Catalyst Calendar (InvestSkill)Finance Skill
A single-file prompt for a configurable event calendar, earnings comparisons and risk windows. Static review found an incorrect expected-value formula and unsupported rules for position size and event option trades. Dates and estimates need dated primary sources; its heat-map example is illustrative. Calendar coverage, outcome probabilities, trade profitability and host compatibility were not validated.
- Assessment score
- 73/100
- Snapshot risk
- High
- Audit conclusion
- Needs review
How the assessment score works
Pineify weights evidence recorded from the captured files: Skill structure 15%, Instruction clarity 20%, Dependency transparency 20%, Permission transparency 20%, Safety guardrails 15%, Finance task fit 10%. Each signal receives full credit for Yes, one-quarter credit for unknown, and none for No.
The score is not an output accuracy test or user rating. Read the findings and financial assumptions even when the score is high. Risk labels summarize recorded permissions and findings; they do not measure investment risk or certify that installation is safe.
Discovery
What this Skill helps an agent do.
Use the tasks and topics below to judge whether the captured workflow fits your question. Read its findings, dependencies and data requirements before relying on an output.
Domains and assets
Topics
Trust
Evidence from the captured directory.
This content snapshot assessment does not certify the repository, current files, or installation environment. "Not verified" means the captured files did not support a Yes or No conclusion.
License
GitHub reports the repository license as MIT License.
Review state
- Automated review
- Automated review
- Install tested
- No
- Human reviewed
- Not verified
Snapshot
- Files reviewed
- 1
- Captured
- 2026-07-29 07:31 UTC
- Snapshot ID
- fsh-catalyst-calendar-yennanliu-2026-07-29-001
Permissions
FilesystemRead
NoThe skill does not read local files. It accepts ticker symbols as input.
FilesystemWrite
NoThe skill does not write local files. Output is presented as text.
NetworkAccess
YesData verification step requires fetching current price, 52-week range, and market cap via web search or asking the user. Catalyst identification requires web search for upcoming events.
ShellExecution
NoPure prompt skill with no code execution.
CodeExecution
NoPure prompt skill with no code execution.
ExternalCredentials
NoNo external credentials required.
Dependencies
No dependencies were named in this captured record.
Data sources named by the Skill
Web market data
Web search for current prices, market data, and upcoming event dates. No API key required.
Snapshot assessment
73/100
Pineify Finance Skill snapshot assessment, version 1.0.0. Generated 2026-10-20 00:00 UTC.
High risk · Needs review
Skill structure
70/100Instruction clarity
100/100Dependency transparency
59/100Permission transparency
75/100Safety guardrails
48/100Finance task fit
80/100Audit findings
High
Premium and IV rank do not establish a profitable event trade
ATM straddle premium divided by spot is a breakeven-distance proxy for a same-strike position near spot, not a calibrated probability interval or pure earnings move. Match expiry and quote timestamps and distinguish the earnings window from the remaining option life. IV rank above 70 does not make selling a straddle profitable: gap losses can overwhelm volatility decline, and naked upside loss is unlimited. Long-straddle profit at expiration requires movement beyond strike plus or minus total debit, before costs; pre-expiry results also depend on IV and time.
High
The catalyst ranking formula is not expected return
The source multiplies bullish-outcome probability by the average absolute bull and bear moves. For two exhaustive scenarios, expected return is p times the bull return plus (1-p) times the signed bear return; an absolute-move measure instead weights each absolute outcome. With p=0.8, bull=10% and bear=-20%, expected return is 4%, whereas the source produces 12%. Event occurrence, outcome probability and event timing must be distinguished; none of the score buckets is calibrated.
Medium
Verify each date and label estimates separately
Use company investor relations for confirmed earnings, the Federal Reserve for FOMC and the relevant statistical agency for releases. Keep publication timezone, retrieval time and event status. A quiet known-event calendar does not imply low total risk or an accumulation opportunity. Preserve the ASCII dates as illustrative layout only; do not turn them or model-recalled dates into a live calendar.
Medium
Treat position rules as untested hypotheses
The 65% earnings-beat trigger, 10–15 day entry, 4–6 week accumulation window and 2–5% put-cost range have no cited dataset or calibration. Eight quarterly beats do not measure positive-return frequency, and selected reactions are explicitly examples rather than verified historical results. Two bullish events may be correlated or priced in; their count does not justify larger exposure. Strong payrolls can alter rate expectations, so a fixed risk-on mapping is not reliable.
Low
No supporting files or README in the snapshot
The skill directory contains only SKILL.md with no README, reference files, or supporting documentation. All instructions are inline in the 16,188 byte SKILL.md.
Sources and relations
Context around this Skill.
Repository
yennanliu/InvestSkill
topic
Catalyst calendar
agent
Claude Code
collection
Equity research
guide
Reviewing finance skills before install
Registry
Read this record as data.
The public record includes the page-safe snapshot, evidence, assessment, taxonomy, and relations. Internal revision fields stay outside the public projection.
- Record ID
- github:yennanliu/investskill:plugins/us-stock-analysis/skills/catalyst-calendar
- Snapshot ID
- fsh-catalyst-calendar-yennanliu-2026-07-29-001