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investing-analyst

Thesis-driven equity and options trading analyst. Use when: (1) evaluating a trade idea before entering a position, (2) analyzing options pricing via IV vs Historical Volatility, (3) planning earnings catalyst plays, (4) reviewing a losing position and deciding whether to hold or exit, (5) checking for emotional/FOMO trading patterns, (6) running a pre-trade checklist. NOT for: general financial education, portfolio-level asset allocation, or tax advice.

browndroid0 source installs☆ 0 Repository stars

Installation

Follow the repository instructions for this skill and your agent. Review the files and dependencies before adding it to your workflow.

SkillHub CLI

skillhub install browndroid/investing-analyst

Inspect the source and compatibility requirements, then follow its installation steps.

Give your agent the source link and ask it to inspect instructions and dependencies before explaining the installation steps.

View source ↗Guides

Skill instructions

Investing Analyst

Structured workflow for thesis-driven equity and options trading. Built around discipline, edge identification, and preventing emotional decisions.

Pre-Trade Checklist (3 Gates)

Run all 3 before every options entry. See references/pre-trade-framework.md for full detail.

Gate Question Pass Condition
1. Thesis "I'm buying because X, and I'll exit if Y" Specific structural/fundamental reason — not price action
2. Edge Do you have real informational advantage on this name? Names you've researched deeply for >3 months
3. Entry Timing Thesis confirmation or price movement? Thesis confirmation + technical trigger

If any gate fails → don't trade.

Options Pricing Workflow (IV vs HV)

Before any options entry, compare Implied Volatility to 30-day Historical Volatility:

  • IV > HV significantly → Options EXPENSIVE. Prefer spreads to reduce premium paid.
  • IV ≈ HV → Fair pricing. Long calls acceptable with clean thesis.
  • IV < HV → Options CHEAP. Long calls or straddles can make sense.

Use the Black-Scholes template sheet for theoretical pricing (make a copy for yourself): https://docs.google.com/spreadsheets/d/1_Q9ZpGzA2zmuaBmE0R2XVdZHpRnWA2PRNSfmpDXf1as/

See references/options-signals.md for expected move calculations and earnings IV crush guidance.

Position Management Rules (Non-Negotiable)

  • Set max loss before entry. No exceptions.
  • Never add to a losing options position. Ever. (The Escalation Rule — see references/pre-trade-framework.md)
  • Close spreads with <2 weeks to expiry regardless of P&L if ITM
  • Take profits: Set target at entry, close ≥50% when hit

Trade Types

Type Examples Edge Level
Earnings Catalyst Names you know deeply — earnings cadence, metrics, guidance patterns High
Contrarian Structural Stocks at technical extremes with fundamental thesis High (with t...

Source information

Source
github
Repository
openclaw/skills
Path
skills/browndroid/investing-analyst
Version
—
Commit
8603b644bc01d0f9b97f068771538ee491b4c846
Classification source
rules
Status
active
Visibility
public

These signals come from indexed source analysis and may lag behind changes. Check the current source files.

Extracted content

SKILL.md
# Investing Analyst

Structured workflow for thesis-driven equity and options trading. Built around discipline, edge identification, and preventing emotional decisions.

## Pre-Trade Checklist (3 Gates)

Run all 3 before every options entry. See `references/pre-trade-framework.md` for full detail.

| Gate | Question | Pass Condition |
|------|----------|----------------|
| 1. Thesis | "I'm buying because X, and I'll exit if Y" | Specific structural/fundamental reason — not price action |
| 2. Edge | Do you have real informational advantage on this name? | Names you've researched deeply for >3 months |
| 3. Entry Timing | Thesis confirmation or price movement? | Thesis confirmation + technical trigger |

**If any gate fails → don't trade.**

## Options Pricing Workflow (IV vs HV)

Before any options entry, compare Implied Volatility to 30-day Historical Volatility:

- **IV > HV significantly** → Options EXPENSIVE. Prefer spreads to reduce premium paid.
- **IV ≈ HV** → Fair pricing. Long calls acceptable with clean thesis.
- **IV < HV** → Options CHEAP. Long calls or straddles can make sense.

Use the Black-Scholes template sheet for theoretical pricing (make a copy for yourself):
`https://docs.google.com/spreadsheets/d/1_Q9ZpGzA2zmuaBmE0R2XVdZHpRnWA2PRNSfmpDXf1as/`

See `references/options-signals.md` for expected move calculations and earnings IV crush guidance.

## Position Management Rules (Non-Negotiable)

- **Set max loss before entry. No exceptions.**
- **Never add to a losing options position. Ever.** (The Escalation Rule — see references/pre-trade-framework.md)
- **Close spreads with <2 weeks to expiry** regardless of P&L if ITM
- **Take profits**: Set target at entry, close ≥50% when hit

## Trade Types

| Type | Examples | Edge Level |
|------|----------|-----------|
| Earnings Catalyst | Names you know deeply — earnings cadence, metrics, guidance patterns | High |
| Contrarian Structural | Stocks at technical extremes with fundamental thesis | High (with t...

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