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ClickHouse/ClickHouse
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A股动量策略/反转效应分析。当用户说"动量策略"、"momentum"、"反转"、"reversal"、"追涨"、"惯性效应"、"XX动量怎么样"、"动量因子"时触发。基于 cn-stock-data 获取K线数据，构建动量/反转策略，分析不同周期动量效应。支持研报风格（formal）和快速分析风格（brief）。
Apache-2.0Auto-check passed
Install A Share Momentum Strategy
$ npx skills add aifinlab/FinClaw --skill a-share-momentum-strategy -a claude-codeProject install by default; add -g for ~/.claude/skills/.
$ gh skill install aifinlab/FinClaw a-share-momentum-strategy --agent claude-codeProject scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/a-share-momentum-strategy .claude/skills/a-share-momentum-strategy && rm -rf skills-srcUse ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.
Claude Code skills documentation · loads skills from .claude/skills/
Install the "a-share-momentum-strategy" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-momentum-strategy into .claude/skills/a-share-momentum-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-momentum-strategy", then confirm the skill loads.Claude Code copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$skill-installer install https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-momentum-strategyType this inside Codex. $skill-installer <name> installs a curated skill from openai/skills. The installer writes to $CODEX_HOME/skills (default ~/.codex/skills). Restart Codex if the skill does not show up.
$ npx skills add aifinlab/FinClaw --skill a-share-momentum-strategy -a codexProject install goes to .agents/skills/; add -g for ~/.codex/skills/.
$ gh skill install aifinlab/FinClaw a-share-momentum-strategy --agent codexProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .agents/skills && cp -r skills-src/skills/a-share-momentum-strategy .agents/skills/a-share-momentum-strategy && rm -rf skills-srcUse ~/.agents/skills/ instead of .agents/skills for a personal install.
Codex skills documentation · loads skills from .agents/skills/
Install the "a-share-momentum-strategy" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-momentum-strategy into .agents/skills/a-share-momentum-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-momentum-strategy", then confirm the skill loads.Codex copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add aifinlab/FinClaw --skill a-share-momentum-strategy -a cursorProject install goes to .agents/skills/; add -g for ~/.cursor/skills/.
$ gh skill install aifinlab/FinClaw a-share-momentum-strategy --agent cursorProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/skills/a-share-momentum-strategy .cursor/skills/a-share-momentum-strategy && rm -rf skills-srcUse ~/.cursor/skills/ instead of .cursor/skills for a personal install.
Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/
Install the "a-share-momentum-strategy" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-momentum-strategy into .cursor/skills/a-share-momentum-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-momentum-strategy", then confirm the skill loads.Cursor copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gemini skills install https://github.com/aifinlab/FinClaw.git --path skills/a-share-momentum-strategy--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.
$ npx skills add aifinlab/FinClaw --skill a-share-momentum-strategy -a gemini-cliProject install goes to .agents/skills/; add -g for ~/.gemini/skills/.
$ gh skill install aifinlab/FinClaw a-share-momentum-strategy --agent gemini-cliProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/skills/a-share-momentum-strategy .gemini/skills/a-share-momentum-strategy && rm -rf skills-srcUse ~/.gemini/skills/ instead of .gemini/skills for a personal install, then run /skills reload.
Gemini CLI skills documentation · loads skills from .gemini/skills/, .agents/skills/
Install the "a-share-momentum-strategy" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-momentum-strategy into .gemini/skills/a-share-momentum-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-momentum-strategy", then confirm the skill loads.Gemini CLI copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gh skill install aifinlab/FinClaw a-share-momentum-strategyInstalls for Copilot at project scope by default; add --scope user for a personal install. Preview a skill first with gh skill preview. Needs GitHub CLI 2.90.0 or later (public preview).
$ npx skills add aifinlab/FinClaw --skill a-share-momentum-strategy -a github-copilotProject install goes to .agents/skills/; add -g for ~/.copilot/skills/.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .github/skills && cp -r skills-src/skills/a-share-momentum-strategy .github/skills/a-share-momentum-strategy && rm -rf skills-srcUse ~/.copilot/skills/ instead of .github/skills for a personal install. Commit .github/skills so cloud agent and code review can use it.
GitHub Copilot skills documentation · loads skills from .github/skills/, .claude/skills/, .agents/skills/
Install the "a-share-momentum-strategy" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-momentum-strategy into .github/skills/a-share-momentum-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-momentum-strategy", then confirm the skill loads.GitHub Copilot copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add aifinlab/FinClaw --skill a-share-momentum-strategy -a opencodeOpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.
$ gh skill install aifinlab/FinClaw a-share-momentum-strategy --agent opencodeProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/skills/a-share-momentum-strategy .opencode/skills/a-share-momentum-strategy && rm -rf skills-srcUse ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.
OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/
Install the "a-share-momentum-strategy" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-momentum-strategy into .opencode/skills/a-share-momentum-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-momentum-strategy", then confirm the skill loads.OpenCode copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
Facts
- Skill name
a-share-momentum-strategy- GitHub stars
- 255
- Token cost
- ~518 tokens
- SKILL.md length
- 139 words
- Files
- 3 (incl. scripts, references)
- Skills in repo
- 74
- Repo updated
- First seen
- Licence
- Apache-2.0
At a glance
A股动量策略/反转效应分析。当用户说"动量策略"、"momentum"、"反转"、"reversal"、"追涨"、"惯性效应"、"XX动量怎么样"、"动量因子"时触发。基于 cn-stock-data 获取K线数据，构建动量/反转策略，分析不同周期动量效应。支持研报风格（formal）和快速分析风格（brief）。
- Works in 6 steps: 多周期动量计算 → 构建多空组合 → A股特有模式分析 → …
- SKILL.md covers 数据获取, 分析工作流, 输出格式 and 回测脚本
- Runs Python scripts from its folder; calls python
What it does
A Share Momentum Strategy is an agent skill from aifinlab/FinClaw. A股动量策略/反转效应分析。当用户说"动量策略"、"momentum"、"反转"、"reversal"、"追涨"、"惯性效应"、"XX动量怎么样"、"动量因子"时触发。基于 cn-stock-data 获取K线数据，构建动量/反转策略，分析不同周期动量效应。支持研报风格（formal）和快速分析风格（brief）。
Its SKILL.md is about 520 tokens, which your agent loads only when the skill is triggered. The skill folder holds 4 other files, including scripts and reference files (for example `references/momentum-guide.md` and `scripts/momentum_backtest.py`).
The licence is Apache-2.0.
Example prompts
- “momentum”
- “reversal”
- “XX动量怎么样”
- “/a-share-momentum-strategy”
Requirements
- Python 3
Workflow steps
6 steps, taken from the step headings in SKILL.md.
What it can do on your machine
Read from SKILL.md and the folder at commit 9e62862. It shows what the files ask for, not the result of running them.
Tool permissions
Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.
From allowed-tools in the SKILL.md frontmatter.
Runs code
Ships 1 file in scripts/ (Python), which the agent can run.
Shell commands in SKILL.md call:
python
From the folder's file list and the shell code blocks in SKILL.md.
Network
No URLs in SKILL.md.
From URLs in SKILL.md, links to its own repository left out.
Credentials
Names no API keys, tokens, secrets or passwords.
From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.
Context cost
A Share Momentum Strategy loads about 518 tokens when it runs, and up to ~2.2k if it reads all its reference files. Until then it costs about 46 tokens; SKILL.md has 139 words of instructions outside code blocks.
Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.
Safety
Auto-check passed
The automated check found no risky patterns in SKILL.md.
Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); the scripts in this folder are not scanned.
SKILL.md
The full file from aifinlab/FinClaw at commit 9e62862, republished under its Apache-2.0 licence (© aifinlab). 139 words, ~518 tokens.
Download SKILL.mdSave it as
.claude/skills/a-share-momentum-strategy/SKILL.md (or your agent's skills folder). This skill also uses 2 other files; get the full folder from GitHub.- name
- a-share-momentum-strategy
- description
- A股动量策略/反转效应分析。当用户说"动量策略"、"momentum"、"反转"、"reversal"、"追涨"、"惯性效应"、"XX动量怎么样"、"动量因子"时触发。基于 cn-stock-data 获取K线数据，构建动量/反转策略，分析不同周期动量效应。支持研报风格（formal）和快速分析风格（brief）。
A股动量策略/反转效应分析助手
数据获取
通过 cn-stock-data skill 获取数据：
- K线数据: 日线（至少 18 个月历史），用于计算多周期动量
- 实时行情: quote 接口获取最新价格、成交量、换手率
- 行业分类: 申万一级行业，用于行业动量分析
分析工作流
Step 1: 多周期动量计算
- 1M 动量 (20 交易日): 短期反转信号，A股 1-4 周普遍存在反转效应
- 3M 动量 (60 交易日): 中短期过渡区间
- 6M 动量 (120 交易日): 中期动量核心区间，A股动量效应最显著
- 12M 动量 (250 交易日): 长期动量，需剔除最近 1 个月（skip-month）
- 动量得分 = (当前价 - N日前价) / N日前价 * 100%
- 计算时剔除 ST、停牌超 10 日、上市不足 1 年的股票
Step 2: 构建多空组合
- 按动量得分排序，分为 5 组 (quintile)
- Q1 = 最低动量（输家组），Q5 = 最高动量（赢家组）
- 多头组合: Q5（做多赢家）；空头组合: Q1（做多输家）
- Long-Short = Q5 - Q1，衡量动量因子溢价
- 计算各组合等权收益率、持有期收益
Step 3: A股特有模式分析
- 短期反转 (1-4 周): A股散户占比高，过度反应后回归，反转效应显著
- 中期动量 (3-12 月): 信息扩散慢 + 机构调仓惯性，动量效应存在但弱于美股
- 长期反转 (12-36 月): 均值回归，长期输家跑赢赢家
- 成交量交互: 高换手率股票动量衰减更快；低换手 + 高动量信号更持久
- 涨跌停效应: 连板股的短期惯性 vs 打开涨停后的反转
Step 4: 行业动量 vs 个股动量
- 行业动量: 按申万一级行业计算行业指数动量，行业轮动信号
- 个股动量: 行业中性化后的残差动量 (residual momentum)
- 残差动量 = 个股收益 - 行业平均收益，剥离行业 beta
- 行业动量持续性通常强于个股动量
Step 5: 风险与崩溃分析
- 动量崩溃 (momentum crash): 市场反转时动量组合大幅回撤
- 牛熊转换期动量策略风险最大，需监控市场状态
- 波动率调整: 高波动时降低动量仓位
- 最大回撤、Sharpe ratio、Calmar ratio
Step 6: 输出报告
输出格式
formal 风格（研报级）
# [标的/市场] 动量策略分析报告
## 一、动量因子概览
| 周期 | 动量得分 | 分位数 | 信号 |
|------|---------|--------|------|
| 1M | -3.2% | P25 | 短期反转买入 |
| 6M | +18.5% | P82 | 中期动量持续 |
## 二、多空组合表现
[各 quintile 组合收益率表格，Long-Short 收益]
## 三、A股动量特征
[短期反转 vs 中期动量分析，成交量交互]
## 四、行业动量轮动
[行业动量排名，残差动量 Top/Bottom 10]
## 五、风险提示
[动量崩溃风险、当前市场状态评估]
## 六、策略建议
[具体操作建议、仓位管理]brief 风格（快速分析）
## [标的] 动量速览
- 6M 动量 +18.5% (P82)，中期趋势向上
- 1M 反转信号：超跌 -3.2%，短期存在反弹机会
- 行业动量排名：电子 #3/31
- 残差动量 +5.2%，个股 alpha 为正
- 风险：市场波动率偏高，建议半仓回测脚本
使用 scripts/momentum_backtest.py 进行历史回测：
python scripts/momentum_backtest.py --data kline.json --lookback 120 --holding 20参考 references/momentum-guide.md 获取动量异象理论与 A股实证研究。
© aifinlab, Apache-2.0. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file
Files
SKILL.md and 2 other files (scripts, references) in skills/a-share-momentum-strategy of aifinlab/FinClaw.
- SKILL.md
- references/momentum-guide.md
- scripts/momentum_backtest.py
Open the folder on GitHubat commit 9e62862
Compare with similar skills
A Share Momentum Strategy next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.
| Skill | Stars | Used in | Tokens | Auto-check | Licence | Repo updated |
|---|---|---|---|---|---|---|
| A Share Momentum Strategy this skillaifinlab/FinClaw | 255 | — | ~518 | Automated safety check: Pass | Apache-2.0 | |
| ShareClickHouse/ClickHouse | 50k | — | ~558 | Automated safety check: Notes | Apache-2.0 | |
| Protocol Reversezhaoxuya520/reverse-skill | 41k | 2 repos | ~620 | Automated safety check: Warn | MIT | |
| macOS Reversezhaoxuya520/reverse-skill | 41k | 2 repos | ~366 | Automated safety check: Pass | MIT | |
| Protocol Reversesickn33/agentic-awesome-skills | 47k | 1 repos | ~689 | Automated safety check: Pass | MIT | |
| macOS Reversesickn33/agentic-awesome-skills | 47k | 1 repos | ~466 | Automated safety check: Pass | MIT |
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Questions about A Share Momentum Strategy
What does A Share Momentum Strategy do?
A股动量策略/反转效应分析。当用户说"动量策略"、"momentum"、"反转"、"reversal"、"追涨"、"惯性效应"、"XX动量怎么样"、"动量因子"时触发。基于 cn-stock-data 获取K线数据，构建动量/反转策略，分析不同周期动量效应。支持研报风格（formal）和快速分析风格（brief）。. A Share Momentum Strategy is an agent skill from aifinlab/FinClaw.
How do I install A Share Momentum Strategy in Claude Code?
Run `npx skills add aifinlab/FinClaw --skill a-share-momentum-strategy -a claude-code`. Or copy the skill folder (skills/a-share-momentum-strategy in aifinlab/FinClaw) into .claude/skills/a-share-momentum-strategy in your project. Claude Code loads it when a task matches its description.
How do I install A Share Momentum Strategy in Codex?
Run `npx skills add aifinlab/FinClaw --skill a-share-momentum-strategy -a codex`. Or copy the skill folder (skills/a-share-momentum-strategy in aifinlab/FinClaw) into .agents/skills/a-share-momentum-strategy in your project. Codex loads it when a task matches its description.
Can I use A Share Momentum Strategy in Cursor, Gemini CLI or GitHub Copilot?
Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add aifinlab/FinClaw --skill a-share-momentum-strategy -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/a-share-momentum-strategy, .gemini/skills/a-share-momentum-strategy, .github/skills/a-share-momentum-strategy and .opencode/skills/a-share-momentum-strategy in your project.
What does A Share Momentum Strategy need to run?
Going by SKILL.md and its folder, A Share Momentum Strategy needs Python for the scripts in its folder and the command-line tools its instructions call (python). Our summary lists: Python 3.
Does A Share Momentum Strategy access the network?
SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.
Is A Share Momentum Strategy safe to install?
Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. The check reads SKILL.md only: the scripts in the folder are not scanned, so read them before running anything.
What licence does A Share Momentum Strategy use?
A Share Momentum Strategy is published under the Apache-2.0 licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.
How many tokens does A Share Momentum Strategy use?
About 518 tokens (SKILL.md is roughly 2.1k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full. Its references folder adds about 1.7k tokens, read only when the agent opens those files.
What are the alternatives to A Share Momentum Strategy?
Skills that share tags, products or a category with A Share Momentum Strategy: Share (ClickHouse/ClickHouse, 50k stars), Protocol Reverse (zhaoxuya520/reverse-skill, 41k stars), macOS Reverse (zhaoxuya520/reverse-skill, 41k stars) and Protocol Reverse (sickn33/agentic-awesome-skills, 47k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.
Who maintains A Share Momentum Strategy?
aifinlab (a GitHub user) maintains it in aifinlab/FinClaw, which has 255 GitHub stars. The repository holds 74 skills in this directory. The repository was last updated on May 13, 2026.
Source: aifinlab/FinClaw on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.