scaledReturn: 0.0042,
+        zScore: 1.42,
+        leverage: 1,
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorRegimePerformanceList: {
+    object: "list",
+    data: [exampleRegimePerformance],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorExtremeMoveList: {
+    object: "list",
+    data: [
+      {
+        object: "factor_extreme_move",
+        id: "factor_extreme_move:MOMENTUM:1m:2026-06-09",
+        rank: 1,
+        factorKey: "MOMENTUM",
+        factorName: "Momentum",
+        category: "style",
+        window: "1m",
+        lookback: "6m",
+        direction: "up",
+        sort: "abs_z_score",
+        score: 2.61,
+        absZScore: 2.61,
+        absScaledReturn: 0.064,
+        minAbsZScore: 2,
+        isExtreme: true,
+        asOf: exampleAsOf,
+        rawReturn: 0.057,
+        pureReturn: 0.049,
+        scaledReturn: 0.064,
+        zScore: 2.61,
+        leverage: 1,
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorExtremePairList: {
+    object: "list",
+    data: [
+      {
+        object: "factor_extreme_pair",
+        id: "factor_extreme_pair:MOMENTUM:VALUE:21d:2026-06-09",
+        rank: 1,
+        factor1: "MOMENTUM",
+        factor2: "VALUE",
+        factor1Name: "Momentum",
+        factor2Name: "Value",
+        category1: "style",
+        category2: "style",
+        window: "21d",
+        lookback: "6m",
+        direction: "factor1",
+        sort: "abs_z_score",
+        score: 2.18,
+        absZScore: 2.18,
+        absSpreadReturn: 0.043,
+        minAbsZScore: 2,
+        isExtreme: true,
+        spreadReturn: 0.043,
+        factor1Return: 0.064,
+        factor2Return: 0.021,
+        averageSpreadReturn: 0.006,
+        spreadVolatility: 0.017,
+        zScore: 2.18,
+        spreadZScore: 2.18,
+        meanReversionSignal: "factor1_overextended",
+        meanReversionSummary: "Momentum has outperformed value unusually over the latest 21 trading days.",
+        windowStartDate: "2026-05-11",
+        windowEndDate: "2026-06-09",
+        pairHistory: { endpoint: "/v1/factors/pair-history/MOMENTUM/VALUE?window=1m&lookback=6m" },
+        observationCount: 126,
+        rollingObservationCount: 106,
+        asOf: exampleAsOf,
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorValuationList: {
+    object: "list",
+    data: [
+      {
+        object: "factor_valuation",
+        id: "factor_valuation:VALUE:2026-06-09",
+        rank: 1,
+        factorKey: "VALUE",
+        factorName: "Value",
+        category: "style",
+        valuationMetric: "earnings_yield",
+        longLeg: "cheap",
+        shortLeg: "expensive",
+        window: "1m",
+        lookback: "6m",
+        signal: "tailwind",
+        signalDirection: "tailwind",
+        weightingMode: "long_short_equal",
+        legWeights: { long: 1, short: -1 },
+        rawFactorZScore: 1.42,
+        weightedZScore: 1.42,
+        sort: "opportunity_score",
+        score: 0.71,
+        opportunityScore: 0.71,
+        zScore: 1.42,
+        absZScore: 1.42,
+        scaledReturn: 0.021,
+        pureReturn: 0.014,
+        rawReturn: 0.018,
+        asOf: exampleAsOf,
+        signalSource: "materialized_factor_return_z_score",
+        stockDrilldown: { endpoint: "/v1/factors/valuations/stocks?factor=VALUE&signal=tailwind" },
+        opportunitySummary: "Value is above trend and inexpensive names have a current factor tailwind.",
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorValuationStockList: {
+    object: "list",
+    data: [
+      {
+        object: "factor_valuation_stock",
+        id: "factor_valuation_stock:VALUE:JPM:2026-06-09",
+        rank: 1,
+        symbol: "JPM",
+        factorKey: "VALUE",
+        factorName: "Value",
+        category: "style",
+        valuationMetric: "earnings_yield",
+        valuationSignal: "tailwind",
+        signalDirection: "tailwind",
+        weightingMode: "long_short_equal",
+        legWeights: { long: 1, short: -1 },
+        stance: "beneficiaries",
+        impact: "beneficiary",
+        sort: "score",
+        score: 0.84,
+        expectedFactorImpactScore: 0.62,
+        factorZScore: 1.42,
+        rawFactorZScore: 1.42,
+        weightedFactorZScore: 1.42,
+        exposureAdjustedFactorZScore: 0.62,
+        exposureBeta: 0.44,
+        absExposureBeta: 0.44,
+        exposurePercentile: 88.4,
+        exposureConfidence: "high",
+        nActiveFactors: 7,
+        window: "1m",
+        lookback: "6m",
+        modelName: "secapi_stock_basket_factor_model_v1",
+        asOf: exampleAsOf,
+        factorAsOf: exampleAsOf,
+        signalSource: "materialized_factor_return_z_score_plus_latest_factor_exposure",
+        rankingRationale: "JPM has positive value beta while VALUE has a current tailwind.",
+        opportunitySummary: "Potential beneficiary of a continuing value tailwind.",
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorSimilarityPack: {
+    object: "factor_similarity_pack",
+    id: "factor_similarity_pack:NVDA:2026-06-09",
+    symbol: "NVDA",
+    asOf: exampleAsOf,
+    anchorTheme: "accelerated compute",
+    themeLabels: ["AI infrastructure", "semiconductors"],
+    factorKeySuggestion: "AI_INFRASTRUCTURE",
+    discoveryMode: "factor_overlap_plus_filing_news_signature",
+    semanticSignature: {
+      algorithm: "secapi_filing_news_signature_v1",
+      dimensions: 384,
+      topTerms: ["accelerated computing", "data center", "gpu"],
+      sourceKinds: ["filing_title", "news_headline"],
+      sourceCount: 18
+    },
+    namingWorkflow: {
+      workflowVersion: "2026-06-09",
+      selectedLabel: "AI Infrastructure",
+      factorKeySuggestion: "AI_INFRASTRUCTURE",
+      confidence: "high",
+      labelCandidates: [
+        { label: "AI Infrastructure", score: 0.91, kind: "phrase", evidenceTerms: ["data center", "gpu"], sourceCount: 18 }
+      ],
+      rationale: "Peers cluster around data-center accelerator demand and AI infrastructure filings."
+    },
+    evidence: [],
+    peers: [],
+    summaryMd: "NVDA peers share semiconductor and AI infrastructure signatures plus similar factor exposure.",
+    responseMode: "compact",
+    ...exampleTrustMetadata
+  },
+  FactorExposureList: {
+    object: "list",
+    data: [exampleExposure],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorCorrelationList: {
+    object: "list",
+    data: [
+      {
+        object: "factor_correlation",
+        id: "factor_correlation:VALUE:MOMENTUM:6m",
+        leftFactorKey: "VALUE",
+        rightFactorKey: "MOMENTUM",
+        lookback: "6m",
+        correlation: -0.34,
+        observationCount: 126,
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorDecomposition: {
+    object: "factor_decomposition",
+    id: "factor_decomposition:AAPL:3m:2026-06-09",
+    symbol: "AAPL",
+    factorCategory: "style",
+    window: "3m",
+    asOf: exampleAsOf,
+    exposures: [exampleExposure],
+    contributions: [
+      {
+        factorKey: "MOMENTUM",
+        contributionPercent: 1.8,
+        explanation: "Momentum beta explained 180 bps of AAPL's selected-window return."
+      }
+    ],
+    summaryMd: "AAPL's selected-window return was mostly explained by momentum and quality exposure.",
+    stockReturn: 0.072,
+    totalExplained: 0.049,
+    alpha: 0.023,
+    rSquared: 0.68,
+    modelName: "secapi_stock_basket_factor_model_v1",
+    date: exampleDataDate,
+    responseMode: "compact",
+    ...exampleTrustMetadata
+  },
+  RelatedSecurityList: {
+    object: "list",
+    data: [
+      {
+        object: "related_security",
+        id: "related_security:NVDA:AMD",
+        symbol: "AMD",
+        similarity: 0.86,
+        score: 0.84,
+        factorSimilarity: 0.79,
+        thematicSimilarity: 0.91,
+        factorOverlap: ["MOMENTUM", "QUALITY", "AI_INFRASTRUCTURE"],
+        explanation: "AMD shares semiconductor, AI infrastructure, and momentum exposure with NVDA.",
+        themeLabels: ["AI infrastructure", "semiconductors"],
+        evidence: [],
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorPairSpreadList: {
+    object: "list",
+    data: [
+      {
+        object: "factor_pair_spread",
+        id: "factor_pair_spread:MOMENTUM:VALUE:21d:2026-06-09",
+        factor1: "MOMENTUM",
+        factor2: "VALUE",
+        factor1Name: "Momentum",
+        factor2Name: "Value",
+        category1: "style",
+        category2: "style",
+        window: "21d",
+        lookback: "6m",
+        spreadReturn: 0.043,
+        factor1Return: 0.064,
+        factor2Return: 0.021,
+        averageSpread: 0.006,
+        averageSpreadReturn: 0.006,
+        spreadVolatility: 0.017,
+        rollingSpreadVolatility: 0.017,
+        zScore: 2.18,
+        spreadZScore: 2.18,
+        absZScore: 2.18,
+        direction: "factor1",
+        meanReversionSignal: "factor1_overextended",
+        meanReversionSummary: "Momentum has outperformed value unusually over the latest 21 trading days.",
+        windowStartDate: "2026-05-11",
+        windowEndDate: "2026-06-09",
+        rollingObservationCount: 106,
+        observationCount: 126,
+        seriesCount: 106,
+        seriesSample: [
+          { date: "2026-05-11", spread: 0.004, f1Return: 0.006, f2Return: 0.002 },
+          { date: "2026-06-09", spread: 0.043, f1Return: 0.064, f2Return: 0.021 }
+        ],
+        expansionHints: ["Use response_mode=standard for full pair-history series."],
+        asOf: exampleAsOf,
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  FactorBulkReturnList: {
+    object: "list",
+    data: [
+      {
+        object: "factor_bulk_return",
+        id: "factor_bulk_return:VALUE:12m:2026-06-09",
+        factorKey: "VALUE",
+        factorName: "Value",
+        category: "style",
+        asOf: exampleAsOf,
+        window: "1m",
+        lookback: "12m",
+        rawReturn: 0.018,
+        pureReturn: 0.014,
+        scaledReturn: 0.021,
+        zScore: 1.42,
+        leverage: 1,
+        seriesCount: 252,
+        seriesSample: [
+          { date: "2025-06-10", rawReturn: 0.0012, pureReturn: 0.0009, scaledReturn: 0.0011, zScore: 0.18 },
+          { date: "2026-06-09", rawReturn: 0.0038, pureReturn: 0.0031, scaledReturn: 0.0042, zScore: 1.42 }
+        ],
+        expansionHints: ["Use response_mode=standard for full daily series."],
+        responseMode: "compact",
+        ...exampleTrustMetadata
+      }
+    ],
+    hasMore: false,
+    nextCursor: null,
+    responseMode: "compact",
+    requestId: "req_example"
+  },
+  PortfolioAnalysis: examplePortfolioAnalysis,
+  PortfolioAttribution: examplePortfolioAttribution,
+  PortfolioHedge: examplePortfolioHedge,
+  ModelFactorAnalysis: {
+    object: "model_factor_analysis",
+    id: "model_factor_analysis:example:2026-06-09",
+    asOf: exampleAsOf,
+    model: {
+      id: "growth-quality-core",
+      label: "Growth Quality Core",
+      description: "Model Builder portfolio submitted for factor analysis.",
+      tags: ["model-builder", "growth"],
+      source: "model_builder"
+    },
+    country: "US",
+    lookback: "12m",
+    window: "3m",
+    category: "style",
+    holdings: exampleHoldings,
+    include: { attribution: true, hedge: true, optimizer: true, positionViews: true },
+    analysis: examplePortfolioAnalysis,
+    attribution: examplePortfolioAttribution,
+    hedge: examplePortfolioHedge,
+    optimizerObjective: "factor_neutral",
+    optimizerConstraints: exampleOptimizerConstraints,
+    optimizerRuntime: examplePortfolioAnalysis.optimizerRuntime,
+    optimizerCandidates: [],
+    optimizerCandidateCount: 1,
+    optimizerCandidateSample: examplePortfolioAnalysis.optimizerCandidateSample,
+    selectedCandidate: null,
+    optimizerDisclosures: examplePortfolioAnalysis.optimizerDisclosures,
+    positionViews: [],
+    positionExposures: [exampleExposure],
+    summaryMd: "Model is growth-quality tilted; hedge and optimizer sections show bounded factor-neutral alternatives.",
+    responseMode: "compact",
+    ...exampleTrustMetadata,
+    methodologyVersion: "secapi_model_factor_analysis_v1"
+  },
+  ModelPortfolioFactorView: {
+    object: "model_portfolio_factor_view",
+    id: "model_portfolio_factor_view:growth-quality-core:2026-06-09",
+    portfolioId: "growth-quality-core",
+    label: "Growth Quality Core",
+    description: "Saved Turos model portfolio factor view.",
+    tags: ["model-builder", "growth"],
+    holdings: exampleHoldings,
+    analysis: examplePortfolioAnalysis,
+    positionViews: [],
+    positionExposures: [exampleExposure],
+    responseMode: "compact",
+    ...exampleTrustMetadata
+  },
+  FactorRotationStrategy: {
+    object: "factor_rotation_strategy",
+    id: "factor_rotation_strategy:US:soft_landing:2026-06-09",
+    asOf: exampleAsOf,
+    country: "US",
+    regime: exampleRegime,
+    leaders: [exampleRegimePerformance],
+    laggards: [
+      {
+        ...exampleRegimePerformance,
+        id: "factor_regime_performance:US:LOW_VOL:soft_landing:2026-06-09",
+        factorKey: "LOW_VOL",
+        factorName: "Low Volatility",
+        rank: 2,
+        direction: "headwind",
+        combinedScore: -0.41,
+        rationale: "Low volatility trails in the current risk-on regime."
+      }
+    ],
+    summaryMd: "Rotate toward value and momentum while low volatility trails in the current regime.",
+    responseMode: "compact",
+    ...exampleTrustMetadata
+  },
+  FactorRegimeScreen: {
+    object: "regime_screen",
+    id: "regime_screen:US:soft_landing:2026-06-09",
+    asOf: exampleAsOf,
+    country: "US",
+    regime: exampleRegime,
+    matches: [exampleFactorReturn],
+    summaryMd: "Value and momentum are the highest-ranked style factors for the current regime screen.",
+    responseMode: "compact",
+    ...exampleTrustMetadata
+  },
+  PortfolioStressTest: {
+    object: "portfolio_stress_test",
+    id: "portfolio_stress_test:higher_for_longer:2026-06-09",
+    asOf: exampleAsOf,
+    scenarioKey: "higher_for_longer",
+    scenarioLabel: "Higher for Longer",
+    estimatedDrawdownPercent: -7.4,
+    factorShocks: { VALUE: 0.02, MOMENTUM: -0.04, QUALITY: 0.01 },
+    macroShocks: { rates: 0.75, credit_spreads: 0.35 },
+    regime: null,
+    conditioningNotes: ["Uses bounded factor shocks from historical higher-rate episodes."],
+    summaryMd: "Portfolio drawdown proxy is driven mainly by momentum and duration-sensitive exposures.",
+    responseMode: "compact",
+    ...exampleTrustMetadata
+  }
+};
+var requestExampleBySchema = {
+  FactorCustomDiscoveryRequest: {
+    symbol: "NVDA",
+    candidates: ["AMD", "AVGO", "TSM", "ASML"],
+    lookback: "6m",
+    limit: 5
+  },
+  PortfolioIntelligenceRequest: {
+    country: "US",
+    lookback: "12m",
+    category: "style",
+    keys: ["VALUE", "MOMENTUM", "QUALITY"],
+    holdings: exampleHoldings,
+    benchmarkLabel: "NASDAQ 100",
+    benchmarkHoldings: [
+      { symbol: "QQQ", weight: 1 }
+    ]
+  },
+  PortfolioAttributionRequest: {
+    country: "US",
+    lookback: "12m",
+    window: "3m",
+    frequency: "weekly",
+    exportFormat: "json",
+    category: "style",
+    keys: ["VALUE", "MOMENTUM", "QUALITY"],
+    holdings: exampleHoldings
+  },
+  PortfolioHedgeRequest: {
+    country: "US",
+    lookback: "12m",
+    category: "style",
+    keys: ["VALUE", "MOMENTUM", "QUALITY"],
+    objective: "factor_neutral",
+    mode: "compact",
+    constraints: exampleHedgeConstraints,
+    holdings: exampleHoldings
+  },
+  PortfolioOptimizeRequest: {
+    country: "US",
+    lookback: "12m",
+    category: "style",
+    keys: ["VALUE", "MOMENTUM", "QUALITY"],
+    objective: "factor_neutral",
+    constraints: exampleOptimizerConstraints,
+    holdings: exampleHoldings
+  },
+  PortfolioStressTestRequest: {
+    country: "US",
+    lookback: "12m",
+    category: "style",
+    keys: ["VALUE", "MOMENTUM", "QUALITY"],
+    scenarioKey: "higher_for_longer",
+    holdings: exampleHoldings
+  },
+  ModelFactorAnalysisRequest: {
+    model: {
+      id: "growth-quality-core",
+      label: "Growth Quality Core",
+      description: "Model Builder portfolio submitted for factor analysis.",
+      tags: ["model-builder", "growth"],
+      source: "model_builder"
+    },
+    country: "US",
+    lookback: "12m",
+    window: "3m",
+    category: "style",
+    keys: ["VALUE", "MOMENTUM", "QUALITY"],
+    include: { attribution: true, hedge: true, optimizer: true, positionViews: true },
+    hedge: {
+      objective: "factor_neutral",
+      mode: "compact",
+      constraints: exampleHedgeConstraints
+    },
+    optimizer: {
+      objective: "factor_neutral",
+      constraints: exampleOptimizerConstraints
+    },
+    holdings: exampleHoldings
+  },
+  FactorStrategyRequest: {
+    country: "US",
+    category: "style",
+    window: "1m",
+    lookback: "6m",
+    limit: 5
+  }
+};
+var launchResponseSchemasRequiringExplicitExamples = new Set([
+  "FactorCatalog",
+  "FactorReturnList",
+  "FactorHistory",
+  "FactorSparklineList",
+  "FactorIntradaySnapshotList",
+  "FactorDashboard",
+  "FactorRegimePerformanceList",
+  "FactorExposureList",
+  "FactorCorrelationList",
+  "FactorDecomposition",
+  "RelatedSecurityList",
+  "FactorSimilarityPack",
+  "FactorPairSpreadList",
+  "FactorBulkReturnList",
+  "FactorExtremeMoveList",
+  "FactorExtremePairList",
+  "FactorValuationList",
+  "FactorValuationStockList",
+  "PortfolioAnalysis",
+  "PortfolioAttribution",
+  "PortfolioHedge",
+  "PortfolioStressTest",
+  "ModelPortfolioFactorView",
+  "ModelFactorAnalysis",
+  "FactorRotationStrategy",
+  "FactorRegimeScreen"
+]);
+var responseExampleForSchema = (name) => {
+  const specificExample = responseExampleBySchema[name];
+  if (specificExample)
+    return specificExample;
+  if (launchResponseSchemasRequiringExplicitExamples.has(name)) {
+    throw new Error(`Launch OpenAPI schema ${name} requires a realistic explicit example`);
+  }
+  if (name === "FactorCatalog") {
+    return {
+      object: "list",
+      data: [],
+      hasMore: false,
+      nextCursor: null,
+      categories: ["market", "style", "sector", "industry"],
+      requestId: "req_example"
+    };
+  }
+  if (name.endsWith("List") || name === "FactorCatalog") {
+    return {
+      object: "list",
+      data: [],
+      hasMore: false,
+      nextCursor: null,
+      responseMode: "compact",
+      requestId: "req_example"
+    };
+  }
+  return {
+    object: objectExampleBySchema[name] ?? name.replace(/([a-z])([A-Z])/g, "$1_$2").toLowerCase(),
+    responseMode: "compact",
+    requestId: "req_example"
+  };
+};
+var requestExampleForSchema = (name) => requestExampleBySchema[name];
 var jsonContent = (name) => ({
   "application/json": {
     schema: schemaRef(name)
   }
 });
+var jsonContentWithExample = (name, summary = "Compact response") => ({
+  "application/json": {
+    schema: schemaRef(name),
+    examples: {
+      compact: {
+        summary,
+        value: responseExampleForSchema(name)
+      }
+    }
+  }
+});
 var jsonResponse = (name, description = "Successful response") => ({
   responses: {
     "200": {
@@ -18769,13 +20879,105 @@ var jsonResponse = (name, description = "Successful response") => ({
     }
   }
 });
+var jsonStatusResponse = (status, name, description = "Successful response") => ({
+  responses: {
+    [status]: {
+      description,
+      content: jsonContent(name)
+    }
+  }
+});
+var jsonResponseWithExample = (name, description = "Successful response") => ({
+  responses: {
+    "200": {
+      description,
+      content: jsonContentWithExample(name)
+    }
+  }
+});
+var jsonFactorResponse = (name, description = "Successful response") => ({
+  responses: {
+    "200": {
+      description,
+      content: {
+        "application/json": {
+          schema: schemaRef(name),
+          examples: {
+            compact: {
+              summary: "Token-efficient compact response",
+              value: responseExampleForSchema(name)
+            }
+          }
+        }
+      }
+    }
+  }
+});
+var jsonFactorResponseWithCsv = (name, description = "Successful response") => {
+  const response = jsonFactorResponse(name, description);
+  return {
+    responses: {
+      "200": {
+        ...response.responses["200"],
+        content: {
+          ...response.responses["200"].content,
+          "text/csv": {
+            schema: { type: "string" }
+          }
+        }
+      }
+    }
+  };
+};
 var jsonRequestBody = (name, description) => ({
   requestBody: {
     required: true,
     ...description ? { description } : {},
-    content: jsonContent(name)
+    content: {
+      "application/json": {
+        schema: schemaRef(name),
+        ...requestExampleForSchema(name) ? {
+          examples: {
+            default: {
+              summary: "Copy-pasteable request",
+              value: requestExampleForSchema(name)
+            }
+          }
+        } : {}
+      }
+    }
   }
 });
+var factorResponseParameters = [
+  {
+    name: "response_mode",
+    in: "query",
+    required: false,
+    schema: { type: "string", enum: ["compact", "standard", "verbose"], default: "compact" },
+    description: "Response projection. compact is token-efficient for agents; standard returns the full operational shape; verbose preserves full trust metadata and drill-down context."
+  },
+  {
+    name: "include",
+    in: "query",
+    required: false,
+    schema: { type: "string" },
+    description: "Comma-separated compact-mode expansions such as trust, metadata, series, exposures, position_views, position_exposures, optimizer_candidates, or drilldown. Use trust when an agent or report needs provenance, freshness, source-rights, methodology, revision, and degraded-state metadata."
+  }
+];
+var factorResponseParams = (parameters = [], options = {}) => [
+  ...parameters,
+  ...factorResponseParameters.map((parameter) => {
+    if (parameter.name !== "response_mode" || !options.responseModeDefault)
+      return parameter;
+    return {
+      ...parameter,
+      schema: {
+        ...parameter.schema,
+        default: options.responseModeDefault
+      }
+    };
+  })
+];
 var openApiDocument = {
   openapi: "3.1.0",
   info: {
@@ -18876,7 +21078,84 @@ var openApiDocument = {
       post: { summary: "Exchange a sponsor token for the first org-scoped API key, billing snapshot, limits, and MCP install metadata" }
     },
     "/v1/dashboard/overview": {
-      get: { summary: "Return the logged-in dashboard overview with principal, org, enriched billing, usage, and API key context" }
+      get: {
+        summary: "Return the logged-in dashboard overview with principal, org, enriched billing, usage, and API key context",
+        ...jsonResponse("DashboardOverview")
+      }
+    },
+    "/v1/dashboard/settings": {
+      get: {
+        summary: "Return profile, organization, appearance, security, and account-deletion settings for the dashboard",
+        ...jsonResponse("DashboardAccountSettings")
+      }
+    },
+    "/v1/dashboard/settings/profile": {
+      patch: {
+        summary: "Update local dashboard profile preferences for the current WorkOS user",
+        ...jsonRequestBody("AccountUpdateDashboardProfileBody"),
+        ...jsonResponse("DashboardAccountSettings")
+      }
+    },
+    "/v1/dashboard/settings/organization": {
+      patch: {
+        summary: "Update locally owned organization profile settings",
+        ...jsonRequestBody("AccountUpdateDashboardOrganizationBody"),
+        ...jsonResponse("DashboardAccountSettings")
+      }
+    },
+    "/v1/dashboard/settings/appearance": {
+      put: {
+        summary: "Update dashboard appearance preferences for the current organization",
+        ...jsonRequestBody("AccountUpdateDashboardAppearanceBody"),
+        ...jsonResponse("DashboardAccountSettings")
+      }
+    },
+    "/v1/dashboard/settings/account-deletion-request": {
+      post: {
+        summary: "Record an account-deletion request for the current organization without deleting data inline",
+        ...jsonRequestBody("AccountRequestDeletionBody"),
+        ...jsonStatusResponse("202", "DashboardAccountSettings", "Account-deletion request recorded")
+      }
+    },
+    "/v1/dashboard/usage/series": {
+      get: {
+        summary: "Return dashboard usage counts over time for the current organization",
+        ...jsonResponse("DashboardUsageSeries")
+      }
+    },
+    "/v1/dashboard/usage/endpoints": {
+      get: {
+        summary: "Return dashboard endpoint-level usage breakdown for the current organization",
+        ...jsonResponse("DashboardEndpointBreakdown")
+      }
+    },
+    "/v1/dashboard/usage/requests": {
+      get: {
+        summary: "Return recent dashboard request log rows for the current organization",
+        ...jsonResponse("DashboardUsageRequestLog")
+      }
+    },
+    "/v1/dashboard/usage/export": {
+      get: {
+        summary: "Export dashboard usage request log rows as JSON or CSV",
+        responses: {
+          "200": {
+            description: "Dashboard usage export as JSON or CSV",
+            content: {
+              ...jsonContent("DashboardUsageExport"),
+              "text/csv": {
+                schema: { type: "string" }
+              }
+            }
+          }
+        }
+      }
+    },
+    "/v1/dashboard/activity": {
+      get: {
+        summary: "Return dashboard activity totals and recent request rows for the current organization",
+        ...jsonResponse("DashboardUsageActivity")
+      }
     },
     "/v1/events": {
       get: { summary: "List canonical event, webhook delivery, and stream records for the current organization" }
@@ -19171,104 +21450,422 @@ var openApiDocument = {
       }
     },
     "/v1/factors/catalog": {
-      get: { summary: "Return the SEC API factor catalog with methodology, proxy, and orthogonalization metadata" }
+      get: {
+        summary: "Return the SEC API factor catalog with methodology, proxy, and orthogonalization metadata",
+        parameters: factorResponseParams(),
+        ...jsonResponseWithExample("FactorCatalog")
+      }
     },
     "/v1/factors/returns": {
-      get: { summary: "Return factor return history, z-scores, and volatility-scaled series for supported factor families" }
+      get: {
+        summary: "Return factor return history, z-scores, and volatility-scaled series for supported factor families",
+        parameters: factorResponseParams(),
+        ...jsonFactorResponse("FactorReturnList")
+      }
+    },
+    "/v1/factors/history/{factorKey}": {
+      get: {
+        summary: "Return a single factor's daily return history with 1D through MAX summary windows for chart and table workflows",
+        parameters: factorResponseParams([
+          {
+            name: "factorKey",
+            in: "path",
+            required: true,
+            schema: { type: "string" },
+            description: "Canonical factor key or supported public alias such as VALUE_V2. Explicit keys do not broaden to other factors."
+          },
+          {
+            name: "range",
+            in: "query",
+            required: false,
+            schema: { type: "string", enum: ["1d", "5d", "10d", "1m", "3m", "6m", "1y", "max"], default: "1y" },
+            description: "Trailing observation window for the returned chart series. Defaults to 1y for token-efficient agent and dashboard workflows. MAX requests the public launch-history floor, 2015-01-01, through the latest complete market date when row-level coverage exists for the factor."
+          },
+          {
+            name: "date_from",
+            in: "query",
+            required: false,
+            schema: { type: "string", format: "date", minimum: "2015-01-01" },
+            description: "Optional inclusive ISO start date. Must be on or after 2015-01-01. When supplied, it overrides range for the returned series bounds."
+          },
+          {
+            name: "date_to",
+            in: "query",
+            required: false,
+            schema: { type: "string", format: "date", minimum: "2015-01-01" },
+            description: "Optional inclusive ISO end date. Must be on or after 2015-01-01 and on or before the latest complete XNYS market date."
+          },
+          { name: "format", in: "query", schema: { type: "string", enum: ["json", "csv"], default: "json" }, description: "Return JSON by default or a table-ready CSV export with one row per factor/date." }
+        ]),
+        ...jsonFactorResponseWithCsv("FactorHistory")
+      }
+    },
+    "/v1/factors/sparklines": {
+      get: {
+        summary: "Return compact multi-factor sparkline series with 1D through MAX summary windows for dashboard, sector, index, and model UIs",
+        parameters: factorResponseParams([
+          {
+            name: "factors",
+            in: "query",
+            required: false,
+            schema: { type: "string" },
+            description: "Comma-separated canonical factor keys or supported public aliases. Alias normalization is explicit and does not broaden the selection."
+          },
+          {
+            name: "keys",
+            in: "query",
+            required: false,
+            schema: { type: "string" },
+            description: "Alias for factors."
+          },
+          {
+            name: "category",
+            in: "query",
+            required: false,
+            schema: { type: "string" },
+            description: "Optional launch factor category filter such as style, sector, or industry."
+          },
+          {
+            name: "range",
+            in: "query",
+            required: false,
+            schema: { type: "string", enum: ["1d", "5d", "10d", "1m", "3m", "6m", "1y", "max"], default: "1y" },
+            description: "Trailing observation window for the returned sparkline points. Defaults to 1y for token-efficient dashboard and agent workflows. MAX requests the public launch-history floor, 2015-01-01, through the latest complete market date when row-level coverage exists for each factor."
+          },
+          {
+            name: "metric",
+            in: "query",
+            required: false,
+            schema: { type: "string", enum: ["scaled_return", "pure_return", "raw_return", "z_score"], default: "scaled_return" },
+            description: "Metric used for sparkline point values. Return metrics are cumulative over the selected range; z_score returns point-in-time z-scores."
+          },
+          {
+            name: "points",
+            in: "query",
+            required: false,
+            schema: { type: "integer", minimum: 2, maximum: 500, default: 120 },
+            description: "Maximum chart points per factor. The first and last observations are preserved when downsampling."
+          },
+          {
+            name: "date_from",
+            in: "query",
+            required: false,
+            schema: { type: "string", format: "date", minimum: "2015-01-01" },
+            description: "Optional inclusive ISO start date. Must be on or after 2015-01-01 and overrides range for returned sparkline bounds."
+          },
+          {
+            name: "date_to",
+            in: "query",
+            required: false,
+            schema: { type: "string", format: "date", minimum: "2015-01-01" },
+            description: "Optional inclusive ISO end date. Must be on or after 2015-01-01 and on or before the latest complete XNYS market date."
+          },
+          { name: "format", in: "query", schema: { type: "string", enum: ["json", "csv"], default: "json" }, description: "Return JSON by default or a table-ready CSV export with one row per factor/date sparkline point." }
+        ]),
+        ...jsonFactorResponseWithCsv("FactorSparklineList")
+      }
     },
     "/v1/factors/returns/intraday": {
       get: {
-        summary: "Return intraday factor snapshots for live dashboards using the latest benchmark proxy surface",
-        ...jsonResponse("FactorIntradaySnapshotList")
+        summary: "Return intraday factor snapshots for dashboards using the current benchmark proxy surface and freshness metadata",
+        parameters: factorResponseParams(),
+        ...jsonFactorResponse("FactorIntradaySnapshotList")
       }
     },
     "/v1/factors/dashboard": {
       get: {
-        summary: "Return a one-call live factor dashboard with intraday, regime, rotation, spotlight-security, and optional model-portfolio drill-down sections",
-        ...jsonResponse("FactorDashboard")
+        summary: "Return a one-call factor dashboard with intraday, regime, rotation, spotlight-security, and optional model-portfolio drill-down sections",
+        parameters: factorResponseParams(),
+        ...jsonFactorResponse("FactorDashboard")
       }
     },
     "/v1/factors/regime-performance": {
       get: {
         summary: "Return regime-conditioned factor rankings that blend the active macro backdrop with current factor state",
-        ...jsonResponse("FactorRegimePerformanceList")
+        parameters: factorResponseParams(),
+        ...jsonFactorResponse("FactorRegimePerformanceList")
       }
     },
     "/v1/factors/exposures": {
-      get: { summary: "Return security, portfolio, or watchlist factor exposures with model metadata and provenance" }
+      get: {
+        summary: "Return security, portfolio, or watchlist factor exposures with model metadata and provenance",
+        parameters: factorResponseParams([
+          { name: "symbols", in: "query", required: true, schema: { type: "string" }, description: "Comma-separated symbols to load exposures for. `tickers` is accepted as an alias." },
+          { name: "factors", in: "query", schema: { type: "string" }, description: "Comma-separated factor keys or aliases." },
+          { name: "keys", in: "query", schema: { type: "string" }, description: "Alias for factors." },
+          { name: "category", in: "query", schema: { type: "string" }, description: "Optional launch factor category filter." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "Exposure lookback window." },
+          { name: "model", in: "query", schema: { type: "string" }, description: "Optional factor exposure model selector." }
+        ]),
+        ...jsonFactorResponse("FactorExposureList")
+      }
     },
     "/v1/stocks/{ticker}/loadings": {
       get: {
         summary: "Return stock-level factor loadings for a single ticker using the latest stored exposure model",
-        ...jsonResponse("FactorExposureList")
+        parameters: factorResponseParams([
+          { name: "ticker", in: "path", required: true, schema: { type: "string" }, description: "Ticker symbol." }
+        ]),
+        ...jsonFactorResponse("FactorExposureList")
       }
     },
     "/v1/factors/correlations": {
-      get: { summary: "Return factor-to-factor and factor-to-security correlation surfaces for strategy and risk workflows" }
+      get: {
+        summary: "Return factor-to-factor and factor-to-security correlation surfaces for strategy and risk workflows",
+        parameters: factorResponseParams(),
+        ...jsonFactorResponse("FactorCorrelationList")
+      }
     },
     "/v1/factors/screen": {
-      get: { summary: "Return factor screens ranked by recent strength so agents can run factor-rotation and cross-factor ranking workflows" }
+      get: {
+        summary: "Return factor screens ranked by recent strength so agents can run factor-rotation and cross-factor ranking workflows",
+        parameters: factorResponseParams(),
+        ...jsonFactorResponse("FactorReturnList")
+      }
+    },
+    "/v1/factors/extreme-moves": {
+      get: {
+        summary: "Return factor moves ranked by unusual z-score or absolute return with direction, threshold, and trust metadata",
+        parameters: factorResponseParams([
+          { name: "factors", in: "query", schema: { type: "string" }, description: "Comma-separated canonical factor keys or supported public aliases." },
+          { name: "keys", in: "query", schema: { type: "string" }, description: "Alias for factors." },
+          { name: "category", in: "query", schema: { type: "string" }, description: "Optional launch factor category filter such as style, sector, or industry." },
+          { name: "window", in: "query", schema: { type: "string", enum: ["1d", "5d", "10d", "1m", "3m", "6m", "1y"], default: "1m" }, description: "Return window used to score the move." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "History lookback used to compute z-scores. Automatically widens when shorter than window." },
+          { name: "side", in: "query", schema: { type: "string", enum: ["both", "up", "down", "flat"], default: "both" }, description: "Filter by move direction." },
+          { name: "direction", in: "query", schema: { type: "string", enum: ["both", "up", "down", "flat"] }, description: "Alias for side, useful for dashboard filters that label move direction directly." },
+          { name: "sort", in: "query", schema: { type: "string", enum: ["abs_z_score", "abs_scaled_return"], default: "abs_z_score" }, description: "Ranking metric for unusual moves." },
+          { name: "min_z_score", in: "query", schema: { type: "number", minimum: 0, default: 0 }, description: "Optional absolute z-score floor. Defaults to 0 so the endpoint always returns the top ranked moves." },
+          { name: "limit", in: "query", schema: { type: "integer", minimum: 1, maximum: 100, default: 25 }, description: "Maximum number of ranked factor moves." }
+        ]),
+        ...jsonFactorResponse("FactorExtremeMoveList")
+      }
+    },
+    "/v1/factors/extreme-pairs": {
+      get: {
+        summary: "Return factor pairs ranked by unusual rolling spread divergence with direction, threshold, and trust metadata",
+        parameters: factorResponseParams([
+          { name: "factors", in: "query", schema: { type: "string" }, description: "Comma-separated canonical factor keys or supported public aliases used to generate pair combinations." },
+          { name: "keys", in: "query", schema: { type: "string" }, description: "Alias for factors." },
+          { name: "category", in: "query", schema: { type: "string" }, description: "Optional launch factor category filter such as style, sector, or industry." },
+          { name: "window", in: "query", schema: { type: "string", enum: ["1d", "5d", "10d", "21d", "63d", "126d", "252d", "1m", "3m", "6m", "1y"], default: "21d" }, description: "Rolling spread window. Calendar aliases map to trading-day pair windows." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "History lookback used to score rolling spread z-scores. Automatically widens when shorter than window." },
+          { name: "side", in: "query", schema: { type: "string", enum: ["both", "factor1", "factor2", "flat"], default: "both" }, description: "Filter by which side of the pair outperformed over the latest window." },
+          { name: "direction", in: "query", schema: { type: "string", enum: ["both", "factor1", "factor2", "flat"] }, description: "Alias for side." },
+          { name: "sort", in: "query", schema: { type: "string", enum: ["abs_z_score", "abs_spread_return"], default: "abs_z_score" }, description: "Ranking metric for pair divergence." },
+          { name: "min_z_score", in: "query", schema: { type: "number", minimum: 0, default: 0 }, description: "Optional absolute z-score floor. Defaults to 0 so the endpoint always returns the top ranked pairs." },
+          { name: "limit", in: "query", schema: { type: "integer", minimum: 1, maximum: 100, default: 25 }, description: "Maximum number of ranked factor pairs." }
+        ]),
+        ...jsonFactorResponse("FactorExtremePairList")
+      }
+    },
+    "/v1/factors/valuations": {
+      get: {
+        summary: "Return valuation-factor opportunity signals ranked from SecAPI-owned factor return state with trust metadata",
+        parameters: factorResponseParams([
+          { name: "factors", in: "query", schema: { type: "string" }, description: "Comma-separated valuation factor keys or supported public aliases. Defaults to launch valuation factors." },
+          { name: "keys", in: "query", schema: { type: "string" }, description: "Alias for factors." },
+          { name: "category", in: "query", schema: { type: "string" }, description: "Optional category filter. Valuation defaults are style factors." },
+          { name: "window", in: "query", schema: { type: "string", enum: ["1d", "5d", "10d", "1m", "3m", "6m", "1y"], default: "1m" }, description: "Return window used to score the valuation-factor signal." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "History lookback used to compute factor z-scores. Automatically widens when shorter than window." },
+          { name: "side", in: "query", schema: { type: "string", enum: ["all", "tailwind", "headwind", "neutral"], default: "all" }, description: "Filter by valuation-factor signal direction." },
+          { name: "signal", in: "query", schema: { type: "string", enum: ["all", "tailwind", "headwind", "neutral"] }, description: "Alias for side." },
+          { name: "weighting_mode", in: "query", schema: { type: "string", enum: ["long_short_equal", "long_leg_focus", "short_leg_focus"], default: "long_short_equal" }, description: "Valuation lens used to transform the factor z-score. The default uses the native long-high-metric / short-low-metric factor; short_leg_focus flips the signal lens for the short leg." },
+          { name: "weighting", in: "query", schema: { type: "string", enum: ["long_short_equal", "long_leg_focus", "short_leg_focus"] }, description: "Alias for weighting_mode." },
+          { name: "sort", in: "query", schema: { type: "string", enum: ["opportunity_score", "abs_z_score", "factor_key"], default: "opportunity_score" }, description: "Ranking metric for valuation-factor opportunities. With side=headwind, opportunity_score ranks the strongest headwinds first while opportunityScore remains signed." },
+          { name: "limit", in: "query", schema: { type: "integer", minimum: 1, maximum: 100, default: 25 }, description: "Maximum number of valuation factor rows." },
+          { name: "format", in: "query", schema: { type: "string", enum: ["json", "csv"], default: "json" }, description: "Return JSON by default or a CSV export for spreadsheet workflows." }
+        ]),
+        ...jsonFactorResponseWithCsv("FactorValuationList")
+      }
+    },
+    "/v1/factors/valuations/stocks": {
+      get: {
+        summary: "Return stock candidates exposed to a valuation-factor signal using latest materialized factor exposures",
+        parameters: factorResponseParams([
+          { name: "factor", in: "query", schema: { type: "string" }, description: "Valuation factor key or alias to drill into. If omitted, the top valuation factor is selected." },
+          { name: "factorKey", in: "query", schema: { type: "string" }, description: "Alias for factor." },
+          { name: "key", in: "query", schema: { type: "string" }, description: "Alias for factor." },
+          { name: "factors", in: "query", schema: { type: "string" }, description: "Comma-separated valuation factor keys used when factor is omitted; the top valuation row is selected." },
+          { name: "keys", in: "query", schema: { type: "string" }, description: "Alias for factors." },
+          { name: "category", in: "query", schema: { type: "string" }, description: "Optional valuation factor category filter." },
+          { name: "window", in: "query", schema: { type: "string", enum: ["1d", "5d", "10d", "1m", "3m", "6m", "1y"], default: "1m" }, description: "Return window used for the factor valuation signal." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "Exposure lookback and valuation z-score lookback." },
+          { name: "signal", in: "query", schema: { type: "string", enum: ["all", "tailwind", "headwind", "neutral"] }, description: "Optional factor-level valuation signal filter when selecting the top factor." },
+          { name: "stance", in: "query", schema: { type: "string", enum: ["beneficiaries", "at_risk", "both"] }, description: "Stock view: beneficiaries of the factor signal, stocks at risk from it, or both. When omitted, SEC API chooses beneficiaries for tailwind/neutral factors and at_risk for headwind factors." },
+          { name: "side", in: "query", schema: { type: "string" }, description: "Alias for stance; also accepts long, short, all." },
+          { name: "direction", in: "query", schema: { type: "string" }, description: "Alias for stance." },
+          { name: "weighting_mode", in: "query", schema: { type: "string", enum: ["long_short_equal", "long_leg_focus", "short_leg_focus"], default: "long_short_equal" }, description: "Valuation lens used before ranking exposed stocks. Must match the factor-valuation workflow for consistent drilldowns." },
+          { name: "weighting", in: "query", schema: { type: "string", enum: ["long_short_equal", "long_leg_focus", "short_leg_focus"] }, description: "Alias for weighting_mode." },
+          { name: "sort", in: "query", schema: { type: "string", enum: ["score", "abs_beta", "symbol"], default: "score" }, description: "Ranking metric for stock candidates." },
+          { name: "limit", in: "query", schema: { type: "integer", minimum: 1, maximum: 100, default: 25 }, description: "Maximum number of stock candidates." },
+          { name: "format", in: "query", schema: { type: "string", enum: ["json", "csv"], default: "json" }, description: "Return JSON by default or a CSV export for spreadsheet workflows." }
+        ]),
+        ...jsonFactorResponseWithCsv("FactorValuationStockList")
+      }
     },
     "/v1/factors/decomposition": {
-      get: { summary: "Return factor-attribution decomposition for a security over a bounded lookback window with explained return, alpha, and methodology metadata" }
+      get: {
+        summary: "Return factor-attribution decomposition for a security over a bounded lookback window with explained return, alpha, and methodology metadata",
+        parameters: factorResponseParams([
+          { name: "symbol", in: "query", required: true, schema: { type: "string" }, description: "Ticker symbol to decompose. `ticker` is accepted as an alias." },
+          { name: "factors", in: "query", schema: { type: "string" }, description: "Comma-separated factor keys or aliases." },
+          { name: "keys", in: "query", schema: { type: "string" }, description: "Alias for factors." },
+          { name: "category", in: "query", schema: { type: "string" }, description: "Optional launch factor category filter." },
+          { name: "window", in: "query", schema: { type: "string", default: "1m" }, description: "Return window used for decomposition." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "History lookback used for exposures and factor returns." }
+        ]),
+        ...jsonFactorResponse("FactorDecomposition")
+      }
     },
     "/v1/factors/related-stocks": {
-      get: { summary: "Return related stocks ranked by factor-overlap similarity for peer discovery and hedge ideation" }
+      get: {
+        summary: "Return related stocks ranked by factor-overlap similarity for peer discovery and hedge ideation",
+        parameters: factorResponseParams([
+          { name: "symbol", in: "query", required: true, schema: { type: "string" }, description: "Ticker symbol to find related stocks for. `ticker` is accepted as an alias." },
+          { name: "candidates", in: "query", schema: { type: "string" }, description: "Optional comma-separated candidate universe." },
+          { name: "factors", in: "query", schema: { type: "string" }, description: "Comma-separated factor keys or aliases." },
+          { name: "keys", in: "query", schema: { type: "string" }, description: "Alias for factors." },
+          { name: "category", in: "query", schema: { type: "string" }, description: "Optional launch factor category filter." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "Exposure lookback window." },
+          { name: "limit", in: "query", schema: { type: "integer", minimum: 1, maximum: 25, default: 5 }, description: "Maximum related securities to return." }
+        ]),
+        ...jsonFactorResponse("RelatedSecurityList")
+      }
     },
     "/v1/factors/similarity-pack": {
       get: {
         summary: "Return a custom thematic similarity pack that combines factor-overlap peers with deterministic filing/news signatures and naming workflow metadata",
-        ...jsonResponse("FactorSimilarityPack")
+        parameters: factorResponseParams([
+          { name: "symbol", in: "query", required: true, schema: { type: "string" }, description: "Anchor ticker symbol. `ticker` is accepted as an alias; `symbols` can also provide the anchor as its first item." },
+          { name: "symbols", in: "query", schema: { type: "string" }, description: "Comma-separated anchor and optional candidate symbols. The first symbol is used as the anchor when symbol is omitted." },
+          { name: "candidates", in: "query", schema: { type: "string" }, description: "Optional comma-separated candidate universe." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "Exposure and context lookback window." },
+          { name: "limit", in: "query", schema: { type: "integer", minimum: 1, maximum: 25, default: 5 }, description: "Maximum peers to return." }
+        ]),
+        ...jsonFactorResponse("FactorSimilarityPack")
       }
     },
     "/v1/factors/pairs": {
-      get: { summary: "Return pairwise factor spread data including cumulative spread, average, volatility, and daily series for two specified factors" }
+      get: {
+        summary: "Return pairwise factor spread data including cumulative spread, average, volatility, and daily series for two specified factors",
+        parameters: factorResponseParams([
+          { name: "factor1", in: "query", required: true, schema: { type: "string" }, description: "First factor key. The shorter f1 alias is also accepted at runtime." },
+          { name: "factor2", in: "query", required: true, schema: { type: "string" }, description: "Second factor key. The shorter f2 alias is also accepted at runtime." },
+          { name: "f1", in: "query", schema: { type: "string" }, description: "Runtime alias for factor1." },
+          { name: "f2", in: "query", schema: { type: "string" }, description: "Runtime alias for factor2." },
+          { name: "window", in: "query", schema: { type: "string", default: "1m" }, description: "Rolling spread window." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "History lookback used to compute the spread." }
+        ]),
+        ...jsonFactorResponse("FactorPairSpreadList")
+      }
     },
     "/v1/factors/pair-history/{f1}/{f2}": {
-      get: { summary: "Return historical spread between two specific factors identified by path parameters with windowed series data" }
+      get: {
+        summary: "Return historical spread between two specific factors identified by path parameters with windowed series data",
+        parameters: factorResponseParams([
+          { name: "f1", in: "path", required: true, schema: { type: "string" }, description: "First factor key." },
+          { name: "f2", in: "path", required: true, schema: { type: "string" }, description: "Second factor key." },
+          { name: "window", in: "query", schema: { type: "string", default: "1m" }, description: "Rolling spread window." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "6m" }, description: "History lookback used to compute the spread." }
+        ]),
+        ...jsonFactorResponse("FactorPairSpreadList")
+      }
     },
     "/v1/factors/bulk-download": {
-      get: { summary: "Return all factor returns data in bulk with full daily series for commercial plan bulk-download workflows" }
+      get: {
+        summary: "Return available factor returns data in bulk with daily series for commercial plan bulk-download workflows",
+        parameters: factorResponseParams([
+          { name: "factors", in: "query", schema: { type: "string" }, description: "Required unless category is provided. Comma-separated factor keys or aliases." },
+          { name: "keys", in: "query", schema: { type: "string" }, description: "Alias for factors. Required unless category is provided." },
+          { name: "category", in: "query", schema: { type: "string" }, description: "Required unless factors or keys is provided. Optional launch factor category filter." },
+          { name: "window", in: "query", schema: { type: "string", default: "1m" }, description: "Return window for summary fields." },
+          { name: "lookback", in: "query", schema: { type: "string", default: "12m" }, description: "History lookback for returned series." },
+          { name: "format", in: "query", schema: { type: "string", enum: ["json", "csv"], default: "json" }, description: "Return JSON by default or a long-table CSV export with one row per factor/date." }
+        ], { responseModeDefault: "standard" }),
+        ...jsonFactorResponseWithCsv("FactorBulkReturnList")
+      }
     },
     "/v1/factors/custom": {
       post: {
         summary: "Discover a custom thematic factor pack from factor-overlap peers plus deterministic filing/news signatures",
+        parameters: factorResponseParams(),
         ...jsonRequestBody("FactorCustomDiscoveryRequest"),
-        ...jsonResponse("FactorSimilarityPack")
+        ...jsonFactorResponse("FactorSimilarityPack")
       }
     },
     "/v1/portfolio/analyze": {
       post: {
         summary: "Return factor exposures, attribution, and hedge suggestions for a portfolio in one deterministic response",
+        parameters: factorResponseParams(),
         ...jsonRequestBody("PortfolioIntelligenceRequest"),
-        ...jsonResponse("PortfolioAnalysis")
+        ...jsonFactorResponse("PortfolioAnalysis")
+      }
+    },
+    "/v1/portfolio/attribution": {
+      post: {
+        summary: "Return factor return attribution for a portfolio with explained return, alpha, and compact contribution rows",
+        parameters: factorResponseParams(),
+        ...jsonRequestBody("PortfolioAttributionRequest"),
+        ...jsonFactorResponse("PortfolioAttribution")
       }
     },
     "/v1/model-portfolios/{portfolioId}/factor-view": {
       get: {
         summary: "Return a model-portfolio factor view with aggregate analysis and per-position exposures for drill-down workflows",
-        ...jsonResponse("ModelPortfolioFactorView")
+        parameters: factorResponseParams([
+          { name: "portfolioId", in: "path", required: true, schema: { type: "string" }, description: "Saved model portfolio identifier." }
+        ]),
+        ...jsonFactorResponse("ModelPortfolioFactorView")
+      }
+    },
+    "/v1/models/factor-analysis": {
+      post: {
+        summary: "Return model factor analysis for submitted Model Builder or saved-model holdings with optional attribution, hedge, and optimizer sections",
+        parameters: factorResponseParams(),
+        ...jsonRequestBody("ModelFactorAnalysisRequest"),
+        ...jsonFactorResponse("ModelFactorAnalysis")
       }
     },
     "/v1/portfolio/stress-test": {
       post: {
         summary: "Run portfolio stress scenarios across factor and macro shock definitions with compact traceable outputs",
+        parameters: factorResponseParams(),
         ...jsonRequestBody("PortfolioStressTestRequest"),
-        ...jsonResponse("PortfolioStressTest")
+        ...jsonFactorResponse("PortfolioStressTest")
+      }
+    },
+    "/v1/portfolio/hedge": {
+      post: {
+        summary: "Return bounded benchmark-instrument factor hedge candidates for a portfolio with compact residual exposure and trust metadata",
+        parameters: factorResponseParams(),
+        ...jsonRequestBody("PortfolioHedgeRequest"),
+        ...jsonFactorResponse("PortfolioHedge")
       }
     },
     "/v1/portfolio/optimize": {
       post: {
-        summary: "Return portfolio optimization recommendations for factor neutrality, hedging, and regime-aware objectives",
-        ...jsonRequestBody("PortfolioIntelligenceRequest"),
-        ...jsonResponse("PortfolioAnalysis")
+        summary: "Return bounded factor-aware optimizer scenario candidates for factor-neutral, min-drawdown, or regime-aware objectives",
+        parameters: factorResponseParams(),
+        ...jsonRequestBody("PortfolioOptimizeRequest"),
+        ...jsonFactorResponse("PortfolioAnalysis")
       }
     },
     "/v1/strategies/factor-rotation": {
-      post: { summary: "Return factor-rotation recommendations informed by macro regime context and factor state" }
+      post: {
+        summary: "Return factor-rotation recommendations informed by macro regime context and factor state",
+        parameters: factorResponseParams(),
+        ...jsonRequestBody("FactorStrategyRequest"),
+        ...jsonFactorResponse("FactorRotationStrategy")
+      }
     },
     "/v1/strategies/regime-screen": {
-      post: { summary: "Return regime-aware security screens with factor, macro, and filing-aware filters" }
+      post: {
+        summary: "Return regime-aware security screens with factor, macro, and filing-aware filters",
+        parameters: factorResponseParams(),
+        ...jsonRequestBody("FactorStrategyRequest"),
+        ...jsonFactorResponse("FactorRegimeScreen")
+      }
     },
     "/v1/intelligence/query": {
       post: {
@@ -19323,7 +21920,7 @@ var openApiDocument = {
       post: {
         summary: "Return a one-call portfolio intelligence bundle with exposures, stress scenarios, events, and hedge ideas",
         ...jsonRequestBody("PortfolioIntelligenceRequest"),
-        ...jsonResponse("PortfolioAnalysis")
+        ...jsonFactorResponse("PortfolioAnalysis")
       }
     },
     "/v1/intelligence/watchlist": {
@@ -19377,30 +21974,116 @@ var openApiDocument = {
       get: { summary: "Return normalized SEC company facts for an issuer, concept, and optional form or unit" }
     },
     "/v1/statements": {
-      get: { summary: "Return a normalized statement bundle backed by SEC company facts" }
+      get: {
+        summary: "Return a normalized statement backed by SEC company facts",
+        parameters: [
+          { name: "ticker", in: "query", required: false, schema: { type: "string" }, description: "Issuer ticker. Either ticker or cik is required." },
+          { name: "cik", in: "query", required: false, schema: { type: "string" }, description: "Issuer CIK. Either ticker or cik is required." },
+          { name: "statement", in: "query", required: false, schema: { type: "string" }, description: "Statement key such as income_statement, balance_sheet, or cash_flow_statement." },
+          { name: "period", in: "query", required: false, schema: { type: "string", enum: ["annual", "quarterly"] } },
+          { name: "limit", in: "query", required: false, schema: { type: "integer", minimum: 1, maximum: 40 } },
+          { name: "view", in: "query", required: false, schema: { type: "string", enum: ["default", "compact", "agent"] }, description: "Use compact for period-indexed row arrays. Default and agent preserve statement value provenance." }
+        ],
+        responses: {
+          "200": {
+            description: "Successful response. view=compact returns CompactStatement; view=agent returns StatementAgentRecord; default returns Statement.",
+            content: {
+              "application/json": {
+                schema: {
+                  oneOf: [schemaRef("Statement"), schemaRef("CompactStatement"), schemaRef("StatementAgentRecord")]
+                }
+              }
+            }
+          }
+        }
+      }
     },
     "/v1/statements/all": {
-      get: { summary: "Return the balance sheet, income statement, and cash flow statement as one normalized bundle" }
+      get: {
+        summary: "Return the balance sheet, income statement, and cash flow statement as one normalized bundle",
+        parameters: [
+          { name: "ticker", in: "query", required: false, schema: { type: "string" }, description: "Issuer ticker. Either ticker or cik is required." },
+          { name: "cik", in: "query", required: false, schema: { type: "string" }, description: "Issuer CIK. Either ticker or cik is required." },
+          { name: "period", in: "query", required: false, schema: { type: "string", enum: ["annual", "quarterly"] } },
+          { name: "limit", in: "query", required: false, schema: { type: "integer", minimum: 1, maximum: 40 } }
+        ],
+        ...jsonResponse("StatementBundle")
+      }
     },
     "/v1/statements/{statement_key}": {
-      get: { summary: "Return a specific normalized statement bundle keyed by statement type" }
+      get: {
+        summary: "Return a specific normalized statement keyed by statement type",
+        parameters: [
+          { name: "statement_key", in: "path", required: true, schema: { type: "string" }, description: "Statement key such as income_statement, balance_sheet, or cash_flow_statement." },
+          { name: "ticker", in: "query", required: false, schema: { type: "string" }, description: "Issuer ticker. Either ticker or cik is required." },
+          { name: "cik", in: "query", required: false, schema: { type: "string" }, description: "Issuer CIK. Either ticker or cik is required." },
+          { name: "period", in: "query", required: false, schema: { type: "string", enum: ["annual", "quarterly"] } },
+          { name: "limit", in: "query", required: false, schema: { type: "integer", minimum: 1, maximum: 40 } },
+          { name: "view", in: "query", required: false, schema: { type: "string", enum: ["default", "compact", "agent"] }, description: "Use compact for period-indexed row arrays. Default and agent preserve statement value provenance." }
+        ],
+        responses: {
+          "200": {
+            description: "Successful response. view=compact returns CompactStatement; view=agent returns StatementAgentRecord; default returns Statement.",
+            content: {
+              "application/json": {
+                schema: {
+                  oneOf: [schemaRef("Statement"), schemaRef("CompactStatement"), schemaRef("StatementAgentRecord")]
+                }
+              }
+            }
+          }
+        }
+      }
     },
     "/v1/companies/income-statements": {
       get: {
         summary: "Return SEC XBRL-derived income statements for a ticker with EBITDA and share-count enrichment",
-        ...jsonResponse("CompanyIncomeStatements")
+        parameters: [
+          { name: "ticker", in: "query", required: true, schema: { type: "string" } },
+          { name: "period", in: "query", required: false, schema: { type: "string", enum: ["annual", "quarterly"] } },
+          { name: "limit", in: "query", required: false, schema: { type: "integer", minimum: 1, maximum: 40 } },
+          { name: "view", in: "query", required: false, schema: { type: "string", enum: ["compact"] }, description: "Use compact for period-indexed row arrays. Omit for the enriched company income-statement envelope." }
+        ],
+        responses: {
+          "200": {
+            description: "Successful response. view=compact returns CompactStatement; default returns CompanyIncomeStatements.",
+            content: { "application/json": { schema: { oneOf: [schemaRef("CompanyIncomeStatements"), schemaRef("CompactStatement")] } } }
+          }
+        }
       }
     },
     "/v1/companies/balance-sheets": {
       get: {
         summary: "Return SEC XBRL-derived balance sheets for a ticker with normalized debt, equity, and cash fields",
-        ...jsonResponse("CompanyBalanceSheets")
+        parameters: [
+          { name: "ticker", in: "query", required: true, schema: { type: "string" } },
+          { name: "period", in: "query", required: false, schema: { type: "string", enum: ["annual", "quarterly"] } },
+          { name: "limit", in: "query", required: false, schema: { type: "integer", minimum: 1, maximum: 40 } },
+          { name: "view", in: "query", required: false, schema: { type: "string", enum: ["compact"] }, description: "Use compact for period-indexed row arrays. Omit for the enriched company balance-sheet envelope." }
+        ],
+        responses: {
+          "200": {
+            description: "Successful response. view=compact returns CompactStatement; default returns CompanyBalanceSheets.",
+            content: { "application/json": { schema: { oneOf: [schemaRef("CompanyBalanceSheets"), schemaRef("CompactStatement")] } } }
+          }
+        }
       }
     },
     "/v1/companies/cash-flow-statements": {
       get: {
         summary: "Return SEC XBRL-derived cash flow statements for a ticker with free-cash-flow and dividend enrichment",
-        ...jsonResponse("CompanyCashFlowStatements")
+        parameters: [
+          { name: "ticker", in: "query", required: true, schema: { type: "string" } },
+          { name: "period", in: "query", required: false, schema: { type: "string", enum: ["annual", "quarterly"] } },
+          { name: "limit", in: "query", required: false, schema: { type: "integer", minimum: 1, maximum: 40 } },
+          { name: "view", in: "query", required: false, schema: { type: "string", enum: ["compact"] }, description: "Use compact for period-indexed row arrays. Omit for the enriched company cash-flow envelope." }
+        ],
+        responses: {
+          "200": {
+            description: "Successful response. view=compact returns CompactStatement; default returns CompanyCashFlowStatements.",
+            content: { "application/json": { schema: { oneOf: [schemaRef("CompanyCashFlowStatements"), schemaRef("CompactStatement")] } } }
+          }
+        }
       }
     },
     "/v1/companies/financials": {
@@ -19727,7 +22410,12 @@ var v1MaintenanceMaterializeInvestorDataPlaneBodySchema = exports_external.objec
     includePortfolios: exports_external.union([exports_external.boolean(), exports_external.string()]).optional(),
     includeAllFactorDecomposition: exports_external.union([exports_external.boolean(), exports_external.string()]).optional(),
     precomputeRouteResponses: exports_external.union([exports_external.boolean(), exports_external.string()]).optional(),
-    intradayWindows: exports_external.union([exports_external.array(exports_external.string()), exports_external.string()]).optional()
+    materializePrerequisites: exports_external.union([exports_external.boolean(), exports_external.string()]).optional(),
+    intradayWindows: exports_external.union([exports_external.array(exports_external.string()), exports_external.string()]).optional(),
+    stockBasketInputPath: exports_external.string().optional(),
+    requiredStockBasketStartDate: exports_external.string().optional(),
+    stockBasketRequiredStartDateByFactorKey: exports_external.record(exports_external.string(), exports_external.string()).optional(),
+    stockBasketStartToleranceDays: exports_external.union([exports_external.number(), exports_external.string()]).optional()
   }).optional(),
   factorIntraday: exports_external.object({
     categories: exports_external.union([exports_external.array(exports_external.string()), exports_external.string()]).optional(),
@@ -19850,6 +22538,19 @@ var accountCreateApiKeyBodySchema = exports_external.object({
   livemode: exports_external.boolean().nullish(),
   label: exports_external.string().nullish()
 }).passthrough();
+var accountUpdateDashboardProfileBodySchema = exports_external.object({
+  displayName: exports_external.string().trim().min(1).max(120).nullable()
+}).strict();
+var accountUpdateDashboardOrganizationBodySchema = exports_external.object({
+  name: exports_external.string().trim().min(1).max(120)
+}).strict();
+var accountUpdateDashboardAppearanceBodySchema = exports_external.object({
+  theme: exports_external.enum(["dark", "system"]).optional(),
+  density: exports_external.enum(["comfortable", "compact"]).optional()
+}).strict();
+var accountRequestDeletionBodySchema = exports_external.object({
+  reason: exports_external.string().trim().max(500).nullable().optional()
+}).strict();
 var AGENT_CHAT_TICKET_VERSION = 1;
 var AGENT_CHAT_TICKET_SERVICE_PRINCIPALS = ["browser", "eval"];
 var agentChatTicketEnvelopeSchema = exports_external.object({
@@ -19954,7 +22655,7 @@ var APP_ONLY_DATABASE_URL_PARAMS = new Set([
 ]);
 var DEFAULT_BASE_URL = "https://api.secapi.ai";
 var DEFAULT_API_VERSION = "2026-03-19";
-var SDK_VERSION = "0.4.1";
+var SDK_VERSION = "0.5.0";
 var POSTHOG_CAPTURE_HOST = "https://us.i.posthog.com";
 var SAFE_RETRY_METHODS = new Set(["GET", "HEAD", "OPTIONS"]);
 var RETRYABLE_STATUSES = new Set([408, 429, 502, 503, 504]);
@@ -20097,6 +22798,14 @@ function buildUrl(path, params) {
   const search = buildSearchParams(params);
   return search.size > 0 ? `${url2.pathname}?${search.toString()}` : url2.pathname;
 }
+function withRequiredInclude(params, required2) {
+  const existing = params.include;
+  const includes = Array.isArray(existing) ? existing.map(String) : typeof existing === "string" ? existing.split(",") : [];
+  const normalized = new Set(includes.map((entry) => entry.trim().toLowerCase()).filter(Boolean));
+  if (!normalized.has(required2))
+    includes.push(required2);
+  return { ...params, include: includes.join(",") };
+}
 function methodOf(init) {
   return (init.method ?? "GET").toUpperCase();
 }
@@ -20573,6 +23282,32 @@ class SecApiClient {
       body: JSON.stringify(body)
     }, undefined, options);
   }
+  async createMonitor(body, options) {
+    return this.request("/v1/monitors", {
+      method: "POST",
+      headers: { "content-type": "application/json" },
+      body: JSON.stringify(body)
+    }, undefined, options);
+  }
+  async monitorMatches(monitorId, params = {}) {
+    return this.get(`/v1/monitors/${encodeURIComponent(monitorId)}/matches`, params);
+  }
+  async callMcpTool(toolName, args = {}, options = {}) {
+    const { id, ...requestOptions } = options;
+    return this.request("/mcp", {
+      method: "POST",
+      headers: { "content-type": "application/json" },
+      body: JSON.stringify({
+        jsonrpc: "2.0",
+        id: id ?? randomId(),
+        method: "tools/call",
+        params: {
+          name: toolName,
+          arguments: args
+        }
+      })
+    }, undefined, requestOptions);
+  }
   async rotateWebhookEndpointSecret(webhookId, options) {
     return this.request(`/v1/webhook_endpoints/${webhookId}/rotate_secret`, {
       method: "POST"
@@ -20628,6 +23363,9 @@ class SecApiClient {
   async latestFiling(params) {
     return this.get("/v1/filings/latest", params);
   }
+  async agentLatestFiling(params) {
+    return this.latestFiling({ ...params, view: "agent" });
+  }
   async renderLatestFiling(params) {
     return this.get("/v1/filings/latest/render", params);
   }
@@ -20635,6 +23373,9 @@ class SecApiClient {
     const { sectionKey, ...rest } = params;
     return this.get(`/v1/filings/latest/sections/${sectionKey}`, rest);
   }
+  async agentSection(params) {
+    return this.latestSection({ ...params, mode: "compact" });
+  }
   async latestRiskCategories(params = {}) {
     return this.get("/v1/filings/latest/risk-categories", params);
   }
@@ -20651,6 +23392,12 @@ class SecApiClient {
   async searchSections(params) {
     return this.get("/v1/sections/search", params);
   }
+  async semanticSearch(params) {
+    return this.get("/v1/search/semantic", params);
+  }
+  async searchFulltext(params) {
+    return this.get("/v1/search/fulltext", params);
+  }
   async segmentedRevenues(params = {}) {
     return this.get("/v1/statements/segmented-revenues", params);
   }
@@ -20720,6 +23467,9 @@ class SecApiClient {
   async form144Filings(params = {}) {
     return this.get("/v1/forms/144", params);
   }
+  async agentForm144(params = {}) {
+    return this.form144Filings({ ...params, view: "agent" });
+  }
   async companySubsidiaries(params = {}) {
     return this.get("/v1/companies/subsidiaries", params);
   }
@@ -20729,6 +23479,9 @@ class SecApiClient {
   async marketCalendar(params = {}) {
     return this.get("/v1/market/calendar", params);
   }
+  async marketEarningsCalendar(params = {}) {
+    return this.get("/v1/market/earnings-calendar", params);
+  }
   async marketSnapshots(params) {
     return this.get("/v1/market/snapshots", params);
   }
@@ -20774,9 +23527,15 @@ class SecApiClient {
   async factorHistory(factorKey, params = {}) {
     return this.get(`/v1/factors/history/${encodeURIComponent(factorKey)}`, params);
   }
+  async factorHistoryCsv(factorKey, params = {}) {
+    return this.get(`/v1/factors/history/${encodeURIComponent(factorKey)}`, { ...params, format: "csv" });
+  }
   async factorSparklines(params = {}) {
     return this.get("/v1/factors/sparklines", params);
   }
+  async factorSparklinesCsv(params = {}) {
+    return this.get("/v1/factors/sparklines", { ...params, format: "csv" });
+  }
   async factorReturnsIntraday(params = {}) {
     return this.get("/v1/factors/returns/intraday", params);
   }
@@ -20801,9 +23560,15 @@ class SecApiClient {
   async factorValuations(params = {}) {
     return this.get("/v1/factors/valuations", params);
   }
+  async factorValuationsCsv(params = {}) {
+    return this.get("/v1/factors/valuations", { ...params, format: "csv" });
+  }
   async factorValuationStocks(params = {}) {
     return this.get("/v1/factors/valuations/stocks", params);
   }
+  async factorValuationStocksCsv(params = {}) {
+    return this.get("/v1/factors/valuations/stocks", { ...params, format: "csv" });
+  }
   async factorExposures(params) {
     return this.get("/v1/factors/exposures", params);
   }
@@ -20828,6 +23593,9 @@ class SecApiClient {
   async factorBulkDownload(params = {}) {
     return this.get("/v1/factors/bulk-download", params);
   }
+  async factorBulkDownloadCsv(params = {}) {
+    return this.get("/v1/factors/bulk-download", { ...params, format: "csv" });
+  }
   async factorCustom(body, params = {}, options) {
     return this.request(buildUrl("/v1/factors/custom", params), {
       method: "POST",
@@ -20853,11 +23621,12 @@ class SecApiClient {
     return this.get(`/v1/model-portfolios/${encodeURIComponent(portfolioId)}/factor-view`, params);
   }
   async modelFactorAnalysis(body, params = {}, options) {
-    return this.request(buildUrl("/v1/models/factor-analysis", params), {
+    const urlParams = withRequiredInclude(params, "trust");
+    return this.request(buildUrl("/v1/models/factor-analysis", urlParams), {
       method: "POST",
       headers: { "content-type": "application/json" },
       body: JSON.stringify(body)
-    }, undefined, mergeRequestOptions(requestOptionsFromParams(params), options));
+    }, modelFactorAnalysisSchema, mergeRequestOptions(requestOptionsFromParams(params), options));
   }
   async portfolioOptimize(body, params = {}, options) {
     return this.request(buildUrl("/v1/portfolio/optimize", params), {
@@ -20871,7 +23640,7 @@ class SecApiClient {
       method: "POST",
       headers: { "content-type": "application/json" },
       body: JSON.stringify(body)
-    }, undefined, mergeRequestOptions(requestOptionsFromParams(params), options));
+    }, portfolioHedgeSchema, mergeRequestOptions(requestOptionsFromParams(params), options));
   }
   async portfolioStressTest(body, params = {}, options) {
     return this.request(buildUrl("/v1/portfolio/stress-test", params), {
@@ -20959,6 +23728,9 @@ class SecApiClient {
   async statementByKey(statementKey, params) {
     return this.get(`/v1/statements/${statementKey}`, params);
   }
+  async agentStatement(statementKey, params) {
+    return this.statementByKey(statementKey, { ...params, view: "agent" });
+  }
   async companyIncomeStatements(params) {
     return this.get("/v1/companies/income-statements", params);
   }
@@ -20983,6 +23755,12 @@ class SecApiClient {
   async latest13F(params) {
     return this.get("/v1/owners/13f", params);
   }
+  async institutionalHolders(params) {
+    return this.get("/v1/owners/institutional/ticker", params);
+  }
+  async agentInstitutionalHolders(params) {
+    return this.institutionalHolders({ ...params, view: "agent" });
+  }
   async list13FFilings(params) {
     return this.get("/v1/owners/13f/filings", params);
   }
@@ -21194,7 +23972,7 @@ class SecApiFilingStream {
 
 // src/index.ts
 var args = process.argv.slice(2);
-var baseUrl = envCredential("SECAPI_BASE_URL", "SECAPI_API_BASE_URL", "OMNI_DATASTREAM_BASE_URL") ?? "https://api.secapi.ai";
+var baseUrl = envCredential("SECAPI_BASE_URL", "SECAPI_API_BASE_URL", "OMNI_DATASTREAM_BASE_URL", "OMNI_DATASTREAM_API_BASE_URL") ?? "https://api.secapi.ai";
 var STDIN_FLAG_NAME = "--api-key-stdin";
 var STDIN_BEARER_FLAG_NAME = "--bearer-token-stdin";
 var REJECTED_CREDENTIAL_FLAGS = new Set(["--api-key", "--bearer-token"]);
@@ -21214,7 +23992,7 @@ function formatPersonasHuman() {
     console.log(`    ${DIM}${meta3.summary}${RESET}`);
   }
   console.log("");
-  console.log(`${DIM}Run 'secapi agents prompts list --persona <slug>' to see prompts for a persona. Legacy alias: omni-sec.${RESET}`);
+  console.log(`${DIM}Run 'secapi agents prompts list --persona <slug>' to see prompts for a persona. ${RESET}`);
 }
 function formatPromptsListHuman(persona, prompts, totalCount) {
   if (persona) {
@@ -21298,6 +24076,11 @@ function hasFlag(name) {
 function print(value) {
   console.log(JSON.stringify(value, null, 2));
 }
+function printRaw(value) {
+  process.stdout.write(value.endsWith(`
+`) ? value : `${value}
+`);
+}
 function getNumberFlag(name) {
   const raw = getFlag(name);
   if (raw === undefined)
@@ -21323,6 +24106,85 @@ function getNullableIntegerFlag(name) {
 function getListFlag(name) {
   return getFlag(name)?.split(",").map((value) => value.trim()).filter(Boolean);
 }
+function getBooleanFlag(name) {
+  if (!hasFlag(name))
+    return;
+  const raw = getFlag(name);
+  if (raw === undefined || raw.startsWith("--"))
+    return true;
+  const normalized = raw.trim().toLowerCase();
+  if (["1", "true", "yes", "on"].includes(normalized))
+    return true;
+  if (["0", "false", "no", "off"].includes(normalized))
+    return false;
+  throw new Error(`${name} must be true or false`);
+}
+function parseJsonValue(raw, label) {
+  try {
+    return JSON.parse(raw);
+  } catch (error51) {
+    throw new Error(`${label} must be valid JSON`);
+  }
+}
+function getJsonInput(jsonFlag, fileFlag, label) {
+  const inline = getFlag(jsonFlag);
+  const file2 = getFlag(fileFlag);
+  if (inline && file2)
+    throw new Error(`Use only one of ${jsonFlag} or ${fileFlag}`);
+  if (inline)
+    return parseJsonValue(inline, label);
+  if (file2)
+    return parseJsonValue(readFileSync(file2, "utf8"), label);
+  return;
+}
+function getObjectInput(jsonFlag, fileFlag, label) {
+  const value = getJsonInput(jsonFlag, fileFlag, label);
+  if (value === undefined)
+    return;
+  if (!value || typeof value !== "object" || Array.isArray(value)) {
+    throw new Error(`${label} must be a JSON object`);
+  }
+  return value;
+}
+function getArrayInput(jsonFlag, fileFlag, label) {
+  const value = getJsonInput(jsonFlag, fileFlag, label);
+  if (value === undefined)
+    return;
+  if (!Array.isArray(value)) {
+    throw new Error(`${label} must be a JSON array`);
+  }
+  return value;
+}
+function getRequiredHoldings() {
+  const holdings = getArrayInput("--holdings-json", "--holdings-file", "holdings");
+  if (!holdings)
+    throw new Error("--holdings-json or --holdings-file is required");
+  return holdings;
+}
+function factorResponseParams2() {
+  return {
+    response_mode: getFlag("--response-mode") ?? getFlag("--view"),
+    include: getListFlag("--include") ?? getListFlag("--expand")
+  };
+}
+function factorKeySelectionParams() {
+  return {
+    keys: getListFlag("--keys") ?? getListFlag("--factors"),
+    category: getFlag("--category"),
+    window: getFlag("--window"),
+    lookback: getFlag("--lookback"),
+    ...factorResponseParams2()
+  };
+}
+function portfolioWorkflowBody() {
+  return {
+    country: getFlag("--country"),
+    lookback: getFlag("--lookback"),
+    category: getFlag("--category"),
+    keys: getListFlag("--keys") ?? getListFlag("--factors"),
+    holdings: getRequiredHoldings()
+  };
+}
 function rejectedCredentialFlag(arg) {
   const flag = arg.includes("=") ? arg.slice(0, arg.indexOf("=")) : arg;
   return REJECTED_CREDENTIAL_FLAGS.has(flag) ? flag : null;
@@ -21394,8 +24256,21 @@ function humanClient(credentials) {
     baseUrl
   });
 }
+function cliVersion() {
+  try {
+    const pkgUrl = new URL("../package.json", import.meta.url);
+    const pkg = JSON.parse(readFileSync(pkgUrl, "utf8"));
+    if (typeof pkg.version === "string" && pkg.version)
+      return pkg.version;
+  } catch {}
+  return "unknown";
+}
 async function main() {
   rejectCredentialArgvFlags();
+  if (args[0] === "--version" || args[0] === "-v" || args[0] === "version") {
+    printRaw(cliVersion());
+    return;
+  }
   const credentials = await resolveCredentials();
   const [group = "help", command = ""] = args;
   const apiClient = defaultClient(credentials);
@@ -21554,7 +24429,7 @@ async function main() {
   if (group === "agents" && command === "prompts") {
     const subverb = args[2];
     if (!subverb || subverb.startsWith("-")) {
-      throw new Error("Usage: secapi agents prompts <list|read|copy> [...] (legacy alias: omni-sec)");
+      throw new Error("Usage: secapi agents prompts <list|read|copy> [...]");
     }
     if (subverb === "list") {
       const personaFlag = getFlag("--persona");
@@ -21585,7 +24460,7 @@ async function main() {
     if (subverb === "read") {
       const id = args[3];
       if (!id || id.startsWith("-")) {
-        throw new Error("Usage: secapi agents prompts read <id>. Run 'secapi agents prompts list' to see IDs. Legacy alias: omni-sec.");
+        throw new Error("Usage: secapi agents prompts read <id>. Run 'secapi agents prompts list' to see IDs. ");
       }
       const prompt = getPrompt(id);
       if (!prompt) {
@@ -21601,7 +24476,7 @@ async function main() {
     if (subverb === "copy") {
       const id = args[3];
       if (!id || id.startsWith("-")) {
-        throw new Error("Usage: secapi agents prompts copy <id>. Pipe to clipboard via | pbcopy (macOS), | xclip -selection clipboard (Linux), or | clip (Windows). Legacy alias: omni-sec.");
+        throw new Error("Usage: secapi agents prompts copy <id>. Pipe to clipboard via | pbcopy (macOS), | xclip -selection clipboard (Linux), or | clip (Windows). ");
       }
       const prompt = getPrompt(id);
       if (!prompt) {
@@ -21758,6 +24633,35 @@ async function main() {
     }));
     return;
   }
+  if (group === "search" && command === "fulltext") {
+    const q = getFlag("--q") ?? getFlag("--query");
+    if (!q)
+      throw new Error("--q or --query is required");
+    print(await apiClient.searchFulltext({
+      q,
+      ticker: getFlag("--ticker"),
+      cik: getFlag("--cik"),
+      form: getFlag("--form"),
+      limit: getNumberFlag("--limit")
+    }));
+    return;
+  }
+  if (group === "search" && command === "semantic") {
+    const q = getFlag("--q") ?? getFlag("--query");
+    if (!q)
+      throw new Error("--q or --query is required");
+    print(await apiClient.semanticSearch({
+      q,
+      ticker: getFlag("--ticker"),
+      cik: getFlag("--cik"),
+      form: getFlag("--form"),
+      filing_year: getNumberFlag("--filing-year"),
+      mode: getFlag("--mode"),
+      limit: getNumberFlag("--limit"),
+      view: getFlag("--view")
+    }));
+    return;
+  }
   if (group === "sections" && command === "get") {
     print(await apiClient.latestSection({
       ticker: getFlag("--ticker"),
@@ -21909,7 +24813,7 @@ async function main() {
   if (group === "dilution" && command === "event") {
     const eventId = getFlag("--event-id");
     if (!eventId)
-      throw new Error("Usage: secapi dilution event --event-id <id> [--view agent] (legacy alias: omni-sec)");
+      throw new Error("Usage: secapi dilution event --event-id <id> [--view agent]");
     print(await apiClient.dilutionEventDetail(eventId, { view: getFlag("--view") }));
     return;
   }
@@ -22028,7 +24932,7 @@ async function main() {
   if (group === "dilution" && command === "score") {
     const ticker = getFlag("--ticker");
     if (!ticker)
-      throw new Error("Usage: secapi dilution score --ticker <symbol> [--view agent] (legacy alias: omni-sec)");
+      throw new Error("Usage: secapi dilution score --ticker <symbol> [--view agent]");
     print(await apiClient.dilutionScore({ ticker, view: getFlag("--view") }));
     return;
   }
@@ -22164,6 +25068,59 @@ async function main() {
     }));
     return;
   }
+  if (group === "strategies" && command === "factor-rotation") {
+    print(await apiClient.strategyFactorRotation({
+      country: getFlag("--country"),
+      category: getFlag("--category"),
+      window: getFlag("--window"),
+      lookback: getFlag("--lookback"),
+      limit: getNumberFlag("--limit")
+    }));
+    return;
+  }
+  if (group === "strategies" && command === "regime-screen") {
+    print(await apiClient.strategyRegimeScreen({
+      country: getFlag("--country"),
+      category: getFlag("--category"),
+      window: getFlag("--window"),
+      lookback: getFlag("--lookback"),
+      limit: getNumberFlag("--limit")
+    }));
+    return;
+  }
+  if (group === "factors" && command === "history") {
+    const factorKey = getFlag("--factor") ?? getFlag("--factor-key") ?? getFlag("--key");
+    if (!factorKey)
+      throw new Error("--factor, --factor-key, or --key is required");
+    const params = {
+      range: getFlag("--range"),
+      lookback: getFlag("--lookback"),
+      window: getFlag("--window"),
+      date_from: getFlag("--date-from") ?? getFlag("--date_from"),
+      date_to: getFlag("--date-to") ?? getFlag("--date_to"),
+      ...factorResponseParams2()
+    };
+    if (getFlag("--format") === "csv")
+      printRaw(await apiClient.factorHistoryCsv(factorKey, params));
+    else
+      print(await apiClient.factorHistory(factorKey, params));
+    return;
+  }
+  if (group === "factors" && command === "sparklines") {
+    const params = {
+      ...factorKeySelectionParams(),
+      range: getFlag("--range"),
+      date_from: getFlag("--date-from") ?? getFlag("--date_from"),
+      date_to: getFlag("--date-to") ?? getFlag("--date_to"),
+      metric: getFlag("--metric"),
+      points: getNumberFlag("--points") ?? getNumberFlag("--point-limit") ?? getNumberFlag("--pointLimit") ?? getNumberFlag("--point_limit")
+    };
+    if (getFlag("--format") === "csv")
+      printRaw(await apiClient.factorSparklinesCsv(params));
+    else
+      print(await apiClient.factorSparklines(params));
+    return;
+  }
   if (group === "factors" && command === "returns-intraday") {
     print(await apiClient.factorReturnsIntraday({
       keys: getListFlag("--keys"),
@@ -22181,7 +25138,8 @@ async function main() {
       limit: getNumberFlag("--limit"),
       ticker: getFlag("--ticker"),
       portfolioId: getFlag("--portfolio-id"),
-      keys: getListFlag("--keys")
+      keys: getListFlag("--keys"),
+      ...factorResponseParams2()
     }));
     return;
   }
@@ -22194,6 +25152,114 @@ async function main() {
     }));
     return;
   }
+  if (group === "factors" && command === "extreme-moves") {
+    print(await apiClient.factorExtremeMoves({
+      keys: getListFlag("--keys"),
+      category: getFlag("--category"),
+      window: getFlag("--window"),
+      lookback: getFlag("--lookback"),
+      side: getFlag("--side"),
+      direction: getFlag("--direction"),
+      sort: getFlag("--sort"),
+      min_z_score: getNumberFlag("--min-z-score") ?? getNumberFlag("--min_z_score"),
+      minAbsZScore: getNumberFlag("--min-abs-z-score") ?? getNumberFlag("--minAbsZScore"),
+      limit: getNumberFlag("--limit"),
+      response_mode: getFlag("--response-mode"),
+      include: getListFlag("--include")
+    }));
+    return;
+  }
+  if (group === "factors" && command === "extreme-pairs") {
+    print(await apiClient.factorExtremePairs({
+      keys: getListFlag("--keys"),
+      category: getFlag("--category"),
+      window: getFlag("--window"),
+      lookback: getFlag("--lookback"),
+      side: getFlag("--side"),
+      direction: getFlag("--direction"),
+      sort: getFlag("--sort"),
+      min_z_score: getNumberFlag("--min-z-score") ?? getNumberFlag("--min_z_score"),
+      minAbsZScore: getNumberFlag("--min-abs-z-score") ?? getNumberFlag("--minAbsZScore"),
+      limit: getNumberFlag("--limit"),
+      response_mode: getFlag("--response-mode"),
+      include: getListFlag("--include")
+    }));
+    return;
+  }
+  if (group === "factors" && command === "valuations") {
+    const params = {
+      keys: getListFlag("--keys") ?? getListFlag("--factors"),
+      category: getFlag("--category"),
+      window: getFlag("--window"),
+      lookback: getFlag("--lookback"),
+      side: getFlag("--side"),
+      signal: getFlag("--signal"),
+      sort: getFlag("--sort"),
+      weighting_mode: getFlag("--weighting-mode"),
+      weighting: getFlag("--weighting"),
+      limit: getNumberFlag("--limit"),
+      response_mode: getFlag("--response-mode") ?? getFlag("--view"),
+      include: getListFlag("--include") ?? getListFlag("--expand")
+    };
+    if (getFlag("--format") === "csv")
+      printRaw(await apiClient.factorValuationsCsv(params));
+    else
+      print(await apiClient.factorValuations(params));
+    return;
+  }
+  if (group === "factors" && command === "valuation-stocks") {
+    const params = {
+      factor: getFlag("--factor"),
+      factorKey: getFlag("--factor-key") ?? getFlag("--factorKey"),
+      key: getFlag("--key"),
+      keys: getListFlag("--keys") ?? getListFlag("--factors"),
+      category: getFlag("--category"),
+      window: getFlag("--window"),
+      lookback: getFlag("--lookback"),
+      signal: getFlag("--signal"),
+      weighting_mode: getFlag("--weighting-mode"),
+      weighting: getFlag("--weighting"),
+      stance: getFlag("--stance"),
+      side: getFlag("--side"),
+      direction: getFlag("--direction"),
+      sort: getFlag("--sort"),
+      limit: getNumberFlag("--limit"),
+      response_mode: getFlag("--response-mode") ?? getFlag("--view"),
+      include: getListFlag("--include") ?? getListFlag("--expand")
+    };
+    if (getFlag("--format") === "csv")
+      printRaw(await apiClient.factorValuationStocksCsv(params));
+    else
+      print(await apiClient.factorValuationStocks(params));
+    return;
+  }
+  if (group === "factors" && command === "pairs") {
+    print(await apiClient.factorPairs({
+      factor1: getFlag("--factor1"),
+      factor2: getFlag("--factor2"),
+      f1: getFlag("--f1"),
+      f2: getFlag("--f2"),
+      window: getFlag("--window"),
+      lookback: getFlag("--lookback"),
+      response_mode: getFlag("--response-mode"),
+      include: getListFlag("--include")
+    }));
+    return;
+  }
+  if (group === "factors" && command === "pair-history") {
+    const f1 = getFlag("--factor1") ?? getFlag("--f1");
+    const f2 = getFlag("--factor2") ?? getFlag("--f2");
+    if (!f1 || !f2)
+      throw new Error("--factor1/--f1 and --factor2/--f2 are required");
+    print(await apiClient.factorPairHistory(f1, f2, {
+      window: getFlag("--window"),
+      lookback: getFlag("--lookback"),
+      range: getFlag("--range"),
+      response_mode: getFlag("--response-mode"),
+      include: getListFlag("--include")
+    }));
+    return;
+  }
   if (group === "factors" && command === "decomposition") {
     const symbol2 = getFlag("--ticker") ?? getFlag("--symbol");
     if (!symbol2)
@@ -22217,9 +25283,22 @@ async function main() {
     }));
     return;
   }
+  if (group === "factors" && command === "similarity-pack") {
+    const symbol2 = getFlag("--ticker") ?? getFlag("--symbol");
+    if (!symbol2)
+      throw new Error("--ticker or --symbol is required");
+    print(await apiClient.factorSimilarityPack({
+      symbol: symbol2,
+      candidates: getListFlag("--candidates"),
+      lookback: getFlag("--lookback"),
+      limit: getNumberFlag("--limit")
+    }));
+    return;
+  }
   if (group === "factors" && command === "catalog") {
     print(await apiClient.factorCatalog({
-      category: getFlag("--category")
+      category: getFlag("--category"),
+      ...factorResponseParams2()
     }));
     return;
   }
@@ -22232,6 +25311,32 @@ async function main() {
     }));
     return;
   }
+  if (group === "factors" && command === "exposures") {
+    const symbols = getListFlag("--symbols") ?? getListFlag("--tickers");
+    if (!symbols?.length)
+      throw new Error("--symbols or --tickers is required");
+    print(await apiClient.factorExposures({
+      symbols,
+      ...factorKeySelectionParams(),
+      model: getFlag("--model")
+    }));
+    return;
+  }
+  if (group === "factors" && command === "bulk-download") {
+    const params = factorKeySelectionParams();
+    if (getFlag("--format") === "csv")
+      printRaw(await apiClient.factorBulkDownloadCsv(params));
+    else
+      print(await apiClient.factorBulkDownload(params));
+    return;
+  }
+  if (group === "factors" && command === "custom") {
+    const body = getObjectInput("--body-json", "--body-file", "custom factor request") ?? getObjectInput("--query-json", "--query-file", "custom factor request");
+    if (!body)
+      throw new Error("--body-json, --body-file, --query-json, or --query-file is required");
+    print(await apiClient.factorCustom(body, factorResponseParams2()));
+    return;
+  }
   if (group === "factors" && command === "correlations") {
     print(await apiClient.factorCorrelations({
       keys: getListFlag("--keys"),
@@ -22250,6 +25355,50 @@ async function main() {
     }));
     return;
   }
+  if (group === "portfolio" && command === "analyze") {
+    print(await apiClient.portfolioAnalyze({
+      ...portfolioWorkflowBody(),
+      benchmarkLabel: getFlag("--benchmark-label"),
+      benchmarkHoldings: getArrayInput("--benchmark-holdings-json", "--benchmark-holdings-file", "benchmark holdings"),
+      whatIfLabel: getFlag("--what-if-label"),
+      whatIfHoldings: getArrayInput("--what-if-holdings-json", "--what-if-holdings-file", "what-if holdings")
+    }, factorResponseParams2()));
+    return;
+  }
+  if (group === "portfolio" && command === "attribution") {
+    print(await apiClient.portfolioAttribution({
+      ...portfolioWorkflowBody(),
+      window: getFlag("--window"),
+      frequency: getFlag("--frequency"),
+      exportFormat: getFlag("--export-format")
+    }, factorResponseParams2()));
+    return;
+  }
+  if (group === "portfolio" && command === "hedge") {
+    print(await apiClient.portfolioHedge({
+      ...portfolioWorkflowBody(),
+      objective: getFlag("--objective"),
+      mode: getFlag("--mode"),
+      constraints: getObjectInput("--constraints-json", "--constraints-file", "hedge constraints")
+    }, factorResponseParams2()));
+    return;
+  }
+  if (group === "portfolio" && command === "optimize") {
+    print(await apiClient.portfolioOptimize({
+      ...portfolioWorkflowBody(),
+      objective: getFlag("--objective"),
+      maxHedges: getNumberFlag("--max-hedges") ?? getNumberFlag("--maxHedges"),
+      constraints: getObjectInput("--constraints-json", "--constraints-file", "optimizer constraints")
+    }, factorResponseParams2()));
+    return;
+  }
+  if (group === "portfolio" && command === "stress-test") {
+    print(await apiClient.portfolioStressTest({
+      ...portfolioWorkflowBody(),
+      scenarioKey: getFlag("--scenario-key")
+    }, factorResponseParams2()));
+    return;
+  }
   if (group === "stocks" && command === "loadings") {
     const ticker = getFlag("--ticker");
     if (!ticker)
@@ -22268,10 +25417,36 @@ async function main() {
     print(await apiClient.modelPortfolioFactorView(portfolioId, {
       keys: getListFlag("--keys"),
       category: getFlag("--category"),
-      lookback: getFlag("--lookback")
+      lookback: getFlag("--lookback"),
+      ...factorResponseParams2()
     }));
     return;
   }
+  if (group === "models" && command === "factor-analysis") {
+    const model = getObjectInput("--model-json", "--model-file", "model") ?? {
+      id: getFlag("--model-id"),
+      label: getFlag("--label"),
+      source: getFlag("--source")
+    };
+    print(await apiClient.modelFactorAnalysis({
+      model,
+      country: getFlag("--country"),
+      lookback: getFlag("--lookback"),
+      window: getFlag("--window"),
+      category: getFlag("--category"),
+      keys: getListFlag("--keys") ?? getListFlag("--factors"),
+      include: {
+        attribution: getBooleanFlag("--include-attribution"),
+        hedge: getBooleanFlag("--include-hedge"),
+        optimizer: getBooleanFlag("--include-optimizer"),
+        positionViews: getBooleanFlag("--include-position-views")
+      },
+      hedge: getObjectInput("--hedge-json", "--hedge-file", "hedge options"),
+      optimizer: getObjectInput("--optimizer-json", "--optimizer-file", "optimizer options"),
+      holdings: getRequiredHoldings()
+    }, factorResponseParams2()));
+    return;
+  }
   if (group === "intelligence" && command === "footnotes-query") {
     print(await apiClient.intelligenceFootnotesQuery({
       ticker: getFlag("--ticker"),
@@ -22389,144 +25564,169 @@ async function main() {
     "Compatibility alias: omni-sec",
     "",
     "Commands:",
-    "  omni-sec health",
-    "  omni-sec me",
-    "  omni-sec org show",
-    "  omni-sec billing show",
-    "  omni-sec dashboard overview",
-    "  omni-sec billing quote --meter-class section_extract --units 10",
-    "  omni-sec billing budget --spend-cap-cents 900 --soft-cap-cents 500 --approval-threshold-cents 750",
-    "  omni-sec billing checkout --plan personal",
-    "  omni-sec billing portal",
-    "  omni-sec agent bootstrap-token --label ci --scopes read:sec --ttl-seconds 900",
-    "  omni-sec agent bootstrap --token agbt_... --label first-agent-key",
+    "  secapi health",
+    "  secapi me",
+    "  secapi org show",
+    "  secapi billing show",
+    "  secapi dashboard overview",
+    "  secapi billing quote --meter-class section_extract --units 10",
+    "  secapi billing budget --spend-cap-cents 900 --soft-cap-cents 500 --approval-threshold-cents 750",
+    "  secapi billing checkout --plan personal",
+    "  secapi billing portal",
+    "  secapi agent bootstrap-token --label ci --scopes read:sec --ttl-seconds 900",
+    "  secapi agent bootstrap --token agbt_... --label first-agent-key",
     "",
     "  # Agent prompt library",
-    "  omni-sec agents personas",
-    "  omni-sec agents prompts list",
-    "  omni-sec agents prompts list --persona law-firm",
-    "  omni-sec agents prompts list --persona investment-manager --json",
-    "  omni-sec agents prompts list --include-v2",
-    "  omni-sec agents prompts read law-firm-enforcement-history",
-    "  omni-sec agents prompts copy investment-manager-factor-decomposition | pbcopy",
-    "  omni-sec api-keys list",
-    "  SECAPI_API_KEY=... omni-sec api-keys list",
-    "  SECAPI_OPERATOR_API_KEY=... omni-sec admin orgs --limit 20",
-    "  OMNI_DATASTREAM_API_KEY=... omni-sec api-keys list  # legacy env fallback",
-    `  printf '%s' "$SECAPI_API_KEY" | omni-sec api-keys list ${STDIN_FLAG_NAME}`,
-    "  omni-sec usage show",
-    "  omni-sec limits show",
-    "  omni-sec events list --kind event --limit 10",
-    "  omni-sec events export --kind webhook_delivery --format json",
-    "  omni-sec diagnostics request --request-id req_...",
-    "  omni-sec diagnostics deliveries-summary --limit 50",
-    "  omni-sec admin orgs --limit 20",
-    "  omni-sec admin org --org-id org_...",
-    "  omni-sec admin request --org-id org_... --request-id req_...",
-    "  omni-sec admin deliveries-summary --org-id org_... --limit 20",
-    "  omni-sec observability show",
-    "  omni-sec observability export --limit 20",
-    "  omni-sec api-keys create --label local-dev --scopes read:sec,write:artifacts",
-    "  omni-sec webhooks list",
-    "  omni-sec webhooks create --destination-url https://example.com/hooks/sec --event-types artifact.created,artifact.reconciled",
-    "  omni-sec webhooks rotate-secret --webhook-id wh_...",
-    "  omni-sec webhooks deliveries --webhook-id wh_... --limit 10",
-    "  omni-sec webhooks replay-delivery --webhook-id wh_... --delivery-id wdel_...",
-    "  omni-sec streams list",
-    "  omni-sec streams create --event-types artifact.created,artifact.reconciled --transport poll",
-    "  omni-sec streams events --stream-id strm_... --limit 10",
-    "  omni-sec entities resolve --ticker AAPL",
-    "  omni-sec filings search --ticker AAPL --form 10-K",
-    "  omni-sec filings search --q risk factors --form 10-K",
-    "  omni-sec filings latest --ticker AAPL --form 10-K",
-    "  omni-sec filings render --ticker AAPL --form 10-K",
-    "  omni-sec sections search --ticker AAPL --q risk --form 10-K",
-    "  omni-sec sections get --ticker AAPL --form 10-K --section item_1a",
-    "  omni-sec facts get --ticker AAPL --tag Assets --form 10-K",
-    "  omni-sec statements get --ticker AAPL --statement balance_sheet --period annual",
-    "  omni-sec owners 13f --cik 0001067983 --limit 25 [--view agent]",
-    "  omni-sec owners compare-13f --cik 0001067983 --limit 25",
-    "  omni-sec insiders list --ticker AAPL --limit 10 [--view agent]",
-    "  omni-sec compensation list --ticker AAPL --limit 10 [--view agent]",
-    "  omni-sec compensation compare --ticker AAPL --limit 10",
+    "  secapi agents personas",
+    "  secapi agents prompts list",
+    "  secapi agents prompts list --persona law-firm",
+    "  secapi agents prompts list --persona investment-manager --json",
+    "  secapi agents prompts list --include-v2",
+    "  secapi agents prompts read law-firm-enforcement-history",
+    "  secapi agents prompts copy investment-manager-factor-decomposition | pbcopy",
+    "  secapi api-keys list",
+    "  SECAPI_API_KEY=... secapi api-keys list",
+    "  SECAPI_OPERATOR_API_KEY=... secapi admin orgs --limit 20",
+    "  OMNI_DATASTREAM_API_KEY=... omni-sec api-keys list  # compatibility env + binary alias",
+    `  printf '%s' "$SECAPI_API_KEY" | secapi api-keys list ${STDIN_FLAG_NAME}`,
+    "  secapi usage show",
+    "  secapi limits show",
+    "  secapi events list --kind event --limit 10",
+    "  secapi events export --kind webhook_delivery --format json",
+    "  secapi diagnostics request --request-id req_...",
+    "  secapi diagnostics deliveries-summary --limit 50",
+    "  secapi admin orgs --limit 20",
+    "  secapi admin org --org-id org_...",
+    "  secapi admin request --org-id org_... --request-id req_...",
+    "  secapi admin deliveries-summary --org-id org_... --limit 20",
+    "  secapi observability show",
+    "  secapi observability export --limit 20",
+    "  secapi api-keys create --label local-dev --scopes read:sec,write:artifacts",
+    "  secapi webhooks list",
+    "  secapi webhooks create --destination-url https://example.com/hooks/sec --event-types artifact.created,artifact.reconciled",
+    "  secapi webhooks rotate-secret --webhook-id wh_...",
+    "  secapi webhooks deliveries --webhook-id wh_... --limit 10",
+    "  secapi webhooks replay-delivery --webhook-id wh_... --delivery-id wdel_...",
+    "  secapi streams list",
+    "  secapi streams create --event-types artifact.created,artifact.reconciled --transport poll",
+    "  secapi streams events --stream-id strm_... --limit 10",
+    "  secapi entities resolve --ticker AAPL",
+    "  secapi filings search --ticker AAPL --form 10-K",
+    "  secapi filings search --q risk factors --form 10-K",
+    "  secapi filings latest --ticker AAPL --form 10-K",
+    "  secapi filings render --ticker AAPL --form 10-K",
+    "  secapi sections search --ticker AAPL --q risk --form 10-K",
+    "  secapi sections get --ticker AAPL --form 10-K --section item_1a",
+    '  secapi search fulltext --q "supply chain" --form 10-K --limit 10',
+    '  secapi search semantic --q "revenue concentration risk" --ticker AAPL --mode hybrid [--view agent]',
+    "  secapi facts get --ticker AAPL --tag Assets --form 10-K",
+    "  secapi statements get --ticker AAPL --statement balance_sheet --period annual",
+    "  secapi owners 13f --cik 0001067983 --limit 25 [--view agent]",
+    "  secapi owners compare-13f --cik 0001067983 --limit 25",
+    "  secapi insiders list --ticker AAPL --limit 10 [--view agent]",
+    "  secapi compensation list --ticker AAPL --limit 10 [--view agent]",
+    "  secapi compensation compare --ticker AAPL --limit 10",
     "",
     "  # Agent-mode endpoints (add --view agent for compact shape)",
-    "  omni-sec forms 144 --ticker AAPL --limit 10 [--view agent]",
-    "  omni-sec offerings list --ticker NVDA --limit 10 [--view agent]",
-    "  omni-sec events ma --ticker MSFT --limit 10 [--view agent]",
-    "  omni-sec events enforcement --query fraud --limit 10 [--view agent]",
-    "  omni-sec events voting-results --ticker MSFT --limit 10 [--view agent]",
-    "  omni-sec funds nport-holdings --ticker VTI --limit 25 [--view agent]",
-    "  omni-sec companies subsidiaries --ticker AAPL [--view agent]",
+    "  secapi forms 144 --ticker AAPL --limit 10 [--view agent]",
+    "  secapi offerings list --ticker NVDA --limit 10 [--view agent]",
+    "  secapi events ma --ticker MSFT --limit 10 [--view agent]",
+    "  secapi events enforcement --query fraud --limit 10 [--view agent]",
+    "  secapi events voting-results --ticker MSFT --limit 10 [--view agent]",
+    "  secapi funds nport-holdings --ticker VTI --limit 25 [--view agent]",
+    "  secapi companies subsidiaries --ticker AAPL [--view agent]",
     "",
     "  # Dilution endpoints — all support --view agent except `coverage`",
-    "  omni-sec dilution events --ticker BBBB --is-atm true --limit 10 [--view agent]",
-    "  omni-sec dilution event --event-id evt_... [--view agent]",
-    "  omni-sec dilution warrants --ticker BBBB --limit 10 [--view agent]",
-    "  omni-sec dilution convertibles --ticker BBBB --limit 10 [--view agent]",
-    "  omni-sec dilution rofr --ticker BBBB --limit 10 [--view agent]",
-    "  omni-sec dilution lockups --ticker BBBB --limit 10 [--view agent]",
-    "  omni-sec dilution cash-position --ticker BBBB --limit 5 [--view agent]",
-    "  omni-sec dilution corporate-actions --ticker BBBB --action-type reverse_split [--view agent]",
-    "  omni-sec dilution nasdaq-compliance --status active --limit 10 [--view agent]",
-    "  omni-sec dilution ratings --overall-risk high --limit 10 [--view agent]",
-    "  omni-sec dilution reverse-splits --ticker BBBB --limit 5 [--view agent]",
-    "  omni-sec dilution score --ticker BBBB [--view agent]",
-    "  omni-sec dilution share-float-history --ticker BBBB --limit 12 [--view agent]",
-    "  omni-sec dilution coverage [--ticker BBBB]",
-    "  omni-sec artifacts bundle --ticker AAPL --form 10-K --section item_1a",
-    "  omni-sec artifacts list --kind markdown_bundle --limit 10",
-    "  omni-sec artifacts summary",
-    "  omni-sec artifacts manifest --artifact-id art_...",
-    "  omni-sec artifacts export --artifact-id art_... --format json",
-    "  omni-sec artifacts reconcile --artifact-id art_...",
+    "  secapi dilution events --ticker BBBB --is-atm true --limit 10 [--view agent]",
+    "  secapi dilution event --event-id evt_... [--view agent]",
+    "  secapi dilution warrants --ticker BBBB --limit 10 [--view agent]",
+    "  secapi dilution convertibles --ticker BBBB --limit 10 [--view agent]",
+    "  secapi dilution rofr --ticker BBBB --limit 10 [--view agent]",
+    "  secapi dilution lockups --ticker BBBB --limit 10 [--view agent]",
+    "  secapi dilution cash-position --ticker BBBB --limit 5 [--view agent]",
+    "  secapi dilution corporate-actions --ticker BBBB --action-type reverse_split [--view agent]",
+    "  secapi dilution nasdaq-compliance --status active --limit 10 [--view agent]",
+    "  secapi dilution ratings --overall-risk high --limit 10 [--view agent]",
+    "  secapi dilution reverse-splits --ticker BBBB --limit 5 [--view agent]",
+    "  secapi dilution score --ticker BBBB [--view agent]",
+    "  secapi dilution share-float-history --ticker BBBB --limit 12 [--view agent]",
+    "  secapi dilution coverage [--ticker BBBB]",
+    "  secapi artifacts bundle --ticker AAPL --form 10-K --section item_1a",
+    "  secapi artifacts list --kind markdown_bundle --limit 10",
+    "  secapi artifacts summary",
+    "  secapi artifacts manifest --artifact-id art_...",
+    "  secapi artifacts export --artifact-id art_... --format json",
+    "  secapi artifacts reconcile --artifact-id art_...",
     "",
     "  # Macro",
-    "  omni-sec macro high-signal-pack --country JP",
-    "  omni-sec macro regimes --country US --lookback 18m",
-    "  omni-sec macro indicators --country US --indicator GDP",
-    "  omni-sec macro releases --country US",
-    "  omni-sec macro calendar --country US --days 30",
-    "  omni-sec macro forecasts --country US",
+    "  secapi macro high-signal-pack --country JP",
+    "  secapi macro regimes --country US --lookback 18m",
+    "  secapi macro indicators --country US --indicator GDP",
+    "  secapi macro releases --country US",
+    "  secapi macro calendar --country US --days 30",
+    "  secapi macro forecasts --country US",
     "",
     "  # Factors",
-    "  omni-sec factors catalog --category style",
-    "  omni-sec factors returns --keys MOMENTUM,VALUE --window 1m",
-    "  omni-sec factors returns-intraday --window 1m",
-    "  omni-sec factors dashboard --country US --category style --ticker AAPL",
-    "  omni-sec factors screen --category style --limit 10",
-    "  omni-sec factors decomposition --ticker AAPL",
-    "  omni-sec factors related-stocks --ticker AAPL --limit 10",
-    "  omni-sec factors correlations --keys MOMENTUM,VALUE",
-    "  omni-sec factors regime-performance --country US",
+    "  secapi factors catalog --category style",
+    "  secapi factors returns --keys MOMENTUM,VALUE --window 1m",
+    "  secapi factors history --factor VALUE --range 1y --include trust,series",
+    "  secapi factors sparklines --keys MOMENTUM,VALUE --range 1y --points 64",
+    "  secapi factors returns-intraday --window 1m",
+    "  secapi factors dashboard --country US --category style --ticker AAPL",
+    "  secapi factors screen --category style --limit 10",
+    "  secapi factors extreme-moves --category style --window 1d --min-z-score 2 --limit 10",
+    "  secapi factors extreme-pairs --category style --window 1m --min-z-score 1 --limit 10",
+    "  secapi factors valuations --category style --signal tailwind --sort opportunity_score --limit 10",
+    "  secapi factors valuation-stocks --factor VALUE --stance beneficiaries --limit 25",
+    "  secapi factors pairs --factor1 VALUE --factor2 MOMENTUM --window 1m",
+    "  secapi factors pair-history --factor1 VALUE --factor2 MOMENTUM --include series",
+    "  secapi factors decomposition --ticker AAPL",
+    "  secapi factors related-stocks --ticker AAPL --limit 10",
+    "  secapi factors similarity-pack --ticker AAPL --limit 10",
+    "  secapi factors exposures --symbols AAPL,MSFT --keys QUALITY,MOMENTUM",
+    "  secapi factors bulk-download --keys VALUE,MOMENTUM --format csv",
+    `  secapi factors custom --body-json '{"symbol":"AAPL","candidates":["MSFT"]}'`,
+    "  secapi factors correlations --keys MOMENTUM,VALUE",
+    "  secapi factors regime-performance --country US",
+    "",
+    "  # Portfolio factor workflows",
+    `  secapi portfolio analyze --holdings-json '[{"symbol":"AAPL","weight":0.6},{"symbol":"MSFT","weight":0.4}]'`,
+    "  secapi portfolio attribution --holdings-file holdings.json --window 1m --frequency weekly",
+    `  secapi portfolio hedge --holdings-file holdings.json --objective min_drawdown --constraints-json '{"maxHedges":2}'`,
+    `  secapi portfolio optimize --holdings-file holdings.json --objective regime_aware --constraints-json '{"maxCandidates":3}'`,
+    "  secapi portfolio stress-test --holdings-file holdings.json --scenario-key higher_for_longer",
+    "",
+    "  # Factor strategies",
+    "  secapi strategies factor-rotation --country US --category style --limit 5",
+    "  secapi strategies regime-screen --country US --lookback 6m",
     "",
     "  # Stocks",
-    "  omni-sec stocks loadings --ticker AAPL",
+    "  secapi stocks loadings --ticker AAPL",
     "",
     "  # Model Portfolios",
-    "  omni-sec model-portfolios factor-view --portfolio-id us_megacap_platforms",
+    "  secapi model-portfolios factor-view --portfolio-id us_megacap_platforms",
+    "  secapi models factor-analysis --holdings-file holdings.json --label 'AI leaders' --include-optimizer true",
     "",
     "  # Intelligence",
-    "  omni-sec intelligence security --ticker AAPL",
-    "  omni-sec intelligence company --ticker AAPL",
-    "  omni-sec intelligence earnings-preview --ticker AAPL",
-    "  omni-sec intelligence footnotes-query --ticker AAPL --topics lease,debt_covenant",
+    "  secapi intelligence security --ticker AAPL",
+    "  secapi intelligence company --ticker AAPL",
+    "  secapi intelligence earnings-preview --ticker AAPL",
+    "  secapi intelligence footnotes-query --ticker AAPL --topics lease,debt_covenant",
     "",
     "  # Companies (canonical financials)",
-    "  omni-sec companies financials --ticker AAPL --period annual",
-    "  omni-sec companies ratios --ticker AAPL --period annual",
-    "  omni-sec companies income-statements --ticker AAPL",
-    "  omni-sec companies balance-sheets --ticker AAPL",
-    "  omni-sec companies cash-flow-statements --ticker AAPL",
-    "  omni-sec companies resolve --ticker AAPL",
-    "  omni-sec companies resolve --figi BBG000B9XRY4",
-    "  omni-sec companies search --q Apple --limit 5",
+    "  secapi companies financials --ticker AAPL --period annual",
+    "  secapi companies ratios --ticker AAPL --period annual",
+    "  secapi companies income-statements --ticker AAPL",
+    "  secapi companies balance-sheets --ticker AAPL",
+    "  secapi companies cash-flow-statements --ticker AAPL",
+    "  secapi companies resolve --ticker AAPL",
+    "  secapi companies resolve --figi BBG000B9XRY4",
+    "  secapi companies search --q Apple --limit 5",
     "",
     "Environment:",
-    "  Preferred: SECAPI_API_KEY, SECAPI_BEARER_TOKEN, SECAPI_BASE_URL, SECAPI_API_BASE_URL, SECAPI_OPERATOR_API_KEY",
-    "  Compatibility fallbacks: OMNI_DATASTREAM_API_KEY, OMNI_DATASTREAM_BEARER_TOKEN, OMNI_DATASTREAM_BASE_URL, OMNI_OPERATOR_API_KEY, OMNI_DATASTREAM_OPERATOR_API_KEY"
+    "  Preferred: SECAPI_API_KEY, SECAPI_BEARER_TOKEN, SECAPI_BASE_URL, SECAPI_API_BASE_URL, SECAPI_OPERATOR_API_KEY"
   ];
-  console.log(commandHelpLines.map((line) => line === "Compatibility alias: omni-sec" ? line : line.replace(/\bomni-sec\b/g, "secapi")).join(`
+  console.log(commandHelpLines.map((line) => line).join(`
 `));
 }
 main().catch((error51) => {