earnings-trading
starsforks
How to install earnings-trading?
ske-labs/agent-trading-skills/earnings-trading
$npx -y skills add SKE-Labs/agent-trading-skills --skill earnings-tradingTrade around earnings announcements for stocks. Use when positioning for earnings, trading post-earnings moves, or analyzing earnings-driven volatility.
SKILL.md
| 1 | # Earnings Trading |
| 2 | |
| 3 | Analyze and trade earnings only from time-stamped expectations, primary filings, and an explicit event-risk plan. Surprise is important, but price also reflects guidance, revisions, positioning, valuation, liquidity, and regime. |
| 4 | |
| 5 | ## Earnings Evidence Matrix |
| 6 | |
| 7 | | Dimension | Record | |
| 8 | | --- | --- | |
| 9 | | Earnings | GAAP and adjusted EPS, reconciliation, point-in-time consensus, surprise | |
| 10 | | Revenue | Reported revenue, organic/segment mix, consensus, FX effects | |
| 11 | | Outlook | Prior versus new ranges and assumptions; do not reduce guidance to one word | |
| 12 | | Quality | Cash flow, margins, working capital, one-offs, share count | |
| 13 | | Context | Pre-event move, options-implied move if available, valuation, liquidity | |
| 14 | |
| 15 | ## Priced Expectations |
| 16 | |
| 17 | Do not invent a numeric "whisper" from price direction. Report observable proxies separately: estimate revisions and dispersion, pre-event abnormal return, short interest, options-implied move/skew, and source-dated analyst commentary. Label any inference about positioning as uncertain. |
| 18 | |
| 19 | ## Post-Earnings Drift |
| 20 | |
| 21 | Stocks that surprise on earnings tend to continue drifting in the same direction -- one of the most documented market anomalies. |
| 22 | |
| 23 | Post-earnings-announcement drift is an empirical research finding, not a fixed probability or holding period. Define standardized unexpected earnings using point-in-time estimates, form size/liquidity buckets, and test horizons without overlapping-sample leakage. Compare closed-bar entry times and fixed, time, and trailing exits after spread and slippage. |
| 24 | |
| 25 | ## Workflow |
| 26 | |
| 27 | ### 1. Get Consensus Estimates |
| 28 | |
| 29 | ``` |
| 30 | get_fundamentals(ticker="AAPL") |
| 31 | ``` |
| 32 | |
| 33 | Pull point-in-time EPS/revenue estimates, estimate dispersion, earnings timestamp, and historical surprises. Verify event time and results in the issuer's 8-K/earnings release and 10-Q. |
| 34 | |
| 35 | ### 2. Research Expectations and Sentiment |
| 36 | |
| 37 | ``` |
| 38 | get_financial_news(topic="AAPL earnings <quarter> <current year> expectations analyst", max_results=15) |
| 39 | ``` |
| 40 | |
| 41 | Look for dated estimate revisions, price-target changes, and positioning proxies. Separate facts from commentary and deduplicate syndicated stories. |
| 42 | |
| 43 | ### 3. Analyze Call Transcript (Post-Release) |
| 44 | |
| 45 | ``` |
| 46 | get_financial_news(topic="AAPL earnings call transcript summary management tone", max_results=10) |
| 47 | ``` |
| 48 | |
| 49 | Compare the transcript with the prior quarter using reproducible features: quantified outlook changes, topics raised by analysts, answer specificity, and risk-language changes. Quote minimally with timestamps and treat tone as interpretation, not a deterministic label. |
| 50 | |
| 51 | ### 4. Score and Decide |
| 52 | |
| 53 | Report each dimension separately, price reaction versus any implied move, liquidity, and `valid`, `watch`, or `no trade`. If trading, state entry trigger, gap-aware invalidation, time exit, maximum event loss, and source timestamps. |
| 54 | |
| 55 | ## Evidence and Validation |
| 56 | |
| 57 | - Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes. |
| 58 | - Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried. |
| 59 | - Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter. |
| 60 | - Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status. |
| 61 | - Research basis: [Livnat & Mendenhall](https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1475-679X.2006.00196.x) documents post-earnings-announcement drift, but its magnitude depends on how surprise is measured and does not justify a fixed continuation probability. |
| 62 | |
| 63 | ## Key Rules |
| 64 | |
| 65 | - Do not hold through earnings unless the mandate explicitly permits gap and halt risk. |
| 66 | - Never infer a hidden expectation as fact; show the observable positioning proxies. |
| 67 | - Calibrate entry delay in closed bars for the instrument and session rather than imposing a universal clock time. |
| 68 | - Verify adjusted metrics against GAAP reconciliation and use point-in-time consensus. |
| 69 | - Treat transcript tone and analyst questioning as contextual evidence, not standalone signals. |
| 70 | - Size from the stress gap loss and portfolio risk limit, not a fixed percentage reduction. |
| 71 | |
| 72 | ## Related Skills |
| 73 | |
| 74 | - **sentiment-analysis** -- source-dated expectations and positioning evidence |
| 75 | - **economic-calendar-trading** -- Macro events near earnings amplify volatility |
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