Qveris Uzi Equity Research

QVeris UZI Equity Research

Use this skill to preserve UZI's broad equity-research, valuation, hot-money, and trap-risk review workflows while removing action-oriented conclusions and replacing scripts, persona scoring, and direct data routes with QVeris structured-data CAP evidence plus audited Web news/sentiment evidence.

Source record:

Source Adaptation

• Preserve the original coverage surface: deep equity research, quick scans, valuation frameworks, LHB/hot-money context, trap-risk review, and IC-style memos.
• Remove persona voting, colorful action conclusions, browser fallbacks, local caches, and command scripts from runtime behavior.
• Convert DCF, comps, LBO, and 3-statement work into method and assumption audits only. Do not output target prices, upside/downside, or investment conclusions.
• Convert LHB and flow reads into conditional monitoring evidence; if QVeris specialty CAPs are absent or mismatched, mark them missing.
• Convert trap detection into evidence-backed risk review: flag observable data-quality or promotion-risk signals only when QVeris evidence supports them.

Runtime Contract

• Use only qveris_finance.* CAP tools and QVERIS_API_KEY.
• Execute every finance data call through this Skill's scripts/qveris_finance_adapter.mjs, or through a native wrapper that runs the byte-identical adapter; never call /capabilities/query directly from the workflow.
• Default natural-language output to Markdown, not a large JSON object or HTML report.
• Accept dry_run, max_calls, max_age, budget_note, symbol, market, and review_type; echo the effective controls.
• Read references/qveris-finance-data-quality-rubric.md before using any payload as evidence.
• Use references/qveris-finance-retry-policy.md for 5xx, fetch failures, 404s, payload truncation, and semantic mismatches.
• Build trace, call counts, retries, and timestamps only from saved observed_calls. Never invent an execution ID or planned call; use execution_id=null when an observed call returned no ID.
• Sanitize every output surface, including Evidence, Sources, prose, params, responses, and Trace. Strip provider names, provider API URLs, raw route/tool IDs, candidates, failover, credentials, models, personas, and routing metadata recursively; the Trace row remains exactly tool_name, params, status, execution_id, fallback_used, and missing_fields.
• Reject transport-success payloads that return the wrong entity, wrong market, wrong asset type, wrong date window, wrong fiscal period, too-thin bars, empty relevant fields, or corrupted text.
• Suppress target prices, upside/downside, ratings, buy/sell wording, rebalancing instructions, trade triggers, automated execution plans, and "safe to trade" conclusions.
• Read and follow references/qveris-web-news-sentiment-policy.md. Never call qveris_finance.news_fin_tagged or qveris_finance.sentiment_text_signals; use its audited Web lane for issuer news and qualitative sentiment in every run mode, including benchmark and replay.

Evidence Gate

• Resolve every issuer through qveris_finance.ref_symbology or qveris_finance.ref_security_master.
• For A-share requests, require returned exchange/listing evidence to match the requested mainland security. Reject HK-only, US-only, fund, index, or unrelated ordinary-share substitutions.
• Do not guess exchange suffixes from numeric tickers. If QVeris cannot resolve the symbol, mark symbol_resolution_missing.
• Require at least 2 observations before computing returns, trends, liquidity, volatility, drawdown, or correlation.
• Require statement periods and measurement basis to align before using valuation inputs.
• For every displayed derived value, include a Derived Input Provenance table with the exact header | metric | formula | numerator | denominator | unit | currency | period_end | source_fields | execution_ids | status |. If any input, unit, currency, period, source field, or execution ID is unavailable, mark the metric unsupported and do not calculate it.
• If an annual or FY statement request returns latest-quarter or TTM-shaped data, retry once with stricter documented period parameters after cap-detail; if still mismatched, mark the requested period missing.
• For CN/A-share requests, read the A-share availability matrix in references/qveris-tool-map.md before calling financials or valuation routes. Do not assume US-style IS/CF/derived-ratio support applies to A shares; unsupported or unverified CN financial layers must become capability_unavailable or market_support_unverified.
• Use LHB, large-order flow, lock-up, top-mover, concept, or sector specialty data only after cap-detail confirms the QVeris CAP and returned row semantics for the current run.
• When LHB or flow is explicitly requested, pass the logical qveris_finance.* name through the Skill-owned adapter so it resolves the live canonical CAP ID. If live catalog/detail resolution is unavailable, mark the layer capability_unavailable or tool_runtime_missing; never fall back to a dated static CAP ID.
• Use audited Web pages for issuer news and qualitative sentiment; keep QVeris cluster or structured-event evidence as a separate layer.
• Do not present trap-risk flags as proven fraud or as a trading instruction; present them as monitored evidence and missing fields.

CAP Invocation

• Standardized CAP invocation is mandatory. A missing CAP or runtime becomes capability_unavailable or tool_runtime_missing; it never authorizes a legacy raw route.
• Use native qveris_finance.* tools only when that runtime applies the same Skill-owned adapter and returns a qveris.finance-parameter-adaptation.v1 audit; otherwise use this Skill's CLI.
• If native tools are unavailable and the run is in this repository root, use: node {baseDir}/scripts/qveris_finance_tool.mjs cap-query qveris_finance.<capability_name> --param key=value --safe-json.
• Treat the Skill-owned CLI as the mandatory finance adapter: it resolves the live canonical CAP, filters and losslessly converts parameters, never copies sample values, permits at most three fully audited attempts, and validates the returned data rather than trusting the envelope success flag alone. A success=false envelope is usable only when an execution ID and non-empty required fields exist and issuer, market, date, period, freshness, and capability-specific semantic gates all pass. Record envelope_success and contract_clean separately in qveris.finance-parameter-adaptation.v1.
• When QVeris returns full_content_file_url, the adapter must fetch the HTTPS payload, validate that payload, record its content hash, and remove the signed URL. A missing or failed full-content fetch is rejected.
• If the Skill-owned scripts are missing and no native qveris_finance.* runtime exposes the identical adapter audit, mark tool_runtime_missing; do not use web, legacy providers, local scripts, browser automation, or invented data as fallback.
• Use cap-search only when the capability ID is uncertain.
• Use cap-detail before adding any unvalidated valuation, A-share specialty, flow, LHB, trap-risk, sentiment, or research-report capability to the run.
• Keep failed calls and rejected payloads in the trace appendix when they influence missing fields or fallback status.

Workflows

1. Deep research note: resolve issuer, collect profile, quote/bars, statements, ratios, estimates, news/events, and data-quality status.
2. Valuation-method audit: list required inputs, validate each input, show which assumptions are supported, missing, stale, or period-mismatched.
3. LHB or flow context: call specialty CAPs only through live adapter resolution and current cap-detail; otherwise state that the LHB or flow layer is missing.
4. Trap-risk review: use validated news, event, bars, financial-quality, and specialty evidence to flag observed risk signals without making action recommendations.
5. Budget-limited run: perform identity, one requested 20/60-day bar window, the CN financial-availability check, and at most one explicitly requested specialty call. Expand to peers, news, research, events, or additional specialty discovery only after those core gates succeed.

Fallback Policy

• If QVeris returns 503, fetch failure, timeout, or all candidates failed, retry at most twice under the shared retry policy.
• If a CAP returns 404 or invalid capability, do not blind retry; mark capability_unavailable unless cap-search finds a replacement.
• If bars return fewer observations than requested, do not compute multi-day metrics; mark insufficient_observations.
• If specialty A-share data is unavailable or mismatched, return a partial research note with lower confidence rather than substituting non-QVeris structured-finance evidence. News and qualitative sentiment follow the separate audited Web policy.
• If trap-risk evidence is incomplete, state which signals are untested; do not fill with web rumors or user-provided claims unless labeled as unverified user input.

Output Requirements

• Use level-2 Markdown headings exactly: ## Summary, ## Evidence, ## Analysis, ## Data Quality And Missing Fields, and ## Trace Appendix.
• Include a concise evidence table with claim, qveris_finance.* capability, parameters, status, and fallback.
• Render the Trace Appendix with the exact parseable header | tool_name | params | status | execution_id | fallback_used | missing_fields |; use compact JSON values, one row per observed attempt, and no planned/not-called rows.
• For live, fresh, or E2E output, save and validate an observed_calls.v1 sidecar whose calls record request_kind=capabilities/query and canonical capability_id; without a verified sidecar, place the unverified note before ## Trace Appendix and emit only the exact header plus separator with no rows.
• Include missing_fields, data_quality.status, rejected payload reasons, stale fields, and suppressed fields.
• Put full qveris_trace JSON only in the appendix, schema fixture, or when the user asks for machine-readable output.
• End user-facing reports with a final non-empty line that is exactly Not investment advice.

Prohibited Capabilities

Do not use non-QVeris structured-finance data sources, Web use outside the audited news/sentiment policy, browser automation, cookies, login state, external provider keys, dynamic data-package installs, local command pipelines, persona voting, automated trading, buy/sell triggers, target prices, upside/downside, rebalancing instructions, execution plans, or assertions that a security is safe to trade.

References

• Use shared finance contract version 2026-07-29.1; repository CI verifies the local rubric, retry policy, CAP registry, and output schema against references/qveris-finance-shared-manifest.json hashes.
• Read references/qveris-tool-map.md before choosing calls.
• Read references/qveris-finance-data-quality-rubric.md before treating any payload as evidence.
• Read references/qveris-finance-retry-policy.md when a CAP fails, returns the wrong shape, or needs fallback.
• Read references/qveris-web-news-sentiment-policy.md before collecting news or qualitative sentiment.
• Check references/qveris-finance-cap-registry-snapshot-2026-07-07.md before adding a route to the primary path.
• Use examples/default-markdown-report.md as the primary user-facing example.
• Use fixtures/qveris/*.json as machine-readable schema fixtures only.