portfolio-stress-testlisted

# Portfolio Stress Test Read-only across the user's live account(s). `reference/READ-ONLY-POLICY.md` (hard rule) and `reference/RESEARCH-STANDARDS.md` (data efficiency, completeness checklist, disclosure) apply. Steps name capabilities — resolve each against `reference/BROKER-CAPABILITIES.md`. This is **sensitivity analysis, not forecasting**: it answers "how much would this portfolio lose if X happened", never "will X happen". No broker exposes beta or correlation, so the inputs are derived or web-sourced — state the method with the number, every time. ## Steps 1. **Load the plan's risk side.** `PORTFOLIO-PLAN.md` — **Risk limits** (especially max drawdown the user would hold through, single-stock and sector caps, F&O and leverage rules), **Target allocation**, horizon, the **fixed-income inventory** (no MCP can see direct bonds/FDs/SGBs, and they are the ballast the whole exercise turns on), the **SIP register**, and **Deployable capital** — dry powder and known upcoming outflows decide whether a drawdown is survivable or forced. Missing "max drawdown" → say so: without it there's nothing to judge the result against, only a number. 2. **Pull live state.** Equity holdings from every active broker; open F&O/intraday positions and available margin where any exist — leverage is where a scenario stops being academic. One batched LTP call for valuation. 3. **Map exposure before modelling anything** — weights by sector, market cap, asset c