Documentation Index
Fetch the complete documentation index at: https://docs.tilt.pro/llms.txt
Use this file to discover all available pages before exploring further.
Plain English scenario description (e.g., 'Trump invades Greenland')
Mapping of tilt_asset_id to portfolio weight
Analysis date in YYYY-MM-DD format. Defaults to today.
^\d{4}-\d{2}-\d{2}$If true, generate flat scenarios (no sub-scenarios) where each scenario directly contains its macro_shocks. Recommended for simpler UIs.
Whether to search for relevant background articles to improve scenario quality
Include per-security breakdown for each scenario
If true, return results aggregated at the top-level scenario instead of sub-scenario level
If true, bypass scenario cache and regenerate from scratch
AI-generated scenario tree with portfolio impact analysis
Full probability tree. Flat when flat_scenarios=true, nested with sub_scenarios when false.
Probability-weighted expected portfolio return across all leaf scenarios (0.01 = 1%)
Counts of scenarios, leaf scenarios, and securities analyzed
Whether the scenario tree was served from cache (true) or freshly generated (false)
ISO timestamp of when the result was generated
All leaf scenarios with portfolio impacts. Omitted when aggregate_scenarios=true.
Scenario-level aggregated results. Only present when aggregate_scenarios=true.
Headlines of background articles used during scenario generation
Point IDs of context articles. Use POST /scenarios/batch to fetch full details.
Warnings about input data (e.g., unknown tilt_ids skipped)