relative-strengthlisted
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)