← ClaudeAtlas

momentum-scanlisted

Scan US large-cap equities for smooth uptrends (high trailing return paired with shallow drawdown) and track which names persist across runs. Use when the user wants to find what's working in the market, scan for momentum, discover the next NVDA / LITE / MU-style breakout before headlines, spot leading sectors or themes (AI infra, semis, defense, lithium, etc.), surface persistent winners across runs, or compare current leaders to a prior run. Also covers re-runs and parameter tweaks ("run it again", "anything new showing up", "3 month window", "include small caps"). Do NOT use for single-ticker price or fundamentals lookups, ETF holdings, chart generation, value-investing screens, or generic explanations of momentum investing; those need other tools or plain answers.
mthli/skills · ★ 15 · Web & Frontend · score 74
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**: the script logs each US market day (America/New_York) 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 each 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 buyable now 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: momentum names tend to 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 pinned at the announced cash offer price: the announcement-day gap inflates the window return while the post-event flat tape shrinks the max drawdown, and tog