aifolimizer: Skill for Claude Code

Momentum Scanner (12-Month Momentum + 52-Week High Effect)

Research basis

Jegadeesh & Titman (1993): Past 12-month winners outperform losers by 12.01% annually. Effect persists independently of beta, size, or industry. Strongest version: skip most-recent month (reversal noise), rank on months 2-12.

George & Hwang (2004): Stocks within 10% of 52-week high earn ~1.23%/month long-short vs stocks far from high. Mechanism: anchoring bias - investors slow to push past prior resistance, so nearness predicts continuation.

Combined signal: High 12m momentum AND near 52wk high = double confirmation. Strongest continuation setup.

Stage 0 - Decision Memory (load FIRST)

Before analysis, load prior decisions so verdicts stay consistent across sessions:

• mcp__aifolimizer__get_cross_ticker_lessons with max_lessons=3 - portfolio-level win/loss patterns
• For any name you issue a per-ticker BUY/SELL/TRIM/HOLD on, also load mcp__aifolimizer__get_ticker_decision_history (ticker=…, max_decisions=5) and mcp__aifolimizer__get_ticker_reflection (symbol=…, n=3).

Reconciliation rule: if a prior decision exists and your new read flips it, state explicitly WHY it changed (new data / catalyst / price move). Never silently contradict a logged decision - that drift is exactly what this prevents.

How to run

1. Call mcp__aifolimizer__get_profile - account types, capital
2. Call mcp__aifolimizer__get_portfolio - all holdings, current weights
3. Call mcp__aifolimizer__get_technicals for all held symbols - pct_from_52w_high, pct_from_52w_low, minervini_score, technical_score, trend
4. Call mcp__aifolimizer__backtest_portfolio with strategy="buy_hold" for 12-month return per symbol
5. Call mcp__aifolimizer__get_positioning_signals for top 8 holdings - crowding check before any add signal
6. Call mcp__aifolimizer__get_factor_snapshot - is the MOMENTUM FACTOR itself working? Mom trailing-252d positive = regime tailwind for this whole scan; negative = momentum regime weak, downgrade all continuation conviction one notch
7. Call mcp__aifolimizer__get_search_interest with keywords=[top 3-5 momentum names] - search-demand confirmation. Rising interest + price momentum = retail fuel; but cross with crowding (surge + consensus = late-stage, suppress add)