Roadmap

The plan from today to a public 1.0, then what comes after. Each release has a goal, the issues in it, and a test for “done”. Target dates are aims, not promises: a release ships when its “done when” list is true. Have an opinion? Open a Discussion or upvote an issue — the roadmap follows demand.

The live view is on GitHub: milestones for releases, and eleven epics for the themes. Every open issue is a sub-issue of exactly one epic, so each epic shows its full list and progress.

Legend: ✅ shipped · 🛠️ in progress · 📋 planned · 💡 exploring

✅ Shipped

0.8.1 — fix what was wrong

• Imports no longer lose lots: a second tradebook or broker file merges, same-day trades are intraday, HDFC and Mindtree trades use the merger ratios, and writes are locked
• Gold, silver, liquid and international ETFs are no longer taxed as listed shares
• Correct SIP projection, BSE codes reported as not found, USD statements converted, dividend yield
• verdict, ipo, picks and intraday show scores and data, never buy/sell calls
• Yahoo’s session opens lazily, so one failed handshake no longer stops every command
• Tax: 4% cess, dated advance-tax payments, one classification across tax in, tax export in, tax advance and harvest, sale-date rates in the export, and FIFO-aware harvest
• Calculations: put build-up for the underlying, date-aligned correlation, 365-bar crypto annualisation, prior-session pivots, dollar size cut-offs
• Alerts, simulator and trade safety fixes; --yes orders need max_order_value
• Scorecards count only the signals that have data; statements in another currency convert correctly; neutral wording in technical, ipo, longterm, the report and the daemon
• Docs site: a Troubleshooting page, README and docs checked against the binary; changelog fragments replace edits to CHANGELOG.md

0.8 — portfolio depth, tax season and an easier start

• Portfolio X-Ray (look-through overlap across stocks, funds and ETFs), target allocations with drift bands and inflow-only rebalancing, and lot-level harvest with --json/--csv
• Advance tax instalments (Section 211/234C); open-interest analytics and build-up; transparent Piotroski F-score and Altman Z scorecards; an Indian IPO workbench
• Direct .xlsx broker imports; stockwise SYMBOL, short command names and name aliases; --explain on verdict, technical, score and options oi
• Eight more MCP/ask tools; a research workbench in the web dashboard; TUI stock inspector

0.7 — key events timeline, quantified insights and decision engine

• stockwise events: NSE corporate filings + RSS news timeline with regex financial extraction, benchmark-adjusted market reactions and upcoming corporate radar (-m in and -m us)
• stockwise insights: INDmoney-style positive/negative/neutral impact cards across 9 dimensions, with live NSE XBRL shareholding (FII/DII/promoter/pledges) and US SEC insider & institutional data
• stockwise verdict: 6-pillar 0–100 decision engine with entry zone, stop-loss, target price, risk-reward ratio, multi-horizon guidance and bull vs. bear thesis

0.6 — AI assistants and more ways to install (first released in 0.7.0)

• stockwise mcp: 24 read-only tools, resources and prompts for Claude, Cursor and other AI assistants (no orders); stockwise ask with tool calling; llms.txt and an Agent Skill
• Install: PyPI wheels (pipx/uvx, published once enabled), .deb/.rpm, a Termux build, nixpkgs and Termux recipes, a Docker Hub mirror; Linux binaries run on glibc 2.34+ (Ubuntu 22.04, Debian 12, RHEL 9); download stats without telemetry
• Mutual funds and SGBs valued across portfolio views and tax; MF: symbols fixed
• Educational AI wording instead of buy/sell verdicts
• Documentation site with a cheatsheet and a comparison with other tools

0.5 — planning, reporting and more markets

• Planning: capital-gains export (tax export in|us), portfolio vs benchmark with attribution, goal planner (goal sip|retire|education)
• Alerts: RSI, moving-average crosses, breakouts, day-change and volume spikes; results calendar
• Markets: UK, Germany, Japan, Hong Kong, Singapore, Canada, Australia from one table; gold and silver (spot ₹/10 g, ETFs, SGBs, COMEX); G-sec yields and a YTM calculator; NSE/BSE data provider
• Funds & options: AMFI expense ratios, BSE options, options strategy builder with payoff charts
• Simulator: historical replay with the future hidden, challenges, risk-adjusted scores, badges
• Brokers: read-only trade selftest + tester kit, trade sync of fills and GTT status
• Web dashboard in stockwise serve; experimental WASM strategy plugins; MSRV 1.97

0.4 — the whole 0.3 roadmap

• Markets: crypto and FX (-m crypto, -m fx), mutual funds via AMFI (mf search/nav/history/sip/screen), fund/ETF overlap, F&O option chains with greeks, IV, PCR and max pain (NSE + US)
• Portfolio: lots with purchase dates, FIFO sales, XIRR, splits/bonuses/dividends, named portfolios, INR/USD totals, Indian LTCG/STCG with set-off rules
• Brokers: Zerodha, Upstox, Dhan, Fyers (experimental — untested against live accounts) next to Angel One; stop-loss and GTT orders; OS keyring; Groww, Upstox and CAS imports
• Bots & alerts: resilient paper daemon (Ctrl+C square-off, saved state), IST/US exchange clock with holidays, sim settle from intraday bars, alert watch, Telegram/Slack/Discord/email/desktop
• Backtesting: Indian/US cost models, next-bar fills, portfolio and walk-forward backtests, TOML strategy files usable by the intraday bot
• Interfaces: stockwise tui dashboard, stockwise serve JSON API + Prometheus metrics
• Scripting: --json / --csv across commands, config.toml, man pages
• Data & AI: Alpha Vantage / Massive (Polygon) / Twelve Data providers, opt-in OpenAI / Anthropic / Gemini, Hindi (--lang hi, partial)
• Distribution: Docker image, Nix flake, Homebrew/Scoop/winget/AUR manifests

0.3 — usability and safety

• doctor, shell completions, grouped help, --json on core commands
• Typed subcommands with suggestions; real exit codes
• Live orders behind exact instrument matching, preview, and confirmation
• Opt-in local AI; owner-only credential storage; atomic data files
• One-line installer, cargo binstall, checksums, Linux ARM64 binaries

0.2 — first public release

• 57 commands across analysis, screening, bots, trading, and portfolio
• Daemon workers, paper-trading simulator, Angel One live trading
• Broker import (Kite, INDmoney, CSV), Redis cache, braille charts

The road to 1.0

Who 1.0 is for: a self-directed global investor or developer — across the US, UK, Europe, Canada, Australia, APAC, and India (including cross-border expats and NRIs) — who is comfortable in a terminal or an AI assistant, holds stocks, ETFs and funds across brokers and currencies, files their own taxes, and wants their financial data kept strictly private on their own machine. Four jobs must be excellent everywhere: one true multi-currency portfolio, local capital-gains tax done right, instant keyless market lookups, and asking an AI about your money locally. Everything else is secondary until 1.0.

0.9 — global-first markets, stockwise use switcher, investor profiles, multi-jurisdiction tax & year-end checkup (milestone, target: 31 December 2026)

Epics: #257, #258, #259, #260, #261, #262, #278, #279, #280, #281, #282.

Year-end (31 Dec US/EU/CA tax-loss harvesting cutoff, December US/Indian estimated/advance tax, and Q1 UK ISA / Indian Jan–Mar tax windows) is when global and Indian investors look for local-first portfolio, tax, and goal tools.

• 📋 Wave 1 CLI modularisation, one-command installs & self-update (#178, #257, #398) — split src/main.rs into cli/ modules (#178) for conflict-free parallel contributor PRs, stockwise update install-channel-aware self-updater with SHA-256 verification (#398), npm and npx -y stockwise mcp (#228), PyPI (#169), Homebrew (#233), winget (#234), AUR (#235), a Scoop bucket (#236), nixpkgs and Termux (#237), the Docker Hub mirror (#271), and hardened install.sh checksum verification (#130)
• 📋 Instant market switcher (stockwise use), statusbar widget, investor profiles, zero--m resolution & visual demo — stockwise use <market> / use - / interactive session picker / --shell / --status prompt badge / markets world / config set and per-portfolio market binding (#388), <5ms stockwise statusbar (tmux/waybar/sketchybar/starship) & 1-click Raycast/Cursor/VS Code/Zed MCP setup (#408), stockwise init (#192) from install to first portfolio, Investor Profile modes (passive, active with low|med|high risk, and ultra full-telemetry mode) with personal tax-slab & concentration guardrails (#374), zero--m cross-market ticker/EXCHANGE:SYM/ISIN resolution, aliases and completion (#54, #388), and the animated VHS terminal demo in the README (#23)
• 📋 Multi-currency base_currency portfolio, total networth, 12M dividend/income calendar, Index Twin (pme), RSU/ESPP, encrypted backups, family continuity & global broker imports (#248, #389, #396, #397, #403, #404, #407) — trade-date historical FX cost basis (auto-backfilled via ECB/Frankfurter #341), Local Return + FX Impact + Net Dividends attribution, TTWROR (time-weighted) alongside XIRR, Index Twin / Public Market Equivalent (portfolio pme vs SPY/VWCE/NIFTYBEES) (#404), 12-month dividend/coupon calendar (stockwise income) with Yield-on-Cost (YoC) & FCF payout safety (#403), global & Indian total networth (401k/IRA/HSA, ISA/SIPP, RRSP/TFSA, EPF/PPF/NPS, FDs/CDs/T-Bills/SGBs, cash & liabilities) (#248), RSU/ESPP equity-compensation importers (E*TRADE, Shareworks, Schwab EAC, Fidelity NetBenefits), sell-to-cover basis & unvested grant runway (#396), passphrase-encrypted portable backups (stockwise backup), beancount/hledger export (#397), family emergency continuity dossier (#407), and 1-command importers for IBKR (Flex/CSV), Schwab, Fidelity, Robinhood, Vanguard, Trading 212, DEGIRO, Scalable Capital, Wealthsimple, Portfolio Performance (.xml/CSV) and Sharesight alongside Zerodha, Groww, Upstox and PDF CAS (#375)
• 📋 Universal --json & --csv serialization parity, local AI assistant (stockwise ask), agentic ask --auto & MCP — 100% --json and --csv coverage across all data/tabular commands with unified schemas and JSON errors (#381, #223, #180), stockwise mcp setup <client> (#193), the official MCP registry (#194), MCP directories (#242), expanded MCP tools (#53), embedded local LLM inference via pure-Rust candle/GGUF (stockwise ask --local) (#401), and profile-aware stockwise ask --auto / -i REPL with safe workspace actions (stockwise undo) and built-in playbooks (checkup, tax-season, earnings) (#378)
• 📋 Global & Indian tax engines, tax-free wrappers, audit packs & global corporate actions (#259, #390, #399, #405) — pluggable lot-accounting engines (US & AU HIFO/LIFO/MinTax SpecID, UK HMRC Section 104 Pool + 30-day Bed & Breakfast with SA108, Canada ACB + Superficial Loss + T1135, Germany Abgeltungsteuer + 30% ETF Teilfreistellung, and SG/HK 0% CGT + WHT), US 30-day wash sales, NIIT, ESPP Sec. 423 qualifying dispositions (#396), IRS quarterly estimated tax & Form 8949 (#97), tax-advantaged wrappers (Roth IRA, 401k, ISA, SIPP, TFSA, RRSP, NISA), penny-exact event-boundary rounding & reproducible tax export --audit-pack workpapers (#399), global corporate-action auto-detector, Return of Capital (RoC) basis reduction, reverse splits, fractional merger cash (#317), and IRS Form 8937 / HMRC / SEBI spin-off ratio tables (#405), plus full Indian ITR readiness (non-equity ETF categories #318, Jan 2018 grandfathering #247, dividend/interest TDS #246, lot edit/undo #94, bonus lots #95, demergers/renames #96, tax reconcile #203, and portfolio sell --preview with LTCG countdown #375)
• 📋 Global & local post-tax goal & FIRE planning (#356, #392) — horizon-matched return & local sovereign yield baselines (US Treasury, ECB Bund, UK Gilt, JGB, RBI G-Sec) with pre-goal glide paths, per-instalment local tax & wrapper math (401k/Roth/ISA/TFSA/NISA), P10/P50/P90 shortfall odds, sub-year horizons (--months, --by), saved goals (goals.json) linked to portfolio, Global FIRE modes (4% SWR, Coast-FIRE, Guyton-Klinger guardrails), retirement Year-1 crash checks, and goal swp|emergency|prepay
• 📋 19+ global stock markets, SQLite WAL cache, background worker & universal cap tiers (#267, #357, #377) — expand to South Korea, Taiwan, France, Netherlands, Switzerland, China and Brazil (#267), DXY & global FX pairs (#18), zero-setup cache.db (L2 HTTP cache replacing Redis, indexed market_snapshots, incremental daily ohlcv_bars, quarterly results, and tasks queue), market-aware background live-update worker & OS service (stockwise worker + live push for tui/serve), capability routing, shared NSE session (#159), curated global index constituents (#337), provenance footer (#338), SEC EDGAR (#339), Stooq (#340), Frankfurter FX (#341), midcap150/smallcap250/nifty500 (#16), and FX-adjusted / SEBI-rank Mega / Large / Mid / Small / Micro badges (--cap)
• 📋 Global sovereign yield curves, SEC Form 4/13F, S-1 IPOs, American options, UCITS ETFs & year-end checkup (#391, #19, #361, #376, #392) — US Treasury (1M–30Y + TIPS + 2s10s), Bund, Gilt & JGB curves with Act/Act & Act/360 bond math, SEC EDGAR Form 4 insider & 13F institutional flows, US/Global S-1 IPO & lock-up board, American equity option pricing & GEX, UCITS (Acc/Dist) & global ETF intelligence, 8–12Q stockwise results <SYMBOL> collation, plus portfolio checkup (holistic red-flag, global TER bleed, employer-RSU concentration, non-US investor US-domicile 30% WHT / $60k estate-tax vs UCITS check, Regular-vs-Direct MF bleed & asset-location scan) and portfolio wrap [--redact]
• 📋 Global (Alpaca, IBKR) & Indian multi-broker execution, statutory order-cost preview, streaming TUI & Tailscale-ready Web PWA (#382, #383, #392, #400) — Alpaca Markets (US equities/crypto paper + live + WebSocket stream) and Interactive Brokers (IBKR) alongside Zerodha, Angel One, Upstox, Dhan and Fyers, keyring TOTP / OAuth renewal and cached instrument lists (#31), full market-specific fee & rule breakdown (US SEC/FINRA + PDT counter, UK 0.5% SDRT, HK board lots, and Indian STT/GST + slippage & breakeven) in trade previews, position sizing in stoploss (#22), event-driven streaming TUI (m market hotkey, custom [tui] layouts, live option Greeks Δ, Γ, Θ, ν), and stockwise serve web dashboard parity with live SSE push & private mobile-friendly PWA (#400)
• 📋 Institutional Backtest Engine v2, Shadow Paper-Trading Bridge (--deploy-paper), On-Demand ML Models (stockwise model) & Strategy Base-Rate Atlas (#383, #394, #395, #401, #406) — multi-timeframe (5m–1wk), shorting & fractional shares, ATR/vol-target/Kelly sizing, Chandelier/trailing stops, sovereign Rf cash sweep & --after-tax tearsheets, cross-asset benchmark/VIX regime filters, filed_at point-in-time fundamental rules, Purged/Embargoed walk-forward (CPCV) + Deflated Sharpe (DSR), Monte Carlo drawdown distributions, backtest compare & --universe runs over stockwise data sync, 1-command shadow paper-trading deployment (backtest --deploy-paper) & live forward-Sharpe drift monitor (#406), empirical survivorship-free Strategy Base-Rate Atlas, and on-demand local models (stockwise model pull, built-in pure-Rust GARCH(1,1) + HMM regime, chronos-bolt quantile cones, finbert filing scorer, and onnx:/lgbm: BYO models with mandatory training_cutoff leakage guards)
• 📋 Global & regional soft launch — how-to, local-first privacy and year-end portfolio-checkup posts across r/commandline, r/Bogleheads, r/UKPersonalFinance, r/Finanzen, r/PersonalFinanceCanada, r/algotrading, r/IndiaInvestments, r/developersIndia and TradingQnA (#200)

Done when: src/main.rs is split into cli/ modules (#178), every channel in “Coming soon” on the install page is live with stockwise update (#398), every data command emits --json/--csv, stockwise init + stockwise use + profile + portfolio checkup + backtest v2 (#394) + stockwise model (#395, including training_cutoff OOS leakage guards) work end-to-end across global and Indian portfolios, and hand-checked reference portfolios pass penny-exact --audit-pack (#399) tax exports across US (Form 8949 / HIFO / Wash Sale / RSU & ESPP #396), UK (Section 104 / SA108), Canada (ACB), and India (Schedule 112A).

0.10 — simplify and stabilise: the 1.0 release candidate (milestone, target: January 2027)

Epics: #262, #258, #260, #261, #278, #279.

Feature freeze. Make the CLI small, the data safe and the promise written.

• 📋 A smaller CLI — the simplification plan (#205): about 25 commands in the short help, old names kept as hidden aliases for one release; help that fits a terminal (#150) and a README written for one user and four jobs (#191)
• 📋 Safe data (#258) — versioned files with migrations and backups (#256) and named demat accounts (#315)
• 📋 Neutral, accurate research (#260) and AI answers checked by an eval set (#255)
• 📋 A written promise — the 1.0 stability policy (#195) and frozen 1.0 --json schemas (#223, #180)
• 📋 Quality gates — required CI (#171), cargo-deny (#172), hardened workflows (#173), CLI snapshot tests (#181), parser fuzzing (#182), a weekly live-data canary (#245)

Done when: the release candidate runs a full user journey (install, init, import, portfolio, tax, MCP) on macOS, Linux and Windows without a known bug in the four jobs.

1.0 — public launch (milestone, target: February 2027)

Epic: #281.

Launch into Q1 global & regional tax/investing season (US Form 8949 / IRA window, UK 5 April ISA/CGT deadline, Canadian RRSP/ACB filing, and India’s 31 March harvesting & ITR window), when the four jobs matter most.

• 📋 Show it — “Open in Codespaces” (#240) and three task guides for the core jobs (#201)
• 📋 Launch — Show HN (#199), Reddit and TradingQnA posts timed to the harvest window (#200), Product Hunt last (#272)
• 📋 Measure — a launch log and before/after numbers (#204); targets for the 90 days after launch: 150 stars, 150 installs a week, 500 unique visitors per 14 days

Done when: 1.0 is tagged, the stability page is published, and the launch posts are out.

💡 After 1.0

Planned, but only once the four jobs are solid. Ordered roughly by demand. Items marked “idea” live in Discussions: upvote the ones you want. Most of these live in #282 (more markets and deeper research) and #280 (dashboards, alerts and practice).

Your money

• 📋 Indian ITR toolkit, rest (#264) — Schedule FA for foreign holdings, Form 67 for US dividend tax, debt funds under Sec. 50AA, crypto under Sec. 115BBH, and the Income-tax Act 2025’s new forms
• 📋 Read-only broker sync of holdings and trades instead of CSV imports (#254), and quotes from the user’s own broker API (#253)

Everyday use

• 📋 Two-way Telegram bot and scheduled digests (#265)
• 📋 More install and launcher options — mise/aqua (idea #285), a signed APT/RPM repository (idea #286), a GitHub Action (idea #287), a Raycast extension (idea #288)

Research & market discovery

• 📋 Multi-source data router, snapshot cache & universal cap tiers (#357) — capability routing and field merging across NSE/BSE bulk & XBRL feeds, SEC EDGAR (#339), AMFI, Stooq (#340), Frankfurter (#341), Finnhub/FMP and connected brokers (#253), a fast 500–2,000 stock snapshot cache, and SEBI-rank / FX-adjusted Mega / Large / Mid / Small / Micro badges (--cap) across every market
• 📋 Cross-market movers, activity boards, intraday RVOL curves & hot verdicts (#358) — gainers/losers across all caps and timeframes, Most Traded by value & volume, elapsed-time-normalized Volume Shockers with braille cumulative curves, Most Bought (delivery %, bulk/block deals, institutional/Form 4), In-News buzz, markets hot with inline 6-pillar verdict scores, Top Intraday, and markets index (nifty50, sp500, nasdaq100)
• 📋 Sector sub-industries & cross-market thematic explorers (#359) — 3-level Sector → Sub-Industry → Constituents drilldown across all exchanges (including UK/DE/SG), neutral RRG rotation quadrants, and curated global/local themes (ai, semis, battery/ev, minerals, defence, clean-energy, datacenter, ems, cyber, biotech, fintech, psu)
• 📋 Screener queries, trading setups, quant rulebooks & global ETF explorer (#266, #360) — stockwise screen "roce > 20 and pe < 25" across NIFTY Midcap 150 / Smallcap 250 / 500 (#16) and global indices, technical setups (volume-shocker, 52w-breakout, stage2-uptrend, bollinger-squeeze, pocket-pivot), published quant frameworks (quality-moat, garp, magic-formula, canslim, coffee-can, piotroski-strong), compounders, analyst-consensus, sip-consistent, dividend-leaders, and a dedicated Indian/US/Global ETF explorer (etf)
• 📋 Quarterly & annual financial results collation (#361) — 8–12+ quarter and 5–10 FY tables per symbol (Revenue/NII, EBITDA/OPM%, PAT, EPS, bank GNPA/NNPA, YoY%/QoQ%, CFO/PAT, beat/miss + reaction) merged from NSE XBRL, BSE, SEC EDGAR (#339) and global providers, plus market/portfolio earnings-season scoreboards
• 📋 Market-wide F&O scanners & mutual fund rolling/holdings discovery (#362, idea #291) — options scan (buildup, iv rank/percentile, uoa, pcr, rollover) and NSE F&O ban/MWPL list (options ban), plus MF category heatmaps, 3Y/5Y rolling return consistency, Sharpe/Sortino/downside capture, mf compare, direct-vs-regular cost, US/global funds, and monthly MF holdings activity (mf holders, mf activity)
• 📋 Market mood (idea #290), --explain everywhere — risk, option greeks and tax (#52), and symbol discovery — suggestions in every command, a picker and symbol completion (#54)

Markets

• 📋 Energy and industrial metals — platinum, palladium and copper futures (#20), plus global & Indian REIT/InvIT lists

Practice and trading

• 📋 Daily replay challenge with a shareable card (idea #289)
• 📋 Virtual F&O trading in the simulator, with lot sizes and margin estimates (idea #292)
• 🛠️ Broker integrations verified against live accounts (#269, help wanted) — trade selftest and the verification criteria are ready; we need 3 reports per broker plus one small live order a tester places themselves
• 📋 SEBI retail-algo rules in trade — order-rate limits, algo tagging and static-IP setup (#132)
• 📋 More brokers through OpenAlgo — one REST adapter to the brokers it supports (#270)

Exploring

• 💡 Options strategy backtests on end-of-day chains (idea #293)
• 💡 Trade journal and two-leg (OCO) GTTs; position sizing in stoploss (#22)
• 💡 Ownership signals — shareholding and pledge changes, alerts on phrases in filings (idea #294)
• 💡 An assistant pane in the TUI and web dashboard (idea #295)
• 💡 Gulf exchanges; MCX futures and live G-sec prices via optional broker feeds (idea #296)
• 💡 WASM plugins for importers and data providers — kept experimental until someone uses them (idea #297)

Investor intelligence, guided flows and portfolio math

Today StockWise answers dozens of separate questions (portfolio, xray, rebalance, harvest, tax, goal, verdict, score, insights, events), but leaves the investor to stitch them together. After 1.0’s core data and CLI foundation (#205, #258) are locked in, the next frontier is connecting those engines around your actual portfolio, cashflows and goals — while keeping every output transparent, deterministic, local-first, and clear of buy/sell calls or stock tips (#260, DISCLAIMER.md).

Guided flows (by investor moment, not by command)

• 📋 First run, stockwise use switcher, investor profile & smart symbols (#192, #374, #388, #54) — stockwise init, stockwise use <market> / use - / per-portfolio market & base_currency binding, passive | active:low/med/high | ultra profile modes with personal tax-slab & concentration guardrails, zero--m cross-market ticker/ISIN resolution, and one-line contextual “next check” hints when a command spots high overlap, fee drag or unused tax headroom
• 💡 Monthly payday / DCA / SIP deploy flow (idea #364) (portfolio deploy <AMOUNT>) — extend inflow rebalancing (rebalance --inflow) to route fresh monthly cash across underweight holdings, wrappers (ISA/Roth IRA/TFSA) and underfunded goals while respecting X-Ray single-stock caps, whole/fractional share rules and fund minimums, with zero sell orders
• 💡 Pre-buy fit & what-if sandbox (idea #369) (portfolio fit <SYMBOL|MF:CODE> [AMOUNT]) — before adding a stock, ETF or fund, show the exact before → after shift in look-through overlap (xray), sector, currency and cap weights, portfolio beta, correlation and historical drawdown
• 📋 Pre-sell lot, tax & exit-load check (#375, #390, idea #366) (portfolio sell --preview) — compare FIFO vs HIFO vs MinTax (US/AU), Section 104 / Bed & Breakfast (UK), ACB (CA) or per-demat FIFO (IN/DE), exact short- vs long-term tax, exit-load windows, and a “wait N days” countdown when a lot is close to crossing the long-term threshold or triggering a 30-day wash/superficial loss
• 💡 March / year-end checklist (tax checklist) — one guided run combining unused ₹1.25L Section 112A LTCG step-up, FIFO-aware loss harvesting (harvest), 8-year carry-forward loss expiry warnings, Section 234B/234C advance-tax status, unapplied corporate actions (#95, #96) and broker P&L reconciliation (#203)
• 💡 Calm “only what changed” digest (building on #118, #121 and #265) — post-market or Sunday briefing that surfaces only material deltas: new red flags, drift band breaches, lots turning long-term, upcoming earnings/ex-dates and goal progress

Overall portfolio checkup & portfolio-aware analysis

• 📋 Holistic portfolio checkup & year-end wrap (#376, #392, idea #365) (portfolio checkup / portfolio wrap [--redact]) — a single, prioritized diagnostic across six lenses (Concentration & Overlap, Fundamental Quality, Valuation Stretch, Downside Resilience, Fee, Domicile & Tax Drag, Goal Alignment), ranking factual observations by base_currency impact (including global ETF TER bleed, non-US investor 30% US WHT / $60k estate exposure vs UCITS, asset-location drag, and Indian Regular-vs-Direct MF bleed) alongside a shareable year-in-review scorecard
• 💡 Portfolio-aware stock & fund lens (--for-portfolio on verdict, deep and mf) — evaluate any candidate relative to what you already hold: marginal contribution to portfolio risk (MCTR), correlation with your top holdings, added X-Ray overlap, and whether it dilutes or deepens existing sector and factor tilts
• 📋 Index Twin / Public Market Equivalent (#404, idea #370) (portfolio pme) — mirror every historical buy, sell and dividend on its exact date into an index (SPY, VOO, VWCE, NIFTYBEES, NIFTY500) or a custom blended asset benchmark (e.g. 60% equity / 30% bond / 10% gold) to measure exact base_currency value added or lost, Direct Alpha, and Kaplan-Schoar PME vs passive indexing
• 💡 Household / family view (--household, extending #116, #248, #315) — aggregate named portfolios across spouse, parents or HUF for combined asset allocation, emergency-fund runway, and per-PAN ₹1.25L LTCG exemption headroom

Early red flags & forensic risk radar

• 📋 Portfolio-wide red-flag scan (#376, idea #371) (portfolio checkup / redflags) — scan every held and watchlisted stock and mutual fund in one pass, ranking warnings by position value × severity so risks in core positions surface before small tracking bets
• 💡 Forensic accounting & cash-flow checks (extending score and insights) — Beneish M-Score (receivables bloat, gross-margin slip, asset quality, accruals), 3-year CFO-to-PAT cash conversion (< 0.7 flags profits not turning into cash), free-cash-flow burn, rising working-capital days, and interest-coverage (ICR < 2x) / short-term debt stress
• 💡 Governance, smart-money & filing signals (expanding idea #294) — promoter holding drops, promoter pledge levels and QoQ spikes, simultaneous FII + DII exits, US Form 4 cluster insider selling (#339), and corporate-filing flags (auditor or CFO resignation, qualified opinion, credit-rating downgrade, related-party transactions, delayed results)
• 📋 Mutual-fund silent bleed & drift (#375, expanding idea #291) — detect Regular vs Direct plan commission drag in CAS imports (annual ₹ bleed, 10-year compounded cost, and which units are past exit load and 12-month LTCG for switching), TER hikes, category style drift, closet indexing (high R² with active TER) and small-cap AUM bloat
• 💡 Thesis journal & drift guardrails — store optional buy-thesis notes and numeric guardrails (min_roe, max_pe, max_weight, review date) per holding in local JSON, flagging automatically when reported numbers cross your own rules

True diversification, correlation & factor math

• 💡 Effective Number of Bets — Herfindahl-Hirschman Index (HHI) and 1 / HHI on look-through X-Ray weights, plus covariance PCA independent return factors (“18 stocks and 4 funds, behaving like 4.2 independent bets”)
• 💡 Tail / crash correlation vs calm days (upgrading pcorr) — separate correlation matrices and upside/downside capture strictly on market-stress days (index down >1% or >2%), catching holdings that diversify in calm weeks but fall together in sell-offs
• 💡 Macro & factor sensitivity (portfolio factors) — rolling regression betas to Market, Size (Small/Mid vs Large), Interest Rates (India/US 10Y yields, #19), USD/INR (#18 — exporters vs import-heavy cyclicals) and Gold/Crude (#20)
• 💡 Analytical reference weights & diversifier scan — Minimum-Variance, Equal-Risk-Contribution (Risk Parity) and Maximum-Diversification math next to your target weights, plus screening universes (#16, #266) for low-correlation candidates (corr < 0.3 against your portfolio)

Deep investor math & personal-finance calculators

• 💡 Real, post-tax, post-fee returns — compute post-tax, post-TER, inflation-adjusted real XIRR alongside nominal XIRR so investors see true purchasing-power compounding
• 💡 Reverse DCF & valuation bands (idea #368) — solve for the market-implied 10-year FCF/EPS growth rate baked into today’s price at a chosen discount rate (“At ₹3,900, the market prices in 13.4% annual growth”), paired with a 2-stage DCF sensitivity grid and 5Y/10Y historical P/E and EV/EBITDA percentile bands
• 💡 Tail risk & position-sizing math (expanding #22) — Historical and Cornish-Fisher CVaR / Expected Shortfall (95%/99%), Ulcer Index (drawdown depth × duration), ATR volatility-parity sizing, fractional Kelly bounds, and portfolio heat (% of capital lost if every stop-loss triggers at once)
• 💡 Life-decision math (idea #372) (goal / calc) — loan prepayment vs SIP (effective post-tax interest saved vs post-LTCG SIP return distribution), SWP vs FD post-tax retirement cashflow math, Regular-to-Direct switch breakeven (tax paid today vs TER saved over N years), and emergency-fund / Coast-FIRE / FI crossover calculators

Projections, goal extensions & crisis stress tests

• 💡 Net-worth-wide & Coast-FIRE goal extensions (building on 0.9’s goal overhaul in #356) — connect saved goals in goals.json to full household net worth (PPF, EPF, NPS, FDs in #248), Coast-FIRE / Financial-Independence crossover dates, and automatic monthly drift-to-goal alerts
• 💡 Fat-tailed Monte Carlo & sequence-of-returns stress (building on #37) — block-bootstrapped simulations from historical Indian and US return and inflation series (capturing fat tails and flat decades), plus retirement SWP sequence-of-returns tests (“What if a 2008-style crash hits in Year 1 of retirement?”) and dynamic withdrawal guardrails
• 💡 Historical crisis replay on your portfolio (idea #367) (portfolio stress) — run 2008 GFC, 2013 taper tantrum, March 2020 COVID, 2022 rate-hike drawdown or custom multi-factor shocks (NIFTY -25%, INR -8%, yields +150 bps) against today’s holdings to estimate rupee drawdown, biggest contributors and historical recovery time
• 📋 Passive income, dividend calendar & cashflow runway (#403) — 12-month trailing & forward monthly cashflow calendar across dividends, ETFs, REITs/InvITs, SGB 2.5% interest, bond coupons and FDs (stockwise income), Yield-on-Cost (YoC), FCF payout safety checks, and % of monthly expenses covered by passive income

Market regime, valuation percentiles & implied probabilities (base rates, not crystal balls)

• 💡 Valuation thermometer & forward base rates — NIFTY 50 / Midcap 150 / Smallcap 250 / S&P 500 P/E, P/B, dividend yield and Equity Risk Premium (earnings yield minus 10Y sovereign yield) ranked as 10Y/20Y percentiles, paired with the historical 1Y, 3Y and 5Y forward return distributions recorded from similar starting valuation deciles
• 💡 Explainable market regime model (expanding idea #290) — combine trend breadth (% of universe above 50/200 DMA, 52W highs vs lows), volatility regime (India VIX / VIX percentile and term slope), yield-curve slope (bonds 10Y − 91D) and rolling FII/DII cash & F&O flows into transparent regime labels (Broad Uptrend, Narrow/Stretched, High-Vol Risk-Off, Capitulation) with every weight and percentile visible
• 💡 Options-implied probability cones & event moves — derive 1σ/2σ forward price cones (7/30/90 days) from live option-chain IV skew, and compare options-implied ±% earnings moves against each stock’s actual 8-quarter post-earnings history (events)
• 💡 Sector earnings & margin cycle breadth (building on #359 and #361) — track revenue acceleration, operating-margin expansion/compression and institutional accumulation across sectors quarter over quarter

Behavioral guardrails & AI co-pilot playbooks

• 💡 Decision journal & behavioural audit (portfolio journal) — measure your own historical timing: 6M/12M performance of stocks after you sold them, panic-selling during index drawdowns, annual turnover, and cumulative tax + fee drag
• 📋 Agentic ask --auto, MCP tools & playbooks (#378, expanding #53 and #261) — multi-turn profile-aware ask -i / --auto with reversible workspace actions (stockwise undo), plus checkup, redflags, fit, stress, pme, factors and playbooks (“Audit my portfolio for early red flags”, “Where does my ₹50k SIP close the biggest gap this month?”, “Stress-test my retirement corpus against a 2008 crash”)

Non-goals

• Becoming a brokerage or holding custody of funds
• Promising profits or providing personalized financial advice (see DISCLAIMER.md), stock tips or recommended baskets
• High-frequency / co-located trading
• Scraping or redistributing licensed data (consensus estimates, paid screener datasets); the NSE/BSE website provider stays opt-in because the exchanges’ terms restrict automated collection
• A licensed or scraped IPO grey-market premium feed, and Account Aggregator integration (needs an RBI licence); stockwise ipo only shows GMP figures that news headlines report, as unofficial
• AI that trades on its own — any order an AI tool proposes goes through the same preview and typed confirmation as a human’s