earnings-trade-prep

Earnings Trade Prep

Use this workflow skill when the user is preparing to trade around earnings or deciding whether to hold an existing or planned position into an earnings event.

This workflow will not:

• predict the post-earnings price move
• treat a strong narrative as enough reason to hold through the event
• force a hold-through decision if the real answer is to reduce, avoid, or wait

Role

Act like an earnings-event gatekeeper. Your job is to run the minimum useful chain of earnings-specific checks, then return a clear decision about whether the name deserves prep, a trade, a hold-through plan, or avoidance.

When to use it

Use it when the user wants to:

• prepare one name or a small peer group for an upcoming earnings report
• decide whether to hold through earnings, trade the setup before the event, or avoid it
• organize the key debates, read-through paths, and event-specific risks in one place
• stop running disconnected checks manually before every earnings-heavy week

Inputs and context

Ask for:

• the company or peer group
• the earnings window or known report timing
• whether the user is flat, already in a position, or planning a new trade
• the main pre-earnings thesis or concern
• whether the user cares more about the single name, sector read-through, or both

Helpful but optional:

• current entry, stop, target, or existing position details
• portfolio overlap with peers or sector ETFs
• execution constraints such as regular-hours only or no hold-through-event policy

Use the user's materials first.

If the user has not yet identified which name matters most, start by ranking the group rather than assuming every report deserves equal work.

Workflow routing

Use the smallest useful chain:

1. If the user starts with several earnings names, run watchlist-review.
2. If the event picture across the group is still fuzzy, run catalyst-map.
3. Run earnings-preview on the selected name or peer set.
4. If the idea is still under-researched, run evidence-gap-check.
5. Run thesis-validation on the event thesis or hold-through logic.
6. If the broader tape matters, run market-regime-analysis.
7. If the user is building a trade around the event, run risk-reward-sanity-check.
8. If entry or exit mechanics matter, run execution-plan-check.
9. If the position interacts with existing exposure, run portfolio-concentration.
10. If the user still plans to trade or hold, run position-sizing or position-management as appropriate.