Finance & Business

owl-listener Skill

Apply the Doherty Threshold to keep system response times under 400ms, maintaining user flow and perceived performance.

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Detects Follow-Through Day (FTD) signals for market bottom confirmation using William O'Neil's methodology, with dual-index tracking and a state machine for rally attempt, FTD qualification, and post-FTD health monitoring.

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Screen post-earnings gap-up stocks for Post-Earnings Announcement Drift patterns using weekly candle analysis to detect red candle pullbacks and breakout signals.

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Synthesize market breadth, regime, and flow signals into a unified capital commitment recommendation with exposure ceiling, bias, and action guidance.

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Calculate risk-based position sizes for long stock trades using fixed fractional, ATR-based, or Kelly Criterion methods with portfolio constraints.

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Detects and ranks trending market themes by analyzing cross-sector momentum, volume, and breadth signals with lifecycle maturity assessment.

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Provides expert guidance for systematic backtesting of trading strategies, covering methodology, stress testing, bias prevention, and result interpretation.

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Translate natural-language stock screening requests into FinViz screener filter codes, build the URL, and open it in Chrome.

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Screen US stocks using William O'Neil's CANSLIM growth stock methodology with composite scoring and weighted components.

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Analyzes market breadth using Monty's Uptrend Ratio Dashboard data to diagnose the current market environment. Generates a 0-100 composite score from 5 components (breadth, sector participation, rotation, momentum, historical context).

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Retrieves upcoming earnings announcements for US stocks using the Financial Modeling Prep API, filtered by market cap over $2B, and organizes them into a markdown table grouped by date and timing.

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Analyze investment portfolios by fetching real-time holdings via Alpaca MCP Server, then assess asset allocation, diversification, risk metrics, and generate rebalancing recommendations.

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Analyzes 18-month investment scenarios from a news headline by invoking two specialized agents and generating a comprehensive report with sector impacts, stock recommendations, and a critical review.

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Analyze weekly price charts for stocks, indices, crypto, or forex to identify trends, support/resistance, and probabilistic scenarios based purely on chart data.

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Track investment theses across their lifecycle — from screening idea to closed position with postmortem. Register theses from screener outputs, manage state transitions, attach position sizing, review due dates, and generate postmortem reports with P&L and MAE/MFE analysis.

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Convert daily market observations and news reactions into structured edge hints, with optional LLM augmentation, outputting a canonical hints.yaml for downstream concept synthesis.

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Analyzes recent market-moving news events and their impact on US equity markets and commodities, producing impact-ranked reports using web search and fetch tools.

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Identifies and analyzes statistical arbitrage opportunities through pair trading, using correlation analysis, cointegration testing, and z-score calculations to generate entry/exit signals for market-neutral strategies.

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Validate financial data quality in market analysis documents before publication, checking price scales, instrument notation, date accuracy, allocation totals, and unit usage.

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Detect structural macro regime transitions (1-2 year horizon) using cross-asset ratio analysis, analyzing RSP/SPY concentration, yield curve, credit conditions, size factor, equity-bond relationship, and sector rotation to identify regime shifts.

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Generate Minervini-style breakout trade plans from VCP screener output with risk calculation, portfolio heat management, and Alpaca-compatible order templates.

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Converts abstract edge concepts into concrete strategy draft variants with configurable risk profiles and optional exportable ticket YAMLs for downstream validation.

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Reviews trading strategy drafts for edge plausibility, overfitting risk, sample size adequacy, and execution realism, outputting PASS/REVISE/REJECT verdicts with confidence scores.

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Screens recent post-earnings stocks using a 5-factor scoring system (Gap Size, Pre-Earnings Trend, Volume Trend, MA200 Position, MA50 Position) and assigns A/B/C/D grades to identify momentum trade candidates.

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Quantifies market breadth health using public CSV data, generating a 0-100 composite score across six components to assess market participation and rally breadth.

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Screen US stocks for high-quality dividend opportunities combining value characteristics, attractive yields, and consistent growth using a two-stage screening approach with FINVIZ Elite and FMP APIs.

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Evaluates account-level drawdown and losing-streak rules from local thesis files to decide whether new trade risk is allowed, without external APIs.

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Analyze and simulate options trading strategies using Black-Scholes pricing, Greeks calculation, and risk management guidance.

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Generate falsifiable trade strategy hypotheses from market data, trade logs, and journal snippets, with ranked hypothesis cards, experiment designs, kill criteria, and optional strategy.yaml export.

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Evaluates a local pre-trade checklist before manual order entry, blocking planless, oversized, revenge-risk, market-regime-blocked, or circuit-breaker-blocked entries while journaling the decision for later review.

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Evaluates US market bubble risk through quantitative data analysis using the Minsky/Kindleberger framework, scoring indicators like Put/Call ratio, VIX, margin debt, breadth, and IPO data.

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Aggregate closed trades from trader-memory-core into a weekly performance report with win rate, expectancy, profit factor, R-multiple, MAE/MFE, and pattern breakdowns by source skill, exit reason, sector, and mechanism.

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Analyze historical downtrend durations and generate interactive HTML histograms showing typical correction lengths by sector and market cap.

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Analyzes global market conditions across US, European, and Asian indices, forex, commodities, and economic indicators to produce structured market reports with risk sentiment assessment.

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Detect IBD-style Distribution Days for QQQ/SPY, track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk, and emit TQQQ/QQQ exposure recommendations.

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Screen US equities for parabolic exhaustion patterns, generate conditional pre-market short plans, and monitor intraday trigger signals using 5-min bars.