lean-letf-decay

lean-letf-decay is a skill for Claude Code from Travisun/Opptrix. It costs 86 tokens per session (1,500 once invoked), scanned A, original, Apache-2.0.

An educational workflow explaining leveraged ETF decay: why a fund designed to multiply daily market moves can differ from the underlying asset over longer periods. It is adapted to the Chinese stock market and does not provide trading instructions.

In plain words
What is it for?
Use it to study leveraged ETF mechanics, compare single-day and multi-day returns, examine available Chinese-market products, and present an evidence-based educational report.
Why use it?
It helps explain daily resetting and path dependence, where the order and volatility of price changes affect the result. It also makes clear when local products or data are limited and when examples are only illustrative.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to study leveraged ETF mechanics, compare single-day and multi-day returns, examine available Chinese-market products, and present an evidence-based educational report.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/travisun/opptrix/lean-letf-decay
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-letf-decay
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-letf-decay

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/lean-letf-decay.svg)](https://agentmods.dev/skills/travisun/opptrix/lean-letf-decay)
Your own site
<a href="https://agentmods.dev/skills/travisun/opptrix/lean-letf-decay"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/lean-letf-decay.svg" alt="Measured on agentmods" height="20"></a>
Per session 86 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,500 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 $0.00086 $0.01500
Opus 5 $0.00043 $0.00750
Sonnet 5 $0.00017 $0.00300
Haiku 4.5 $0.00009 $0.00150

Measured 4d ago against content hash 112695199ef9, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

lean-letf-decay 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-letf-decay/SKILL.md · 85 lines

What it actually says

LEAN 杠杆ETF衰减

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

用户要理解杠杆/反向产品A股稀缺语境下的日重置、路径依赖与长期「衰减」机制(教育向;LEAN 方法溯源,非美股 LETF 原版照搬)。默认交付可预览网页。

边界:一般 ETF 研究用 @skill:etf-research。本技能是机制教育禁止输出做空/做多杠杆 ETF 的交易指令或「衰减套利」下单步骤。

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。
  • 杠杆产品:A股跨境/杠杆 ETF 稀缺。优先检索本地可得杠杆/反向产品;若几乎无可交易样本 → 以「机制教育 + 缺口」交付,完整度 partial / assumption-only
  • 禁止假装存在 UVXY/美股 3x LETF 等价物;禁止输出做空指令。
  • T+1 与涨跌停会改变「日重置路径」可观察性,报告须注明。
  • 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:日杠杆重置如何导致与标的多日复合收益偏离?
  • 证据清单:ETF 概况、净值路径、(可选)对照标的走势
  • 多维交叉验证:单日杠杆近似成立 vs 多日复合偏离;高波动区间偏离更大
  • 结论与不确定:教育示例≠预测未来衰减幅度
  • 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
杠杆 ETF get_etf_list / ask_user 先确认代码与杠杆倍数
概况/净值 get_etf_profile / get_etf_nav 仅机制章
对照标的(可选) 搜索 + chart 省略对照图
路径示意 opptrix_run 用假想路径表并标「示意」
交付 list_web_vendorcreate_web 可跳过口头要点
A股杠杆代理 get_etf_list 检索可得杠杆/反向产品 稀缺则机制教育+缺口;禁止装美股 LETF

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. 确认标的与杠杆倍数:正向/反向
  3. 机制说明:日重置、波动拖累、路径依赖;教育语气
  4. 可选净值对照:事实带时效;衰减幅度为推断
  5. 明确非交易指令:禁止做空/套利步骤
  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. 日重置与路径依赖机制
  3. 示意数值表(标假设)
  4. 可选真实净值对照(事实+时效)
  5. 事实 / 假设 / 推断分栏
  6. 常见误区(含「长期必赚/必亏」)
  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(无做空/做多指令;非投资建议)

禁止

  • 荐股、目标价、仓位建议;编造未返回数字
  • 输出做空/做多杠杆 ETF 的交易指令或仓位
  • 把教育示意写成「保证衰减套利利润」
  • 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 · 85 lines · 86 tokens per session scan A 112695199ef9

Subscribe to this mod's changes

lean-letf-decay is a skill published in the GitHub repository Travisun/Opptrix (230 stars, last pushed yesterday), licensed Apache-2.0. It adds 86 tokens to every session and 1,500 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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