Historical Comparison

Twin decision-support. Chains event-study (what happened around a specific event) with historical-analog-finder (what usually happens in setups like now). Useful before making a call where both name-specific event evidence and market-wide regime analog matter. Also runs analog-only mode when no ticker is supplied.

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File contents

historical-comparison

Twin comparison: event-study on the ticker + historical-analog-finder on the market. The idea: don't rely on one anchor when you can use both.

When to invoke

  • Analyst wants both "here's what happened around this specific event" and "here's what usually happens in setups like this"
  • Before a directional call where both name-specific and market context matter
  • Analog-only mode (no ticker): just the market regime forward distribution

Modes

  • Event mode: pass ticker + event_class + optional event_date / period. Both event and analog run.
  • Analog-only: pass include_event=False. Only the market analog runs.

What you get back

Layer 1 JSON matching output-schema.json. Headline distills the T+5 CAR + prior percentile from event-study plus the median/IQR/hit-rate at 90d from the analog.

Layer 2 rendered brief. See references/rendering.md.

rgourley/quant-garage/tree/main/skills/historical-comparison commit 62e4e1d5c5

Frequently asked questions

npx skillmds@latest add rgourley/historical-comparison