lean-magic-formula

lean-magic-formula is a skill for Claude Code from Travisun/Opptrix. It costs 81 tokens per session (1,376 once invoked), scanned A, original, Apache-2.0.

A stock-ranking workflow inspired by the Magic Formula, which combines business quality with cheapness using financial measures. It maps those ideas to available Chinese-market data and produces a list of long-side candidates.

In plain words
What is it for?
Use it to sort a chosen group of Chinese stocks or exchange-traded funds by two financial factors and inspect the underlying data and assumptions.
Why use it?
It helps compare companies consistently when the original formula's data definitions do not transfer directly between markets. The ranking is not a recommendation, and missing or differently defined financial fields can change the result.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to sort a chosen group of Chinese stocks or exchange-traded funds by two financial factors and inspect the underlying data and assumptions.

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

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/lean-magic-formula.svg)](https://agentmods.dev/skills/travisun/opptrix/lean-magic-formula)
Your own site
<a href="https://agentmods.dev/skills/travisun/opptrix/lean-magic-formula"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/lean-magic-formula.svg" alt="Measured on agentmods" height="20"></a>
Per session 81 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,376 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 $0.00081 $0.01376
Opus 5 $0.00041 $0.00688
Sonnet 5 $0.00016 $0.00275
Haiku 4.5 $0.00008 $0.00138

Measured 5d ago against content hash 1f3e883f393b, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

lean-magic-formula 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 5d 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-magic-formula/SKILL.md · 84 lines

What it actually says

LEAN 神奇公式

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 给定宇宙上做质量+便宜(Magic Formula 风格)双因子排序事实表(LEAN 方法溯源,A股字段代理;非美股原版照搬)。默认交付可预览网页。

边界:一般条件筛选用 @skill:universe-screen;单因子回测用 @skill:factor-research。本技能承诺原书回测可复现,字段映射须显式假设。

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。
  • 默认宇宙:CN 宽基/板块成分 + get_instrument_financials;美股魔法公式清单仅溯源。
  • 财务口径与美股不同须声明;涨跌停不影响排序计算但影响可交易性。
  • 不做空;结果为多头候选排序。
  • 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:在可用财务字段下,双因子综合排序如何?
  • 证据清单:成分、财务字段、排序表
  • 多维交叉验证:单因子极端 vs 综合秩;缺失财务不得伪造
  • 结论与不确定:排序≠荐股;会计口径与原书可能不一致
  • 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
宇宙 成分工具 / 用户清单 / ask_user 先确认
财务字段 get_instrument_financials 缺字段剔除并计数
行情(可选) batch_instrument_snapshots 省略价列
排序计算 opptrix_run 手工秩并标假设
交付 list_web_vendorcreate_web 可跳过口头要点
A股财务宇宙 CN 成分 + 财务指标 缺财务字段则跳过条件并标假设

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. 确认宇宙与字段映射:EBIT/EV、ROC 等代理字段写清假设
  3. LEAN/文献溯源:灵感来自社区 Magic Formula 实现;非 LEAN 引擎
  4. 取财务并清洗:缺失=剔除;报告时效
  5. 双因子综合秩:输出表;禁止荐股措辞
  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. 宇宙与样本清洗规则
  3. 单因子与综合排序表
  4. 缺失与口径局限
  5. 事实 / 假设 / 推断分栏
  6. A股适配与限制(默认 CN;微观结构/代理/完整度)
  7. 免责声明(非荐股;非原书复现保证)

禁止

  • 荐股、目标价、仓位建议;编造未返回数字
  • 把排序包装成「神奇公式必买清单」
  • 编造财务比率
  • 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. 5d ago First seen · 84 lines · 81 tokens per session scan A 1f3e883f393b

Subscribe to this mod's changes

lean-magic-formula is a skill published in the GitHub repository Travisun/Opptrix (230 stars, last pushed yesterday), licensed Apache-2.0. It adds 81 tokens to every session and 1,376 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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