premarket-brief

name

premarket-brief

description

Pre-open US market briefing ~30 min before the bell — today's character, overnight tape, catalysts (econ calendar + earnings + headlines), sentiment, sectors, index levels, and an event-gated game plan tied to YOUR positions. Reuses regime-scan (structural backdrop) and cross-scan (consensus names), adding the overnight/event layer they miss; each run reconciles the prior briefing and archives it so the regime call calibrates over time. Triggers on "premarket", "morning brief", "daily game plan", "today's catalysts / economic calendar / earnings", "what to watch before the open", "premarket movers". Do NOT use for: a pure market-health read (use regime-scan), scanning for names to buy (momentum-scan / cross-scan), single-ticker price or fundamentals (yfinance), or a post-close recap.

premarket-brief

The pre-open event + overnight overlay — the layer that answers "what is today's character and how do I play the open?" It runs ~30 minutes before the US open and is deliberately fast-moving and event-driven, which is exactly what the structural scans miss:

• regime-scan answers "is the market structurally healthy?" — slow, computed from end-of-day internals (breadth, VIX term structure, credit, rotation).
• premarket-brief answers "what changed overnight and what fires today?" — the futures gap, Asia/Europe, the econ calendar, who reports, the headline sentiment gauge. None of that lives in any sister scan.

So this skill reuses, never recomputes: it reads regime-scan's latest state as the structural backdrop and cross-scan's overlap names as the watchlist, then layers the overnight tape + catalysts + your positions on top. The output is a 9-section briefing, archived daily, with a built-in expected-vs-actual feedback loop so the regime call gets calibrated instead of evaporating.

<SKILL_DIR> below is the directory containing this file.

Dependencies

build_packet.py auto-fetches its deps via uv — yfinance>=1.3,<2 and pandas>=2 (yfinance powers the overnight tape, premarket movers, the live VIX term structure, and analyst rating changes). The HTTP data sources — ForexFactory econ calendar, Nasdaq earnings, Nasdaq economic-events backup, CNN Fear & Greed, TradingView premarket gappers, and CNBC headline RSS — use the Python stdlib, no API keys. The two web-scanner/RSS sources (TradingView, CNBC) are unofficial endpoints; like every source here they're best-effort — any one failing is recorded in errors and the briefing degrades gracefully. Reading the sister-scan caches needs them to exist (run the post-close daily-market-scan first ideally); the briefing says so if they're stale.

---

The run — six steps, in order

1. Reconcile the previous briefing first (the feedback loop)

Before building today's, close the loop on the last one. Look in archive/ for the most recent YYYY-MM-DD.md that has no ## Reconciliation section yet and whose date is a past trading day. If you find one:

uv run --with 'yfinance>=1.3,<2' --with 'pandas>=2' \
  python <SKILL_DIR>/scripts/build_packet.py --actuals <that-date> --tickers <names the briefing flagged>

Compare what that briefing called (regime direction, which sectors, whether the index key levels held/broke, the focus names) against what the tape actually did. Append a ## Reconciliation section to that archive file with: expected vs actual in 3–5 lines, then one honest calibration line — what the call got right, what it missed, and why (e.g. "over-weighted a VIX spike that futures never confirmed"). Also append a one-row summary to calibration.md (create it if missing) so the hit/miss pattern is scannable over time. This is the whole point of archiving — a briefing nobody grades is just a horoscope.

If there's no un-reconciled briefing (first run, or already caught up), skip to step 2.

2. Build the data packet

uv run --with 'yfinance>=1.3,<2' --with 'pandas>=2' \
  python <SKILL_DIR>/scripts/build_packet.py

It prints the packet JSON to stdout and — only when the run is in-window — saves a copy to state/packets/<today>.json (an out-of-window run prints but is not saved; see step 3). First check session.valid in the stdout (step 3). If valid, read the saved file — it's the single source of facts for everything below. It already contains: overnight tape (incl. live VIX term structure — VIX9D/VIX/VIX3M levels plus the VIX/VIX3M ratio & shape), premarket movers, market-wide premarket gappers (premarket_gappers — top large-cap movers outside your book, via TradingView), today's econ calendar + earnings, recent analyst rating changes on your names + watchlist (rating_changes), overnight macro headlines (headlines, CNBC RSS), Fear & Greed, the regime-scan state row, the cross-scan overlap names, your parsed positions (with reports_today / in_overlap joins), special-day flags, and an errors list.

3. Gate on the run window — STOP if out-of-window

Check session.valid first. The skill is built for the 04:00–09:30 ET pre-open window. If session.valid is false (phase intraday / after-hours / pre-dawn / overnight / non-trading-day / date-override), the premkt fields are not overnight gaps — they're live RTH / after-hours / stale prices, and there is no valid pre-open tape to brief on. In that case do not build, synthesize, or archive a briefing:

• Report session.warning to the user in 1–2 lines (which phase, why it's being skipped), and STOP — skip steps 4–6 entirely.
• The packet is intentionally not saved to state/packets/ (the script enforces this), so there's nothing to clean up.
• Step 1's reconciliation still stands — grading a past briefing is independent of today's window, so keep that result; only today's forward briefing is skipped.
• Override only on an explicit user request for an out-of-window read. Then say so plainly, lead with session.warning, treat all premarket blocks as void, lean on futures + the overnight tape — and still do not archive it as the day's official briefing.

If session.valid is true, continue — the packet is raw facts and your job is to not get fooled by them. Check these:

• Internal consistency. The classic trap: a big vix.pct move with the futures barely budging. ^VIX overnight/early prints are thin and can be stale or spike on low volume — if VIX says +40% but ES/NQ are ±0.3% and Europe is flat, the VIX print is suspect; flag it, don't headline it. Let the futures gap and Europe lead the risk read; treat a lone VIX number as corroboration, not the driver.
• Staleness. regime.stale_days > 1 means the structural backdrop predates recent action — say so and lean on the live tape. (A "RISK-ON" cache captured before a −4% day is worse than no read if quoted uncritically.)
• Degradation. If errors is non-empty or the calendar source is unavailable, the briefing must say which inputs were missing rather than silently omit them. Honest gaps beat invisible ones.

4. Enrich positions (only if positions.md is non-empty)

For each position, the packet already flags earnings-today and watchlist overlap. If you can locate the user's investment-notes repo, read the relevant distill-ticker snapshot for thesis/conviction context (this skill's positions.md deliberately holds facts only). If you can't find it, proceed with packet facts — don't block on it.

5. Synthesize the briefing

Read references/briefing-template.md and follow it. It holds the 9-section structure, the game-plan framing (section 9 is the one that can do harm if written lazily — conditional/event-gated, tied to positions, never a directional call), and the output honesty rules (don't pad, check the premarket as_of date, state what was missing, times in ET).

6. Archive it

Only reached when session.valid was true (step 3 stops out-of-window runs before here). Write the finished briefing to archive/<today>.md. That file is the durable, git-tracked record the next run reconciles against. A same-day re-run simply overwrites it — one briefing per day, last run wins.