nothumanallowed 15.1.68 → 15.1.69

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "nothumanallowed",
-  "version": "15.1.68",
+  "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 = '15.1.68';
+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

@@ -720,6 +720,28 @@ TOOLS:
 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)
@@ -4460,6 +4482,254 @@ 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();

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
-   - 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:``}]}],De=`trading strategy.fundamental analysis.portfolio risk.sector deep dive.crypto analysis.quant factor.macro regime.cross-asset.hedge.derivative.yield curve.market_price.market_chart.market_indicators.macro_data.crypto_data.valuation.equity.earnings.dividend.short interest.volatility.options.futures.bitcoin.ethereum`.split(`.`),Oe=[`Analyze my unread emails and create a priority action plan`,`Search the web for AI news today and summarize it in a canvas report`,`Check my calendar for this week and suggest how to optimize my schedule`,`Review my GitHub notifications and draft 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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>