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. Use when the user asks to run a daily 20% study, backfill historical 20% movers, find recurring
By tradermonty · 1,398 installs
npx skills add tradermonty/claude-trading-skills --skill stockbee-20pct-study
Source repository · Upstream listing
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.
Use offline data instead of FMP:
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.
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.
The update records close return, MFE, MAE, direction adjusted continuation return, and outcome tags.
Step 4: Summarize Cohorts
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
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