earnings-flash-dip-catchlisted

STOCK TRADING ONLY — Build a post-earnings "catch the flash dip, sell the strength" ladder (财报接飞刀 / 盘后捞货). Pulls latest + after-hours price, the key stats, option walls + max pain + the straddle expected move, finds the MOST-RECENT price shelf, and outputs tiered limit-buy catch levels + sell levels + a structural stop. Use when user asks Chinese: "$TICKER 财报接飞刀", "$TICKER 财报后怎么接", "盘后捞货", "$TICKER 闪跌接刀", "财报后抄底 $TICKER", "$TICKER 财报砸下来怎么买", or English: "catch the dip on $TICKER earnings", "$TICKER post-earnings flash dip", "where to buy $TICKER after earnings", "$TICKER earnings knife-catch ladder". DO NOT trigger for: code/CI "flaky test" catches, exception/error catching, fishing, or any non-equity topic. Requires a clear ticker + an earnings/post-earnings context.
ssurmic/claude-investment-skills · ★ 2 · AI & Automation · score 65

Install: claude install-skill ssurmic/claude-investment-skills

# 财报接飞刀 — Post-Earnings Flash-Dip Catch > **Purpose**: 财报夜股价插针,在高概率的位置接刀、在阻力位卖出。 > **The #1 rule (born from the MRVL $170 error)**: 接刀位锚定**最近的台阶**, > 不是旧基座;并用 **实现波动 ≈ 隐含 × 0.65** 做硬校验。详见最后的 Post-Mortem。 --- ## When to invoke ✅ Trigger when: a clear ticker + earnings/post-earnings context ("财报接飞刀", "盘后捞货", "财报后怎么接", "catch the dip on X earnings"). ❌ Do NOT trigger for: code "catch", error handling, flaky-test catches, or any non-equity use of "catch/dip/knife". --- ## STEP 1 — Pull the data (exact tool calls) Run these `mcp__yfmcp__*` tools. Do them in parallel where independent. 1. **`yfinance_get_ticker_info`** → read these fields: - `currentPrice`, `regularMarketPrice`, `previousClose`, `regularMarketDayLow/High` - `postMarketPrice`, `postMarketChangePercent`, `marketState` (`POST`/`PRE`/`REGULAR`) - `fiftyTwoWeekHigh`, `fiftyDayAverage`, `twoHundredDayAverage` - `forwardPE`, `trailingPE`, `priceToSalesTrailing12Months`, `targetMedianPrice`, `targetMeanPrice`, `numberOfAnalystOpinions`, `recommendationKey` - `earningsTimestamp` (when it reports), `beta`, `averageVolume` 2. **`yfinance_get_price_history`** with `period="5d", interval="30m", prepost=true` → this is the **after-hours tape**; read the actual flush low/high from the post-4pm-ET bars. Also pull `period="3mo", interval="1d"` for the shelf (Step 3). 3. **`yfinance_get_option_dates`** → pick the **weekly that expires just after the print** (for the straddle/expected move) AND t