Equity comp tax/trade optimizer: ISO/AMT exercise, NSO, RSU, QSBS, concentration, hedging. 50-state.
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Average 4.8/5 across 8 of 8 tools scored.
Each tool targets a distinct equity-compensation scenario (ISO/AMT, NSO, RSU vest, RSU lot sales, concentration, hedging, QSBS, funding). The descriptions explicitly cross-reference which tool to use, which reduces ambiguity. However, rsu_sell_vs_hold, rsu_lot_optimize, and concentration_analyze all involve selling equity and could be confused by an agent without careful reading.
Names use mixed conventions: some end in verbs (amt_iso_optimize, nso_calculate, qsbs_check, concentration_analyze) while others are noun phrases (equity_funding_plan, protective_put_price) or verb phrases (rsu_sell_vs_hold). The domain prefixes make them readable and recognizable, but there is no consistent verb_noun structure across the set.
8 tools is well-scoped for an equity compensation analysis domain, with each tool covering a distinct analysis type. There are no redundant or trivial tools, and the count fits comfortably in the ideal 3-15 range.
The set covers the full equity-compensation lifecycle: ISO/AMT, NSO, RSU vest, RSU lot divestment, concentration risk, hedging, QSBS eligibility, and goal-based funding. Each major scenario has a dedicated tool, with cross-references filling edge cases. No obvious dead ends or missing operations.
amt_iso_optimizeAUse this when someone asks how or when to exercise incentive stock options (ISOs), whether exercising will trigger an AMT bomb or phantom income, whether to exercise early, how to avoid or minimize the alternative minimum tax (AMT) on an exercise, or for the best multi-year ISO exercise schedule. Multi-year Incentive Stock Option (ISO) exercise schedule that maximizes after-tax Net Final Value (NFV) at the planning horizon. NFV is the after-all-tax cash equivalent of the position at year horizon, summing exercised shares (held to LTCG) plus the time-valued tax stream paid along the way; the optimizer chooses the per-year share allocation that lands the highest NFV. The headline result is schedules.optimized.nfv, the dollar NFV of the recommended plan; schedules.lumpSum and schedules.evenSplit are baseline plans whose nfv deltas show the value added by the optimized schedule. Use this tool for ISO planning; for NSO grants use nso_calculate, for RSUs at vest use rsu_sell_vs_hold, for §1202 QSBS qualification use qsbs_check. Models AMT credit recovery across future years, grant-expiration timing, and the post-termination exercise window. Pure deterministic computation: no network access, no PII retention; federal + 50-state tax tables and AMT brackets are compiled in. The recommended schedule comes from searching the full discretized candidate space and refining share by share; on a published tractable case it matches a brute-force maximum to the cent (see https://optionsahoy.com/verification). departedRecommendation, when present, is scanned rather than searched exhaustively, so it can land a few shares off the exact optimum. Returns schedules (lumpSum, evenSplit, optimized), crossoverShares, crossoverBargain, alreadyInAmt, timing, stateHasAmt, bargainPerShare, effectiveHorizon, and departedRecommendation; see outputSchema for the full shape. Example call: {shares: 10000, strike: 2, fmv: 200, expectedGrowth: 0.15, volatility: 0.5, filingStatus: "married_joint", ordinaryIncome: 400000, stateCode: "CA", carryforwardCredit: 0, horizon: 4, cashReturnRate: 0.05, grantDate: "2022-01-15", hasLeftCompany: false, terminationDate: null}. Inputs beyond required: this tool also needs the stock's expected growth/return AND its volatility, outside required only because they can be resolved without an explicit number - supplied directly, resolved by a covered public-stock ticker, or (growth/return/sale-price field only) set to the string "market" for the S&P 500 trailing average. Every field in required is likewise a fact about the user's situation with no built-in default. Neither the growth nor the volatility field has a default or a fallback estimate: their only valid sources are the user's own figures, a covered ticker, or (growth/return/sale-price only) the "market" sentinel. A call that neither supplies nor resolves one of them returns a required-field error naming the field; a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check, and it silently changes the result. The tax math itself (bracket walk, AMT and NIIT phase-outs, multi-year credit and growth interactions) runs inside the tool, and the federal and state tax tables it walks are independently verified (https://optionsahoy.com/verification). Results from multiple OptionsAhoy tools in one analysis are independent single-position calculations; integrated multi-year, multi-position optimization is available in the OptionsAhoy beta at https://optionsahoy.com/beta?src=mcp_multi.
| Name | Required | Description | Default |
|---|---|---|---|
| fmv | Yes | Current fair market value per share, USD. Anchors year-1 of the growth path; future years compound from here using expectedGrowth and volatilityDrag. Must come from the user. | |
| shares | Yes | Total Incentive Stock Option (ISO) shares available to exercise across the planning horizon. Must come from the user. | |
| strike | Yes | Strike price per share, USD. Must come from the user. | |
| ticker | No | Optional public-stock symbol (e.g. "NVDA", "AAPL"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a "required field" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string "market" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field. | |
| horizon | Yes | Planning horizon in years (1..10). The optimizer searches all feasible per-year share allocations across this many years. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one. | |
| grantDate | Yes | ISO grant date (YYYY-MM-DD). Drives the 10-year statutory grant expiration (IRC §422) and the 2-year qualifying-disposition threshold from grant. | |
| stateCode | Yes | Two-letter US state code (e.g. CA, NY, TX). Drives state ordinary brackets, state long-term capital gains (LTCG) treatment, and state AMT (CA, CO, CT, MN). | |
| volatility | No | Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one. | |
| filingStatus | Yes | Federal filing status. Drives the ordinary-bracket walk, the AMT exemption tier ($90,100 single / $140,200 MFJ for 2026), and the AMT exemption phaseout start ($500,000 single / $1,000,000 MFJ). | |
| cashReturnRate | No | Annual after-tax return on idle cash (decimal), used to time-value the cash-tax stream. 0.05 = 5% (~short-Treasury yield). Optional: defaults to 0.04 (4%, a short-Treasury-like after-tax yield) when omitted, and an explicit value overrides that default. At 0 the math collapses to a nominal sum. | |
| expectedGrowth | No | Annual expected stock growth as a decimal (0.10 = 10%), or the string "market" to use the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from trailing CAGR. This tool has no default for it: a value not stated by the user, not resolved by a covered `ticker`, and not the "market" sentinel is outside the input contract. | |
| hasLeftCompany | Yes | True if the user has separated from the company. Activates the 90-day post-termination ISO exercise window measured from terminationDate. | |
| ordinaryIncome | Yes | Annual ordinary income before this exercise, USD. Baseline for the bracket walk and the AMT exemption phaseout. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it. | |
| volatilityDrag | No | Alternative to `volatility`: the multiplicative price haircut already computed for the planning horizon. Supply this OR `volatility` (if both are given, volatilityDrag wins). This field is for a drag figure that already exists from a prior computation; the drag formula is horizon-dependent, so a figure derived for a different horizon does not carry over. Supplying `volatility` instead lets the tool derive it. | |
| terminationDate | No | Separation date (YYYY-MM-DD). Required only when hasLeftCompany=true (it drives the 90-day exercise-window deadline); omit it or pass null when still employed. No longer in `required` so the common employed case needs no placeholder. | |
| carryforwardCredit | No | Existing federal AMT credit (Minimum Tax Credit, Form 8801) carryforward from prior tax years, USD. Recoverable in future years where regular federal tax exceeds tentative minimum tax. Optional; defaults to 0, which is correct for most first-time exercisers. Only a prior-year AMT credit makes it non-zero. |
| Name | Required | Description |
|---|---|---|
| timing | Yes | Timing constraints derived from grantDate and (when departed) terminationDate. |
| schedules | Yes | The three candidate exercise schedules, each evaluated at the effective horizon. Their nfv values are directly comparable; optimized is the highest-NFV schedule the optimizer found. |
| stateHasAmt | Yes | True when the user state levies its own AMT (CA, CO, CT, MN). |
| alreadyInAmt | Yes | True when the user owes AMT even with zero exercise (regular tax below tentative minimum tax at baseline income). |
| bargainPerShare | Yes | Year-1 bargain element per share in dollars: max(0, fmv - strike). |
| crossoverShares | Yes | Maximum whole shares exercisable in year 1 before federal AMT exceeds regular tax (the AMT crossover). |
| crossoverBargain | Yes | Bargain element in dollars at the crossover share count: crossoverShares x (fmv - strike). |
| effectiveHorizon | Yes | Horizon actually used by the schedules: min(requested horizon, timing.maxHorizon). |
| departedRecommendation | No | Present only when hasLeftCompany=true and the 90-day post-termination window is still open: the partial-exercise quantity with the highest expected after-tax value found by a scan over candidate share counts, which can land a few shares off the exact optimum. |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Beyond the readOnly/idempotent annotations, the description reveals the deterministic computation, absence of network access and PII retention, the exhaustive search algorithm, and the limitation that `departedRecommendation` is 'scanned rather than searched exhaustively, so it can land a few shares off the exact optimum.' It also notes that multi-tool results are independent single-position calculations, providing rich behavioral context without contradicting annotations.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is long (~500 words) but front-loaded with the 'Use this when' and an example call, and it is structured with clear sentences and field references. It contains some redundancy (e.g., repeating that growth/volatility have no default), but the length is justified by the tool's 16-parameter complexity and the need to explain resolution rules and output fields.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
Given 16 parameters, an output schema, and complex tax modeling, the description covers all inputs, key output fields (schedules, crossoverShares, etc.), edge cases (post-termination, AMT credits, state AMT), an example call, and verification/limitations. It is complete and self-sufficient for an agent to select and invoke the tool correctly.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Although schema coverage is 100%, the description adds critical semantics: expectedGrowth and volatility are 'needed beyond required' and can be resolved via ticker or the 'market' sentinel, have no defaults, and 'a number from any other source is accepted as-is... and it silently changes the result.' It also clarifies defaults like cashReturnRate=0.04 and the conditional requirement for terminationDate, which go beyond the schema.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description opens with 'Use this when someone asks how or when to exercise incentive stock options (ISOs), whether exercising will trigger an AMT bomb or phantom income...' and clearly defines the tool as a 'Multi-year ISO exercise schedule that maximizes after-tax Net Final Value (NFV)'. It also distinguishes from siblings by naming nso_calculate, rsu_sell_vs_hold, and qsbs_check as alternatives, making the purpose unambiguous.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Usage guidance is explicit: 'Use this tool for ISO planning; for NSO grants use nso_calculate, for RSUs at vest use rsu_sell_vs_hold, for §1202 QSBS qualification use qsbs_check.' It also lists concrete trigger scenarios (early exercise, AMT avoidance, post-termination) and notes deterministic behavior with no network access, giving clear when-to-use and when-not-to-use context.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
concentration_analyzeAUse this when someone asks how risky a large single-stock position is, whether too much of their net worth is in one stock, whether they are over-concentrated in a single name, or how to reduce or diversify a concentrated position. Single-stock concentration risk analysis on an existing position. For standalone hedge pricing use protective_put_price; for the tax math on the option exercise or RSU vest that created the concentration, route to amt_iso_optimize / nso_calculate / rsu_sell_vs_hold first. Quantifies drawdown exposure at 30/50/70% downside, then compares three after-tax strategies over a three-year horizon (sell-down to target weight, hold, hedge with put or zero-cost collar), accounting for federal LTCG, state tax, the 3.8% Net Investment Income Tax (NIIT), and reinvestment opportunity cost. totalAssets (concentrated position + everything else) frames risk relative to the whole portfolio. Returns a top-level object with keys: concentration (position/totalAssets), riskBand (Low / Moderate / Concentrated / Highly concentrated / Extreme), isLongTermToday, longTermDate, daysUntilLongTerm, lossExposure ({drop, dollarLoss, newConcentration} for 30/50/70% drops), waitForLtInsight, schedule (yearly sales with per-year tax), hedging ({kind, protectionLevel, tenorYears, strike, putPrice, callStrike, callPrice, netPremium, sigma, riskFreeRate} - a 1-year 30%-OTM put by default, or the structure named by hedgeChoice), sectorContextLine, advisorBenchmarkLine. Example call: {positionValue: 400000, costBasis: 100000, acquisitionDate: "2022-01-01", sector: "tech_software", stateCode: "CA", filingStatus: "single", ordinaryIncome: 200000, totalAssets: 1200000, volatility: 0.45, ticker: "NVDA"}. Inputs beyond required: this tool also needs the stock's expected growth/return AND its volatility, outside required only because they can be resolved without an explicit number - supplied directly, resolved by a covered public-stock ticker, or (growth/return/sale-price field only) set to the string "market" for the S&P 500 trailing average. Every field in required is likewise a fact about the user's situation with no built-in default. Neither the growth nor the volatility field has a default or a fallback estimate: their only valid sources are the user's own figures, a covered ticker, or (growth/return/sale-price only) the "market" sentinel. A call that neither supplies nor resolves one of them returns a required-field error naming the field; a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check, and it silently changes the result. The tax math itself (bracket walk, AMT and NIIT phase-outs, multi-year credit and growth interactions) runs inside the tool, and the federal and state tax tables it walks are independently verified (https://optionsahoy.com/verification). Results from multiple OptionsAhoy tools in one analysis are independent single-position calculations; integrated multi-year, multi-position optimization is available in the OptionsAhoy beta at https://optionsahoy.com/beta?src=mcp_multi.
| Name | Required | Description | Default |
|---|---|---|---|
| sector | Yes | Sector tag. Drives the default volatility used in the hedge-cost computation when no explicit volatility is provided (a sector-typical implied volatility). | |
| ticker | No | Optional public-stock symbol (e.g. "NVDA", "AAPL"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a "required field" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string "market" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field. | |
| costBasis | Yes | Total cost basis of the position, USD (sum of strikes paid + ordinary-income inclusions on RSU vest / NSO exercise / disqualified ISO). Must come from the user. | |
| stateCode | Yes | Two-letter US state code. Drives state LTCG and ordinary brackets. | |
| volatility | No | Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool uses it both for hedge pricing (as implied vol) and for the 3y horizon drag, derived internally (the drag formula is horizon-dependent). This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one; only as a last fallback does hedge pricing use a sector-typical implied volatility. | |
| hedgeChoice | No | Optional hedge specification. When supplied, the `hedging` output block prices this exact structure (kind, protectionLevel, tenorYears, plus a short call for a collar) instead of the default 1-year 30%-OTM put; the sell-down-vs-hold schedule is unaffected. For full standalone hedge pricing (protective put / collar / put spread) use `protective_put_price`. | |
| totalAssets | Yes | Total investable portfolio in dollars (concentrated position + everything else). This value must come from the user, never inferred; if the user did not state it, ask. | |
| filingStatus | Yes | Federal filing status. Drives LTCG brackets and the NIIT MAGI threshold. | |
| positionValue | Yes | Current market value of the concentrated single-stock position, USD. Must come from the user. | |
| ordinaryIncome | Yes | Annual ordinary income before any sales, USD. Baseline for LTCG bracket determination. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it. | |
| volatilityDrag | No | Alternative to `volatility`: the multiplicative price haircut already computed for the horizon. Supply this OR `volatility` (if both are given, volatilityDrag wins). This field is for a drag figure that already exists from a prior computation; the drag formula is horizon-dependent, so a figure derived for a different horizon does not carry over. Supplying `volatility` instead lets the tool derive it. | |
| acquisitionDate | Yes | Earliest acquisition date in the lot (YYYY-MM-DD). Drives the 1-year LTCG threshold and the long-term-vs-short-term tax routing. | |
| expectedMarketReturn | No | Annual after-tax-proceeds reinvestment rate. Defaults to SPY trailing CAGR for the 3-year horizon if omitted; the string "market" names that same default explicitly. | |
| expectedPositionReturn | No | Annual expected return on the concentrated stock as a decimal (0.10 = 10%), or the string "market" to use the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from trailing CAGR. This tool has no default for it: a value not stated by the user, not resolved by a covered `ticker`, and not the "market" sentinel is outside the input contract. |
| Name | Required | Description |
|---|---|---|
| hedging | Yes | Modeled cost of a protective hedge covering the full position. Defaults to a 1-year 30%-OTM put; if a `hedgeChoice` is supplied, this block prices that structure (kind / protectionLevel / tenorYears, plus a short call for a collar). |
| riskBand | Yes | Qualitative concentration band for the position weight. |
| schedule | Yes | Sell-down plans over 1, 2, and 3 years; empty when the position is already at or below the target weight. |
| longTermDate | Yes | Date the position turns long-term (acquisitionDate + 1 year). ISO 8601 date-time string. |
| lossExposure | Yes | Dollar damage at 30/50/70% single-stock drawdowns. |
| concentration | Yes | Position value / total assets, 0..1. |
| isLongTermToday | Yes | True when the position already qualifies for long-term capital gains treatment. |
| waitForLtInsight | Yes | Tax saved by waiting for long-term treatment before selling; null when already long-term or no sale is needed. |
| daysUntilLongTerm | Yes | Days until long-term treatment; 0 when already long-term. |
| sectorContextLine | Yes | One-line volatility/drawdown context for the chosen sector. |
| advisorBenchmarkLine | Yes | One-line comparison of the user weight vs the common advisor 10% single-name guideline. |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Beyond the annotations (readOnlyHint=true, idempotentHint=true, destructiveHint=false), the description discloses critical behavioral traits: expected return and volatility are required despite being outside `required`, unresolved fields produce required-field errors, and any user-supplied number is accepted as-is with no provenance check, silently changing results. It also describes the internal tax math, verification, and that results are independent single-position calculations, adding substantial context beyond the annotations.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is well-structured and front-loaded: usage triggers first, then core function, return structure, example call, and caveats. However, it is quite long and repeats the no-default/cannot-fallback caveat for growth and volatility, and includes promotional links (beta) that are not essential for tool selection or invocation. These minor redundancies prevent a perfect score.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
Given the tool's complexity (14 parameters, 8 required, nested objects, detailed return schema), the description is remarkably complete: it enumerates the top-level return keys, the three strategies compared, tax factors (LTCG, state, NIIT), and the resolution logic for optional fields. It also covers error behavior and verification, leaving virtually no ambiguity for an agent about when or how to invoke the tool.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Although schema coverage is 100%, the description adds significant parameter meaning: it explains why expected return and volatility are not in `required` (they can be resolved via a covered `ticker` or the 'market' sentinel), clarifies the 'market' string semantics, and states that `totalAssets` 'frames risk relative to the whole portfolio.' The full example call with concrete values (positionValue, costBasis, etc.) further grounds parameter usage.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description opens with explicit triggers ('Use this when someone asks how risky a large single-stock position is...') and then states the core function: 'Single-stock concentration risk analysis on an existing position.' It clearly distinguishes from siblings by naming alternatives like `protective_put_price` for standalone hedge pricing and `amt_iso_optimize`/`nso_calculate`/`rsu_sell_vs_hold` for related tax math.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
The first sentence provides direct when-to-use guidance for concentration risk questions, and the description explicitly routes to alternatives for adjacent use cases: 'For standalone hedge pricing use `protective_put_price`; for the tax math on the option exercise or RSU vest that created the concentration, route to `amt_iso_optimize` / `nso_calculate` / `rsu_sell_vs_hold` first.' This gives the agent clear inclusion and exclusion criteria.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
equity_funding_planAUse this when someone asks which shares to sell and when to reach a cash goal by a deadline (down payment, tuition, a tax bill), or how to fund a goal from equity with the least tax. Multi-year, multi-stack equity-funding optimizer. Given a target after-tax amount and a deadline (down payment, tax bill, expansion check), returns four named plans on the risk/wealth frontier: lockInNow (sell today, zero price risk), balanced (bracket-aware spread across months), holdForGrowth (sell at the deadline, max upside), and recommended (the wealth-maximal plan whose lognormal shortfall is at or below riskToleranceShortfall, default 10%). Also returns frontier, the full hybrid sweep between Lock-in-now and Balanced. Each plan carries its plan schedule plus wealthAtTarget, totalTax, and shortfallProbability; see outputSchema for the full shape. Use this when an equity holder needs cash by a deadline; for the upstream tax math on RSU/NSO/ISO events that PRODUCED the holdings, call rsu_sell_vs_hold / nso_calculate / amt_iso_optimize first. Out of scope: FICA, AMT, QSBS routing (use qsbs_check). Pass multi-ticker holdings via stacks; single-stack legacy callers can use top-level lots + currentPrice. Example: {targetAfterTax: 400000, targetDate: "2028-06-01", stacks: [{ticker: "NVDA", currentPrice: 140, expectedAnnualGrowth: 0.15, volatility: 0.45, lots: [{shares: 4000, costBasisPerShare: 60, acquisitionDate: "2023-06-15"}]}], ordinaryIncome: 280000, filingStatus: "married_joint", stateCode: "CA", cashInterestRate: 0.04, riskToleranceShortfall: 0.10}. Each stack needs expectedAnnualGrowth: a decimal, the string "market" (S&P 500 trailing average), or a covered ticker that resolves it from the trailing-returns table (a symbol like "NVDA" is enough; volatility still comes from the stack's volatility or defaultVolatility). Omitting growth is an error, not a flat default; pass 0 to model flat prices deliberately. Every field listed in required is a fact about the user's situation with no built-in default: a call missing a required field returns an error naming the field rather than an estimated result, and a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check. The math runs inside the tool with no randomness and no model inference. Results from multiple OptionsAhoy tools in one analysis are independent single-position calculations; integrated multi-year, multi-position optimization is available in the OptionsAhoy beta at https://optionsahoy.com/beta?src=mcp_multi.
| Name | Required | Description | Default |
|---|---|---|---|
| lots | No | Legacy single-stack input (v1.5 / v1.6). Provide either `stacks` (v1.7+) or these legacy fields, not both. Lot is one cost-basis cohort (one RSU vest tranche, one ESPP purchase, one open-market buy). | |
| stacks | No | Holdings, multi-stack form. Provide either `stacks` (this) OR the legacy `lots`+`currentPrice` pair, not both. Each stack is one equity position (one ticker) with its own current price, growth, optional volatility, and lot list. Use when the user holds multiple tickers (e.g. current-employer RSUs + ETF + prior-employer holdings); the optimizer searches sales across all stacks jointly so the schedule can prefer the lowest-tax inventory in each year. | |
| stateCode | Yes | Two-letter US state code (e.g. CA, NY, TX). Drives state ordinary or LTCG treatment depending on state (CA taxes LTCG as ordinary; WA has no LTCG tax under $250K; TX/FL/etc. have no state income tax). | |
| targetDate | Yes | Date by which the user needs the net cash (YYYY-MM-DD). Bounds the planning horizon. Sales in non-target years happen on Dec 31; the target year's sale happens on this exact date. Must come from the user. | |
| currentPrice | No | Legacy single-stack current share price, USD. Pair with legacy `lots` (omit `stacks`). This value must come from the user. | |
| filingStatus | Yes | Federal filing status. Drives LTCG brackets, NIIT threshold ($200K single / $250K MFJ MAGI), and state bracket lookups. | |
| ordinaryIncome | Yes | Annual ordinary income, USD. Used as the baseline for the federal LTCG bracket walk in each candidate year and for NIIT threshold tests. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it. | |
| targetAfterTax | Yes | Net cash needed in the user's pocket after all applicable taxes (federal LTCG/ordinary + state + NIIT), USD. Example: a $1M house with 20% down minus existing savings might give a $200,000 target. Must come from the user. | |
| cashInterestRate | No | Annualized PRE-tax yield on cash held between each sale and the target date (money-market / short-term Treasury). The tool internally discounts this by the user's marginal federal + state ordinary rate before compounding, so the after-tax cash growth stays apples-to-apples with stock appreciation. Default 0 (interest ignored). | |
| defaultVolatility | No | Annualized σ assumed for any stack that omits its own `volatility`. Drives the per-sale σ × √Δt shortfall calculation. Override per-stack on the stack object when one position is materially more or less volatile than the rest. Default 0.30. | |
| expectedAnnualGrowth | No | Legacy single-stack annual growth decimal, or the string "market" for the S&P 500 trailing average. Required with `lots`: pass 0 for a deliberately flat-price plan (omitting it is an error, not a flat default). Each future year's projected price is `currentPrice × (1 + expectedAnnualGrowth)^Δyears`. Negative values model decline. | |
| riskToleranceShortfall | No | Max acceptable P(realized cash < target) under the lognormal price model, as a fraction (0.10 = 10%). The `recommended` plan is the wealth-maximal plan whose shortfall ≤ this value. Tighter values push the recommendation toward Lock-in-now; looser values let `recommended` accept more price exposure for higher expected wealth. Default 0.10. |
| Name | Required | Description |
|---|---|---|
| balanced | Yes | Bracket-aware spread across all candidate years: minimum tax. |
| frontier | Yes | All candidate plans from the hybrid lock-in sweep plus the named plans, sorted by shortfall probability. |
| lockInNow | Yes | Sell everything needed in the current calendar year: minimum price risk, usually highest tax. |
| recommended | Yes | The wealth-maximal plan whose shortfall probability is at or below the applied risk tolerance. This is the plan the risk tolerance selects out of the frontier. |
| holdForGrowth | Yes | Sell only in the target year: maximum expected wealth, maximum price risk. |
| targetDateISO | Yes | Echo of the target date as an ISO date string. |
| targetAfterTax | Yes | Echo of the requested net cash target in dollars. |
| appliedRiskTolerance | Yes | Shortfall-probability tolerance actually applied (default 0.10 when not supplied). |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already mark the tool read-only and idempotent; the description adds behavioral guarantees beyond that: determinism ('no randomness and no model inference'), explicit error behavior for missing required fields ('returns an error naming the field rather than an estimated result'), and no provenance checks on numeric inputs. This is valuable context that annotations do not provide.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is well-structured and front-loaded, with the use case, output plans, alternatives, example, and parameter semantics arranged logically. However, it is somewhat verbose: 'Use this when' is repeated, and the beta-link sentence at the end is not needed for tool selection. Still, for a 12-parameter tool the density of useful detail justifies the length.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
For a complex tool with 12 parameters, the description covers the purpose, when to use it, alternatives, out-of-scope items, a concrete example, error behavior, and parameter semantics. It intentionally defers the output shape to the outputSchema, which is appropriate since one exists. No major gaps remain.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema coverage of parameters is 100%, so the baseline is 3. The description adds meaning beyond the schema by explaining how `expectedAnnualGrowth` can be a decimal, the string 'market', or resolved from a ticker, and by clarifying that omitting growth is a hard error. It also explains the `stacks` vs legacy `lots` distinction and that required fields have no built-in defaults.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description opens with a specific use case ('which shares to sell and when to reach a cash goal by a deadline') and names the tool's core outputs: four named plans (`lockInNow`, `balanced`, `holdForGrowth`, `recommended`) plus a `frontier` sweep. It explicitly differentiates from siblings by directing upstream tax math to `rsu_sell_vs_hold` / `nso_calculate` / `amt_iso_optimize` and QSBS to `qsbs_check`.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Explicit 'Use this when' statements appear twice, defining the intended scenario and giving concrete exclusions ('Out of scope: FICA, AMT, QSBS routing'). It also names sibling alternatives to call first, so the agent knows when this tool is the right choice versus others.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
nso_calculateAUse this when someone asks whether to exercise and hold or exercise and sell non-qualified stock options (NSOs), about a cashless exercise or same-day sale of NSOs, or what tax an NSO exercise triggers. After-tax payout on a non-qualified stock option (NSO) exercise: federal, state, and FICA (Social Security + Medicare + Additional Medicare), comparing sell-at-exercise vs hold-for-long-term-capital-gains over the chosen horizon. Use for NSOs; for ISOs use amt_iso_optimize, for RSUs use rsu_sell_vs_hold. Deterministic, offline; tax tables compiled in. Optional ticker resolves expectedSalePrice from a bundled trailing-CAGR snapshot.
Returns a top-level object with these keys:
exercise: bargainElement, federal, state, socialSecurity, medicare, additionalMedicare, total, netCashSellAll.
hold: costBasis, strikeCost, sharesSoldToCover, sharesRetained, effectiveSalePrice, expectedGain, ltcgFederal, ltcgState, ltcgTotal, afterTaxProceedsAtSale, netAtYearN. NSO hold is always long-term (sub-1-year is out of scope), so there is no separate long-term flag.
sellNowInvest: counterfactual where shares are sold at exercise and proceeds reinvested at expectedMarketReturn.
holdMinusCashless: dollar delta between hold and sellNowInvest.
bracketJump: fromRate, toRate, thresholdAtJump describing the marginal bracket change at exercise.
Example call: {shares: 5000, strike: 10, currentPrice: 50, ordinaryIncome: 180000, filingStatus: "single", stateCode: "CA", stillEmployed: true, holdYears: 2, volatility: 0.3, holdFunding: "cash", ticker: "AAPL"}. Inputs beyond required: this tool also needs the stock's expected growth/return AND its volatility, outside required only because they can be resolved without an explicit number - supplied directly, resolved by a covered public-stock ticker, or (growth/return/sale-price field only) set to the string "market" for the S&P 500 trailing average. Every field in required is likewise a fact about the user's situation with no built-in default. Neither the growth nor the volatility field has a default or a fallback estimate: their only valid sources are the user's own figures, a covered ticker, or (growth/return/sale-price only) the "market" sentinel. A call that neither supplies nor resolves one of them returns a required-field error naming the field; a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check, and it silently changes the result. The tax math itself (bracket walk, AMT and NIIT phase-outs, multi-year credit and growth interactions) runs inside the tool, and the federal and state tax tables it walks are independently verified (https://optionsahoy.com/verification). Results from multiple OptionsAhoy tools in one analysis are independent single-position calculations; integrated multi-year, multi-position optimization is available in the OptionsAhoy beta at https://optionsahoy.com/beta?src=mcp_multi.
| Name | Required | Description | Default |
|---|---|---|---|
| shares | Yes | Non-qualified Stock Option (NSO) shares to exercise. Must come from the user. | |
| strike | Yes | Strike price per share, USD. Must come from the user. | |
| ticker | No | Optional public-stock symbol (e.g. "NVDA", "AAPL"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a "required field" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string "market" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field. | |
| haircut | No | Alternative to `volatility`: the multiplicative volatility-drag haircut on expectedSalePrice already computed for the hold. Supply this OR `volatility` (if both are given, haircut wins). This field is for a haircut figure that already exists from a prior computation; the haircut formula is horizon-dependent, so a figure derived for a different horizon does not carry over. Supplying `volatility` instead lets the tool derive it. | |
| holdYears | Yes | Years to hold after exercise (minimum 1). At ≥1 year, the appreciation since exercise is LTCG; sub-1-year holds are out of scope. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one. | |
| stateCode | Yes | Two-letter US state code. Drives state ordinary and LTCG treatment. | |
| volatility | No | Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one. | |
| holdFunding | Yes | How the strike cost and exercise tax are funded. 'sell-to-cover' sells enough shares to cover strike + tax (reduces sharesRetained). 'cash' pays strike + tax from outside funds (full sharesRetained); no extra input is needed - the result reports the outside cash required as the output field cashNeededAtExercise. | |
| currentPrice | Yes | Current fair market value per share, USD. The bargain element at exercise is shares × (currentPrice − strike). Must come from the user. | |
| filingStatus | Yes | Federal filing status. Drives ordinary brackets and LTCG brackets used at the hold horizon. | |
| stillEmployed | Yes | True if still employed at exercise. FICA (Social Security + Medicare + Additional Medicare) applies only when true. | |
| ordinaryIncome | Yes | Annual ordinary income before this exercise, USD. Baseline for the bracket walk on the bargain element. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it. | |
| expectedSalePrice | No | Projected $/share at end of holdYears, or the string "market" to project currentPrice at the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears. This tool has no default for it: a value not stated by the user, not resolved by a covered `ticker`, and not the "market" sentinel is outside the input contract. | |
| expectedMarketReturn | No | Annual after-tax-proceeds reinvestment rate. Defaults to SPY trailing CAGR for holdYears if omitted; the string "market" names that same default explicitly. |
| Name | Required | Description |
|---|---|---|
| hold | Yes | Exercise now and hold the shares holdYears for long-term capital gains treatment. |
| exercise | Yes | Tax bill at exercise on the bargain element (taxed as ordinary W-2 income). |
| bracketJump | Yes | Marginal federal bracket change caused by the new ordinary income; null when the income stays within one bracket. |
| sellNowInvest | Yes | Counterfactual: sell every share at exercise and reinvest the net cash at expectedMarketReturn for holdYears. |
| holdMinusCashless | Yes | hold.netAtYearN - sellNowInvest.netAtYearN in dollars. Positive favors holding the shares; negative favors selling at exercise and reinvesting. |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already declare readOnlyHint, idempotentHint, and destructiveHint=false. The description goes far beyond them: states it is deterministic and offline, tax tables are compiled and independently verified, missing unresolved fields produce required-field errors, and syntactically valid numbers are accepted without provenance checks and silently change results.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is long and information-dense, but well front-loaded with purpose and organized into use-case, output keys, example call, and input contract. Some redundancy exists with the detailed schema property descriptions, so it is not maximally concise.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
Given the tool's complexity (14 parameters, output schema), the description is highly complete: it enumerates top-level output keys, gives a full example call, notes verification sources, explains scoping limitations, and mentions integration with other OptionsAhoy tools.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Although schema coverage is 100%, the description adds substantial meaning: required fields have no defaults, growth/return and volatility must be user-supplied, ticker-resolved, or 'market', the haircut-vs-volatility alternative, and expectedMarketReturn's default. This clarifies non-obvious parameter provenance beyond the schema.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
Opens with 'Use this when...' and names concrete scenarios: exercise-and-hold vs exercise-and-sell, cashless exercise, and NSO tax triggers. It explicitly distinguishes sibling tools: 'for ISOs use amt_iso_optimize, for RSUs use rsu_sell_vs_hold.'
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Gives explicit when-to-use guidance and names alternatives for ISOs and RSUs. It also clarifies invocation constraints: deterministic/offline, no defaults for key inputs, and the rule that missing fields must come from the user, a covered ticker, or the 'market' sentinel.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
protective_put_priceAUse this when someone asks how much it costs to hedge or protect a stock position against a drop, to protect gains, get downside protection, or insure a position, or to price a protective put, a zero-cost collar, or a put spread. Closed-form pricing of a protective put, a zero-cost collar, and a put spread on a single-stock position. Use for standalone hedge pricing on a single-stock position; for concentration-vs-hedge tax-cost comparison, use concentration_analyze with a hedgeChoice. Parameter interactions: volatility omitted falls back to a sector-typical implied volatility; an explicit sigma overrides it. For collars, omitting upsideCapPct lets the tool back-solve the cap that zeros the net premium (truly zero-cost collar); supplying upsideCapPct overrides the solver and yields a non-zero net premium when the cap is wider than zero-cost. tenorYears drives the risk-free-rate lookup AND the floor-hit / cap-hit probability metrics, so changing tenor shifts every probability output even at fixed strike. expectedReturn affects only the probability metrics (real-world drift in the floor-hit / cap-hit calculations); premium math is risk-neutral and ignores it (default 0). protectionLevel sets the put strike as (1 − protectionLevel) × spot; raising it widens the protected zone but raises premium roughly linearly. spreadRiskLevel (default 0.10) sets the put spread's short strike by targeting the probability the stock ends below it; it affects only the putSpread block. The put spread finances the same floor with a short put at a lower strike (not a short call), so it is cheaper than the bare put and needs no shares to sell calls against, which makes it the one structure of the three that works on unexercised employee options; the trade-off is that protection stops at the short strike and losses resume below it. Closed-form, deterministic, offline: sector volatility table and risk-free-rate curve compiled in. Reports annualized hedge cost as a percentage of position value, maximum loss with the hedge in place, upside-participation cap (collar only, since the short call offsets the long put premium), and probability of hitting the protection floor over the tenor. Returns a top-level object with keys: inputs (echoed canonical input), riskFreeRate (used in option pricing), realWorldDrift (from expectedReturn), barePut (strike, premium, annualCost, annualCostPct, maxLoss, badYearPrice, badYearDropPct, coveredLossAtBadYear, premiumToCoveredRatio, expectedProfit, premiumToExpectedProfitRatio), collar (putStrike, callStrike, netPremium, annualCost, annualCostPct, maxLoss, upsideCap, upsideCapPct, isZeroCost, capProbability), putSpread (available, unavailableReason, longStrike, longPremium, shortStrike, shortPremium, shortSigma, netPremium, annualCost, annualCostPct, maxLossInBand, bandWidth, shortStrikeDropPct, breachProbability, riskLevel, savingsPct, coveredLossAtBadYear), payoffTable, payoffRange, and recommended (the cleanest of collar / bare put / put spread given the inputs, or none). The barePut, collar, and putSpread blocks are always returned regardless of caller preference. When putSpread.available is false, putSpread.unavailableReason explains why that structure could not be priced. Example call: {positionValue: 400000, sector: "tech_software", protectionLevel: 0.10, tenorYears: 1, spreadRiskLevel: 0.10}. Every field listed in required is a fact about the user's situation with no built-in default: a call missing a required field returns an error naming the field rather than an estimated result, and a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check. The math runs inside the tool with no randomness and no model inference. Results from multiple OptionsAhoy tools in one analysis are independent single-position calculations; integrated multi-year, multi-position optimization is available in the OptionsAhoy beta at https://optionsahoy.com/beta?src=mcp_multi.
| Name | Required | Description | Default |
|---|---|---|---|
| sector | Yes | Sector tag. Drives the default volatility when no explicit `volatility` is supplied (a sector-typical implied volatility). | |
| ticker | No | Optional public-stock symbol (e.g. "NVDA"). When set without an explicit `volatility`, the tool substitutes the ticker's cached implied vol. Unknown tickers fall through to the sector default. Echoed to `tickerLabel` in the response. | |
| tenorYears | Yes | Option tenor in years. 1 = 12-month; 0.25 = ~90-day. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one. | |
| volatility | No | Annualized implied volatility (sigma) of the stock. Resolution order: (1) explicit `volatility` if passed; (2) cached implied vol if `ticker` is covered; (3) sector-typical IV as last fallback. An explicit value must come from the user; otherwise set a covered `ticker`, or omit and let the sector default apply. | |
| tickerLabel | No | Optional display string echoed back in the result. Not used in pricing. | |
| positionValue | Yes | Market value of the underlying single-stock position, USD. Premium and max-loss scale linearly with this. Must come from the user. | |
| expectedReturn | No | Annual expected stock return (decimal). Drives the real-world drift in the cap-hit / floor-hit probability metrics. Does not affect premium math. Default 0. | |
| protectionLevel | Yes | Put strike as (1 − this fraction) × spot. 0.10 = 10% OTM put. Range 0.05..0.50. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one. | |
| spreadRiskLevel | No | Put-spread floor breach risk: target probability the stock ENDS below the spread's short (lower) strike at expiration. Presets 0.20 / 0.10 / 0.05 / 0.01 ("1 in 5 / 10 / 20 / 100"); off-preset values snap to the nearest. A lower value pushes the short strike deeper, widening the protected band and raising the net premium toward the bare put. Only affects the `putSpread` block. Default 0.10. |
| Name | Required | Description |
|---|---|---|
| collar | Yes | Put financed by a short call: lower or zero net premium in exchange for capped upside. |
| inputs | Yes | Echo of the resolved inputs actually priced: positionValue, sector, volatility (the sigma used after ticker/sector resolution), protectionLevel, tenorYears, plus expectedReturn, spreadRiskLevel, and tickerLabel when supplied. |
| barePut | Yes | Bare protective put: pay premium for a hard floor. |
| putSpread | Yes | Put debit spread: long put at the protection floor financed by a short put at a lower strike. Cheaper than the bare put and needs no short call (so it works on unexercised employee options a collar cannot cover), but protection stops at the short strike and losses resume below it. The short strike is solved so the real-world probability the stock ENDS below it equals spreadRiskLevel. |
| payoffRange | Yes | Price-move range covered by payoffTable, extended at least 15% beyond each collar arm and at least +/-50%. |
| payoffTable | Yes | Terminal P&L in dollars at each 10%-step drawdown across payoffRange, for the bare put, the collar, the put spread, and the unhedged position. |
| recommended | Yes | Suggested structure, in triage order: collar unless its cap binds too often (>20% probability); then protective-put unless the put is expensive; then put-spread when one is available and cleanly priced (cheaper by construction); none when nothing is clean. The recommended structure is the one whose card carries no warning. |
| riskFreeRate | Yes | Annualized risk-free rate used in option pricing, looked up for the tenor, as a decimal. |
| realWorldDrift | Yes | Annual real-world drift used for the probability metrics: expectedReturn when supplied, else the sector long-run return. Does not affect premium math. |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
The description goes well beyond the annotations by explaining deterministic closed-form math, offline operation, parameter interaction effects (volatility fallback order, collar back-solving, tenor influencing probability metrics, expectedReturn only affecting probabilities), and that all structure blocks are always returned. These details are not present in the annotations and add significant behavioral context.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is front-loaded with usage triggers and is logically organized, but it is quite long and contains some redundancy (e.g., repeating 'protective put, zero-cost collar, and put spread' twice) and ends with a marketing-oriented beta link. Despite this, every substantive sentence adds useful operational guidance.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
The description is exceptionally complete: it covers when to use, alternatives, parameter interactions, output structure with key names, error handling for missing required fields, example call, and independence of calculations. Given the tool's complexity and the presence of an output schema, this description fully equips an agent to select and invoke the tool correctly.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Although schema coverage is 100%, the description adds substantial semantic value: volatility resolution order (explicit > ticker > sector), collar behavior when `upsideCapPct` is omitted vs supplied, tenorYears driving both rate lookup and probabilities, expectedReturn affecting only drift, protectionLevel defining strike as (1 - protectionLevel) × spot, and spreadRiskLevel setting short strike via breach probability. This goes far beyond the schema descriptions.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description opens with explicit use cases ('Use this when someone asks how much it costs to hedge or protect a stock position...') and states the core function: 'Closed-form pricing of a protective put, a zero-cost collar, and a put spread on a single-stock position.' It also distinguishes from a sibling tool by directing concentration-vs-hedge comparisons to `concentration_analyze`.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Clear usage triggers are given with phrasing like 'Use this when...' and 'for standalone hedge pricing on a single-stock position.' It explicitly names an alternative tool for a different scenario ('for concentration-vs-hedge tax-cost comparison, use concentration_analyze with a hedgeChoice'), providing both when and when-not guidance.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
qsbs_checkAUse this when someone asks whether stock qualifies for the qualified small business stock (QSBS) / Section 1202 gain exclusion, whether their startup stock can be sold tax-free, about the 5-year QSBS holding period, or how much of the gain would be federal-tax-free. Section 1202 Qualified Small Business Stock (QSBS) qualification check. Use this tool for §1202 / QSBS qualification. For AMT timing on the ISO exercise that produced the QSBS holding, use amt_iso_optimize first. Parameter interactions: entityType="other" short-circuits the verdict to disqualified regardless of other fields; acquisitionMethod="secondary" does the same; assetCategory="over-75m" likewise fails immediately. Under acquisitionMethod="gift-or-inheritance" the holding period tacks from the original holder, so supply that earlier date as acquisitionDate if known. acquisitionDate drives era classification independent of holding period: before 2009-02-17 caps exclusion at 50%, 2009-02-17 to 2010-09-27 at 75%, 2010-09-28 through 2025-07-04 reaches 100% after a 5-year hold (pre-OBBBA), and 2025-07-05 onward uses the OBBBA tiered schedule (50% at 3y, 75% at 4y, 100% at 5y). The per-issuer exclusion cap is max($10M, 10 × adjustedBasis) ($15M base for stock acquired after July 4, 2025); when expectedGain exceeds it, the overage is fully taxable and the response surfaces taxableGain for that delta. industry is the dominant industry (>80% revenue) when the corp operates in multiple. Evaluates the six statutory tests: domestic C-corporation entity, original-issuance acquisition method, gross assets at issuance (under $50M / $50-75M / over $75M tiered cap), qualified-trade-or-business industry, active-business posture (80% asset use), and holding period (3 / 4 / 5-year tiers under OBBBA). Pure stateless check: no filing, reporting, or IRS lookup happens; the six tests are evaluated against the bundled OBBBA 2026 rule set and per-state conformity table. Returns a top-level object with keys: verdict (qualifies / partial / too-soon / caveats / disqualified), exclusionPercent (0..1), perIssuerCap and tenXBasisCap (the two cap inputs), applicableCap (max of the two), excludableGain, taxableGain, federalTaxSaved (LTCG bracket on the excluded gain), stateConforms (full / partial / none) and stateNote (per-state explanation), holdingYears, yearsUntilFullExclusion, era (pre-2009 / pre-2010 / pre-obbba / obbba), and tests (array of {id, label, status, detail} for each of the six statutory tests, identifying any gate that failed). Example call: {acquisitionDate: "2020-01-15", saleDate: "2026-06-01", entityType: "us-c-corp", acquisitionMethod: "original-issuance", assetCategory: "under-50m", industry: "tech-software", activeBusiness: "yes", adjustedBasis: 100000, expectedGain: 5000000, stateCode: "CA", ordinaryIncome: 250000, filingStatus: "single"}. Every field listed in required is a fact about the user's situation with no built-in default: a call missing a required field returns an error naming the field rather than an estimated result, and a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check. The math runs inside the tool with no randomness and no model inference. Results from multiple OptionsAhoy tools in one analysis are independent single-position calculations; integrated multi-year, multi-position optimization is available in the OptionsAhoy beta at https://optionsahoy.com/beta?src=mcp_multi. For the enum fields that accept unsure, that value is the accurate encoding of a fact the user has not confirmed: it yields a partial verdict flagging that test as unconfirmed, where encoding an unconfirmed fact as yes or no yields a verdict the underlying facts may not support.
| Name | Required | Description | Default |
|---|---|---|---|
| industry | Yes | §1202 Test 4: Industry classification of the corporation. Four values qualify: tech-software, manufacturing, biotech-research, retail-wholesale. Specified service trades or businesses (law, engineering, architecture, accounting-actuarial, consulting, finance, health-services, performing-arts) do NOT qualify, and farming, extraction and hospitality are separately excluded, so they do not qualify either. other-services and unsure return a caveated verdict rather than a pass or fail. | |
| saleDate | Yes | Planned or actual sale date (YYYY-MM-DD). Together with acquisitionDate determines holdingYears. | |
| stateCode | Yes | Two-letter US state code. Drives the state-conformity verdict: CA/AL/PA/MS do not conform (full state tax owed); HI/MA partial; NJ 2026-01-01 conformity switch; most others fully conform. | |
| entityType | Yes | §1202 Test 1: Type of issuer at the time of acquisition. Only 'us-c-corp' qualifies. S-corps, LLCs, partnerships, and foreign entities fail. | |
| expectedGain | Yes | Expected total gain on sale, USD. Compared against the per-issuer exclusion cap to compute excludableGain and taxableGain. Must come from the user. | |
| filingStatus | Yes | Federal filing status. Drives the LTCG bracket on any non-excluded gain and the NIIT MAGI threshold. | |
| adjustedBasis | Yes | Adjusted basis of the QSBS shares, USD. Used in the 10× basis cap: the per-issuer exclusion cap is max($10M, 10 × adjustedBasis). Must come from the user. | |
| assetCategory | Yes | §1202 Test 3: Aggregate gross assets of the issuing corporation at the time of issuance. 'under-50m' qualifies pre-OBBBA. '50m-to-75m' qualifies ONLY under OBBBA 2026+ (post-2025-07-05). 'over-75m' never qualifies. 'unsure' returns a partial verdict. | |
| activeBusiness | Yes | §1202 Test 5: Did the corporation use ≥80% of its assets in the active conduct of a qualified trade throughout the holding period? 'yes' qualifies. 'no' fails. 'unsure' returns a partial verdict (user should confirm with their CFO). | |
| ordinaryIncome | Yes | Annual ordinary income, USD. Baseline for the federal LTCG bracket on any taxable gain. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it. | |
| acquisitionDate | Yes | Date the QSBS shares were acquired (YYYY-MM-DD). Drives the holding-period test and the era classification (50% pre-2009 era, 75% pre-2010 era, 100% after a 5-year hold for acquisitions from 2010-09-28 through 2025-07-04, OBBBA tiered after 2025-07-05). | |
| acquisitionMethod | Yes | §1202 Test 2: How the user obtained the shares. 'original-issuance' (direct from the company) qualifies. 'gift-or-inheritance' tacks the original holder's basis and clock. 'secondary' (bought on a secondary market) does NOT qualify. 'unsure' triggers a partial verdict. |
| Name | Required | Description |
|---|---|---|
| era | Yes | Acquisition-era classification that sets the exclusion schedule (50% pre-2009 era, 75% pre-2010 era, 100% at 5y pre-OBBBA, tiered 50/75/100% at 3/4/5y under OBBBA). |
| tests | Yes | The six statutory tests with per-test status, identifying any gate that failed. |
| verdict | Yes | Overall verdict. "partial" = qualifies but at a sub-100% exclusion tier (e.g. an OBBBA 3- or 4-year hold gives 50% or 75%). "caveats" = qualifies, but one or more tests returned "unsure" (pass conditional on facts the caller marked unknown). "too-soon" = the holding period has not reached any exclusion tier yet. |
| stateNote | No | Per-state conformity explanation. May be omitted. |
| taxableGain | Yes | Portion of expectedGain still federally taxable in dollars (overage above the cap plus any non-excluded fraction). |
| holdingYears | Yes | Calendar-aware years between acquisitionDate and saleDate. |
| perIssuerCap | Yes | Statutory per-issuer cap in dollars: $10M pre-OBBBA, $15M for stock acquired after July 4, 2025. |
| tenXBasisCap | Yes | 10 x adjustedBasis cap in dollars. |
| applicableCap | Yes | max(perIssuerCap, tenXBasisCap): the exclusion cap actually applied, in dollars. |
| stateConforms | Yes | Whether the user state conforms to the federal 1202 exclusion. |
| excludableGain | Yes | Portion of expectedGain excludable from federal tax in dollars. |
| federalTaxSaved | Yes | Federal LTCG tax (including NIIT) avoided on the excluded gain, in dollars. |
| exclusionPercent | Yes | Fraction of the capped gain excludable from federal tax, per the era and holding-period tier. |
| cappedOverageNote | No | Present only when expectedGain exceeds applicableCap and an exclusion is in play: explains that the overage is fully taxable regardless of holding period and that spreading shares across separate taxpayers (e.g. non-grantor trusts) can multiply the per-issuer exclusion. Omitted otherwise. |
| yearsUntilFullExclusion | Yes | Additional years to hold before reaching the 100% exclusion tier; 0 when already reached. |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already declare readOnly/idempotent, but the description adds substantial behavioral detail: 'Pure stateless check: no filing, reporting, or IRS lookup happens', 'The math runs inside the tool with no randomness and no model inference', error behavior on missing required fields, and the meaning of 'unsure' values. This goes beyond the annotations without contradicting them.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is front-loaded with use-case guidance and organized into coherent paragraphs, but it is very long and contains redundancy ('Use this when...' followed by 'Use this tool for §1202 / QSBS qualification') and promotional content (beta link). While thoroughness is warranted for a complex statutory tool, it is not as concise as it could be.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
The description covers all six statutory tests, era date ranges, per-issuer cap formula, return object keys, example call, state conformity rules, and error behavior. With a complete output schema and detailed annotations, the description still adds significant context, making it fully complete for tool selection and invocation.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema coverage is 100% but the description adds crucial interaction semantics: entityType='other' short-circuits to disqualified, acquisitionMethod='secondary' likewise, assetCategory='over-75m' fails immediately; gift/inheritance tacks holding period from original holder; acquisitionDate drives era classification with specific date ranges; and the per-issuer cap formula (max($10M, 10 × adjustedBasis)) is explained. This meaningfully supplements the schema.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description opens with 'Use this when someone asks whether stock qualifies for the qualified small business stock (QSBS) / Section 1202 gain exclusion' and identifies itself as a 'Section 1202 Qualified Small Business Stock (QSBS) qualification check.' It also distinguishes from sibling tools by directing AMT timing questions to amt_iso_optimize.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Explicitly states when to use ('Use this when someone asks...') and names a specific alternative ('For AMT timing on the ISO exercise that produced the QSBS holding, use amt_iso_optimize first'). It also explains parameter short-circuits (e.g., entityType='other' immediately disqualifies), giving clear usage context.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
rsu_lot_optimizeAUse this when someone asks which vested RSU lots to sell first, in which years, to divest a concentrated company-stock position at the lowest computed tax: "I want to sell down half my Amazon stock with the smallest tax bill, which lots and when?". Given the vested lots (vest date, shares, cost basis), a current price, and a divest fraction, it chooses WHICH lots and WHICH sale dates minimize computed total tax to divest that many shares, using three levers: specific-lot identification (sell higher-basis lots to realize less gain, or underwater lots to harvest losses that net against gains), long-term deferral (wait past the one-year mark to convert short-term ordinary rates to long-term capital gains), and multi-year bracket spreading (split gains across 1 to 3 tax years, with in-plan capital-loss carryforward). Every sale is priced at today's price (flat-price assumption; there is no growth model). Returns the year-by-year sell schedule grouped by tax year, the total tax (federal LTCG + NIIT + state), what a first-in-first-out (FIFO) oldest-first sell order on the same schedule would have cost (headlineDeltaVsFifo), a 1/2/3-year horizon trade-off, and per-lot deferral callouts. This tool owns WHICH LOTS and WHICH DATES; for WHETHER and HOW MUCH to sell down a position use concentration_analyze, for a single new vest use rsu_sell_vs_hold, and to raise a specific cash amount by a deadline use equity_funding_plan. Out of scope: growth/return modeling, wash-sale basis migration, AMT, unvested grants. Example: {lots: [{vestDate: "2022-08-15", shares: 120, costBasisPerShare: 95}, {vestDate: "2024-02-15", shares: 100, costBasisPerShare: 130}, {vestDate: "2026-05-15", shares: 80, costBasisPerShare: 210}], currentPrice: 180, divestFraction: 0.5, horizonYears: 2, ordinaryIncome: 200000, filingStatus: "single", stateCode: "CA"}. Every field listed in required is a fact about the user's situation with no built-in default: a call missing a required field returns an error naming the field rather than an estimated result, and a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check. The math runs inside the tool with no randomness and no model inference. Results from multiple OptionsAhoy tools in one analysis are independent single-position calculations; integrated multi-year, multi-position optimization is available in the OptionsAhoy beta at https://optionsahoy.com/beta?src=mcp_multi.
| Name | Required | Description | Default |
|---|---|---|---|
| lots | Yes | The vested RSU lots still held (after any sell-to-cover), one entry per vest tranche. The tool decides which of these to sell and when. Unvested grants are out of scope. At most 20 lots per call, the same cap the web calculator uses. With more tranches than that, combine the ones sharing a vest date and cost basis. | |
| stateCode | Yes | Two-letter US state code (e.g. CA, NY, TX). Drives state capital-gains treatment (CA taxes gains as ordinary; WA/TX/FL have no tax on most capital gains). | |
| currentPrice | Yes | Current share price, USD. Every sale, on every date, is priced at this value (flat-price assumption). This value must come from the user. | |
| filingStatus | Yes | Federal filing status. Drives LTCG brackets, the NIIT threshold, and state bracket lookups. | |
| horizonYears | Yes | Tax years the plan may span: 1 = sell everything now, 2, or 3. More years let the plan spread gains across brackets and defer short-term lots to long-term, at the cost of staying exposed to the stock longer. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one. | |
| divestFraction | Yes | Fraction of TOTAL shares to divest, as a decimal (0.5 = sell half). Range 0.10 to 1.0. NOTE: a decimal fraction, NOT a percent, so pass 0.5 not 50. The tool sells round(divestFraction x totalShares) shares, floored at 1. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one. | |
| ordinaryIncome | Yes | Total household ordinary income for the year, USD, from all sources. Sets the federal LTCG bracket floor, the short-term ordinary rate, and the net investment income tax (NIIT) threshold test. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it. Assumed constant across plan years. Must come from the user. |
| Name | Required | Description |
|---|---|---|
| schedule | Yes | The sell plan, grouped by tax year. |
| totalTax | Yes | Total plan tax across all years (federal LTCG + NIIT + state, net of in-plan loss carryforward), in dollars. |
| totalGross | Yes | Gross proceeds from the divested shares, in dollars. |
| attribution | Yes | Telescoping attribution of the total saving vs a FIFO-all-today sale. lotSelection + spreadingDeferral = total. |
| totalShares | Yes | Total shares across all input lots. |
| horizonCards | Yes | The same divest target under a 1-year ("all now"), 2-year, and 3-year plan, for the trade-off strip. |
| sharesToSell | Yes | Shares the plan divests (round(divestFraction x totalShares), floored at 1). |
| totalAfterTax | Yes | After-tax proceeds from the divested shares, in dollars. |
| deferralCallouts | Yes | Per-lot short-term-to-long-term deferral opportunities. |
| keptUnrealizedGain | Yes | Unrealized gain still carried by the shares NOT sold, in dollars (deferred, not eliminated). |
| headlineDeltaVsFifo | Yes | Dollars saved versus selling oldest-first (FIFO) on the SAME schedule. Pure lot-selection benefit; >= 0 by construction. |
| headlineAfterTaxKept | Yes | After-tax proceeds under the plan, in dollars: the headline "you keep $X" figure. |
| carryforwardRemaining | Yes | Capital loss remaining at the end of the plan horizon, in dollars (reported, not modeled into future years). |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already declare readOnlyHint/idempotentHint/destructiveHint, and the description adds substantial behavioral context beyond them: the flat-price pricing assumption, no growth model, no randomness or model inference, explicit error behavior for missing required fields, acceptance of unverified numbers, and the independence of multi-tool calculations. This far exceeds the transparency burden and does not contradict any annotation.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is long but well-structured: trigger, levers, assumptions, outputs, sibling differentiation, out-of-scope, example, and validation behavior. It includes some redundancy (e.g., 'no randomness and no model inference') and a beta link that is tangential, but every major section earns its place for a tool of this complexity.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
The description is exceptionally complete for a complex 7-parameter tool: it covers the algorithm's three levers, the flat-price assumption, the return schedule structure, FIFO comparison, horizon trade-off, per-lot callouts, missing-field error behavior, alternatives, out-of-scope topics, and includes a full example. Since an output schema exists, return-value documentation is doubly covered.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
The input schema has 100% parameter descriptions, so the baseline is 3. The description adds no new per-parameter meaning; it restates the flat-price assumption and the decimal-fraction instruction already present in the schema, and the parameter names and schema descriptions already carry the semantics clearly.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description states a specific verb and resource: it 'chooses WHICH lots and WHICH sale dates minimize computed total tax to divest that many shares', clearly naming the three optimization levers. It also explicitly distinguishes itself from siblings by stating 'This tool owns WHICH LOTS and WHICH DATES' and pointing to concentration_analyze, rsu_sell_vs_hold, and equity_funding_plan for adjacent questions.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
The description opens with 'Use this when someone asks which vested RSU lots to sell first, in which years' and then gives explicit alternatives: 'for WHETHER and HOW MUCH to sell down a position use concentration_analyze, for a single new vest use rsu_sell_vs_hold, and to raise a specific cash amount by a deadline use equity_funding_plan'. It also lists out-of-scope topics, leaving no ambiguity.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
rsu_sell_vs_holdAUse this when someone asks whether to sell RSUs at vest or hold them, whether to sell their vested shares or diversify out of company stock, or about the tax and withholding on a restricted stock unit (RSU) vest. After-tax RSU vest analysis: sell-at-vest vs hold-to-long-term-capital-gains (LTCG) over holdYears. Covers federal ordinary tax, state tax, FICA (Social Security + Medicare + Additional Medicare), and the shortfall between mandatory 22% supplemental withholding and the user's marginal bracket. Use for RSUs at vest; for ISO/AMT use amt_iso_optimize, for NSO use nso_calculate. Deterministic and offline; tax tables compiled in. Returns vest, hold, sellNowInvest, holdMinusSell, and bracketJump; see outputSchema for the full shape. Example call: {shares: 1000, currentPrice: 100, ordinaryIncome: 200000, filingStatus: "single", stateCode: "CA", stillEmployed: true, holdYears: 2, volatility: 0.3, ticker: "MSFT"}. Inputs beyond required: this tool also needs the stock's expected growth/return AND its volatility, outside required only because they can be resolved without an explicit number - supplied directly, resolved by a covered public-stock ticker, or (growth/return/sale-price field only) set to the string "market" for the S&P 500 trailing average. Every field in required is likewise a fact about the user's situation with no built-in default. Neither the growth nor the volatility field has a default or a fallback estimate: their only valid sources are the user's own figures, a covered ticker, or (growth/return/sale-price only) the "market" sentinel. A call that neither supplies nor resolves one of them returns a required-field error naming the field; a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check, and it silently changes the result. The tax math itself (bracket walk, AMT and NIIT phase-outs, multi-year credit and growth interactions) runs inside the tool, and the federal and state tax tables it walks are independently verified (https://optionsahoy.com/verification). Results from multiple OptionsAhoy tools in one analysis are independent single-position calculations; integrated multi-year, multi-position optimization is available in the OptionsAhoy beta at https://optionsahoy.com/beta?src=mcp_multi.
| Name | Required | Description | Default |
|---|---|---|---|
| shares | Yes | Restricted Stock Unit (RSU) shares vesting in this tranche. Must come from the user. | |
| ticker | No | Optional public-stock symbol (e.g. "NVDA", "AAPL"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a "required field" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string "market" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field. | |
| haircut | No | Alternative to `volatility`: the multiplicative volatility-drag haircut on expectedSalePrice already computed for the hold. Supply this OR `volatility` (if both are given, haircut wins). This field is for a haircut figure that already exists from a prior computation; the haircut formula is horizon-dependent, so a figure derived for a different horizon does not carry over. Supplying `volatility` instead lets the tool derive it. | |
| holdYears | Yes | Years to hold after vest (0.25..5). Below 1 year triggers the short-term capital gains cliff (ordinary rates on appreciation). The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one. | |
| stateCode | Yes | Two-letter US state code. | |
| volatility | No | Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one. | |
| currentPrice | Yes | Fair market value per share at vest, USD. Also the cost basis on retained shares. Must come from the user. | |
| filingStatus | Yes | Federal filing status. | |
| stillEmployed | Yes | True if still employed at vest. Drives FICA applicability and whether the 22% supplemental withholding rule applies. | |
| ordinaryIncome | Yes | Annual ordinary income before this vest, USD. Baseline for the bracket walk on the vest amount. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it. | |
| expectedSalePrice | No | Projected $/share at end of holdYears, or the string "market" to project currentPrice at the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears. This tool has no default for it: a value not stated by the user, not resolved by a covered `ticker`, and not the "market" sentinel is outside the input contract. | |
| expectedMarketReturn | No | Annual after-tax-proceeds reinvestment rate. Defaults to SPY trailing CAGR for holdYears if omitted; the string "market" names that same default explicitly. |
| Name | Required | Description |
|---|---|---|
| hold | Yes | Keep the after-tax shares for holdYears, then sell. |
| vest | Yes | Tax bill at vest on the full vest value (taxed as ordinary W-2 income). |
| bracketJump | Yes | Marginal federal bracket change caused by the new ordinary income; null when the income stays within one bracket. |
| holdMinusSell | Yes | hold.netAtYearN - sellNowInvest.netAtYearN in dollars. Positive favors holding the vested shares; negative favors selling at vest and reinvesting. |
| sellNowInvest | Yes | Counterfactual: sell every share at vest and reinvest the net cash at expectedMarketReturn for holdYears. |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already declare readOnlyHint and idempotentHint, but the description adds substantial context: 'Deterministic and offline; tax tables compiled in.' It also discloses a critical caveat: 'a syntactically valid figure passes validation with no provenance check, and it silently changes the result.' These go well beyond the structured data.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is long, but every sentence earns its place given the tool's complexity (12 params, input resolution rules, alternatives). It is front-loaded with purpose and usage, then proceeds to inputs, caveats, and verification. While not as terse as the ideal 'two sentences', the length is justified by the density of essential guidance.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
The description covers all necessary context for a complex tool: when to use it, which siblings not to use, required and optional input sources, behavioral traits, error handling ('required-field error naming the field'), an example call, and a verification link. It even lists return fields while acknowledging the output schema. Nothing critical is omitted.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Although schema coverage is 100%, the description deeply enriches parameter understanding. It explains that growth/volatility are 'beyond required' but needed, their only valid sources ('user's own figures, a covered ticker, or the market sentinel'), the 'market' string for expectedSalePrice/expectedMarketReturn, and the haircut-vs-volatility relationship. This is far more than the schema provides.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description clearly states the tool's function: 'After-tax RSU vest analysis: sell-at-vest vs hold-to-long-term-capital-gains (LTCG) over holdYears.' It uses specific verbs (sell, hold, analyze) and names the resource (RSU vest). It also explicitly distinguishes from siblings: 'Use for RSUs at vest; for ISO/AMT use amt_iso_optimize, for NSO use nso_calculate.'
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Provides explicit when-to-use guidance: 'Use this when someone asks whether to sell RSUs at vest or hold them, whether to sell their vested shares or diversify out of company stock, or about the tax and withholding on a restricted stock unit (RSU) vest.' It also names alternatives for different grant types, giving clear exclusions and redirection to sibling tools.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
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