momentum-scanlisted
Install: claude install-skill mthli/skills
# momentum-scan
Find US equities in **smooth uptrends** — high trailing return with shallow drawdown — and surface which names are durable leaders vs single-week pops. The value over a one-shot screener is **persistence tracking**: each US market day (America/New_York) is logged once to `state/history.csv` (re-running the same day refreshes that day's snapshot rather than appending), so each subsequent run can compute streak, rank changes, dropouts, and new entrants.
By default every run also surfaces two **entry-timing layers** on top of the momentum filter: a **pullback entry signal** (MA20 distance + RSI(14) → 🟢 buy zone / 🔵 deep pullback / 🟡 in trend / 🟠 stretched / 🔴 overextended) that flags whether each pick is currently buyable vs already extended, and an **ATR-based stop loss** (2.5× ATR by default) for per-position risk sizing. The pullback signal answers "is this buyable right now?" — the canonical complement to momentum's "what's running?" question, since momentum names typically arrive already 30-50% above MA20, a state where mean-reversion pullbacks often give back a meaningful slice of the gain before the trend resumes.
A **vol-collapse filter** (`--vol-collapse-ratio`, default 0.2) also runs after the score-based ranking (before persistence enrichment) to catch the canonical signature of an acquisition target trading at the announced cash offer price: a single-day gap up on the deal announcement, then daily range collapses to pennies as the stock is pin