stockbee-20pct-study

---
name: stockbee-20pct-study
description: Use when the user wants to run a daily 20% mover study, backfill historical 20% movers, find recurring edge patterns, or build a model book of explosive market moves in US equities.
category: Performance
version: 1.0.0
tools: []
---

# Stockbee 20% Study

Build a daily event study of US equities that moved +20% or -20% over a defined lookback window. Convert large movers into structured study records, classify catalyst and chart context, track forward outcomes, and summarize recurring cohort patterns for research.

This is a research and model-book workflow — it does not generate buy/sell signals, place orders, or output broker execution instructions.

## When to Use
- Run a Stockbee-style daily 20% mover study, or ask which stocks moved +20%/-20% today, this week, or over a configurable lookback window
- Backfill historical 20% movers and study what happened next
- Identify continuation, reversal, exhaustion, or theme-cluster patterns
- Build a model book of explosive winners, major failures, and failed low-quality pops
- Want edge hints for downstream strategy research rather than immediate trade signals

## Methodology

### 1. Scan for 20% Movers
Screen the US equity universe (or a supplied daily OHLCV dataset) for stocks whose price moved at least the configured threshold (default 20% absolute) over the lookback window (default 5 days), applying minimum price and dollar-volume filters to exclude illiquid names. Both up and down movers can be included; run after the close, or against the latest complete daily bar in an offline dataset.

### 2. Enrich and Classify
For each event, attach the catalyst (the news or press driver) and technical context (chart pattern, close quality) when available. This step is best-effort: if no catalyst record is found, the event is still kept as a price-only "no clear news" study record rather than discarded — absence of a known catalyst is itself a useful classification.

### 3. Update Forward Outcomes
Once enough future price bars exist, record forward returns at 1, 3, 5, 10, and 20 days: close return, maximum favorable excursion (MFE), maximum adverse excursion (MAE), direction-adjusted continuation return, and outcome tags.

### 4. Summarize Cohorts
Group events by direction, catalyst label, chart-pattern label, and close quality; require a minimum sample size (e.g. 10) per cohort before drawing a conclusion. Treat any resulting rule candidates or edge hints as research prompts, not trade rules — they require representative chart review, adequate sample size, and out-of-sample validation before informing real strategy changes.

### 5. Historical Backfill
Extend the study backward over a date range using historical OHLCV data. Backfill records drawn from the current stock universe (rather than a point-in-time universe including delisted names) carry survivorship bias and must be labeled as such unless the source data is confirmed survivorship-complete (i.e. it includes delisted symbols and full historical universe coverage).

## Output
A durable model book of 20% mover events (up and down), plus: a daily scan report, enriched event records with catalyst and technical context, a matured forward-outcome update, a cohort summary with rule candidates, and an edge-hint export for downstream research skills. Present results directly in the chat as a structured study report — dashboard of today's events, cohort statistics, and any newly matured outcomes — rather than writing to disk.