microstructure-w-factor

microstructure-w-factor is a skill for Claude Code from Travisun/Opptrix. It costs 61 tokens per session (353 once invoked), scanned A, original, Apache-2.0.

A stock-market analysis skill that calculates a daily “W factor” from overnight and daytime price returns. It uses the difference between those returns as a simple measure of reversal behaviour.

In plain words
What is it for?
Use it to calculate the W factor from JSON price data and review its values over a time window.
Why use it?
It turns raw daily opening and closing prices into a defined reversal indicator, so you do not have to calculate the return components by hand.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to calculate the W factor from JSON price data and review its values over a time window.

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Install with agentmods
npx agentmods add skills/travisun/opptrix/microstructure-w-factor
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 microstructure-w-factor
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 microstructure-w-factor

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/microstructure-w-factor/github.svg)](https://agentmods.dev/skills/travisun/opptrix/microstructure-w-factor)
Your own site
<a href="https://agentmods.dev/skills/travisun/opptrix/microstructure-w-factor"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/microstructure-w-factor/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for microstructure-w-factor

Your own site · 80×15
<a href="https://agentmods.dev/skills/travisun/opptrix/microstructure-w-factor"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/microstructure-w-factor.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 61 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 353 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 $0.00061 $0.00353
Opus 5 $0.00030 $0.00177
Sonnet 5 $0.00012 $0.00071
Haiku 4.5 $0.00006 $0.00035

Measured 5d ago against content hash 9266969b369c, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

microstructure-w-factor 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.

The scan reads SKILL.md. This mod also ships 1 executable file (scripts/microstructure_w_factor.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/microstructure-w-factor/SKILL.md · 35 lines

What it actually says

反转微观 W 因子(日频规则版)

方法溯源开源证券「A股反转之力的微观来源」。完整高频路径降级为日频:

overnight = open_t / close_{t-1} − 1day = close_t / open_t − 1
W ≈ mean(overnight − day) 窗口版(隔夜相对日间的反转结构代理)。

运行

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

默认 create_web。仅标准库。

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. 5d ago First seen · 35 lines · 61 tokens per session scan A 9266969b369c

Subscribe to this mod's changes

microstructure-w-factor is a skill published in the GitHub repository Travisun/Opptrix (231 stars, last pushed yesterday), licensed Apache-2.0. It adds 61 tokens to every session and 353 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 2026-09-03.

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