tradermonty/claude-trading-skills

stockbee-20pct-study

Build and maintain a Stockbee-style daily 20% mover study for US equities by scanning +20%/-20% movers, classifying catalysts and setup context, updating forward outcomes, and summarizing cohort patterns.

Voir la source

Mode d’emploi

  1. Copiez la commande et examinez le paquet avant de l’installer dans votre environnement agent.
  2. Consultez le document original pour les outils, identifiants et environnements requis.
  3. Décrivez les entrées et le livrable souhaité ; comparez la sortie aux sources.
npx skills add https://github.com/tradermonty/claude-trading-skills --skill stockbee-20pct-study

Avant de commencer

  • L’installation n’inclut ni abonnement au modèle, ni quota API, ni accès aux fichiers.
  • Étoiles et installations reflètent l’activité, pas un test indépendant de qualité ou de sécurité.
Document Skill original

Rendu depuis le dépôt source en conservant titres, exemples, code, tableaux, liens et images.

Stockbee 20% Study

Build a daily event study of US equities that moved +20% or -20% over a defined window. Convert large movers into structured study records, classify the catalyst and chart context, update forward outcomes, and summarize recurring patterns for research.

This skill is a research, model-book, and setup-fluency workflow. It does not generate buy/sell signals, place orders, or output broker execution instructions.

When to Use

  • User wants to run a Stockbee-style daily 20% mover study
  • User asks which stocks moved +20% or -20% today, this week, or over a configurable lookback window
  • User wants to backfill historical 20% movers and study what happened next
  • User wants to identify continuation, reversal, exhaustion, or theme-cluster patterns
  • User wants to build a model book of explosive winners, major failures, and failed low-quality pops
  • User wants edge hints for downstream strategy research rather than immediate trade signals

Prerequisites

  • Python 3.9+
  • FMP API key for live US universe scans, or offline OHLCV JSON via --prices-json
  • Optional structured news/catalyst JSON for higher-quality catalyst classification
  • Recommended market regime artifact from market-regime-daily
  • Recommended local state path: state/stockbee/20pct_study_events.jsonl

Workflow

Step 1: Scan for 20% Movers

Run after the US market close, or against the latest complete daily bar in an offline OHLCV file.

bash
python3 skills/stockbee-20pct-study/scripts/run_20pct_study.py scan \
  --fmp-universe \
  --max-symbols 300 \
  --as-of 2026-06-28 \
  --lookback-days 5 \
  --min-abs-return-pct 20 \
  --min-price 5 \
  --min-dollar-volume 20000000 \
  --include-down-movers \
  --state-file state/stockbee/20pct_study_events.jsonl \
  --output-dir reports/

Use offline data instead of FMP:

bash
python3 skills/stockbee-20pct-study/scripts/run_20pct_study.py scan \
  --prices-json data/us_daily_ohlcv.json \
  --as-of 2026-06-28 \
  --lookback-days 5 \
  --include-down-movers \
  --state-file state/stockbee/20pct_study_events.jsonl \
  --output-dir reports/

Step 2: Enrich and Classify Events

Use structured catalyst data when available. The enrichment step is best-effort: if no news record is found, the event remains a price-only NO_CLEAR_NEWS study record.

bash
python3 skills/stockbee-20pct-study/scripts/run_20pct_study.py enrich \
  --events-json reports/stockbee_20pct_events_YYYY-MM-DD_HHMMSS.json \
  --news-json data/catalysts_YYYY-MM-DD.json \
  --market-regime reports/market_regime_latest.json \
  --state-file state/stockbee/20pct_study_events.jsonl \
  --output-dir reports/

Step 3: Update Matured Forward Outcomes

Update 1-day, 3-day, 5-day, 10-day, and 20-day forward outcomes after enough future bars exist.

bash
python3 skills/stockbee-20pct-study/scripts/run_20pct_study.py update-outcomes \
  --prices-json data/us_daily_ohlcv.json \
  --state-file state/stockbee/20pct_study_events.jsonl \
  --horizons 1,3,5,10,20 \
  --output-dir reports/

The update records close return, MFE, MAE, direction-adjusted continuation return, and outcome tags.

Step 4: Summarize Cohorts

bash
python3 skills/stockbee-20pct-study/scripts/run_20pct_study.py summarize \
  --state-file state/stockbee/20pct_study_events.jsonl \
  --group-by direction,catalyst.label,technical_context.pattern_label,technical_context.close_quality \
  --min-sample 10 \
  --output-dir reports/

Treat rule_candidates and exported edge hints as research prompts. Require representative chart review, sample-size thresholds, and out-of-sample validation before changing trade rules.

Step 5: Historical Backfill

bash
python3 skills/stockbee-20pct-study/scripts/run_20pct_study.py backfill \
  --from 2020-01-01 \
  --to 2026-06-28 \
  --prices-json data/us_daily_ohlcv.json \
  --min-abs-return-pct 20 \
  --include-down-movers \
  --state-file state/stockbee/20pct_study_events.jsonl \
  --output-dir reports/

Backfill records are marked CURRENT_UNIVERSE_BACKFILL_SURVIVORSHIP_BIAS by default. Add --survivorship-complete only when the supplied OHLCV includes delisted symbols and historical universe coverage.

Output Format

  • stockbee_20pct_events_YYYY-MM-DD_HHMMSS.json — scan metadata and event records
  • stockbee_20pct_daily_report_YYYY-MM-DD_HHMMSS.md — human-readable daily 20% study report
  • stockbee_20pct_enriched_YYYY-MM-DD_HHMMSS.json — enriched event records
  • stockbee_20pct_outcome_update_YYYY-MM-DD_HHMMSS.json/md — matured forward outcome update
  • stockbee_20pct_cohort_summary_YYYY-MM-DD_HHMMSS.json/md — cohort statistics and rule candidates
  • stockbee_20pct_edge_hints_YYYY-MM-DD_HHMMSS.yaml — edge-hint export for downstream research skills
  • state/stockbee/20pct_study_events.jsonl — durable 20% mover model book

Resources

  • references/methodology.md — 20% study methodology and review checklist
  • references/event_schema.md — JSONL event record schema
  • references/catalyst_taxonomy.md — catalyst and risk label definitions
  • references/scoring_system.md — event quality and study priority scoring
  • references/cohort_mining_rules.md — overfitting controls and sample-size rules
  • scripts/run_20pct_study.py — CLI for scan, enrich, update-outcomes, summarize, and backfill

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