factor-timing

A factor-timing method applies a rolling-average and threshold rule to existing factor-return data. A factor is switched on when its recent average return is above the chosen threshold.

In plain words
What is it for?
Use it to create on-or-off signals from dated returns for factors such as value, momentum, or other existing strategies.
Why use it?
It provides a simple rule for changing exposure as a factor’s recent performance changes, without recalculating the factor itself.

Skill for Claude CodeCodex

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

agentmods
npx agentmods add skills/travisun/opptrix/factor-timing
Any agent
npx skills add Travisun/Opptrix --skill factor-timing
Clone the repo
git clone --depth 1 https://github.com/Travisun/Opptrix

Made for: Claude Code, Codex.

Per session 57 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 342 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5 $0.00057 $0.00342
Opus 5 $0.00028 $0.00171
Sonnet 5 $0.00011 $0.00068
Haiku 4.5 $0.00006 $0.00034

Measured 2d ago against content hash 5a2c946dc902, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

factor-timing scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 2d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (scripts/factor_timing.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

packages/agent-skills/builtin/factor-timing/SKILL.md · 38 lines

What it actually says

因子择时

方法溯源光大等「因子择时」路演思路:对已有 因子收益序列 做开关,而非重算因子。

输入

panels.factor_returns[]date, factor, ret

规则:滚动 window 日因子收益均值 > threshold → 开仓信号 1,否则 0。

运行

python scripts/factor_timing.py --input data.json --output result.json

默认 create_web。易混 lean-param-grid-optimize(勿合并)。

Files

What ships with it

2 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 2d ago First seen · 38 lines · 57 tokens per session scan A 5a2c946dc902

Subscribe to this mod's changes

factor-timing is a skill published in the GitHub repository Travisun/Opptrix (224 stars, last pushed 5d ago), licensed Apache-2.0. It adds 57 tokens to every session and 342 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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