本文へ移動
cccskills
無料GitHub で公開

kanchi-dividend-review-monitor

Monitor dividend portfolios with Kanchi-style forced-review triggers (T1-T5) and convert anomalies into OK/WARN/REVIEW states without auto-selling. Use when users ask for 減配検知, 8-Kガバナンス監視, 配当安全性モニタリング, REVIEWキュー自動化, or periodic dividend risk checks.

インストール方法を見る

含まれるファイル(9)

  • SKILL.md5.1 KB
  • agents/openai.yaml130 B
  • references/input-schema.md1.6 KB
  • references/review-ticket-template.md581 B
  • references/trigger-matrix.md2.1 KB
  • requirements.txt70 B
  • scripts/build_review_queue.py16.8 KB
  • scripts/tests/conftest.py153 B
  • scripts/tests/test_build_review_queue.py8.9 KB

SKILL.md(原文)

インストールする前に、エージェントに与えられる指示の中身を確認できます。

Kanchi Dividend Review Monitor

Overview

Detect abnormal dividend-risk signals and route them into a human review queue. Treat automation as anomaly detection, not automated trade execution.

When to Use

Use this skill when the user needs:

  • Daily/weekly/quarterly anomaly detection for dividend holdings.
  • Forced review queueing for T1-T5 risk triggers.
  • 8-K/governance keyword scans tied to portfolio tickers.
  • Deterministic OK/WARN/REVIEW output before manual decision making.

Prerequisites

Provide normalized input JSON that follows:

  • references/input-schema.md

If upstream data is unavailable, provide at least:

  • ticker
  • instrument_type
  • dividend.latest_regular
  • dividend.prior_regular

Non-Negotiable Rule

Never auto-sell based only on machine triggers. Always create WARN or REVIEW evidence for human confirmation first.

State Machine

  • OK: no action.
  • WARN: add to next check cycle and pause optional adds.
  • REVIEW: immediate human review ticket + pause adds.

Use references/trigger-matrix.md for trigger thresholds and actions.

Flat-dividend cadence caveat

When T6 is driven only by freeze_flag / latest regular dividend equal to prior regular dividend, treat it as a WARN for cadence confirmation, not as proof of dividend deterioration. Many quarterly dividend payers repeat the same dividend for several quarters between annual raise cycles. In reports, phrase this as “confirm next dividend-growth cadence / pause optional adds until checked” and avoid implying a cut or broken thesis unless T1/T2/T3/T4/T5 evidence also supports escalation.

Monitoring Cadence

  • Daily:
    • T1 dividend cut/suspension.
    • T4 SEC filing keyword scan (8-K oriented).
  • Weekly:
    • T3 proxy credit stress checks.
  • Quarterly:
    • T2 coverage deterioration and T5 structural decline scoring.

Workflow

1) Normalize input dataset

Collect per ticker fields in one JSON document:

  • Dividend points (latest regular, prior regular, missing/zero flag).
  • Coverage fields (FCF or FFO or NII, dividends paid, ratio history).
  • Balance-sheet trend fields (net debt, interest coverage, buybacks/dividends).
  • Filing text snippets (especially recent 8-K or equivalent alert text).
  • Operations trend fields (revenue CAGR, margin trend, guidance trend).

Use references/input-schema.md for field definitions and sample payload.

2) Run the rule engine

Run:

python3 skills/kanchi-dividend-review-monitor/scripts/build_review_queue.py \
  --input /path/to/monitor_input.json \
  --output-dir reports/

The script maps each ticker to OK/WARN/REVIEW based on T1-T5. Output files are saved to the specified directory with dated filenames (e.g., review_queue_20260227.json and .md).

3) Prioritize and deduplicate

If multiple triggers fire:

  • Keep all findings for audit trail.
  • Escalate final state to highest severity only.
  • Store trigger reasons as single-line evidence.

4) Generate human review tickets

For each REVIEW ticker, include:

  • Trigger IDs and evidence.
  • Suspected failure mode.
  • Required manual checks for next decision.

Use references/review-ticket-template.md output format.

SEC Filing Guardrail

When implementing live SEC fetchers:

  • Include a compliant User-Agent string (name + email).
  • Use caching and throttling.
  • Respect SEC fair-access guidance.
  • In scheduled portfolio reviews where upstream filing snippets are empty, use SEC company_tickers.json plus https://data.sec.gov/submissions/CIK##########.json to enumerate recent 8-K / 8-K/A filings for each holding, then scan primary filing documents for the T4 keyword family (Item 4.02, non-reliance, restatement, material weakness, SEC investigation, subpoena, going concern, auditor resignation, internal control). Record the scan window, recent 8-K count, and whether hits were found. Treat "no keyword hits" as a narrow T4 scan result, not a full governance clearance.

Output Contract

Always return:

  1. Queue JSON with summary counts and ticker-level findings.
  2. Markdown dashboard for quick triage.
  3. List of immediate REVIEW tickets.

Multi-Skill Handoff

  • Consume ticker universe and baseline assumptions from kanchi-dividend-sop.
  • Feed REVIEW results back to kanchi-dividend-sop for re-underwriting and position-size review.
  • Share account-type context with kanchi-dividend-us-tax-accounting when risk events imply account relocation decisions.

Resources

  • scripts/build_review_queue.py: local rule engine for T1-T5.
  • scripts/tests/test_build_review_queue.py: unit tests for T1-T5 and report rendering.
  • references/trigger-matrix.md: trigger definitions, cadence, and actions.
  • references/input-schema.md: normalized input schema and sample JSON.
  • references/review-ticket-template.md: standardized manual-review ticket layout.

レビュー

まだレビューはありません。使ってみた感想をお寄せください。

同じリポジトリのスキル

概要と使いどころ

Expert guidance for systematic backtesting of trading strategies. Use when developing, testing, stress-testing, or validating quantitative trading strategies. Covers "beating ideas to death" methodology, parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results. Applicable when user asks about backtesting, strategy validation, robustness testing, avoiding overfitting, or systematic trading development.

日本語の概要は準備中です。原文の説明を表示しています。

tradermonty/claude-trading-skills2,9962026年10月13日 更新

This skill should be used when analyzing market breadth charts, specifically the S&P 500 Breadth Index (200-Day MA based) and the US Stock Market Uptrend Stock Ratio charts. Use this skill when the user provides breadth chart images for analysis, requests market breadth assessment, positioning strategy recommendations, or wants to understand medium-term strategic and short-term tactical market outlook based on breadth indicators. All analysis and output are conducted in English.

日本語の概要は準備中です。原文の説明を表示しています。

tradermonty/claude-trading-skills2,9962026年10月13日 更新

This skill should be used when analyzing market breadth charts, specifically the S&P 500 Breadth Index (200-Day MA based) and the US Stock Market Uptrend Stock Ratio charts. Use this skill when the user provides breadth chart images for analysis, requests market breadth assessment, positioning strategy recommendations, or wants to understand medium-term strategic and short-term tactical market outlook based on breadth indicators. Also works WITHOUT chart images by fetching CSV data directly from public sources. All analysis and output are conducted in English.

日本語の概要は準備中です。原文の説明を表示しています。

tradermonty/claude-trading-skills2,9962026年10月13日 更新

Generate Minervini-style breakout trade plans from VCP screener output with worst-case risk calculation, portfolio heat management, and Alpaca-compatible order templates (stop-limit bracket for pre-placement, limit bracket for post-confirmation). Use when user has VCP screener results and wants actionable trade plans with entry/stop/target levels and position sizing.

日本語の概要は準備中です。原文の説明を表示しています。

tradermonty/claude-trading-skills2,9962026年10月13日 更新

Screen US stocks using William O'Neil's CANSLIM growth stock methodology. Use when user requests CANSLIM stock screening, growth stock analysis, momentum stock identification, or wants to find stocks with strong earnings and price momentum following O'Neil's investment system.

日本語の概要は準備中です。原文の説明を表示しています。

tradermonty/claude-trading-skills2,9962026年10月13日 更新

Synthesize the three Jason Shapiro contrarian-pipeline verdicts (COT crowding, news-reaction failure, weekly price-action confirmation) into one actionable setup_status via a fail-closed precedence state machine. Pure, offline synthesis -- no network, no API keys, no computation beyond validation and precedence.

日本語の概要は準備中です。原文の説明を表示しています。

tradermonty/claude-trading-skills2,9962026年10月13日 更新

tradermonty のスキルをすべて見る

このスキルの問題を報告する