Score US large-cap momentum by trailing returns, drawdown, and streak persistence.
npx skills add https://github.com/mthli/skills --skill momentum-scan
Please help me install this Agent Skill. Skill: momentum-scan Source: https://github.com/mthli/skills/tree/main/momentum-scan Command: npx skills add https://github.com/mthli/skills --skill momentum-scan
It helps you discover which large-cap US stocks are exhibiting smooth, persistent uptrends—so you can focus research on leaders that keep showing up rather than one-off rallies.
Run momentum-scan with the default 3-month window to see the current top persistent momentum leaders plus their pullback Sig and ATR Stop% risk reference.
High-intent search queries and answers about installing and using this skill.
To screen for durable momentum stocks, this tool scores trailing returns against max drawdown and tracks streak persistence across US market days. It identifies smooth, persistent uptrends in large-cap equities rather than one-off rallies.
Momentum persistence tracking works by logging one snapshot per US market day, scoring trailing return versus max drawdown, and computing streaks, rank changes, dropouts, and new entrants. This helps you monitor which leaders keep showing up over time.
Yes, you can filter misleading momentum signals by applying the vol-collapse acquisition/lock-in filter. It excludes stocks whose first or second-half volatility collapses in patterns consistent with deal or lock-in activity.
You refine momentum stock entries by applying a pullback signal using MA20 proximity and an RSI(14) classifier, alongside an ATR-based Stop% annotation. This supports risk-aware investigation for timing your entry into durable leaders.
Yes, this momentum screener works with yfinance and Python 3.10+ to fetch a cached universe and download OHLCV bars for US large-cap equities. It scores and persists results to state/history.csv for daily or scheduled discovery.
A 3-month window limits momentum scanning to short-term trailing return analysis. You can adjust the window via CLI parameters, but shorter periods may increase sensitivity to market noise and reduce the reliability of streak persistence tracking.
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