Real workflows, fictional numbers.
Start with the question and result summary. Open the full answer or tool calls only when you want the detail. The six examples follow a trade from the first factual read through the review after it closes.
Hand-authored fictional examples. Every number, position, date, and rule parameter below is fictional. No tool or model ran for this page, the optional senior-analyst skill did not create the replies, and no recommendation is being made.
Before you take the trade
Three reads that happen before any risk is committed: the single name against a level you chose, the backdrop it trades in, and the move an options market has already priced.
Workflow 1 of 6
The pre-trade brief Free
How is SPY trading relative to the $571.30 target in my planned journal entry, including the 50-day and 200-day moving averages, RSI(14), and ATR(14)?
External AI client result summary
The fictional SPY mark sits $16.12 / 2.8%your journal + delayed market data; approximately 15 minutes delayed above the recorded level. Daily Relative Strength Index: a momentum oscillator scaled from 0 to 100. Values above 70 and below 30 are commonly labeled overbought and oversold.(14) 58.2delayed market data; approximately 15 minutes delayed and Average True Range: a volatility measure of an instrument's typical price range over a specified lookback window.(14) $6.40delayed market data; approximately 15 minutes delayed.
Read the full answer for the pre-trade brief
A Free journal read returns one fictional
planned SPY entry with a user-authored target_price of
$571.30. The indicative SPY mark is $587.42 on market data delayed
by approximately 15 minutes. The
fictional 50-day moving average is $571.30 and the 200-day moving
average is $545.80.
SPY is $16.12, or 2.8%, above your $571.30 level. Daily Relative Strength Index: a momentum oscillator scaled from 0 to 100. Values above 70 and below 30 are commonly labeled overbought and oversold.(14) is 58.2 and daily Average True Range: a volatility measure of an instrument's typical price range over a specified lookback window.(14) is $6.40. These are observations from the fictional snapshot, not a setup characterization or recommendation.
No horizon was given, so this reads as a swing view over
multiple days to multiple weeks, and says so rather than assuming
one. The $571.30 reference is the target_price returned
from your planned journal entry; where your thesis stops being true
is yours to set.
Free tool contract:
list_journal_entries returns the planned row's
user-authored target_price in its summary projection.
The market-data results include source, fetched time, backend, symbol,
field, and freshness where available. The external AI client controls
how those fields appear in its reply.
Show the 3 tool calls for the pre-trade brief
Workflow 2 of 6
The regime check Plus
Read me the cross-asset backdrop before I look at any single name. Curve, dollar, credit, and volatility.
External AI client result summary
The fictional curve is positive and steepening, the dollar proxy is below its trend average, and volatility is in the 22nd percentiledelayed market data; approximately 15 minutes delayed. Public macro seriespublished observations supply the second half of this Plus backdrop.
Read the full answer for the regime check
Fictional cross-asset snapshot on delayed market data. The 10-year minus 3-month slope is +38 basis points, so the curve reads positive with a steepening trend. The dollar proxy is 2.4% lower over the trend window and sits below its 50-bar average. The high-yield to investment-grade price ratio is in the 71st percentile of the requested history.
The volatility index is 14.8, in the 22nd percentile, and the realized-volatility regime label for the broad-market proxy is low. Across the fictional correlation basket, the stock and long-bond pair reads negative in this window.
This cross-asset composite workflow requires Plus. These are labels the numbers produced, on market data delayed by approximately 15 minutes. They describe a backdrop, not a position, and no recommendation is being made.
Tool contract: one composite call covers the rate complex, a dollar proxy, a credit ratio, a volatility index, and a correlation basket; a second covers the macro series. Percentiles are computed over the requested history window. No Account Data and no single-name view enter this workflow.
Show the 2 tool calls for the regime check
Workflow 3 of 6
The earnings setup Plus
What move is priced into AAPL for the September 18 expiration?
External AI client result summary
The fictional At the Money: an option whose strike is closest to the current price of the underlying. straddle implies 5.13%delayed option snapshot; approximately 15 minutes delayed, or $207.20 to $229.60delayed option snapshot; approximately 15 minutes delayed. This Plus snapshot has no Greeks and no executable prices.
Read the full answer for the earnings setup
Fictional option snapshot: the underlying is $218.40 and the At the Money: an option whose strike is closest to the current price of the underlying. straddle costs $11.20. Dividing the straddle by the underlying gives an approximate 5.13% implied move. Adding and subtracting $11.20 gives an indicative range of $207.20 to $229.60.
This option-chain workflow requires Plus. The implied move is direction-neutral. Option-chain snapshots are delayed by approximately 15 minutes and available only where listed. Marks are bid-ask midpoints, not executable prices. The feed contains no Greeks, and Slatemark cannot place an order.
Tool contract: the expiration list
is discovered first, then analyze_option_chain is
bounded with matching from_date and
to_date. No volatility percentile and no history of
past reactions are claimed, because neither field is in this tool
response.
Show the 2 tool calls for the earnings setup
While the position is on
Two reads for a position you already hold: its size against a cap you recorded, and the dated events still ahead of it.
Workflow 4 of 6
The position review Plus
How big is my NVDA position against the 25% concentration cap I recorded?
External AI client result summary
The fictional NVDA position is 20.9%periodically synced Account Data + delayed market data; approximately 15 minutes delayed. That is 4.1 percentage points Account Data + delayed market data + framework rule below the 25% capframework rule. The account facts and quote stay separate.
Read the full answer for the position review
Fictional Account Data shows 20 NVDA shares and a $100,000 account balance. The separate delayed market-data mark is $1,043.20, so the fictional exposure is $20,864, or 20.9% of Net Liquidation Value: the total cash-equivalent value of your account if every open position were closed at the current mark..
Your recorded leadership-cap rule sets a 25%
cap. The fictional exposure is 4.1 percentage points below that
cap.
This brokerage Account Data workflow requires Plus. Brokerage Account Data is periodically synced, and the quote is approximately 15 minutes delayed. This is a factual comparison, not a recommendation.
Data boundaries: accounts and positions come from the brokerage connection as Account Data. The quote comes from the delayed market-data backend, never from the brokerage connection. The rule is your saved configuration. One context call gathers your entries, your rules, and the holding together; the account balance and the delayed quote are separate reads.
Show the 5 tool calls for the position review
Workflow 5 of 6
The catalyst map Free
Map the dated events around XOM for the next month. Company filings and the rate-decision calendar, on one timeline.
External AI client result summary
The fictional timeline combines XOM filing datespublic filing index with the scheduled September 15–16published rate-decision calendar meeting. It omits a company reporting date rather than guessing one.
Read the full answer for the catalyst map
No horizon was given, so this uses a swing window of about four weeks and says so. Fictional timeline. Already filed, from the public filing index: a 10-Q dated July 31 and an 8-K dated August 4. Still ahead, from the published rate-decision schedule: the next scheduled meeting runs September 15 to September 16, with a press conference.
A scheduled company reporting date is not one of the dates Slatemark serves, so it is absent here rather than guessed at. Supply the date yourself and your AI client can place it on the same timeline.
Every row above is a published date with a published source. This is a dated list, not a plan, and no recommendation is being made.
Data boundaries: filings come from the public company filing index, each with an accession number, a filing date, and a form type. Meeting dates come from the published rate-decision schedule. Both are public records, not Account Data, and neither is a market-data quote.
Show the 3 tool calls for the catalyst map
After the trade closes
One read that turns a closed trade into something you can learn from, using only what you recorded.
Workflow 6 of 6
The post-mortem Free
Walk me through the UBER trade I closed. What do my own records and the rules I saved say about it?
External AI client result summary
The fictional journal records a user-reported -$414your journal result and two coverage gaps: no planned risk figure and no exit plan. The review uses the saved ruleframework rule without grading the decision.
Read the full answer for the post-mortem
Fictional journal record: the UBER entry opened on the fictional date of March 4 at $71.40, 200 shares, and closed six days later at $69.34. That is $2.06 a share across 200 shares, so the realized figure on the record is a fictional -$414 after fees, and it is marked as reported by you rather than reconciled from a brokerage connection.
Your recorded thesis names a reclaim of the $70.80 level. The
record carries no planned risk figure and no exit plan, so those
are the two coverage gaps this window reports. Your recorded
entries-no-chase rule calls for a smaller starter
rather than a chase when price has already run past the planned
entry; the fictional fill went on at $71.40, above the $70.80
level you recorded.
These are your own records read back against your own saved rules. Slatemark does not author the realized figure, does not grade the decision, and makes no recommendation. The lesson and the tag are yours to write, and your AI client can record them back to your journal at your direction.
Data boundaries: entries, thesis text, tags, and rules are records you authored in your own store. A realized figure marked as reported by you is your number, never one Slatemark computed. No brokerage connection is involved in this example, and every call shown is a read.
Show the 4 tool calls for the post-mortem
After the trade: the Strategy Scorecard
Once a closed trade carries realized P&L and a tag, the Strategy Scorecard reports its past outcome alongside other trades in that bucket: win rate with a confidence band, dollar expectancy, total P&L, and holding period. The values come from periodically reconciled brokerage activity or a manual close you recorded.
Hand-authored fictional example. A real scorecard uses your own closed-trade record, not the numbers on this page. The Strategy Scorecard describes your own past trades. It is not a recommendation, a signal, or a performance claim, and past performance doesn't guarantee future results.
Evaluating an AI trading claim? Read the red-flag and due-diligence guide.
Availability: Weekly Slate is not yet available.
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An account is required. Slatemark supplies read-only tools through Model Context Protocol (MCP), the open standard AI clients use to call data tools. One active read-only MCP connection is included on Free. Connect the external AI client you already use; that client creates the reply. You may also personalize and install the optional senior-analyst skill file in the client. Slatemark does not host a model.