Finance Weekly Outlook
Generate a source-backed weekly financial trading outlook from daily-finance...
Install
npx skills add digoal/blog --skill finance-weekly-outlook -g -a claude-code -y- Repository
- digoal/blog8.6k
- Category
- Writing
- Updated
- 3d ago
- License
- GPL-2.0
- Context cost
- Mediumabout 2,534 tokens
- Runs scripts
- No, instructions only
What it does
Generate a source-backed weekly financial trading outlook from daily-finance, finance-core-analysis, and finance-explosive-article outputs plus fresh authoritative market data. Use when the user asks for future-one-week market outlook, weekly bullish/bearish sectors, stock picks, China A-share and US stock coverage, explicit buy/sell/hold trading plans, entry/exit levels, staged position sizing, sector rotation, or next-week investment opportunities; also use after the daily-finance → finance-core-analysis → finance-explosive-article pipeline when a concrete weekly action report is requested.
Finance Weekly Outlook
Overview
Generate a Markdown weekly outlook that identifies high-probability bullish and bearish industries and stocks for the next trading week, covering both US equities and China A-shares. The report must combine upstream finance articles, fresh authoritative data, market-behavior validation, expectation-gap reasoning, scenario falsification, and explicit trading action plans.
This skill is downstream of:
daily-finance -> finance-core-analysis -> finance-explosive-article -> finance-weekly-outlook
It can also run independently when upstream files are absent, but never invent missing data.
Required Inputs
Prefer the newest available files in the current project's markdown/ directory:
markdown/daily-finance-YYYY-MM-DD.mdmarkdown/finance-core-analysis-YYYY-MM-DD.mdmarkdown/finance-explosive-article-YYYY-MM-DD.md
If multiple dates exist, use the most recent trading-relevant date unless the user specifies a date. Preserve upstream facts and sources, but re-check any number used in the final thesis.
Resolve the forecast window explicitly:
- For US markets, use the next US trading week.
- For A-shares, use the next China trading week.
- If holidays make the US and China windows different, show both date ranges in the header.
- If the user asks for "next week" during an active session, use the next full trading week unless they ask for the remaining days of the current week.
If upstream files are absent, run independently with fresh data and state 上游文件：未使用 in the report metadata.
Mandatory External Data Step
Always access current external data before writing a current weekly outlook. Use primary/authoritative sources where possible:
