momentum-scan
CommunityFind durable momentum leaders across runs.
Finance & Accounting#risk management#momentum#technical indicators#volatility#market regime#stock screener#persistence tracking
Authormthli
Version1.0.0
Installs0
System Documentation
What problem does it solve?
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.
Core Features & Use Cases
- Momentum persistence tracking: Scores stocks on trailing return versus max drawdown, logs one snapshot per US market day, and computes streaks, rank changes, dropouts, and new entrants.
- Entry-timing overlays: Adds a pullback “buyability right now” signal (MA20 proximity + RSI(14) classifier) and an ATR-based Stop% to support risk-aware investigation.
- Vol-collapse acquisition/lock-in filter: Excludes names whose first/second-half volatility collapses in a way consistent with deal/lock-in patterns, reducing misleading momentum signals.
Quick Start
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.
Dependency Matrix
Required Modules
yfinancepandasnumpy
Components
scripts
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: momentum-scan Download link: https://github.com/mthli/skills/archive/main.zip#momentum-scan Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 471,000+ vetted skills library on demand.