Futurist Investor · Portfolio Layer

Portfolio Cockpit — operator's own book

Cross-account consolidation (KBank · UOBAM · Binance · Dime! US stocks · MTS Gold) → look-through concentration, performance & sized recommendations. Own-book only — never advice to others.

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🔒 Private deployment — payload is AES-256-GCM encrypted; unlocks only with the passcode. Local master lives in the vault (portfolio-dashboard.html).portfolio-*). Ledger: scripts/_portfolio/holdings.json · engine: scripts/portfolio.py.

Allocation Explorer — pivot

cross-filter: click values to include (multi-select within a dimension = OR; across dimensions = AND). Funds match a sector filter when that sector ≥15% of the fund. Group by any two dimensions for 2-layer analysis (e.g. Asset class → Sector).

group by then

Security-level exposure (look-through)

every ETF/fund broken into its published top holdings (fund value × published weight) + direct securities, aggregated across ALL accounts. Coverage amber rows = funds whose holdings could not be retrieved live (counted as unresolved, never guessed).

Security	Total ฿	% fin. book	Held via

Unresolved funds (excluded from look-through)

Holdings sources

All positions

click a column to sort · type to filter · 🔒 = tax-locked wrapper (RMF to age 55 · SSF/SSFX 10y)

Ticker / Fund	Acct	Strategy	Value ฿	% fin. book	Cost ฿	P/L ฿	P/L %	As-of	Lock

Top-10 positions — % of financial book

Blueprint caps — traffic lights

caps from [[portfolio-blueprint]] applied to the whole book (incl. locked wrappers)

Strategy sleeve exposure vs caps

12% theme cap · themes over cap flagged amber/red

Theme	Value ฿	% book	Positions	P/L % (cost-known)	Status

Top risk contributors (empirical, 1y)

Correlation matrix (monthly proxy assets)

daily log returns, THB terms, 1y — diversification check

Policy vs current — rebalance trade list DRAFT policy — editable in holdings.json

Action	Strategy sleeve	Current	Target	Δ ฿	Δ %	Executability

NAV history

financial-book value per statement cycle — snapshots append on every monthly refresh

Cash-flow & calendar

known income & obligations from statements — dates that move the book

Stress scenarios — impact on net worth

Scenario	Loss ฿	% fin. book	% fin. net worth	% total net worth

Two net-worth lenses: **financial net worth** (฿6.93M = ฿13.76M financial assets − ฿6.83M debt) is what risk losses land on (leverage amplification ≈2×). **Total net worth** (฿15.73M) adds the condo at operator-stated ฿8.8M − mortgage = home equity ฿1.97M; mortgage LTV 77.6%.

Dated, sized actions —

every row is engine-anchored (FFM rating / trend-radar conviction / blueprint caps) and carries an invalidation. Falsifiable → filed as P-calls in [[prediction-ledger]].

#	Action	Target	From → To	Conv.	Rationale	Invalidation

Engine ratings coverage (FFM, as-of )

independent factor model — agreement/disagreement with holdings is itself a signal

Accounts

value · cost-known P/L · data freshness (stale > 10 trading days = flag, not silently used)

Liabilities

mortgage + revolving — the leverage context for every risk decision

Type	Balance ฿	As-of

Insurance (protection, not assets)

coverage in force per statement — premium drag on cash flow

Policy	Coverage ฿	Premium/yr ฿	Term

Provenance — every figure traces to a statement

Account	Source	As-of	Kind