catalyst-calendar-monitor

Ranks upcoming earnings, macro, and corporate catalysts by portfolio event risk.

Updated Dec 20, 2025
One-click install
npx skills add https://github.com/koala-man-64/helpful-scripts --skill catalyst-calendar-monitor-koala-man-64
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: catalyst-calendar-monitor
Source: https://github.com/koala-man-64/helpful-scripts/tree/main/exports/codex-skills/repo-local/catalyst-calendar-monitor
Command: npx skills add https://github.com/koala-man-64/helpful-scripts --skill catalyst-calendar-monitor-koala-man-64

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve? Institutional desks struggle to see which upcoming earnings, macro releases, and corporate events actually threaten their positions. This Skill turns raw calendars and exposure data into a prioritized event-risk verdict with timing confidence and surprise-risk assessment. ## Core Features & Use Cases - Catalyst Prioritization: Ranks upcoming events by relevance, time sensitivity, surprise potential, and exposure overlap across positions, sectors, and factors. - Timing Confidence Handling: Separates confirmed schedules from estimated or conflicting dates and flags incomplete timing explicitly. - Structured Verdict Output: Delivers one of four event-risk verdicts (Clean calendar, Watchlist, Elevated event risk, Immediate action needed) with an eight-part response structure and a mandatory 1-to-5 scorecard. - Use Case: A portfolio manager supplies an earnings calendar, an FOMC schedule, and current holdings; the Skill flags that three holdings report earnings in the same week as a CPI print, rates the cluster as elevated event risk, and lists the de-risking actions to consider. ## Quick Start Use the catalyst-calendar-monitor skill to review my earnings calendar, macro schedule, and current holdings for upcoming event risk.

Frequently Asked Questions about catalyst-calendar-monitor

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I assess event risk for an equity portfolio?▼

Supply your earnings calendar, macro schedule, and current holdings or exposures. The monitor ranks each upcoming catalyst by relevance, time sensitivity, surprise potential, and exposure overlap, then issues an event-risk verdict with recommended monitoring or de-risking actions.

What types of market catalysts does the monitor track?▼

It tracks earnings, guidance events, analyst days, lockup expirations, index changes, corporate actions, dividends, and shareholder events, plus macro catalysts like CPI, payrolls, FOMC meetings, Treasury auctions, and central bank communications.

How does it handle uncertain or conflicting event dates?▼

It separates confirmed date-and-time entries from confirmed-date-only, estimated windows, and rumored timing. Conflicting sources are labeled explicitly without picking a date, and date-quality problems are escalated to the Market Data Integrity & Corporate Actions Agent.

Can it detect event clusters and overlapping exposures?▼

Yes. It scans for same-day and same-week concentrations by sector, factor, index membership, and macro sensitivity, and flags when events stack gap risk, compress hedging windows, or overlap with index rebalances and options expiries.

What are the limitations of calendar-based event risk monitoring?▼

It only works from supplied calendars, exposures, and watchlists and does not fetch live market data or invent dates. It also avoids trade selection, price targets, and news summarization, focusing strictly on forward event-risk prioritization.