nothumanallowed 15.1.67 → 15.1.69

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "nothumanallowed",
-  "version": "15.1.67",
+  "version": "15.1.69",
   "description": "NotHumanAllowed — 38 AI agents, 80 tools, Studio (visual agentic workflows). Email, calendar, browser automation, screen capture, canvas, cron/heartbeat, Alexandria E2E messaging, GitHub, Notion, Slack, voice chat, free AI (Liara), 28 languages. Zero-dependency CLI.",
   "type": "module",
   "bin": {

package/src/constants.mjs

@@ -5,7 +5,7 @@ import { fileURLToPath } from 'url';
 const __filename = fileURLToPath(import.meta.url);
 const __dirname = path.dirname(__filename);
 
-export const VERSION = '15.1.67';
+export const VERSION = '15.1.69';
 export const BASE_URL = 'https://nothumanallowed.com/cli';
 export const API_BASE = 'https://nothumanallowed.com/api/v1';
 

package/src/services/tool-executor.mjs

@@ -96,6 +96,8 @@ export const DESTRUCTIVE_ACTIONS = new Set([
   'alexandria_send',
   // Cron / scheduling
   'cron_create', 'cron_delete',
+  // Portfolio (local file)
+  'portfolio_add', 'portfolio_remove',
 ]);
 
 // ── Tool Definitions (for system prompt) ─────────────────────────────────────
@@ -661,6 +663,85 @@ TOOLS:
     query: free-text like "Federal Reserve inflation", "AI chips", "earnings season".
     Returns: headline, source, publish time, and URL for each article.
 
+88. earnings_calendar(ticker: string, days?: number)
+    Next earnings date + EPS/revenue estimates + last 4 quarters surprise history + analyst trend for next quarter.
+    Use BEFORE any near-term trade idea — earnings move stocks more than fundamentals.
+
+89. dividend_calendar(ticker: string)
+    Dividend yield, payout ratio, next ex-dividend date, next pay date, 5y average yield.
+
+90. economic_calendar(country?: string, days?: number)
+    Upcoming macroeconomic releases (FOMC, ECB, CPI, NFP, etc.) for a country. Defaults: US, 7 days.
+    country codes: "US" | "EU" | "IT" | "DE" | "FR" | "UK" | "JP" | "CN". Returns time, importance ★/★★/★★★, forecast vs previous.
+
+91. stock_screener(screen?: string, count?: number)
+    Pre-built Yahoo Finance screeners. screen values:
+    most_actives | day_gainers | day_losers | undervalued_growth_stocks | growth_technology_stocks |
+    aggressive_small_caps | small_cap_gainers | undervalued_large_caps | conservative_foreign_funds |
+    high_yield_bond | portfolio_anchors | top_mutual_funds.
+    Returns sym/name/price/change%/mcap/P/E for the top N matches.
+
+92. peer_comparison(ticker: string)
+    Identify direct peers via Yahoo recommendations + side-by-side comparison of P/E, P/B, ROE, D/E, dividend yield.
+    Use to position a stock vs its industry, NOT just vs the broad market.
+
+93. sec_filings(ticker: string, form?: string, limit?: number)
+    SEC EDGAR filings for a US-listed company. form filter: "10-K" | "10-Q" | "8-K" | "DEF 14A" | "4" (insider) | "13F-HR" etc.
+    Each row: date · form · description + direct URL to the filing document. Default: latest 10 of any form.
+
+94. options_chain(ticker: string)
+    Options chain for nearest expiry: top 10 calls and puts by strike with bid/ask/last/IV/OI.
+    Lists all available expirations. Use for IV analysis, options strategy sizing, gamma proximity.
+
+95. portfolio_add(ticker: string, qty: number, cost?: number)
+    Add (or average-down) a stock position to the local portfolio (~/.nha/portfolio.json). cost = price/share.
+
+96. portfolio_remove(ticker: string)
+    Remove a position completely from the portfolio.
+
+97. portfolio_summary()
+    Live snapshot of all positions: qty, cost, current price, value, P/L $, P/L %, plus aggregate totals.
+
+98. portfolio_metrics(period?: string)
+    Quant metrics computed from historical prices: annualized return, volatility, Sharpe, Sortino, max drawdown, beta vs SPY.
+    period: "1mo" "3mo" "6mo" "1y" "2y" "5y" "10y". Default: "1y". Assumes 4% risk-free rate.
+
+99. news_sentiment(ticker?: string, query?: string)
+    Fetch ~15 recent headlines and score each (positive/neutral/negative) via LLM. Returns aggregate verdict (🟢/🟡/🔴),
+    distribution, and the top 5 most signal-bearing headlines with one-line reasoning.
+
+100. backtest_strategy(ticker?: string, period?: string, strategy?: string)
+    Run a parametric backtest. strategy values:
+    - "sma_crossover": go long when SMA-20 > SMA-50, flat otherwise
+    - "rsi_meanrev": buy oversold (<30), sell overbought (>70), hold otherwise
+    - "buy_hold": baseline
+    Returns total return, annualized return, vol, Sharpe, max drawdown. For custom strategies use execute_code directly.
+
+101. italian_market(what?: string)
+    Italian market snapshot. what: "all" | "mib" (FTSE MIB index) | "constituents" (top 15 blue chips with live prices) | "spread" (BTP-Bund 10y).
+
+102. portfolio_correlation(period?: string)
+    Pearson correlation matrix between all holdings + SPY benchmark over a period (default 1y).
+    Surfaces concentration risk (>0.7 correlation = redundant) and diversification opportunities (<0.3 = good).
+
+103. portfolio_sector_breakdown()
+    Breakdown of portfolio exposure by sector, country, and currency. Computed from live prices × position size.
+    Use to spot over-concentration (e.g. 60% in tech) or unhedged currency exposure.
+
+104. portfolio_var(period?: string, confidence?: number)
+    Historical-simulation Value at Risk and Expected Shortfall (CVaR). Default: 1y, 95% confidence.
+    Output: 1-day VaR % and $, 10-day VaR (sqrt-time scaled), Expected Shortfall (avg tail loss).
+    For stress testing pass confidence=0.99.
+
+105. portfolio_rebalance(targets?: object)
+    Compare current weights vs target weights and suggest the exact share trades to rebalance.
+    targets: optional {AAPL: 0.20, MSFT: 0.15, ...} (sum to 1.0). If not provided, falls back to ~/.nha/portfolio.json
+    "targets" field, otherwise assumes equal-weight. Drift threshold for action: 1%.
+
+106. insider_trading(ticker: string, limit?: number)
+    SEC Form 4 (insider/officer transactions) for a US-listed company. Returns last N filings with direct URLs.
+    Open each URL to see whether the insider BOUGHT or SOLD shares — strong signal when clustered.
+
 --- CODE EXECUTION ---
 
 81. execute_code(language: "python"|"javascript"|"typescript", code: string, files?: [{path: string, content: string}], packages?: string[], stdin?: string, timeout?: number)
@@ -3945,6 +4026,754 @@ export async function executeTool(action, params, config) {
       }
     }
 
+    // ═══════════════════════════════════════════════════════════════════════
+    // FINANCIAL ANALYSIS — extended tool suite
+    // All providers are free / public APIs (Yahoo Finance unofficial,
+    // SEC EDGAR, CoinGecko, FRED with optional key). Tools return
+    // human-readable text so an LLM can synthesize a report on top.
+    // ═══════════════════════════════════════════════════════════════════════
+
+    case 'earnings_calendar': {
+      const ticker = String(params.ticker || '').toUpperCase();
+      const days = Math.min(parseInt(params.days || '60', 10), 365);
+      if (!ticker) return 'earnings_calendar: ticker required (e.g. "AAPL").';
+      try {
+        const url = `https://query2.finance.yahoo.com/v10/finance/quoteSummary/${encodeURIComponent(ticker)}?modules=earnings,calendarEvents,earningsHistory,earningsTrend`;
+        const res = await fetch(url, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+        if (!res.ok) return `earnings_calendar: HTTP ${res.status}`;
+        const d = await res.json();
+        const summary = d?.quoteSummary?.result?.[0] || {};
+        const cal = summary.calendarEvents?.earnings || {};
+        const hist = summary.earningsHistory?.history || [];
+        const trend = summary.earningsTrend?.trend || [];
+        const lines = [`Earnings calendar — ${ticker}`];
+        if (cal.earningsDate?.length) {
+          const dates = cal.earningsDate.map(d => (d.fmt || d.raw)).filter(Boolean).join(' – ');
+          lines.push(`Next earnings: ${dates}${cal.isEarningsDateEstimate ? ' (estimated)' : ''}`);
+          if (cal.earningsAverage?.fmt) lines.push(`  EPS estimate: ${cal.earningsAverage.fmt} (low ${cal.earningsLow?.fmt || '?'} / high ${cal.earningsHigh?.fmt || '?'})`);
+          if (cal.revenueAverage?.fmt) lines.push(`  Revenue estimate: ${cal.revenueAverage.fmt}`);
+        }
+        if (hist.length) {
+          lines.push('\nHistory (last quarters): est → actual (surprise %)');
+          hist.slice(0, 4).forEach(h => {
+            const est = h.epsEstimate?.fmt ?? '?';
+            const act = h.epsActual?.fmt ?? '?';
+            const surp = h.surprisePercent?.fmt ?? '?';
+            lines.push(`  ${h.quarter?.fmt || '?'}: ${est} → ${act} (${surp})`);
+          });
+        }
+        if (trend.length) {
+          const next = trend.find(t => t.period === '+1q') || trend[0];
+          if (next?.earningsEstimate?.avg?.fmt) {
+            lines.push(`\nAnalyst trend next Q: avg EPS ${next.earningsEstimate.avg.fmt}, growth ${next.earningsEstimate.growth?.fmt || '?'} (${next.earningsEstimate.numberOfAnalysts?.fmt || '?'} analysts)`);
+          }
+        }
+        return lines.join('\n');
+      } catch (e) { return `earnings_calendar error: ${e.message}`; }
+    }
+
+    case 'dividend_calendar': {
+      const ticker = String(params.ticker || '').toUpperCase();
+      if (!ticker) return 'dividend_calendar: ticker required.';
+      try {
+        const url = `https://query2.finance.yahoo.com/v10/finance/quoteSummary/${encodeURIComponent(ticker)}?modules=summaryDetail,calendarEvents`;
+        const res = await fetch(url, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+        if (!res.ok) return `dividend_calendar: HTTP ${res.status}`;
+        const d = await res.json();
+        const sd = d?.quoteSummary?.result?.[0]?.summaryDetail || {};
+        const cal = d?.quoteSummary?.result?.[0]?.calendarEvents || {};
+        const lines = [`Dividend — ${ticker}`];
+        lines.push(`Yield: ${sd.dividendYield?.fmt || 'n/a'}${sd.trailingAnnualDividendRate?.fmt ? ` (${sd.trailingAnnualDividendRate.fmt}/yr)` : ''}`);
+        lines.push(`Payout ratio: ${sd.payoutRatio?.fmt || 'n/a'}`);
+        if (cal.exDividendDate?.fmt) lines.push(`Next ex-dividend: ${cal.exDividendDate.fmt}`);
+        if (cal.dividendDate?.fmt) lines.push(`Next pay date: ${cal.dividendDate.fmt}`);
+        if (sd.fiveYearAvgDividendYield?.fmt) lines.push(`5y avg yield: ${sd.fiveYearAvgDividendYield.fmt}`);
+        return lines.join('\n');
+      } catch (e) { return `dividend_calendar error: ${e.message}`; }
+    }
+
+    case 'economic_calendar': {
+      const days = Math.min(parseInt(params.days || '7', 10), 30);
+      const country = String(params.country || 'US').toUpperCase();
+      try {
+        // Use Trading Economics public calendar feed (free tier, JSON, no key).
+        const today = new Date();
+        const to = new Date(today.getTime() + days * 86400000);
+        const fmt = (d) => d.toISOString().slice(0, 10);
+        const url = `https://api.tradingeconomics.com/calendar/country/${encodeURIComponent(country)}?d1=${fmt(today)}&d2=${fmt(to)}&c=guest:guest&f=json`;
+        const res = await fetch(url, { headers: { 'User-Agent': 'NHA/1.0', 'Accept': 'application/json' }, signal: AbortSignal.timeout(15000) });
+        if (!res.ok) return `economic_calendar: HTTP ${res.status} — try country code like "US", "EU", "IT", "DE".`;
+        const events = await res.json();
+        if (!Array.isArray(events) || events.length === 0) return `economic_calendar: no events in next ${days} days for ${country}.`;
+        const lines = [`Economic calendar — ${country}, next ${days} days (${events.length} events)`];
+        events.slice(0, 30).forEach(e => {
+          const when = (e.Date || '').slice(0, 16).replace('T', ' ');
+          const imp = e.Importance === 3 ? '★★★' : e.Importance === 2 ? '★★' : '★';
+          lines.push(`  ${when} ${imp} ${e.Event || e.Category}: forecast ${e.Forecast ?? '?'} | previous ${e.Previous ?? '?'}${e.Actual != null ? ` | actual ${e.Actual}` : ''}`);
+        });
+        return lines.join('\n');
+      } catch (e) { return `economic_calendar error: ${e.message}`; }
+    }
+
+    case 'stock_screener': {
+      // Yahoo Finance has a public "screener" endpoint. We use it via the
+      // predefined-screener IDs (no key required). For complex filtering on
+      // arbitrary criteria the LLM should chain calls (e.g. screener →
+      // peer_comparison → market_indicators on each result).
+      const screen = String(params.screen || 'most_actives').toLowerCase();
+      const count = Math.min(parseInt(params.count || '20', 10), 50);
+      // Known screen IDs: most_actives, day_gainers, day_losers, undervalued_growth_stocks,
+      //   growth_technology_stocks, aggressive_small_caps, small_cap_gainers, undervalued_large_caps,
+      //   conservative_foreign_funds, high_yield_bond, portfolio_anchors, solid_large_growth_funds,
+      //   solid_midcap_growth_funds, top_mutual_funds.
+      try {
+        const url = `https://query1.finance.yahoo.com/v1/finance/screener/predefined/saved?formatted=true&lang=en-US&region=US&scrIds=${encodeURIComponent(screen)}&count=${count}`;
+        const res = await fetch(url, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)', 'Accept': 'application/json' }, signal: AbortSignal.timeout(15000) });
+        if (!res.ok) return `stock_screener: HTTP ${res.status} — known screens: most_actives, day_gainers, day_losers, undervalued_growth_stocks, growth_technology_stocks, aggressive_small_caps, small_cap_gainers, undervalued_large_caps.`;
+        const d = await res.json();
+        const quotes = d?.finance?.result?.[0]?.quotes || [];
+        if (!quotes.length) return `stock_screener: no results for "${screen}".`;
+        const lines = [`Stock screener — ${screen} (${quotes.length} results)`];
+        quotes.forEach((q, i) => {
+          const sym = q.symbol;
+          const name = (q.shortName || q.longName || '').slice(0, 40);
+          const price = q.regularMarketPrice?.fmt || q.regularMarketPrice;
+          const chg = q.regularMarketChangePercent?.fmt || `${q.regularMarketChangePercent?.toFixed?.(2)}%`;
+          const mcap = q.marketCap?.fmt || '?';
+          const pe = q.trailingPE?.fmt || q.forwardPE?.fmt || '?';
+          lines.push(`${i + 1}. ${sym} (${name}) — $${price} ${chg} | mcap ${mcap} | P/E ${pe}`);
+        });
+        return lines.join('\n');
+      } catch (e) { return `stock_screener error: ${e.message}`; }
+    }
+
+    case 'peer_comparison': {
+      const ticker = String(params.ticker || '').toUpperCase();
+      if (!ticker) return 'peer_comparison: ticker required.';
+      try {
+        const url = `https://query2.finance.yahoo.com/v10/finance/quoteSummary/${encodeURIComponent(ticker)}?modules=recommendationTrend,upgradeDowngradeHistory,assetProfile,summaryProfile`;
+        const res = await fetch(url, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+        if (!res.ok) return `peer_comparison: HTTP ${res.status}`;
+        const d = await res.json();
+        const profile = d?.quoteSummary?.result?.[0]?.assetProfile || d?.quoteSummary?.result?.[0]?.summaryProfile || {};
+        const peersUrl = `https://query1.finance.yahoo.com/v1/finance/recommendationsbysymbol/${encodeURIComponent(ticker)}`;
+        const peerRes = await fetch(peersUrl, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+        const peerData = peerRes.ok ? await peerRes.json() : null;
+        const peers = peerData?.finance?.result?.[0]?.recommendedSymbols?.map(s => s.symbol) || [];
+        const lines = [`Peer comparison — ${ticker}`];
+        if (profile.industry) lines.push(`Industry: ${profile.industry}${profile.sector ? ` · ${profile.sector}` : ''}`);
+        if (peers.length === 0) return lines.join('\n') + '\nNo peer suggestions available.';
+        lines.push(`\nPeers: ${peers.join(', ')}\n`);
+        // Compare key metrics for ticker + first 5 peers.
+        const symbols = [ticker, ...peers.slice(0, 5)];
+        const batch = `https://query1.finance.yahoo.com/v7/finance/quote?symbols=${symbols.join(',')}&fields=regularMarketPrice,marketCap,trailingPE,forwardPE,priceToBook,returnOnEquity,profitMargins,debtToEquity,dividendYield`;
+        const bres = await fetch(batch, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+        if (!bres.ok) return lines.join('\n');
+        const bd = await bres.json();
+        const rows = bd?.quoteResponse?.result || [];
+        const fmt = (v) => v == null ? '?' : (typeof v === 'number' ? v.toFixed(2) : v);
+        const header = `${'Ticker'.padEnd(10)}${'Price'.padStart(10)}${'P/E (ttm)'.padStart(12)}${'P/E (fwd)'.padStart(12)}${'P/B'.padStart(10)}${'ROE %'.padStart(10)}${'D/E'.padStart(10)}${'DivYld %'.padStart(11)}`;
+        lines.push(header);
+        rows.forEach(r => {
+          lines.push(
+            `${r.symbol.padEnd(10)}${String(fmt(r.regularMarketPrice)).padStart(10)}${String(fmt(r.trailingPE)).padStart(12)}${String(fmt(r.forwardPE)).padStart(12)}${String(fmt(r.priceToBook)).padStart(10)}${String(fmt(r.returnOnEquity ? (r.returnOnEquity * 100) : null)).padStart(10)}${String(fmt(r.debtToEquity)).padStart(10)}${String(fmt(r.dividendYield ? (r.dividendYield * 100) : null)).padStart(11)}`
+          );
+        });
+        return lines.join('\n');
+      } catch (e) { return `peer_comparison error: ${e.message}`; }
+    }
+
+    case 'sec_filings': {
+      const ticker = String(params.ticker || '').toUpperCase();
+      const formType = String(params.form || '').toUpperCase();
+      const limit = Math.min(parseInt(params.limit || '10', 10), 25);
+      if (!ticker) return 'sec_filings: ticker required.';
+      try {
+        // SEC EDGAR requires a User-Agent with contact info per their TOS.
+        const ua = 'NotHumanAllowed CLI hello@nothumanallowed.com';
+        // Step 1: ticker → CIK
+        const tickersRes = await fetch('https://www.sec.gov/files/company_tickers.json', { headers: { 'User-Agent': ua } });
+        if (!tickersRes.ok) return `sec_filings: failed to map ticker (HTTP ${tickersRes.status})`;
+        const map = await tickersRes.json();
+        const entry = Object.values(map).find(e => e.ticker?.toUpperCase() === ticker);
+        if (!entry) return `sec_filings: ticker ${ticker} not found in SEC EDGAR (only US-listed companies).`;
+        const cik = String(entry.cik_str).padStart(10, '0');
+        // Step 2: fetch filings list for that CIK
+        const fres = await fetch(`https://data.sec.gov/submissions/CIK${cik}.json`, { headers: { 'User-Agent': ua } });
+        if (!fres.ok) return `sec_filings: HTTP ${fres.status}`;
+        const fd = await fres.json();
+        const recent = fd.filings?.recent || {};
+        const rows = [];
+        for (let i = 0; i < (recent.form?.length || 0); i++) {
+          const form = recent.form[i];
+          if (formType && form !== formType) continue;
+          rows.push({
+            form,
+            date: recent.filingDate[i],
+            accession: recent.accessionNumber[i],
+            primary: recent.primaryDocument[i],
+            description: recent.primaryDocDescription[i] || '',
+          });
+          if (rows.length >= limit) break;
+        }
+        if (rows.length === 0) return `sec_filings: no ${formType || ''} filings for ${ticker}.`;
+        const lines = [`SEC filings — ${entry.title} (${ticker}) — CIK ${cik}`];
+        rows.forEach(r => {
+          const accNoDash = r.accession.replace(/-/g, '');
+          const url = `https://www.sec.gov/Archives/edgar/data/${parseInt(cik, 10)}/${accNoDash}/${r.primary}`;
+          lines.push(`  ${r.date}  ${r.form.padEnd(6)} ${r.description || ''}\n    ${url}`);
+        });
+        return lines.join('\n');
+      } catch (e) { return `sec_filings error: ${e.message}`; }
+    }
+
+    case 'options_chain': {
+      const ticker = String(params.ticker || '').toUpperCase();
+      if (!ticker) return 'options_chain: ticker required.';
+      try {
+        const url = `https://query2.finance.yahoo.com/v7/finance/options/${encodeURIComponent(ticker)}`;
+        const res = await fetch(url, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+        if (!res.ok) return `options_chain: HTTP ${res.status}`;
+        const d = await res.json();
+        const result = d?.optionChain?.result?.[0];
+        if (!result) return `options_chain: no options data for ${ticker}.`;
+        const exps = (result.expirationDates || []).slice(0, 6);
+        const quote = result.quote || {};
+        const chain = result.options?.[0] || {};
+        const lines = [`Options chain — ${ticker} @ $${quote.regularMarketPrice}`];
+        lines.push(`Expirations available: ${exps.map(t => new Date(t * 1000).toISOString().slice(0, 10)).join(', ')}`);
+        const calls = (chain.calls || []).slice(0, 10);
+        const puts = (chain.puts || []).slice(0, 10);
+        if (calls.length) {
+          lines.push(`\nCalls (top ${calls.length} by strike, exp ${new Date(chain.expirationDate * 1000).toISOString().slice(0, 10)}):`);
+          calls.forEach(c => lines.push(`  K=$${c.strike} bid=${c.bid} ask=${c.ask} last=${c.lastPrice} IV=${(c.impliedVolatility * 100).toFixed(1)}% OI=${c.openInterest}`));
+        }
+        if (puts.length) {
+          lines.push(`\nPuts (top ${puts.length} by strike):`);
+          puts.forEach(p => lines.push(`  K=$${p.strike} bid=${p.bid} ask=${p.ask} last=${p.lastPrice} IV=${(p.impliedVolatility * 100).toFixed(1)}% OI=${p.openInterest}`));
+        }
+        return lines.join('\n');
+      } catch (e) { return `options_chain error: ${e.message}`; }
+    }
+
+    case 'portfolio_add': {
+      const ticker = String(params.ticker || '').toUpperCase();
+      const qty = parseFloat(params.qty || params.quantity || '0');
+      const cost = parseFloat(params.cost || params.price || '0');
+      if (!ticker || qty <= 0) return 'portfolio_add: ticker and qty (>0) required.';
+      const fs = await import('fs'); const path = await import('path'); const os = await import('os');
+      const file = path.default.join(os.default.homedir(), '.nha', 'portfolio.json');
+      let pf = { positions: [], cash: 0 };
+      try { if (fs.default.existsSync(file)) pf = JSON.parse(fs.default.readFileSync(file, 'utf-8')); } catch {}
+      pf.positions = pf.positions || [];
+      const existing = pf.positions.find(p => p.ticker === ticker);
+      if (existing) {
+        const totalQty = existing.qty + qty;
+        const avgCost = ((existing.qty * existing.cost) + (qty * cost)) / totalQty;
+        existing.qty = totalQty;
+        existing.cost = avgCost;
+      } else {
+        pf.positions.push({ ticker, qty, cost, addedAt: new Date().toISOString() });
+      }
+      fs.default.mkdirSync(path.default.dirname(file), { recursive: true });
+      fs.default.writeFileSync(file, JSON.stringify(pf, null, 2));
+      return `Portfolio updated: ${ticker} qty=${qty}${cost ? ` @ avg cost $${cost}` : ''}. Total positions: ${pf.positions.length}.`;
+    }
+
+    case 'portfolio_remove': {
+      const ticker = String(params.ticker || '').toUpperCase();
+      if (!ticker) return 'portfolio_remove: ticker required.';
+      const fs = await import('fs'); const path = await import('path'); const os = await import('os');
+      const file = path.default.join(os.default.homedir(), '.nha', 'portfolio.json');
+      let pf = { positions: [] };
+      try { if (fs.default.existsSync(file)) pf = JSON.parse(fs.default.readFileSync(file, 'utf-8')); } catch {}
+      const before = (pf.positions || []).length;
+      pf.positions = (pf.positions || []).filter(p => p.ticker !== ticker);
+      if (pf.positions.length === before) return `Portfolio: ${ticker} not found.`;
+      fs.default.writeFileSync(file, JSON.stringify(pf, null, 2));
+      return `Portfolio: ${ticker} removed.`;
+    }
+
+    case 'portfolio_summary': {
+      const fs = await import('fs'); const path = await import('path'); const os = await import('os');
+      const file = path.default.join(os.default.homedir(), '.nha', 'portfolio.json');
+      if (!fs.default.existsSync(file)) return 'Portfolio is empty. Add positions with portfolio_add.';
+      const pf = JSON.parse(fs.default.readFileSync(file, 'utf-8'));
+      const positions = pf.positions || [];
+      if (positions.length === 0) return 'Portfolio is empty.';
+      // Fetch live prices in batch
+      const symbols = positions.map(p => p.ticker).join(',');
+      const res = await fetch(`https://query1.finance.yahoo.com/v7/finance/quote?symbols=${symbols}`, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+      if (!res.ok) return `portfolio_summary: HTTP ${res.status}`;
+      const d = await res.json();
+      const quotes = d?.quoteResponse?.result || [];
+      const priceMap = Object.fromEntries(quotes.map(q => [q.symbol, q.regularMarketPrice]));
+      let totalValue = 0, totalCost = 0;
+      const rows = positions.map(p => {
+        const price = priceMap[p.ticker] || 0;
+        const value = price * p.qty;
+        const cost = (p.cost || 0) * p.qty;
+        const pl = value - cost;
+        const plPct = cost > 0 ? (pl / cost) * 100 : 0;
+        totalValue += value; totalCost += cost;
+        return { ticker: p.ticker, qty: p.qty, costBasis: p.cost, currentPrice: price, value, pl, plPct };
+      });
+      const totalPL = totalValue - totalCost;
+      const totalPLPct = totalCost > 0 ? (totalPL / totalCost) * 100 : 0;
+      const lines = [`Portfolio summary — ${positions.length} positions`];
+      lines.push(`${'Ticker'.padEnd(10)}${'Qty'.padStart(10)}${'Cost'.padStart(12)}${'Price'.padStart(12)}${'Value'.padStart(14)}${'P/L'.padStart(14)}${'P/L %'.padStart(10)}`);
+      rows.forEach(r => {
+        lines.push(`${r.ticker.padEnd(10)}${String(r.qty).padStart(10)}${('$' + (r.costBasis || 0).toFixed(2)).padStart(12)}${('$' + r.currentPrice.toFixed(2)).padStart(12)}${('$' + r.value.toFixed(2)).padStart(14)}${((r.pl >= 0 ? '+' : '') + '$' + r.pl.toFixed(2)).padStart(14)}${(r.plPct.toFixed(2) + '%').padStart(10)}`);
+      });
+      lines.push(`\nTotal value: $${totalValue.toFixed(2)} | Cost basis: $${totalCost.toFixed(2)} | P/L: ${totalPL >= 0 ? '+' : ''}$${totalPL.toFixed(2)} (${totalPLPct.toFixed(2)}%)`);
+      return lines.join('\n');
+    }
+
+    case 'portfolio_metrics': {
+      const period = params.period || '1y';
+      const fs = await import('fs'); const path = await import('path'); const os = await import('os');
+      const file = path.default.join(os.default.homedir(), '.nha', 'portfolio.json');
+      if (!fs.default.existsSync(file)) return 'Portfolio is empty.';
+      const pf = JSON.parse(fs.default.readFileSync(file, 'utf-8'));
+      const positions = pf.positions || [];
+      if (positions.length === 0) return 'Portfolio is empty.';
+      // Fetch historical returns for each ticker → compute weighted portfolio returns,
+      // then Sharpe, Sortino, max drawdown, beta vs SPY.
+      const symbols = [...positions.map(p => p.ticker), 'SPY'];
+      const fetchHist = async (sym) => {
+        const url = `https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(sym)}?range=${period}&interval=1d`;
+        const r = await fetch(url, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+        if (!r.ok) return null;
+        const d = await r.json();
+        return d?.chart?.result?.[0]?.indicators?.quote?.[0]?.close || null;
+      };
+      const series = {};
+      for (const s of symbols) series[s] = await fetchHist(s);
+      const valid = Object.values(series).filter(Array.isArray);
+      if (valid.length === 0) return 'portfolio_metrics: failed to fetch historical data.';
+      const N = Math.min(...valid.map(a => a.length));
+      // Weighted returns: weight = current_value / total_value
+      const lastPrice = (s) => (series[s] || []).slice(-1)[0];
+      const weights = positions.map(p => p.qty * (lastPrice(p.ticker) || 0));
+      const totalW = weights.reduce((a, b) => a + b, 0) || 1;
+      const wNorm = weights.map(w => w / totalW);
+      const dailyRet = (arr) => arr.slice(1).map((v, i) => (v - arr[i]) / arr[i]).filter(r => Number.isFinite(r));
+      const tickerRets = positions.map(p => dailyRet(series[p.ticker] || []).slice(-N + 1));
+      const minRetLen = Math.min(...tickerRets.map(r => r.length), dailyRet(series.SPY).length);
+      const portfRets = [];
+      for (let i = 0; i < minRetLen; i++) {
+        let r = 0;
+        for (let j = 0; j < tickerRets.length; j++) r += (tickerRets[j][i] || 0) * wNorm[j];
+        portfRets.push(r);
+      }
+      const spyRets = dailyRet(series.SPY).slice(-minRetLen);
+      const mean = (a) => a.reduce((x, y) => x + y, 0) / a.length;
+      const stdev = (a) => { const m = mean(a); return Math.sqrt(mean(a.map(x => (x - m) ** 2))); };
+      const annRet = mean(portfRets) * 252 * 100;
+      const annVol = stdev(portfRets) * Math.sqrt(252) * 100;
+      const sharpe = annVol > 0 ? (annRet - 4) / annVol : 0; // assume 4% risk-free
+      const downside = portfRets.filter(r => r < 0);
+      const sortino = downside.length > 1 ? (annRet - 4) / (stdev(downside) * Math.sqrt(252) * 100) : 0;
+      // Max drawdown
+      const cum = []; let acc = 1;
+      portfRets.forEach(r => { acc *= (1 + r); cum.push(acc); });
+      let peak = -Infinity, maxDD = 0;
+      cum.forEach(v => { peak = Math.max(peak, v); maxDD = Math.min(maxDD, (v - peak) / peak); });
+      // Beta vs SPY
+      const covMean = mean(portfRets.map((r, i) => (r - mean(portfRets)) * (spyRets[i] - mean(spyRets))));
+      const varSpy = mean(spyRets.map(r => (r - mean(spyRets)) ** 2));
+      const beta = varSpy > 0 ? covMean / varSpy : 0;
+      return `Portfolio metrics (${period}, ${minRetLen} trading days):
+  Annualized return: ${annRet.toFixed(2)}%
+  Annualized volatility: ${annVol.toFixed(2)}%
+  Sharpe ratio: ${sharpe.toFixed(2)} (assuming 4% RFR)
+  Sortino ratio: ${sortino.toFixed(2)}
+  Max drawdown: ${(maxDD * 100).toFixed(2)}%
+  Beta vs SPY: ${beta.toFixed(2)}`;
+    }
+
+    case 'news_sentiment': {
+      const ticker = String(params.ticker || '').toUpperCase();
+      const query = params.query || ticker;
+      if (!ticker && !query) return 'news_sentiment: ticker or query required.';
+      // 1. Pull recent news via the existing market_news tool
+      const newsRes = await executeTool('market_news', { ticker, query, limit: 15 }, config);
+      if (typeof newsRes !== 'string' || newsRes.startsWith('market_news error')) return newsRes;
+      // 2. Sentiment-score each headline via LLM (single call, batched)
+      const { callLLM } = await import('./llm.mjs');
+      const sysPrompt = `You score financial-news headlines for sentiment. Output ONLY JSON array, no prose.\n` +
+        `For each headline, output {"i": index, "s": "positive"|"neutral"|"negative", "c": confidence 0..1, "why": "<10 words"}.\n` +
+        `Bullish/positive for the asset = "positive". Bearish/risk = "negative". Pure info = "neutral".`;
+      const headlines = newsRes.split('\n').filter(l => /^\d+\./.test(l)).map((l, i) => `${i + 1}. ${l.replace(/^\d+\.\s*/, '').slice(0, 200)}`);
+      const userMsg = headlines.join('\n');
+      let scored;
+      try {
+        const raw = await callLLM(config, sysPrompt, userMsg, { temperature: 0, maxTokens: 800 });
+        const m = raw.match(/\[[\s\S]*\]/);
+        if (m) scored = JSON.parse(m[0]);
+      } catch { /* fallthrough */ }
+      if (!Array.isArray(scored)) return newsRes + '\n\n(sentiment scoring failed)';
+      const counts = { positive: 0, neutral: 0, negative: 0 };
+      const weightedSum = scored.reduce((acc, s) => { counts[s.s] = (counts[s.s] || 0) + 1; return acc + (s.s === 'positive' ? s.c : s.s === 'negative' ? -s.c : 0); }, 0);
+      const avg = scored.length ? weightedSum / scored.length : 0;
+      const verdict = avg > 0.2 ? '🟢 Bullish' : avg < -0.2 ? '🔴 Bearish' : '🟡 Mixed';
+      const out = [`News sentiment — ${ticker || query} (${scored.length} headlines)`,
+        `Aggregate: ${verdict} (score ${avg.toFixed(2)})`,
+        `Distribution: ${counts.positive || 0} positive · ${counts.neutral || 0} neutral · ${counts.negative || 0} negative`,
+        '',
+        'Top signals:'];
+      scored.slice(0, 5).forEach(s => out.push(`  [${s.s}] ${headlines[s.i - 1] || '?'} — ${s.why}`));
+      return out.join('\n');
+    }
+
+    case 'backtest_strategy': {
+      // Thin wrapper around execute_code: produces a parametric backtest
+      // script (pandas + numpy) and runs it. Useful as a one-liner from the
+      // chat — for production-grade backtesting users should call execute_code
+      // directly with their own strategy.
+      const ticker = String(params.ticker || 'SPY').toUpperCase();
+      const period = params.period || '5y';
+      const strategy = params.strategy || 'sma_crossover'; // sma_crossover | rsi_meanrev | buy_hold
+      const code = `
+import urllib.request, json, sys
+url = "https://query1.finance.yahoo.com/v8/finance/chart/${ticker}?range=${period}&interval=1d"
+req = urllib.request.Request(url, headers={"User-Agent": "Mozilla/5.0"})
+r = urllib.request.urlopen(req).read()
+d = json.loads(r)
+res = d["chart"]["result"][0]
+closes = [c for c in res["indicators"]["quote"][0]["close"] if c is not None]
+strategy = "${strategy}"
+signal = [0]*len(closes)
+if strategy == "sma_crossover":
+    fast, slow = 20, 50
+    for i in range(slow, len(closes)):
+        f = sum(closes[i-fast+1:i+1])/fast
+        s = sum(closes[i-slow+1:i+1])/slow
+        signal[i] = 1 if f > s else 0
+elif strategy == "rsi_meanrev":
+    gains = [max(0, closes[i]-closes[i-1]) for i in range(1, len(closes))]
+    losses = [max(0, closes[i-1]-closes[i]) for i in range(1, len(closes))]
+    p = 14
+    for i in range(p, len(closes)-1):
+        avg_g = sum(gains[i-p:i])/p; avg_l = sum(losses[i-p:i])/p
+        rsi = 100 - (100 / (1 + (avg_g / (avg_l or 1e-9))))
+        signal[i+1] = 1 if rsi < 30 else 0 if rsi > 70 else signal[i]
+else:
+    signal = [1]*len(closes)  # buy & hold
+
+rets, eq = [], [1.0]
+for i in range(1, len(closes)):
+    r = signal[i-1] * (closes[i]-closes[i-1]) / closes[i-1]
+    rets.append(r); eq.append(eq[-1] * (1+r))
+total = (eq[-1] - 1) * 100
+days = len(rets)
+ann = ((eq[-1]) ** (252/days) - 1) * 100 if days else 0
+import statistics as st
+vol = (st.pstdev(rets) * (252**0.5) * 100) if len(rets) > 1 else 0
+sharpe = (ann - 4) / vol if vol else 0
+peak = max_dd = 0
+for v in eq:
+    peak = max(peak, v); max_dd = min(max_dd, (v-peak)/peak)
+print(f"Backtest {strategy} on ${ticker} (${period}):")
+print(f"  Total return: {total:.2f}% over {days} days")
+print(f"  Annualized: {ann:.2f}%, vol {vol:.2f}%, Sharpe {sharpe:.2f}")
+print(f"  Max drawdown: {max_dd*100:.2f}%")
+`;
+      return executeTool('execute_code', { language: 'python', code, timeout: 60 }, config);
+    }
+
+    case 'portfolio_correlation': {
+      // Pearson correlation matrix of all portfolio holdings + SPY benchmark.
+      const period = params.period || '1y';
+      const fs = await import('fs'); const path = await import('path'); const os = await import('os');
+      const file = path.default.join(os.default.homedir(), '.nha', 'portfolio.json');
+      if (!fs.default.existsSync(file)) return 'Portfolio is empty.';
+      const pf = JSON.parse(fs.default.readFileSync(file, 'utf-8'));
+      const positions = pf.positions || [];
+      if (positions.length < 2) return 'Need at least 2 positions for a correlation matrix.';
+      const symbols = [...positions.map(p => p.ticker), 'SPY'];
+      const series = {};
+      for (const s of symbols) {
+        try {
+          const r = await fetch(`https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(s)}?range=${period}&interval=1d`, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+          if (!r.ok) continue;
+          const d = await r.json();
+          series[s] = d?.chart?.result?.[0]?.indicators?.quote?.[0]?.close?.filter(Number.isFinite) || [];
+        } catch {}
+      }
+      const valid = Object.entries(series).filter(([_, a]) => a.length > 30);
+      if (valid.length < 2) return 'portfolio_correlation: not enough historical data.';
+      const N = Math.min(...valid.map(([_, a]) => a.length));
+      const rets = Object.fromEntries(valid.map(([s, a]) => {
+        const arr = a.slice(-N);
+        return [s, arr.slice(1).map((v, i) => (v - arr[i]) / arr[i])];
+      }));
+      const mean = (a) => a.reduce((x, y) => x + y, 0) / a.length;
+      const corr = (a, b) => {
+        const ma = mean(a), mb = mean(b);
+        let num = 0, dA = 0, dB = 0;
+        for (let i = 0; i < a.length; i++) { const xa = a[i] - ma, xb = b[i] - mb; num += xa * xb; dA += xa * xa; dB += xb * xb; }
+        return num / Math.sqrt(dA * dB || 1);
+      };
+      const syms = valid.map(([s]) => s);
+      const matrix = syms.map(a => syms.map(b => corr(rets[a], rets[b])));
+      const lines = [`Correlation matrix (${period}, ${N} days)`];
+      lines.push('         ' + syms.map(s => s.padStart(8)).join(''));
+      matrix.forEach((row, i) => {
+        lines.push(syms[i].padEnd(9) + row.map(v => v.toFixed(2).padStart(8)).join(''));
+      });
+      // Find pairs with highest correlation (excluding self/SPY)
+      const pairs = [];
+      for (let i = 0; i < syms.length; i++) for (let j = i + 1; j < syms.length; j++) {
+        if (syms[i] === 'SPY' || syms[j] === 'SPY') continue;
+        pairs.push({ a: syms[i], b: syms[j], r: matrix[i][j] });
+      }
+      pairs.sort((a, b) => b.r - a.r);
+      if (pairs.length) {
+        lines.push('\nMost correlated pairs (concentration risk):');
+        pairs.slice(0, 3).forEach(p => lines.push(`  ${p.a} ↔ ${p.b}: ${p.r.toFixed(2)}${p.r > 0.7 ? '  ⚠ high' : ''}`));
+        lines.push('\nLeast correlated (diversification value):');
+        pairs.slice(-3).reverse().forEach(p => lines.push(`  ${p.a} ↔ ${p.b}: ${p.r.toFixed(2)}`));
+      }
+      return lines.join('\n');
+    }
+
+    case 'portfolio_sector_breakdown': {
+      const fs = await import('fs'); const path = await import('path'); const os = await import('os');
+      const file = path.default.join(os.default.homedir(), '.nha', 'portfolio.json');
+      if (!fs.default.existsSync(file)) return 'Portfolio is empty.';
+      const pf = JSON.parse(fs.default.readFileSync(file, 'utf-8'));
+      const positions = pf.positions || [];
+      if (positions.length === 0) return 'Portfolio is empty.';
+      const symbols = positions.map(p => p.ticker);
+      // Batch-fetch assetProfile + live price
+      const summaries = {};
+      for (const s of symbols) {
+        try {
+          const r = await fetch(`https://query2.finance.yahoo.com/v10/finance/quoteSummary/${encodeURIComponent(s)}?modules=assetProfile,summaryDetail,price`, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+          if (r.ok) {
+            const d = await r.json();
+            summaries[s] = d?.quoteSummary?.result?.[0] || {};
+          }
+        } catch {}
+      }
+      const rows = positions.map(p => {
+        const sx = summaries[p.ticker] || {};
+        const sector = sx.assetProfile?.sector || sx.assetProfile?.industry || 'Unknown';
+        const industry = sx.assetProfile?.industry || '';
+        const country = sx.assetProfile?.country || 'Unknown';
+        const currency = sx.price?.currency || sx.summaryDetail?.currency || 'USD';
+        const price = sx.price?.regularMarketPrice?.raw || 0;
+        const value = price * p.qty;
+        return { ticker: p.ticker, sector, industry, country, currency, value };
+      });
+      const total = rows.reduce((a, r) => a + r.value, 0) || 1;
+      const bySector = {};
+      const byCountry = {};
+      const byCurrency = {};
+      rows.forEach(r => {
+        bySector[r.sector] = (bySector[r.sector] || 0) + r.value;
+        byCountry[r.country] = (byCountry[r.country] || 0) + r.value;
+        byCurrency[r.currency] = (byCurrency[r.currency] || 0) + r.value;
+      });
+      const fmt = (obj) => Object.entries(obj).sort((a, b) => b[1] - a[1])
+        .map(([k, v]) => `  ${k.padEnd(28)} ${((v / total) * 100).toFixed(1).padStart(6)}%   $${v.toFixed(0).padStart(10)}`).join('\n');
+      return [
+        `Portfolio breakdown — total value $${total.toFixed(0)}`,
+        '',
+        `By sector:\n${fmt(bySector)}`,
+        '',
+        `By country:\n${fmt(byCountry)}`,
+        '',
+        `By currency:\n${fmt(byCurrency)}`,
+      ].join('\n');
+    }
+
+    case 'portfolio_var': {
+      // Historical-simulation Value at Risk and Expected Shortfall.
+      const period = params.period || '1y';
+      const conf = parseFloat(params.confidence || '0.95'); // 95% default; pass 0.99 for stress
+      const fs = await import('fs'); const path = await import('path'); const os = await import('os');
+      const file = path.default.join(os.default.homedir(), '.nha', 'portfolio.json');
+      if (!fs.default.existsSync(file)) return 'Portfolio is empty.';
+      const pf = JSON.parse(fs.default.readFileSync(file, 'utf-8'));
+      const positions = pf.positions || [];
+      if (positions.length === 0) return 'Portfolio is empty.';
+      const symbols = positions.map(p => p.ticker);
+      const series = {};
+      for (const s of symbols) {
+        try {
+          const r = await fetch(`https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(s)}?range=${period}&interval=1d`, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+          if (!r.ok) continue;
+          const d = await r.json();
+          series[s] = d?.chart?.result?.[0]?.indicators?.quote?.[0]?.close?.filter(Number.isFinite) || [];
+        } catch {}
+      }
+      const valid = positions.filter(p => (series[p.ticker] || []).length > 30);
+      if (valid.length === 0) return 'portfolio_var: not enough data.';
+      const N = Math.min(...valid.map(p => series[p.ticker].length));
+      const lastPrice = (p) => series[p.ticker][series[p.ticker].length - 1];
+      const values = valid.map(p => p.qty * lastPrice(p));
+      const totalValue = values.reduce((a, b) => a + b, 0);
+      const weights = values.map(v => v / totalValue);
+      const dailyRet = (a) => a.slice(1).map((v, i) => (v - a[i]) / a[i]);
+      const tickerRets = valid.map(p => dailyRet(series[p.ticker]).slice(-N + 1));
+      const minLen = Math.min(...tickerRets.map(r => r.length));
+      const portfRets = [];
+      for (let i = 0; i < minLen; i++) {
+        let r = 0;
+        for (let j = 0; j < tickerRets.length; j++) r += (tickerRets[j][i] || 0) * weights[j];
+        portfRets.push(r);
+      }
+      // Sort returns ascending; VaR is the loss at the (1-conf) quantile.
+      const sorted = [...portfRets].sort((a, b) => a - b);
+      const idx = Math.floor((1 - conf) * sorted.length);
+      const varRet = sorted[idx];
+      const tailLosses = sorted.slice(0, idx + 1);
+      const esRet = tailLosses.reduce((a, b) => a + b, 0) / (tailLosses.length || 1);
+      const portValue = positions.reduce((a, p) => a + (lastPrice(p) || 0) * p.qty, 0);
+      return [
+        `Portfolio VaR (Historical Simulation, ${period}, ${minLen} days)`,
+        `Confidence: ${(conf * 100).toFixed(0)}%`,
+        `Portfolio value: $${portValue.toFixed(0)}`,
+        `Daily VaR: ${(varRet * 100).toFixed(2)}%  =  $${(varRet * portValue).toFixed(0)} loss`,
+        `Expected Shortfall (CVaR): ${(esRet * 100).toFixed(2)}%  =  $${(esRet * portValue).toFixed(0)} avg tail loss`,
+        `10-day VaR (sqrt-time scaled): ${(varRet * Math.sqrt(10) * 100).toFixed(2)}%  =  $${(varRet * Math.sqrt(10) * portValue).toFixed(0)}`,
+        '',
+        `Interpretation: with ${(conf * 100).toFixed(0)}% confidence, daily losses won't exceed the VaR figure.`,
+        `When they do (the worst ${((1 - conf) * 100).toFixed(0)}% of days), the average loss is the ES/CVaR.`,
+      ].join('\n');
+    }
+
+    case 'portfolio_rebalance': {
+      // Compare current weights vs target weights. Targets can be passed as
+      // `params.targets = {AAPL: 0.20, MSFT: 0.15, ...}` or read from
+      // `~/.nha/portfolio.json` field `targets`. Without targets we assume
+      // equal-weight.
+      const fs = await import('fs'); const path = await import('path'); const os = await import('os');
+      const file = path.default.join(os.default.homedir(), '.nha', 'portfolio.json');
+      if (!fs.default.existsSync(file)) return 'Portfolio is empty.';
+      const pf = JSON.parse(fs.default.readFileSync(file, 'utf-8'));
+      const positions = pf.positions || [];
+      if (positions.length === 0) return 'Portfolio is empty.';
+      let targets = params.targets || pf.targets || null;
+      if (!targets) {
+        const eq = 1 / positions.length;
+        targets = Object.fromEntries(positions.map(p => [p.ticker, eq]));
+      }
+      const symbols = positions.map(p => p.ticker);
+      const r = await fetch(`https://query1.finance.yahoo.com/v7/finance/quote?symbols=${symbols.join(',')}`, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+      if (!r.ok) return `portfolio_rebalance: HTTP ${r.status}`;
+      const d = await r.json();
+      const priceMap = Object.fromEntries((d?.quoteResponse?.result || []).map(q => [q.symbol, q.regularMarketPrice]));
+      const rows = positions.map(p => {
+        const px = priceMap[p.ticker] || 0;
+        const value = px * p.qty;
+        return { ticker: p.ticker, qty: p.qty, price: px, value };
+      });
+      const total = rows.reduce((a, r) => a + r.value, 0) || 1;
+      const lines = [`Portfolio rebalance — total $${total.toFixed(0)}`];
+      lines.push(`${'Ticker'.padEnd(10)}${'Current %'.padStart(12)}${'Target %'.padStart(12)}${'Drift'.padStart(10)}${'Action'.padStart(30)}`);
+      let totalTrade = 0;
+      rows.forEach(p => {
+        const current = (p.value / total) * 100;
+        const target = (targets[p.ticker] || 0) * 100;
+        const drift = current - target;
+        const tradeUsd = (target - current) / 100 * total;
+        const shares = p.price > 0 ? tradeUsd / p.price : 0;
+        const action = Math.abs(drift) < 1 ? '✓ ok'
+          : drift > 0 ? `SELL ${Math.abs(shares).toFixed(2)} @ $${p.price.toFixed(2)}`
+          : `BUY  ${Math.abs(shares).toFixed(2)} @ $${p.price.toFixed(2)}`;
+        totalTrade += Math.abs(tradeUsd);
+        lines.push(`${p.ticker.padEnd(10)}${current.toFixed(2).padStart(11)}%${target.toFixed(2).padStart(11)}%${(drift >= 0 ? '+' : '') + drift.toFixed(2).padStart(8)}%${action.padStart(30)}`);
+      });
+      lines.push(`\nTotal trade volume to rebalance: $${totalTrade.toFixed(0)}`);
+      lines.push(`Drift threshold ≥ 1% → trades suggested above. Below threshold → leave as is.`);
+      return lines.join('\n');
+    }
+
+    case 'insider_trading': {
+      const ticker = String(params.ticker || '').toUpperCase();
+      const limit = Math.min(parseInt(params.limit || '15', 10), 30);
+      if (!ticker) return 'insider_trading: ticker required.';
+      try {
+        const ua = 'NotHumanAllowed CLI hello@nothumanallowed.com';
+        const tres = await fetch('https://www.sec.gov/files/company_tickers.json', { headers: { 'User-Agent': ua } });
+        if (!tres.ok) return `insider_trading: ticker map HTTP ${tres.status}`;
+        const map = await tres.json();
+        const entry = Object.values(map).find(e => e.ticker?.toUpperCase() === ticker);
+        if (!entry) return `insider_trading: ${ticker} not in SEC EDGAR (US-listed only).`;
+        const cik = String(entry.cik_str).padStart(10, '0');
+        const fres = await fetch(`https://data.sec.gov/submissions/CIK${cik}.json`, { headers: { 'User-Agent': ua } });
+        if (!fres.ok) return `insider_trading: HTTP ${fres.status}`;
+        const fd = await fres.json();
+        const recent = fd.filings?.recent || {};
+        const rows = [];
+        for (let i = 0; i < (recent.form?.length || 0); i++) {
+          if (recent.form[i] !== '4') continue;
+          rows.push({
+            date: recent.filingDate[i],
+            accession: recent.accessionNumber[i],
+            primary: recent.primaryDocument[i],
+          });
+          if (rows.length >= limit) break;
+        }
+        if (rows.length === 0) return `insider_trading: no Form 4 (insider) filings for ${ticker}.`;
+        const lines = [`Insider trading (Form 4) — ${entry.title} (${ticker}) — last ${rows.length}`];
+        rows.forEach(r => {
+          const accNoDash = r.accession.replace(/-/g, '');
+          const url = `https://www.sec.gov/Archives/edgar/data/${parseInt(cik, 10)}/${accNoDash}/${r.primary}`;
+          lines.push(`  ${r.date}  Form 4 → ${url}`);
+        });
+        lines.push(`\nNote: Form 4 filings report officer/director/10%-owner transactions. Open URLs to see whether BUY (acquired) or SELL (disposed).`);
+        return lines.join('\n');
+      } catch (e) { return `insider_trading error: ${e.message}`; }
+    }
+
+    case 'italian_market': {
+      // FTSE MIB constituents and BTP-Bund spread (10y Italy minus 10y Germany).
+      const which = String(params.what || 'all').toLowerCase();
+      const lines = [];
+      try {
+        if (which === 'all' || which === 'mib' || which === 'index') {
+          const r = await fetch('https://query1.finance.yahoo.com/v8/finance/chart/FTSEMIB.MI?range=5d&interval=1d', { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+          if (r.ok) {
+            const d = await r.json();
+            const res = d.chart.result[0];
+            const closes = res.indicators.quote[0].close.filter(Boolean);
+            const last = closes[closes.length - 1];
+            const prev = closes[closes.length - 2];
+            const chg = prev ? ((last - prev) / prev * 100) : 0;
+            lines.push(`FTSE MIB: ${last?.toFixed(0)} (${chg >= 0 ? '+' : ''}${chg.toFixed(2)}% giorn.)`);
+          }
+        }
+        if (which === 'all' || which === 'spread' || which === 'btp') {
+          const [it, de] = await Promise.all([
+            fetch('https://query1.finance.yahoo.com/v8/finance/chart/^TNX-IT?range=1d&interval=1d', { headers: { 'User-Agent': 'Mozilla/5.0' } }).catch(() => null),
+            fetch('https://query1.finance.yahoo.com/v8/finance/chart/^TNX-DE?range=1d&interval=1d', { headers: { 'User-Agent': 'Mozilla/5.0' } }).catch(() => null),
+          ]);
+          // Yahoo doesn't expose BTP/Bund directly via simple ticker; use approx via futures or skip.
+          lines.push('BTP-Bund spread: dato non disponibile via Yahoo gratis. Suggerisco fetch_url su https://www.borsaitaliana.it/borsa/obbligazioni.html');
+        }
+        // Top constituents — manual list of FTSE MIB blue chips, fetched as batch
+        if (which === 'all' || which === 'constituents' || which === 'top') {
+          const tickers = ['ENI.MI','ENEL.MI','UCG.MI','ISP.MI','STLAM.MI','RACE.MI','TIT.MI','G.MI','MB.MI','LDO.MI','PRY.MI','SPM.MI','PST.MI','BAMI.MI','FBK.MI'];
+          const r = await fetch(`https://query1.finance.yahoo.com/v7/finance/quote?symbols=${tickers.join(',')}`, { headers: { 'User-Agent': 'Mozilla/5.0 (compatible; NHA/1.0)' } });
+          if (r.ok) {
+            const d = await r.json();
+            const quotes = d?.quoteResponse?.result || [];
+            lines.push('\nFTSE MIB — Top constituents:');
+            quotes.forEach(q => {
+              const chg = q.regularMarketChangePercent;
+              lines.push(`  ${q.symbol.padEnd(9)} ${(q.shortName || '').slice(0, 22).padEnd(23)} €${(q.regularMarketPrice || 0).toFixed(2).padStart(8)}  ${(chg >= 0 ? '+' : '') + chg?.toFixed(2)}%`);
+            });
+          }
+        }
+        if (lines.length === 0) return `italian_market: parametro "what" non riconosciuto. Usa "all" | "mib" | "constituents" | "spread".`;
+        return lines.join('\n');
+      } catch (e) { return `italian_market error: ${e.message}`; }
+    }
+
     default:
       return `Unknown action: ${action}`;
   }

package/src/ui-dist/assets/{index-CslYq7tx.js → index-DKPyRmuw.js}

@@ -274,7 +274,57 @@ Provide specific, actionable levels. Use technical analysis (EMA, RSI, MACD, Fib
    - Maximum drawdown and recovery expectations
    - Strategy capacity (AUM limits before alpha decay)
    - Implementation costs: slippage, market impact, transaction costs
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+   - Key risks: overfitting, regime change, crowding`,agents:[{icon:`📊`,agent:`oracle`,label:`Oracle`,status:`waiting`,output:``},{icon:`💹`,agent:`mercury`,label:`Mercury`,status:`waiting`,output:``},{icon:`📈`,agent:`edi`,label:`Edi`,status:`waiting`,output:``},{icon:`⚠️`,agent:`cassandra`,label:`Cassandra`,status:`waiting`,output:``},{icon:`🔥`,agent:`prometheus`,label:`Prometheus`,status:`waiting`,output:``}]},{label:`💼 Portfolio Health Check`,task:`You are a multi-asset risk manager and portfolio strategist. Produce a comprehensive weekly health check of the user's portfolio (the actual positions persisted in ~/.nha/portfolio.json). Use the dedicated tools:
+- portfolio_summary: current positions, live P/L, cost basis, totals
+- portfolio_metrics(period="1y"): annualized return, vol, Sharpe, Sortino, max drawdown, beta vs SPY
+- portfolio_var(period="1y", confidence=0.95): daily VaR + Expected Shortfall + 10-day VaR
+- portfolio_correlation(period="1y"): full correlation matrix + concentration pairs
+- portfolio_sector_breakdown: % allocation by sector, country, currency
+- portfolio_rebalance: current vs target weights drift + exact trades to bring back in line
+- peer_comparison for the TOP 3 positions: side-by-side P/E, P/B, ROE, D/E, dividend yield
+- news_sentiment for each position with weight > 10%: aggregate verdict + key headlines
+- economic_calendar(country="US", days=7): macro events that could move the book
+- market_news(query="Federal Reserve" OR "ECB"): central bank chatter
+
+Then produce a structured report:
+
+1. EXECUTIVE SUMMARY (3 bullets max) — overall health (green/yellow/red), biggest concentration risk, one concrete action this week.
+2. PERFORMANCE & RISK — YTD vs SPY, Sharpe, max drawdown, beta. Flag Sharpe < 0.5 or beta > 1.3. VaR 95% in $ and %.
+3. DIVERSIFICATION SCORECARD — sector concentration > 35%? unhedged FX > 20%? correlated pairs r > 0.7? effectively independent bets (1/sum(weight²)).
+4. POSITION-BY-POSITION REVIEW — for each holding > 5%: fundamentals snapshot, technical signal, news sentiment, catalyst calendar, verdict HOLD/TRIM/ADD/EXIT with rationale.
+5. REBALANCING PLAN — use portfolio_rebalance output. Sort by absolute drift. Flag tax implications if gain > 30%.
+6. WEEK AHEAD WATCHLIST — macro events, earnings dates, technical levels to monitor.
+7. ONE-LINE BOTTOM LINE — the sentence the user should remember in 30 seconds.
+
+Quantitative. Numbers. No vague platitudes.`,agents:[{icon:`💼`,agent:`oracle`,label:`Oracle`,status:`waiting`,output:``},{icon:`⚠️`,agent:`cassandra`,label:`Cassandra`,status:`waiting`,output:``},{icon:`💹`,agent:`mercury`,label:`Mercury`,status:`waiting`,output:``},{icon:`📰`,agent:`herald`,label:`Herald`,status:`waiting`,output:``},{icon:`🔥`,agent:`prometheus`,label:`Prometheus`,status:`waiting`,output:``}]},{label:`📊 Earnings Preview — Week Ahead`,task:`You are an earnings strategist. For each ticker the user names (or the most-watched names of the week if none): pull earnings_calendar (date + EPS estimate + last 4 surprises), market_indicators (current valuation), peer_comparison (vs industry), options_chain (implied move = straddle / spot × 100), news_sentiment (pre-earnings tone), market_chart period="3mo" (technical setup, RSI, key levels).
+
+Then produce:
+1. CONSENSUS vs OPTIONS-IMPLIED MOVE — disagreement is the trade.
+2. SETUP CATEGORIZATION — 🟢 HIGH-CONVICTION LONG (beats + cheap IV + bullish chart) | 🔴 SHORT INTO PRINT (deteriorating + expensive IV) | 🟡 STRADDLE (binary, no directional edge) | ⚪ SKIP.
+3. SIZING & RISK — % of book, stop loss $ and %, hedging idea (peer offset, sector ETF, VIX call).
+4. POST-EARNINGS PLAYBOOK — beats+raises: trail stop to BE at +5%. Misses+solid guidance: fade. Misses+lowers: short reversal. Beats+weak guidance: tactical short.
+
+Specific prices. Specific levels.`,agents:[{icon:`💹`,agent:`mercury`,label:`Mercury`,status:`waiting`,output:``},{icon:`💼`,agent:`oracle`,label:`Oracle`,status:`waiting`,output:``},{icon:`📰`,agent:`herald`,label:`Herald`,status:`waiting`,output:``},{icon:`⚠️`,agent:`cassandra`,label:`Cassandra`,status:`waiting`,output:``}]},{label:`🔄 Sector Rotation Scan`,task:`You are a top-down sector strategist. Run a 4-week rotation scan.
+
+Data: macro_data(indicator="all") for regime, stock_screener(day_gainers/day_losers, 20 each) for breadth, for each SPDR sector ETF (XLK, XLF, XLE, XLV, XLI, XLP, XLY, XLU, XLB, XLRE, XLC): market_chart period="3mo" + market_indicators. Plus market_news(query="sector rotation") and economic_calendar(country="US", days=14).
+
+Report:
+1. MACRO REGIME — cycle phase, risk-on/off, dollar regime, inflation surprise direction.
+2. SECTOR LEADERSHIP TABLE — 11 sectors ranked by 1mo / 3mo / YTD performance, RSI, distance from 50d MA.
+3. CROSS-SECTOR SIGNALS — cyclicals vs defensives (XLI+XLY+XLB vs XLP+XLV+XLU), banks vs gold (XLF vs GLD), energy vs tech (XLE vs XLK), discretionary vs staples (XLY vs XLP).
+4. TACTICAL CALLS — 2 OVERWEIGHT + 2 UNDERWEIGHT with specific ETF + 1-3 leading names + entry zone + invalidation.
+5. KEY RISK — the macro event that breaks the thesis + stop-loss conditions at the ETF level.`,agents:[{icon:`🌍`,agent:`oracle`,label:`Oracle`,status:`waiting`,output:``},{icon:`💹`,agent:`mercury`,label:`Mercury`,status:`waiting`,output:``},{icon:`📊`,agent:`cartographer`,label:`Cartographer`,status:`waiting`,output:``},{icon:`⚠️`,agent:`cassandra`,label:`Cassandra`,status:`waiting`,output:``}]},{label:`🇮🇹 Italian Market Daily Brief`,task:`Sei uno strategist del mercato italiano. Produci il brief giornaliero in italiano. Usa: italian_market(what="all"), macro_data(indicator="indices"), macro_data(indicator="commodities"), market_news(query="Borsa Italiana"), news_sentiment(query="MIB", limit=15), economic_calendar(country="IT", days=5), economic_calendar(country="EU", days=5), earnings_calendar per i top 5 MIB con earnings nei prossimi 14 giorni, peer_comparison per i 3 titoli più mossi.
+
+Struttura:
+1. APERTURA in 3 righe — FTSE MIB livello + delta %, tono, notizia dominante.
+2. SETTORI MOTORI E FRENI — top 3 su / top 3 giù + ragione, performance vs DAX e CAC.
+3. TITOLI DA SEGUIRE — 3 movimenti significativi (% + volume + news), 2 breakout/breakdown tecnici da 50d MA.
+4. CONTESTO MACRO ITALIA — spread BTP-Bund, EUR/USD impatto su esportatrici (ENI, STM), BCE/Fed.
+5. EVENTI SETTIMANA — earnings (UCG, ISP, ENI…), dati macro, decisioni politiche.
+6. SENTIMENT — mood stampa, flussi, idea direzionale.
+7. TRADE DEL GIORNO — 1 long + 1 short con entry, stop, target precisi. Sizing in % portafoglio.
+
+Tutto quantitativo. 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         <div class="section">

package/src/ui-dist/index.html

@@ -8,7 +8,7 @@
     <link rel="apple-touch-icon" sizes="180x180" href="/apple-touch-icon.png" />
     <meta name="viewport" content="width=device-width, initial-scale=1.0" />
     <title>NHA — NotHumanAllowed</title>
-    <script type="module" crossorigin src="/assets/index-CslYq7tx.js"></script>
+    <script type="module" crossorigin src="/assets/index-DKPyRmuw.js"></script>
     <link rel="stylesheet" crossorigin href="/assets/index-IQn8QiFW.css">
   </head>
   <body>