Single Name Vs Sector

single-name-vs-sector

relative-strength tells you a name is a stable laggard versus SPY. It does not tell you why. SOFI reading -4100bp versus SPY over 120 days looks like a broken name until you notice its sector XLF was a leader (+377bp over 20d). The weakness was name-specific, not a financials problem. Reading two separate relative-strength runs and doing the subtraction in your head is exactly the kind of eyeballing this tool removes.

You hand over one ticker. The skill maps it to its SPDR sector ETF, then measures the name against its sector and the sector against the benchmark over several windows. The take says whether the name is leading its sector, lagging its sector, or diverging (moving opposite to its sector), with the magnitude and the windows driving it.

This is not alpha. It is descriptive math that separates a name-specific move from a sector move, so an LLM does not have to guess whether "SOFI is weak" means SOFI or means financials.

When to invoke

• A single name looks strong or weak versus SPY and the question is whether that is the name or its whole sector
• Following up a relative-strength run where one name stands out and you want to attribute the move
• The user says "is this the name or the sector", "is NVDA leading or is it just XLK", "why is SOFI lagging", "is the weakness name-specific", "how is this name doing versus its peers"

For ranking a whole watchlist versus one benchmark, use relative-strength. This skill is the focused single-name attribution; relative-strength is the watchlist ranker. relative-strength with --include-sectors surfaces sector context alongside the names; this skill isolates one name against its own sector and states the divergence explicitly.

What you need

• A ticker (--ticker, required)
• MASSIVE_API_KEY exported in the environment
• Any stocks tier (three US-listed series per run: name, sector ETF, benchmark)

Optional:

• --benchmark (default SPY): the sector-vs-market leg denominator
• --windows (default 5,20,60,120): RS lookback windows in trading days
• --sector (e.g. XLK): sector ETF override. Required when the ticker is not in the built-in map; also lets you re-map a name to a different sector proxy.
• --sleep: seconds between calls. Rarely needed for three series; use --sleep 13 when batching many names on Free Basic.

What you get back

Two output layers from one run.

Layer 1: canonical JSON matching output-schema.json. Per-window name_vs_sector_bps, sector_vs_benchmark_bps, and name_vs_benchmark_bps (all basis points), the per-leg five-bucket trend labels, a divergence block (signed score, unsigned composite, sector and name averages), a classification, and a composed take. UIs and downstream agents consume this.

Layer 2: rendered note: a three-row RS table (name vs sector, sector vs benchmark, name vs benchmark), then the divergence block, then the take. See references/rendering.md.

How it works

1. Map the ticker to its sector ETF from the built-in map of large US names, or from --sector. Unknown ticker with no override is a clear error telling the user to pass --sector.
2. Pull daily aggregates for the name, the sector ETF, and the benchmark over max(windows) * 1.6 + 14 calendar days, via /v2/aggs/ticker/{T}/range/1/day/{from}/{to}?adjusted=true.
3. Compute three RS legs per window in basis points: name_vs_sector = (name_return - sector_return) * 10_000, sector_vs_benchmark = (sector_return - spy_return) * 10_000, name_vs_benchmark = (name_return - spy_return) * 10_000. Each leg also gets a five-bucket trend label (the relative-strength scheme).
4. Score the divergence: the name-vs-sector RS averaged across windows (signed) is the divergence score; the mean of its absolute values is the composite magnitude.
5. Classify and compose the take: diverging when the name-vs-sector move and the sector-vs-benchmark move point opposite ways; otherwise the sign of the divergence score (leading its sector / lagging its sector). The map, the score, and the rule live in references/methodology.md.

Foundations used

• massive-api-patterns for REST auth, rate-limit handling, and the /v2/aggs daily endpoint conventions.

Output mode: note

The deliverable is a short attribution read, not a wide sortable table. One name, three RS legs, a divergence score, and a one-sentence take: a note is the right canvas. For the many-names table, use relative-strength.

Endpoints used

• GET /v2/aggs/ticker/{ticker}/range/1/day/{from}/{to}?adjusted=true Daily closes per series. Three calls per run (name, sector ETF, benchmark).

Doesn't handle (yet)

• Custom peer baskets. The sector ETF is a cap-weighted proxy for the peer group, not a hand-picked peer set. A name can read as diverging from its sector when it is really diverging from the ETF's largest holdings. Per-name custom peer baskets are queued.
• Multi-sector names. Each ticker maps to one sector ETF. Conglomerates that straddle two sectors get a single best-fit mapping; a blended sector benchmark is queued.
• Volume and risk adjustment. Same gaps as relative-strength: no volume confirmation and no vol-adjusted RS. Clean PR extensions; the schema is forward-compatible.