Earnings gap risk
Skill blaze10011/market-flow-desk/.claude/skills/earnings-gap-risk
Earnings gap-risk profiler — puts a number on the overnight gap the user's stop can't protect against. Use when he asks "how much does <ticker> move on earnings?", "what's the gap risk on this print?", "should I hold through earnings?", "how violent is <ticker>'s earnings?", or as part of analyzing the daily brief when an earnings date is near the hold window. event-calendar says WHEN earnings hit; this says HOW BIG the move tends to be.From its SKILL.md
npx -y skills add blaze10011/market-flow-desk --skill earnings-gap-riskAssembled from the repository path, not quoted from the project. Check it against their README if it does not work.
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SKILL.md
1.6 KB, 288 tokens by cl100k_base, as published. Nobody here has run it
Earnings Gap-Risk Profiler — quantify the overnight gap
the user's stated #1 fear is the overnight earnings gap the user's stop can't cover. This measures the historical earnings REACTION (biggest close-to-close lurch around each of the last several prints) plus the 5-day drift after, and averages them.
Steps
- Run from project root:
python3 scripts/earnings_gap.py [TICKERS...](no args = all 10 traded names) - Interpret only what it prints: next earnings date + days away, average ±% reaction over the last N prints, the biggest single reaction, typical 5-day drift, and the recent individual prints.
- Turn it into a decision, especially when the date is inside/near the 20-day hold window: "TSLA moves ±X% on earnings on average — holding full size through 7/23 risks that gap; decide trim / hold-through / step-aside before then." A big average reaction + earnings inside the window = a real reason to trim, because the stop is useless against an overnight gap.
Note: yfinance earnings history is best-effort; if a name has no history it says so — don't invent numbers. Decision support, NOT advice. Data ~15-min delayed.
What ships with it
Read from the repository
Just SKILL.md. No reference files, no scripts.