lean-gap-reversion

lean-gap-reversion is a skill for Claude Code from Travisun/Opptrix. It costs 72 tokens per session (1,388 once invoked), scanned A, original, Apache-2.0.

A historical study of price gaps, which happen when an asset opens above or below the previous session's range, and how often later prices fill those gaps. It is adapted for Chinese stocks and exchange-traded funds.

In plain words
What is it for?
Use it to count gaps, measure their size, estimate historical fill rates, and examine how long filling took across different types of events.
Why use it?
It replaces the common belief that every gap must close with measured historical descriptions and clear uncertainty. It also accounts for trading suspensions, daily price limits, one-price limit moves, and next-day trading restrictions.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to count gaps, measure their size, estimate historical fill rates, and examine how long filling took across different types of events.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/travisun/opptrix/lean-gap-reversion
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.

Any agent
npx skills add Travisun/Opptrix --skill lean-gap-reversion
Clone the repo
git clone --depth 1 https://github.com/Travisun/Opptrix

Made for: Claude Code.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for lean-gap-reversion

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/lean-gap-reversion.svg)](https://agentmods.dev/skills/travisun/opptrix/lean-gap-reversion)
Your own site
<a href="https://agentmods.dev/skills/travisun/opptrix/lean-gap-reversion"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/lean-gap-reversion.svg" alt="Measured on agentmods" height="20"></a>
Per session 72 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,388 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
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 5.1 $0.00072 $0.01388
Opus 5 $0.00036 $0.00694
Sonnet 5 $0.00014 $0.00278
Haiku 4.5 $0.00007 $0.00139

Measured 4d ago against content hash 907dfb064f98, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

lean-gap-reversion 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 4d ago.

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/lean-gap-reversion/SKILL.md · 84 lines

What it actually says

LEAN 跳空回归

方法溯源 QuantConnect LEAN 社区算法/示例思路;本技能是平台工具编排的投研工作流禁止假装跑完整 LEAN 引擎或输出 LEAN 回测曲线、订单日志冒充引擎结果。实际取数与计算仅限 Opptrix 工具(行情/财务/opptrix_run 沙盒等)。

何时使用

用户要在 A股/场内 ETF 上研究跳空缺口的历史频率、幅度与「回补」描述统计(LEAN 方法溯源,须纳入涨跌停;非美股原版照搬)。默认交付可预览网页。

边界:一般技术信号诊断用 @skill:instrument-signals;指标手册用 @skill:lean-indicator-playbook。回补仅为历史描述,禁止写成明日必补。

A股适配(默认)

  • 默认市场 CN(A股 / 场内 ETF)。用户点名美股/港股再切换,并声明数据口径与微观结构差异。
  • 默认取数优先 search_instruments / get_index_constituents / get_sector_* / get_etf_* 及 CN 可用指标与行情工具。
  • 必须处理涨跌停与一字板:涨停/跌停开盘或全日封板会使「跳空」定义与「回补」统计严重偏倚;须单独分层或剔除并在报告说明。
  • T+1:隔夜缺口与次日可交易性叙述须诚实;禁止假设可自由做空对冲缺口。
  • 不可硬适配或数据缺口时:首页横幅写清完整度(partial 或更严)+ 必要时 ask_user

分析架构(投研方法)

  • 问题/假设:该标的跳空后回补的历史比例与耗时分布如何?
  • 证据清单:OHLC/报价序列、跳空事件表、回补统计
  • 多维交叉验证:上行跳空 vs 下行;有无消息日(若可得)
  • 结论与不确定:历史回补率≠未来;幸存者与样本偏差
  • 微观/制度风险:涨跌停钝化、T+1、ST/停牌、融券受限(及相关会计口径差异);不得按美股连续可成交或自由做空假设叙事
  • 事实 | 假设 | 推断 分栏强制

数据维度

维度 取数方向 缺失时
标的 search_instruments / ask_user 先确认
行情 get_instrument_quotes / chart 样本过短则降级
事件统计 opptrix_run 手工列出近期跳空并标假设
交付 list_web_vendorcreate_web 可跳过口头要点
市场/微观结构 CN OHLC + 涨跌停/一字板标注 无法识别涨跌停则统计标 partial 并说明偏差

步骤

  1. 确认默认 CN:标的/宇宙为 A股或场内 ETF(用户点名其他市场再切换并声明差异)。应用涨跌停/T+1/融券受限等微观约束(见 A股适配)。
  2. 确认标的与跳空定义:隔夜缺口阈值阈值
  3. LEAN 溯源边界:灵感来自缺口类示例;不跑 LEAN
  4. 识别事件并统计:回补定义写清
  5. 分栏结论:禁止交易指令
  6. 交付网页(默认)create_web

网页报告建议目录

  1. 范围:默认 A股/场内 ETF + LEAN 溯源
  2. 跳空事件表
  3. 回补统计与分布
  4. 情景对照(若有)
  5. 事实 / 假设 / 推断分栏
  6. 局限与偏差
  7. A股适配与限制(默认 CN;微观结构/代理/完整度)
  8. 免责声明(无买卖建议)

禁止

  • 荐股、目标价、仓位建议;编造未返回数字
  • 「明日必回补」式断言
  • 编造历史跳空事件
  • 禁止假装跑完整 LEAN 引擎或伪造 LEAN 日志/回测净值
  • 禁止无交付就结束(默认须有 web 产物,除非用户明确只要口头要点)
  • 禁止把美股成分/ETF 清单不经映射直接当 A股结果
  • 禁止假设可自由融券做空
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. 4d ago First seen · 84 lines · 72 tokens per session scan A 907dfb064f98

Subscribe to this mod's changes

lean-gap-reversion is a skill published in the GitHub repository Travisun/Opptrix (230 stars, last pushed yesterday), licensed Apache-2.0. It adds 72 tokens to every session and 1,388 once invoked, about $0.0004 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 2026-09-03.

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