Portfolio capital and risk

Jorli Agent 2.6 evaluates every risk-increasing entry through a deterministic portfolio layer after the immutable strategy and broker-account checks. The AI may explain a decision but cannot change the policy or override a rejection.

jorli portfolio status
jorli portfolio policy
jorli portfolio policy set --capital 500000 --buffer 15 --strategy 25 \
  --sector 35 --index 45 --direction 60 --correlation 40 \
  --throttle 5 --max-drawdown 10 --positions 8
jorli portfolio attribute <broker-trade-id> <strategy-id> --pnl 1250 --costs 82.40

The policy reserves the configured margin buffer and caps total capital, open positions, each strategy, sector, index, direction, and correlation group. Opposing signals for the same underlying are rejected. After the throttle drawdown, available allocation is reduced deterministically; at maximum drawdown, all new risk is suspended while exits and protection remain available.

Each strategy version can add stable classification and ranking metadata:

portfolio:
  underlying: INFY
  sector: information-technology
  index: nifty-50
  correlationGroup: large-cap-it
  priority: 70 # 0-100

When capital is constrained, a candidate batch sorts by priority, then supplied validated score, then strategy ID. Earlier eligible candidates reserve capital in that order. The execution gate re-evaluates the selected entry against current broker/local state; ranking never bypasses live confirmation, liquidity, protective-stop, or broker reconciliation gates.

Pending live entries claim global and per-deployment capacity atomically so concurrent workers cannot oversubscribe the policy before broker snapshots catch up. Performance attribution rows are idempotent by broker source ID and retain realized P&L and costs separately. The dashboard shows capital, buffer, drawdown, exposure classification, active limits, and per-strategy net attribution.