event-driven-playbook
Filter an event into a dated, materiality-gated shortlist of US/HK names to long early or fade after. TRIGGER when: position/trade for an event (World Cup, Olympics, election, launch). DO NOT USE when: single-stock, screening, or macro.
Company analysisValuation
Creator
ZZZ☃︎
Created time
Jul 14, 2026
Last update
Jul 16, 2026
Version
V1
Usage
1 Install · 1 Run
How it works
Event-Driven Playbook
This skill does NOT chase event hype. It filters a real-world event into a small, materiality-gated shortlist with a dated window, and states whether you are early enough for the long or late enough that only the fade is left. User-facing output: English.
Core principle (why this has value)
- Value is subtraction + timing, not stock tips. The naive move ("World Cup -> buy Nike") is already front-run. The job is to cut 15 hype names down to the 2-3 with real, datable linkage.
- Edge lives in the run-up, not event week. By the time an event is on TV, most of it is priced. Flag the timing phase honestly; do not present a late, crowded trade as fresh alpha.
- Two-sided. Long the under-priced beneficiary while it is early; FADE / flag mean-reversion on the over-hyped name after the event. The fade is often the more reliable side.
Scope guardrail
- Tradable = US + HK exchange-listed equities only. A-shares: qualitative mention, no live execution.
- Exclude OTC / ADR-only names (thin, unclean fills) from the tradable list — mention as context only.
- The event's winner (which team/candidate/product) is NOT the goal. The goal is which LIST
