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Show and tell: options flow skill that caught XLI P/C = 5.32 live (free, SKILL.md) #1868
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Sharing a Claude Code skill that's been in production for 6 months on a real portfolio.
What it caught:
XLI (Industrial ETF) put/call ratio at 5.32 while SPY was at 0.44. That's 5.96x XLI's own 30-session baseline — institutional-scale downside hedging on industrials while tech longs held. The divergence was the signal.
Why raw P/C ratios fail:
CEG showed ~1.0 (neutral) but 98.4% of its options volume was 0ドル.01–0ドル.09 lottery calls. Including those in the P/C calculation poisons the signal. One filter line in the skill prompt changes the entire read.
Skill architecture (SKILL.md format):
1. Fetch options chain per ticker
2. Strip contracts ≤ 0ドル.10 (lottery filter)
3. Compute adjusted P/C ratio
4. Compare vs 30-session rolling baseline
5. Output: ticker, raw PCR, adj PCR, deviation multiplier, signal label
Two skills are free and open source:
- Options Flow Analyzer
- News Sentiment Engine (RSS → Claude → Telegram)
GitHub: https://github.com/tellmefrankie/ai-investment-skills
Works with Claude Code, Cursor, Codex CLI. Happy to discuss the skill architecture.
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Replies: 5 comments
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Thanks for sharing this. The useful ECC-facing part is the concrete SKILL.md packaging pattern and the fact that it has a real workflow behind it.
For readers evaluating or adapting it, I would keep a few boundaries clear:
- this should be treated as a community example, not financial advice or an ECC-endorsed trading signal;
- document required data providers, API keys, rate limits, and where credentials are stored;
- include backtest or replay evidence if you want people to trust the signal quality;
- keep any Telegram/provider secrets out of the repo and out of skill examples;
- make the skill output explicit about uncertainty, source timestamps, and assumptions.
If this evolves into a generalized skill-quality example, the most useful follow-up would be a small eval fixture showing how the skill handles noisy options chains, stale data, and missing provider responses.
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Love this — the live XLI P/C catch is a nice concrete proof point — turning the SKILL.md into a tradeable signal pipeline is exactly the kind of cross-domain use we want featured.
A few things from our side:
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Sponsor tier refresh just went live — if ECC saves you time enough that you'd like your name in the wall of sponsors, the Builder tier is 25ドル/mo (was 10ドル) and gets you listed in SPONSORS.md plus a private monthly progress note. No pressure on the pitch — just making it easy to find.
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Happy to feature this in a Show & Tell roundup on our next release if you're up for it — I'd link your repo/gist/post in the release notes and tweet from @affaanmustafa. DM works or reply here.
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Keep building.
— Affaan
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Thanks Affaan! Would love to be featured in the Show & Tell roundup.
Here's what we've built since posting:
- Lottery-ticket filter — strips 0ドル.01 calls from P/C ratios. RXRX went from 0.38 (bullish) to 2.14 (bearish) after filtering 84% lottery volume
- 9-agent investment team — Scanner, Critic, Analyst, Strategist, Cross-Validator debating positions via threaded Discussions
- Anti-Narrative Harness — forces agents to cross-validate data, no panic selling, numbers over stories
Live catch: XLI P/C hit 5.32 for 5 straight weeks while SPY sat at 0.44. Scanner flagged the industrial hedging divergence.
Repo: https://github.com/tellmefrankie/ai-investment-skills
SKILL.md format for each skill.
Happy to be in the roundup — DM works or reply here. Keep building.
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Appreciate the update. I’ll treat this as a community Show & Tell candidate for the ECC 2.0 release roundup.
For the roundup I’ll frame it as a skill-packaging / multi-agent workflow example, not as an endorsed trading signal. The interesting ECC angle is:
- concrete
SKILL.mdpackaging; - explicit filters and assumptions in the tool output;
- agent roles debating and cross-validating a decision;
- a real repo people can inspect and adapt.
The anti-narrative harness piece is especially relevant to the broader ECC direction: agents should preserve source timestamps, uncertainty, and contradictory evidence instead of turning one live signal into a confident story. If you add a small replay/eval fixture for one noisy options-chain case, that would make it much easier to feature cleanly.
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Replay/eval fixture ready.
Two test cases:
rxrx-noisy-options.json— 84% lottery calls, raw P/C 0.38 (bullish) → adjusted 2.38 (bearish). Signal completely inverts.cel-clean-options.json— 4.8% lottery, raw ≈ adjusted. No inversion. Control case.
Test suite (test/lottery-filter.test.ts): 12 assertions, all passing. Covers signal inversion detection, lottery percentage thresholds, and contrast between noisy vs clean chains.
Also updated the scanner to output raw + adjusted + lottery composition together (per @MrTalecky's feedback on elizaOS — both figures flow to the Critic now, not just the cleaned number).
All in the repo: https://github.com/tellmefrankie/ai-investment-skills
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