本文へ移動
cccskills
無料GitHub で公開

stockbee-momentum-burst-screener

Screen US stocks for Stockbee-style short-term Momentum Burst setups using 4% breakout, dollar breakout, range expansion, volume expansion, prior range contraction, close-location, failure filters, and risk-distance scoring. Use when the user asks for Stockbee, Pradeep Bonde, momentum burst, 4% breakout, range expansion, dollar breakout, short-term swing momentum candidates, or 3-5 day burst setup review.

インストール方法を見る

含まれるファイル(7)

  • SKILL.md4.1 KB
  • references/entry_exit_rules.md1.4 KB
  • references/momentum_burst_methodology.md2.0 KB
  • references/scoring_system.md1.9 KB
  • requirements.txt128 B
  • scripts/screen_momentum_burst.py38.0 KB
  • scripts/tests/test_screen_momentum_burst.py6.1 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。

Stockbee Momentum Burst Screener

Screen US equities for Stockbee-style short-term Momentum Burst candidates. The skill is a candidate-generation and setup-quality workflow, not a signal service or an auto-execution system.

When to Use

  • User asks for Stockbee / Pradeep Bonde style Momentum Burst screening
  • User wants 4% breakout, dollar breakout, or range expansion candidates
  • User asks for short-term 3-5 day swing momentum setups
  • User wants to review whether a daily breakout has A/B/C setup quality
  • User provides a symbol list, universe file, or historical OHLCV JSON for screening
  • User wants candidate outputs to feed into technical-analyst, position-sizer, or trader-memory-core

Prerequisites

  • FMP API key for live universe and historical OHLCV screening:
    export FMP_API_KEY=your_api_key_here
    
  • Optional no-API path: provide --prices-json containing daily OHLCV bars by symbol.
  • Run only after the market-regime workflow allows new swing risk, or mark output as manual-review-only.

Workflow

Step 1: Choose Input Mode

Use one of three modes:

Mode A: FMP universe scan

python3 skills/stockbee-momentum-burst-screener/scripts/screen_momentum_burst.py \
  --fmp-universe \
  --max-symbols 300 \
  --output-dir reports/

Mode B: Explicit symbols

python3 skills/stockbee-momentum-burst-screener/scripts/screen_momentum_burst.py \
  --symbols NVDA SMCI PLTR TSLA \
  --output-dir reports/

Mode C: Offline OHLCV JSON

python3 skills/stockbee-momentum-burst-screener/scripts/screen_momentum_burst.py \
  --prices-json data/daily_ohlcv.json \
  --output-dir reports/

Step 2: Run the Screening Pass

The script detects these trigger families:

  • 4% Breakout: close / previous_close >= 1.04, volume above previous day, and volume above the liquidity floor
  • Dollar Breakout: close - open >= 0.90, volume above the liquidity floor
  • Range Expansion: current daily range exceeds the prior three daily ranges while the prior day was not already extended

It then scores setup quality using:

  • Trigger strength
  • Volume expansion
  • Prior base / range contraction quality
  • Close location near the high of day
  • Risk distance to the trigger-day low
  • Failure filters such as prior 3-day run-up or recent 4% breakdown
  • Market gate alignment

Step 3: Review Output

Read the generated JSON and Markdown reports. For each candidate, present:

  • Trigger type and all matched trigger tags
  • Day gain, dollar gain, volume ratio, and close-location percentage
  • Prior base length and base width
  • Entry reference, stop reference, and risk percentage to stop
  • Setup score, rating, state, and reject reasons
  • Suggested downstream action

Step 4: Send Survivors to Trade Planning

Use the output conservatively:

  • A / A- candidates: send to technical-analyst for manual chart validation, then position-sizer
  • B candidates: watchlist or smaller-risk review only
  • Watch-only candidates: keep in model book; do not plan a trade unless chart review upgrades the setup
  • Rejected candidates: retain for post-analysis, not for execution

Output

  • stockbee_momentum_burst_YYYY-MM-DD_HHMMSS.json - Structured candidate list, metadata, thresholds, score components, and rejects
  • stockbee_momentum_burst_YYYY-MM-DD_HHMMSS.md - Human-readable report grouped by rating/state

Resources

  • references/momentum_burst_methodology.md - Stockbee-style method summary and implementation boundaries
  • references/scoring_system.md - Component weights, state thresholds, and failure filters
  • references/entry_exit_rules.md - Entry reference, stop, sizing handoff, and exit template

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