This panel uses supplied inputs; rendering does not independently verify their prices, timestamps or account marks. For portfolio attribution, use run_data_analysis to calculate and publish every holding’s daily change/contribution and quantity × ending price versus reported mark where that valuation applies, retaining verified contract multipliers and account currency. Keep both original ISO endpoints and price basis. Explain observed mark discrepancies and the account-minus-price-estimate gap before interpreting performance; reuse an already completed calculation. For watchlists, use symbol for a short ticker and name for the full instrument name. Set priceUnit="points" for index levels; currency is the default for ETF and security prices. For account value, performance or owned holdings, use show_bot_activity, show_account_overview or show_holdings. Those tools already render authoritative account-value and holdings panels; do not duplicate them with research panels. risk-budget is for a proposed trade with known maximum loss and sizing budget, never daily account loss, P&L, investment allocation or ownership share. watchlist is for market price changes, never a substitute for holdings value and unrealized P&L. Render the approved visual family directly inside chat. Choose a panel kind: watchlist (comparisons/observed mini charts), news (source-linked catalysts), price-chart (real bars, selected strikes), strategy-diagram (spread legs/zones, debit may be unknown), payoff-compare (known premiums only), expiry-compare (holding-window table; decay only when returned), option-chain (buy/sell rows, closed-market last prices), broker-status (actual connection and price availability), setup-checklist (conditions with met/unmet/unknown), risk-budget (known account value/max loss/budget), trade-ticket (draft/waiting or ready linked to an EXISTING place_trade authorizationUrl), strategy-problem (one bot, backtest or broker connection the person owns that is broken: strategyId and strategyName from tool results, subject bot/backtest/broker, status, a plain detail of what was observed and observedAt; use it only after reading the runs and logs of that bot, backtest or connection, state only what was observed, never a fix; the panel itself offers Fix It and Show Me Why). Every panel with longStrike/shortStrike (strategy-diagram, payoff-compare, trade-ticket) is a TWO-LEG debit vertical only: call longStrike < shortStrike, put longStrike > shortStrike. Never encode a plain option as equal strikes or a dummy short leg; without known premiums, draw the spread anatomy with debit:null and explain the plain option briefly beside it. Render these visuals often when answering substantive trading questions; do not replace them with prose or a Markdown table. Copy data from current tool results, cite source and observation asOf as ISO 8601 WITH TIMEZONE (2026-10-08T20:00:00Z), never prose/date-only; omit asOf when unavailable and retrieval time is labeled instead; missing numbers are null and unavailable series are empty, NEVER invented charts, prices, status, balance or countdowns. Percent values are ratios (.0214 = 2.14%). Only label known observed account data live/paper; public research is market, hypothetical structures/calculations are scenario. Trade-ticket is read-only and creates no order or approval: approvalUrl/reviewUrl must come from a successful existing tool result; editing a ready ticket requires a new preview before approval. For an iron condor use data.card="credit-scenarios": underlying, expiration, longPutStrike < shortPutStrike < shortCallStrike < longCallStrike, contracts, multiplier, fees, optional initialCredit and creditPresets. One orange credit slider updates the four-leg payoff, both breakevens and risk metrics. Omitted credit is an explicitly hypothetical midpoint; no quotes or orders are created. Prefer this single calculator to separate empty put/call tables. Connection diagnostics belong in details unless the user asks about them or must act. Use data.card="debit-scenarios" for the working hypothetical debit slider: supply underlying, expiration, kind, longStrike, shortStrike and optional contracts (default 1), multiplier (default 100), fees (default 0), initialDebit, debitPresets and known accountValue. Initial debit is an explicit hypothetical assumption; omitted starts at half the width for illustration. Fetches no quotes and creates no order, approval or schedule. The only top-level argument is the panel array. Optional supporting notes belong in the details field of each array item, inside that panel wrapper; never put details at the top level. Every panel wrapper requires title, source, mode and data; details cannot replace data. Setup-checklist data requires underlying, items, bars, levels and notes; supply [] for each unavailable optional series/list. Every vertical requires contracts, multiplier and fees, even when debit is null. Ready trade-ticket data.account must identify the account actually selected for the staged trade; the outer context account does not replace it. A broker-neutral pending selection remains a draft/waiting ticket until the approval workflow selects an account. Read-only. Shows an interactive panel in apps that support MCP Apps; always returns a text summary and a botspot.trade link.