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relative-strengthlisted

Rank a watchlist of tickers by relative strength versus a benchmark (default SPY) across multiple lookback windows (default 5/20/60/120 trading days). Emits per-window RS in basis points, total return, a within-watchlist composite percentile rank, and a trend label per name (stable_leader, improving, deteriorating, stable_laggard, mixed). Use when a PM or trader has a watchlist and asks "rank these by RS vs SPY across week/month/quarter/half." Lightweight watchlist ranker, not a universe-wide factor study. Requires Stocks Starter.
rgourley/quant-garage · ★ 6 · Data & Documents · score 66
Install: claude install-skill rgourley/quant-garage
# relative-strength You hand over a watchlist and a benchmark. The skill returns each name's return and relative strength versus the benchmark over several lookback windows, ranks the watchlist by a consistency-weighted composite, and labels the trend per name. This is not alpha. It does descriptive math on the names you already chose. It tells you which ones have been leading, which have been lagging, which are accelerating, and which are rolling over. The PM decides what to do with that. ## When to invoke - A PM with a 5-30 name watchlist asks "rank these by RS vs SPY across several windows" - A trader scanning a sector basket wants to know which names are acting strongest right now and which are deteriorating - A researcher pairing this with `market-regime` to decide whether leadership is broad or narrow - The user says "rank these by relative strength", "which names are leading", "show me RS vs SPY", "is this name still leading the group" For universe-wide momentum work (top 500, IC + decile spreads, t-stats), use [`factor-research`](../factor-research). This skill is the lightweight watchlist ranker, not the heavyweight factor study. ## What you need - A watchlist of tickers (`--watchlist`, required, comma-separated) - A benchmark ticker (`--benchmark`, default `SPY`) - Lookback windows in trading days (`--windows`, default `5,20,60,120`) - `MASSIVE_API_KEY` exported in the environment - Stocks Starter plan minimum (unlimited REST for the daily aggs pull)