Probability-Weighted Stock Analysis

This skill provides developers and traders with a systematic framework for calculating the Expected Value (EV) of stock positions. Instead of relying on gut feeling, it uses a scenario-based modeling approach to quantify risk and potential reward across bull, base, and bear cases.

What it does

• Generates probability-weighted scenarios based on catalyst-driven upside and macro downside risks.
• Weights outcomes by analyzing options sentiment, historical earnings surprise patterns, and short interest data.
• Calculates weighted expected returns and dollar-value EV for individual portfolio positions.
• Provides a meta-analysis of data quality and confidence levels for every calculation.

Why use this skill

Manually balancing options Greeks, short interest, and earnings volatility is time-consuming and prone to bias. This skill automates the math of professional risk management, delivering a structured output that helps you decide whether to hold, trim, or exit a position based on statistical expectancy rather than price action alone.

Output Format

The skill produces structured reports for each ticker, including current position value, detailed scenario breakdowns (probability vs. return %), and a final weighted expectancy score with a confidence rating.