lean-returns-momentum

lean-returns-momentum is a skill for Claude Code from Travisun/Opptrix. It costs 91 tokens per session (1,315 once invoked), scanned A, original, Apache-2.0.

A finance research workflow that ranks stocks or exchange-traded funds by their returns over a chosen past period. Momentum means that assets which recently performed relatively well may continue to do so, though this is only an interpretation.

In plain words
What is it for?
Use it to compare recent performance, rank a small group of A-share stocks or ETFs, and review momentum alongside volatility or drawdown.
Why use it?
It removes the need to calculate and compare return windows manually, while making the chosen period and market assumptions explicit.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to compare recent performance, rank a small group of A-share stocks or ETFs, and review momentum alongside volatility or drawdown.

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

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/lean-returns-momentum.svg)](https://agentmods.dev/skills/travisun/opptrix/lean-returns-momentum)
Your own site
<a href="https://agentmods.dev/skills/travisun/opptrix/lean-returns-momentum"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/lean-returns-momentum.svg" alt="Measured on agentmods" height="20"></a>
Per session 91 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,315 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 $0.00091 $0.01315
Opus 5 $0.00046 $0.00658
Sonnet 5 $0.00018 $0.00263
Haiku 4.5 $0.00009 $0.00131

Measured 4d ago against content hash 093b6b17e31e, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

lean-returns-momentum 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-returns-momentum/SKILL.md · 84 lines

What it actually says

LEAN 收益动量

方法溯源 QuantConnect LEAN 中基于历史收益 / 动量排序的算法思路;本技能用平台行情做窗口收益与相对强弱解读禁止假装跑完整 LEAN 引擎

何时使用

用户要在 A股/场内 ETF 上看过去 N 日/周收益所定义的动量状态,或对小集合做收益排名(LEAN 方法溯源,非美股原版照搬)。

边界:因子历史检验用 @skill:factor-research;正式回测用 @skill:run-backtest;ETF 全球轮动用 @skill:lean-etf-global-rotation。默认交付网页。

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 CN 宇宙动量排序;涨跌停截断收益;T+1 与不可卖空 → 动量多空改为「多头动量排序」。
  • 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:在约定回看窗口下,标的/集合的相对动量如何?是否与波动或回撤不匹配?
  • 证据清单:价格序列推得收益(事实)、窗口与宇宙(假设)、「动量延续」叙述(推断)
  • 多维交叉验证:多窗口一致性;收益 vs 最大回撤(若可估)
  • 结论与不确定:动量拥挤、反转风险、幸存者偏差
  • 风险与缺口:样本短、集合过大无法批取、复权口径不明
  • 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/集合 search_instruments / ask_user 先确认宇宙
快照/批量 get_instrument_snapshot / batch_instrument_snapshots 缩小集合
价格序列 get_instrument_chart 标明无法算收益
窗口参数 ask_user 显式默认并标假设
计算 opptrix_run + 可选 workspace_write 手工表并说明
交付 list_web_vendorcreate_web 可跳过口头要点
市场/微观结构 CN 收益序列 样本/停牌缺口须披露

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. 确认宇宙与回看窗口(及是否多窗口)。
  3. 声明非 LEAN Runtime
  4. 取价算收益;大集合优先批量快照并说明局限。
  5. 排序/状态表 + 交叉验证。
  6. 分栏结论 → 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. 收益计算方法与口径
  3. 动量状态或排名表(事实)
  4. 多窗口一致性检查
  5. 事实 / 假设 / 推断
  6. 局限与过拟合警示
  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(排名≠荐股)

禁止

  • 荐股;把高动量写成「必买」
  • 禁止假装跑完整 LEAN 引擎或口头编造全历史动量曲线
  • 禁止无交付就结束(默认 web)
  • 把未取得的收益数字当事实
  • 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 · 91 tokens per session scan A 093b6b17e31e

Subscribe to this mod's changes

lean-returns-momentum is a skill published in the GitHub repository Travisun/Opptrix (230 stars, last pushed yesterday), licensed Apache-2.0. It adds 91 tokens to every session and 1,315 once invoked, about $0.0005 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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