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多任务时序动量组合（规则版 MLT_TSMOM）。用户说「MLT_TSMOM」「多周期时序动量」「/mlt-tsmom」时使用。多 horizon 波动缩放动量平均；无深度学习。默认 create_web。
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Showing SKILL.md
| name | mlt-tsmom |
| description | 多任务时序动量组合（规则版 MLT_TSMOM）。用户说「MLT_TSMOM」「多周期时序动量」「/mlt-tsmom」时使用。多 horizon 波动缩放动量平均；无深度学习。默认 create_web。 |
| license | Apache-2.0 |
| metadata | {"author":"opptrix","version":"1.0","title":"MLT时序动量","summary":"规则版多周期 TSMOM 组合","category":"quant","slash-rank":"523","default-deliverable":"web","required-packs":"market instrument_analytics artifacts"} |
| allowed-tools | search_instruments get_instrument_chart batch_instrument_snapshots ask_user opptrix_run workspace_write workspace_read create_web update_web read_web list_web_vendor |
| references | ["scripts/mlt_tsmom.py","scripts/fixtures/sample_input.json"] |
多 horizon 收益/波动 平均；meta.degraded。勿与 lean-returns-momentum / lean-risk-parity 合并。
python scripts/mlt_tsmom.py --input data.json --output result.json
Based on SOC occupation classification
