Catalyst Calendar (InvestSkill)Finance Skill

A forward-looking catalyst calendar skill that maps every material event over a configurable look-ahead window (default 90 days, max 180) for one or more tickers. 6-section analysis: (A) Earnings Events — next estimated date (confirmed vs. analyst estimate, date shift signal), consensus estimates (EPS/revenue with high/low, YoY growth implied, estimate revision trend over 30/60/90 days), historical beat/miss rate table (last 8 quarters with beat rate, surprise magnitude, streak tracking), options-implied move (ATM straddle calculation, comparison to historical realized, elevated IV flag), pre-earnings drift pattern (direction, magnitude, institutional behavior), post-earnings reaction guide (beat+raise, beat+maintain, in-line, miss+cut with historical averages, buy-the-rumor vs. momentum classification); (B) Macro Catalyst Calendar — FOMC meetings (market expectation, rate sensitivity assessment: high-growth tech/REITs/utilities, direction of impact, historical FOMC-day correlation), CPI/PCE releases (inflation sensitivity: commodity producers vs. thin-margin retailers, hot vs. cool CPI reaction), NFP jobs reports (cyclical vs. defensive classification: strong jobs = risk-on, weak jobs = risk-off), Treasury auctions (10Y/30Y, rate-sensitive equities, supply/demand dynamics); (C) Company-Specific Catalysts — analyst/investor day (cadence, last announcements, guidance reset risk), product launches (conference appearances like WWDC/GTC, expected revenue contribution), FDA approvals/regulatory (PDUFA dates, approval probability, binary impact estimates, AdCom meetings), index rebalancing (S&P 500/Russell/MSCI inclusion/exclusion, passive fund flows, historical inclusion premium), lock-up expiration (IPO/secondary within 18 months, shares eligible, insider % of float, historical behavior), debt maturity/refinancing (credit conditions, refinancing risk, Net Debt/EBITDA > 3x flag), contract renewals/government budget cycles (defense/gov IT/healthcare, fiscal year-end effects, CR/budget uncertainty), conference presentations (JPM Healthcare, CES, MWC, Communacopia, pre-announce history); (D) Catalyst Impact Scoring Table — unified table with est. date, event, probability (High >70%/Med 40-70%/Low <40%), bull impact %, bear impact %, net bias (Bullish/Bearish/Binary/Neutral), pre-event action (buy dip/reduce/hold/hedge), ranked by absolute expected value; (E) Event-Driven Strategy Suggestions — pre-event positioning playbook (high beat-rate: initiate 10-15 days before, scale out 1-2 days before if IV elevated; positive catalysts: build 4-6 weeks ahead; macro tailwinds: align sector positioning), post-event reaction guide (IV crush: short straddle/iron condor if IVR > 70; buy dip on good numbers; sell rip on binary events), binary event hedges (protective puts 1-2 strikes OTM 2-5% cost, collars for large positions, long straddle when implied < historical), catalyst stacking convergence windows (2+ catalysts in 2-week window: stacked bullish = size up, stacked binary = reduce/hedge, catalyst fatigue = trim into strength); (F) 90-Day Catalyst Heat Map — ASCII weekly calendar with block shading (░░░ Low 0-1 minor, ██ Medium 1-2 moderate, ████ HIGH 3+ or 1 major binary), peak risk window and quietest window identification. Data verification before analysis: fetch current price/52-week range/market cap, confirm key figures, state source, flag stale data. Supports single ticker, comma-separated list, --days (default 90, max 180), --focus (earnings/macro/corporate/all). Investment Signal box with next catalyst, 30-day bias, catalyst density, highest impact event, risk window. Thesis invalidation checklist (re-run when: earnings date confirmed, major news changes timeline, 30 days elapsed, IV moves >20%, analyst coverage changes materially). Pure prompt skill — no runtime, no dependencies, no API keys. Works on all AI platforms.

Snapshot quality

91/100

Snapshot risk

Medium

Audit conclusion

No blocking findings