/ib-pmcc-advisor

PMCC Advisor Report - Markdown Template

Format the JSON data into a markdown report saved to sandbox/.

Filename: pmcc_advisor_{ACCOUNT}_{YYYY-MM-DD}_{HHmm}.md

• Use first account ID for ACCOUNT. If multiple accounts, use "multi".
• Derive date/time from generated_at.

Report Sections

1. Header

# PMCC Advisor Report
**Generated:** {generated_at}  |  **Data:** {data_delay}  |  **Account:** {accounts joined by ", "}
**Price mode:** {price_mode}  |  **Min roll DTE:** {min_roll_dte}
**Scope:** Full portfolio   ← use this line when symbols_filter is null
**Scope:** Filtered — {symbols_filter joined by ", "}   ← use this line when symbols_filter is non-null

2. Red Flags Summary

Only include this section if any spread triggers at least one condition. Title: ## ⚠️ Red Flags

List each flagged spread as a bullet. Check all of the following:

Format each line as:

- **{SYMBOL}**: {flag1}, {flag2}, ...

Multiple flags for the same symbol are combined on one line, comma-separated.

3. One Section Per Spread

For each entry in spreads[], render a full section. Order: by assignment probability descending (most at-risk first).

Section header

---

## {SYMBOL} — {qty} contract(s) | Spot: ${underlying_price} | LEAPS: {long.expiry formatted as "Mon DD YYYY"}

3a. Company Description

Always include a one-sentence description of what the company does, drawn from your own knowledge.

> {Company name} — {one sentence: sector, primary business, why it's relevant to a trader}

Example: > JPMorgan Chase (JPM) — largest U.S. bank by assets, operating across investment banking, consumer finance, and asset management.

3b. Technical Profile (include only if technical data is present in conversation context)

If the conversation context contains bullish scan results, technical analysis, or any RSI / MACD / EMA / ADX data for this symbol, render this section. If no technical data is available, omit the section entirely — do not invent values.

### Technical Profile

| Indicator | Value | Signal |
|-----------|-------|--------|
| Price vs SMA20 | {pct_from_sma20:+.1f}% | Above / Below |
| Price vs SMA50 | {pct_from_sma50:+.1f}% | Above / Below |
| RSI (14) | {rsi:.1f} | Bullish (>50) / Neutral / Oversold (<30) |
| MACD | {macd:.3f} vs signal {macd_signal:.3f} | Bullish / Bearish crossover |
| EMA9 / EMA21 | {ema9:.2f} / {ema21:.2f} | Golden cross {N}d ago / Death cross / Flat |
| ADX | {adx:.1f} | Strong trend (>25) / Weak |
| 3mo Return | {period_return_pct:+.1f}% | — |
| Bullish Score | {score:.2f} / 9.5 | — |

Only include rows for which data is available. Omit rows where the value is unknown.

Crossover interpretation:

• EMA golden cross ≤5d ago: "Fresh golden cross {N}d ago"
• EMA golden cross 6–10d ago: "Golden cross {N}d ago"
• EMA golden cross >10d ago: "Golden cross {N}d ago (aging)"
• MACD crossover ≤3d ago: "Fresh bullish crossover {N}d ago"
• No crossover in period: omit the crossover detail

3c. Earnings Alert (only if earnings.date is not null)

> **Earnings:** {earnings.date} {earnings.timing or ""}

If warning_short is true, append: — ⚠️ within current short window If warning_roll_indices is non-empty, append: — ⚠️ overlaps roll(s) {warning_roll_indices}

3d. Spread Structure

Two-row table showing both legs side by side:

### Spread Structure

| Leg | Strike | Expiry | DTE | Avg Cost | Current Price | IV (BS) | IV (IB) |
|-----|--------|--------|-----|----------|---------------|---------|---------|
| Long (LEAPS) | ${long.strike} | {long.expiry → Mon DD YYYY} | {long.dte:.0f}d | ${long.avg_cost:.2f} | ${long.current_price or "—"} | {long.iv_pct or "—"}% | {long.ib_iv_pct or "—"}% |
| Short | ${short.strike} | {short.expiry → Mon DD YYYY} | {short.dte:.1f}d | received ${short.premium_received:.2f} | ${short.current_price or "—"} | {short.iv_pct or "—"}% | {short.ib_iv_pct or "—"}% |

Show IB delta and IB IV columns only if ib_delta or ib_iv_pct are non-null for any row; otherwise omit them.

3e. Short Leg Risk

### Short Leg Risk

| Delta (BS) | Delta (IB) | Assignment Prob | DTE |
|------------|------------|-----------------|-----|
| {short.delta} | {short.ib_delta or "—"} | **{short.assignment_prob_pct}%** | {short.dte:.1f}d |

Color cue for assignment probability (text label only, no emojis unless instructed):

• < 20%: LOW
• 20–35%: MODERATE
• 35–50%: HIGH ⚠️

• 50%: VERY HIGH 🚨

Append the color cue in parentheses after the probability value in the table cell.

3f. Daily P&L Projections

Show all rows from daily_pnl[]. This is the exit P&L if you close the spread on that day with the underlying at the optimal spot.

### Daily P&L Projections

| Date | Days to Expiry | Best Exit Spot | Max P&L |
|------|----------------|---------------|---------|
| {date} | {days_to_short_expiry:.1f}d | ${optimal_spot} | ${pnl:,.2f} |

• Highlight the row with the highest pnl value with a ← marker in the P&L column.
• pnl is already scaled by qty × 100 (total dollars).
• Negative P&L values: show in parentheses, e.g., ($1,234.56).

3g. Roll Candidates

If roll_candidates is empty:

### Roll Candidates

*No viable roll candidates found.*

Otherwise:

### Roll Candidates

| # | Strike | Expiry | DTE | Delta | Assign% | IV | Net Credit | $/day | P&L if Assigned | Bid | Ask |
|---|--------|--------|-----|-------|---------|----|------------|-------|-----------------|-----|-----|
| 1 | ${strike} | {expiry → Mon DD} | {dte:.0f}d | {delta} | {assignment_prob}% | {iv_pct}% | ${net_credit:+.2f} | ${profit_per_day:.4f} | ${pnl_if_assigned:,.2f} | ${bid or "—"} | ${ask or "—"} |

• Net credit: show with sign (+ = credit, − = debit).
• P&L if assigned negative: parentheses, e.g., ($358.00).
• All rolls capped at LEAPS expiry (leaps_expiry) — no roll will exceed it.

3h. Comparison Table

### Comparison

|  | Strike | Expiry | DTE | Delta | Assign% | $/day | P&L if Assigned |
|--|--------|--------|-----|-------|---------|-------|-----------------|
| **Current** | ${strike} | {Mon DD YYYY} | {dte:.1f}d | {delta} | {assignment_prob}% | ${profit_per_day:.4f} | ${pnl_if_assigned:,.2f} |
| Roll 1 | ... | ... | ... | ... | ... | ... | ... |
| Roll 2 | ... | ... | ... | ... | ... | ... | ... |
| Roll 3 | ... | ... | ... | ... | ... | ... | ... |

Only include Roll 2 / Roll 3 rows if they exist in comparison.

Bold the row with the best (lowest) assignment probability.

3i. Recommendation

### Recommendation

{One to three sentences. State: hold / roll / close, and which roll if applicable.
Reference the assignment probability, DTE, earnings context if relevant, and net credit.
If no rolls exist, say so and suggest hold or close.}

4. Footer

---
*Generated by PMCC Advisor on {generated_at}*

Formatting Conventions

Expiry Conversion

Convert YYYYMMDD → human-readable:

• 20260508 → May 08 2026 (full) or May 08 (compact in tables)
• 20260918 → Sep 18 2026