jwd2a/skills

Portfolio Analytics Skill

Analyzes Justin's stock portfolio with benchmarking against S&P 500 (SPY).

Files

• portfolio.py — Portfolio class for managing positions
• analyze.py — Analytics engine (volatility, correlation, Sortino, diversification, growth)
• prices.py — Price fetching module

Usage

Update portfolio from Fidelity CSV

from portfolio import Portfolio
p = Portfolio()
p.load_from_fidelity_csv("/path/to/export.csv")
p.save()

Run analysis

python analyze.py                    # 90-day default
python analyze.py --days 180         # custom period
python analyze.py --json portfolio.json --days 60

Output

Slack-formatted text with:

• Per-position and portfolio volatility (annualized)
• Correlation matrix
• Diversification score
• Sortino ratio (0% risk-free rate)
• Growth vs SPY benchmark

Trailing Stop Monitor

trailing_stops.py — Beta-adjusted volatility trailing stops for each position.

How it works

• Calculates 30-day rolling annualized volatility and beta to SPY
• Tracks trailing high price per position
• Computes adjusted drop = raw drop from high − (beta × SPY drop from its high)
• Alerts when adjusted drop exceeds 1.5× daily vol for 2 consecutive trading days
• State persisted in stops_state.json

Usage

python trailing_stops.py --status          # Show current levels for all positions
python trailing_stops.py --check           # Daily monitoring (fires alerts on breach)

Output

• --status: Current price, trailing high, vol, beta, distance to stop level
• --check: Alert if breached, otherwise "all clear". Resets state after alerting.

Reports

report.py — Multi-cadence portfolio reporting with Slack-formatted output.

Usage

python report.py --cadence daily       # Short daily summary (Finnhub live quotes)
python report.py --cadence weekly      # Weekly perf + trailing stops
python report.py --cadence monthly     # Full analytics, 30-day lookback
python report.py --cadence quarterly   # 90-day + momentum trends + weight drift
python report.py --cadence yearly      # 252-day + annual ranking + diversification trend

Cadence Details

• Daily: ~10-15 lines. Live quotes, position changes, best/worst, SPY comparison
• Weekly: ~20 lines. Weekly changes, trailing stop distances, volatility
• Monthly: Full suite — vol, correlation matrix, Sortino, diversification, growth vs SPY, P/L, trailing stops
• Quarterly: Monthly + momentum trends (accelerating/decelerating), weight drift from equal-weight
• Yearly: Monthly + annual rankings, diversification score trend by quarter

Data Sources

• Daily: Finnhub live quotes (no rate limit issues)
• Weekly+: AlphaVantage historical (3s delay between calls for rate limiting)

Momentum Screener

momentum_screener.py — Scans the market for top momentum stocks using Yahoo Finance data.

Usage

python3 momentum_screener.py                          # Default: top 20 by 10-day momentum
python3 momentum_screener.py --lookback 5             # 5-day momentum
python3 momentum_screener.py --lookback 20            # 20-day (1 month)
python3 momentum_screener.py --top 10                 # Top 10 results
python3 momentum_screener.py --universe bullpen       # Scan bullpen stocks only
python3 momentum_screener.py --universe sp500         # Full S&P 500
python3 momentum_screener.py --min-volume 500000      # Min avg daily volume filter
python3 momentum_screener.py --compare                # Flag current holdings in results
python3 momentum_screener.py --json                   # JSON output

Output

Per-stock: raw return, annualized vol, risk-adjusted momentum, up-day consistency, avg volume.

Rotation Tracker

rotation_tracker.py — Logs portfolio entries/exits and tracks rotation performance.

Usage

python3 rotation_tracker.py --log GOOGL exit 311.49 "Trailing stop breach"
python3 rotation_tracker.py --log POWL enter 85.20 "Momentum screener pick"
python3 rotation_tracker.py --stats          # Trade stats (hit rate, avg gain/loss, etc.)
python3 rotation_tracker.py --json           # JSON output

Strategy Document

See docs/finance/STRATEGY.md for the full momentum rotation strategy documentation.

Notes

• Uses AlphaVantage for historical prices (5 calls/min free tier, 3s delay between calls)
• Portfolio data stored as JSON at ~/hex/skills/portfolio/portfolio.json
• SPAXX (money market) is excluded from analytics