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Reconcile a position file against splits, dividends, and spinoffs to catch breaks before they hit P&L or T+1 settlement. Use when an operator hands over a CSV of positions and asks "are these right after the recent corporate actions." Runs on a free Massive Basic key.
用 Codex 或 Claude 帮你安装 复制这段 Prompt，粘贴到 Codex、Claude 或其他助手里，让它检查 Skill 页面并帮你完成安装。
基于 SOC 职业分类
Single-commodity macro read. Answers "is this commodity in a winning or losing macro setup right now" and names the macro driver that dominates it. Pulls one commodity ETF (default GLD; accepts SLV, USO, DBC, or any commodity ETF) plus the macro context it needs (UUP for the dollar, TIP and IEF for a real-yield proxy, and GDX/SLV for gold's miner and silver co-move set) and computes the drivers that push the commodity around: rolling DXY correlation, real-yield correlation (vs the TIP-minus-IEF spread), miner divergence (gold only), silver co-movement (gold only), and a momentum quintile. The take reads constructive / neutral / headwind and names the dominant variable. It would have flagged a gold drawdown two weeks early via the dollar and real-yield readings. Use when the question is about one commodity specifically ("is gold in trouble", "what's driving crude", "is the dollar the problem for gold"). Runs on any stocks tier (Free Basic works with --sleep 13).
Split one name's relative strength into two clean legs, name vs its sector ETF and sector vs benchmark, so you can tell whether the name is strong because its sector is strong or because it is pulling away from its own sector. Maps the ticker to its SPDR sector ETF (XLK, XLF, XLE, XLV, XLI, XLY, XLP, XLU, XLB, XLRE, XLC) with a --sector override for any name. Computes name-vs-sector, sector-vs-benchmark, and name-vs-benchmark RS in basis points across 5/20/60/120-day windows, a divergence score, and a take that classifies the name as leading its sector, lagging its sector, or diverging. Use when a single name looks strong or weak vs SPY and you need to know if it is name-specific or sector-driven. Requires Stocks Starter (Free Basic works, only three series per run).
Proposes concrete, live-priced option hedges against a single long position and ranks them by cost per dollar of downside protected. Takes a ticker and a position size (shares or notional), pulls the underlying price and the options chain around the horizon expiry, and constructs five standard overlays (covered call, protective put, collar, put spread, ratio put spread) priced from chain mids with net cost, breakeven, max loss, max gain, and net delta/gamma/theta at open. The take line recommends the structure that fits the stated risk tolerance. Use when a concentrated long needs a hedge and you want the actual structures and their live cost, not just "you are over-exposed." Needs Stocks Starter plus the Options Developer add-on. Not advice.
Prescriptive macro scenario analysis on a current book. Given a position book (CSV of ticker,shares) and a scenario stated as flags (--rates-bp, --dxy-pct, --oil-pct, --gld-pct), it regresses each position's daily returns on four macro factor ETFs (TLT for rates, UUP for the dollar/DXY, USO for oil, GLD for gold), translates the scenario into factor return shocks, and reports the expected per-position and book-level P&L with a rough 90% band, plus the dominant position and factor contributors. Use when the question is forward-looking and conditional: "what happens to my book if rates keep rising / the dollar keeps rallying / oil spikes / gold falls." This is the prescriptive counterpart to risk-report and portfolio-review, which are descriptive of the past. Runs on any stocks tier (Free Basic works with --sleep 13).
Pull Kalshi prediction market prices for Fed decisions, CPI, GDP, NFP, and other macro / market events. Report implied probability per outcome, aggregate cross-strike distribution when the series is a laddered strike set (like KXFED-27APR-T4.25, T4.00, T3.75...), expected value, modal outcome, and open interest. Prediction markets now clear enough volume post-2024 to reflect a real market-implied policy path, often diverging from surveyed economist consensus. Uses Kalshi's public read-only API; no authentication required.
Workflow composite for a single ticker heading into an earnings print. Chains earnings-blackout (timing check) + event-study (prior print reaction distribution) + guidance-tracker (management raise/cut track record) + analyst-tracker (sell-side positioning) + mc-portfolio-simulator (P&L distribution at proposed weight over the horizon). Emits a posture verdict (constructive_setup / mixed_setup / avoid_or_hedge / no_imminent_print). Requires Stocks Basic; guidance-tracker and analyst-tracker sections skip gracefully without Benzinga entitlements.
| name | corp-actions-reconciler |
| description | Reconcile a position file against splits, dividends, and spinoffs to catch breaks before they hit P&L or T+1 settlement. Use when an operator hands over a CSV of positions and asks "are these right after the recent corporate actions." Runs on a free Massive Basic key. |
You hand over a CSV of positions. The skill walks every line against the splits and dividends history, flags anything where the recorded share count or cost basis is off, and emits a clean reconciliation report with citations.
This is the highest-grounding-value workflow in the suite. LLMs hallucinate split factors constantly (was it a 3-for-1 or 7-for-1? forward or reverse?). Massive's splits endpoint has the truth, so the skill never guesses.
ticker, shares,
cost_basis, as_of_dateMASSIVE_API_KEY exported in the environmentThe skill ships two output layers:
Layer 1: canonical JSON matching output-schema.json.
This is what UI dashboards, downstream agents, and Python scripts consume.
Every field is typed, every break carries its source endpoint and a
fetched-at timestamp for audit trail.
Layer 2: rendered exception report for Claude Code users. See
references/rendering.md for the full
rendering rules. A short example:
2 BREAKS found across 47 positions checked.
BREAK 1: AAPL
Recorded: 100 shares as of 2024-08-01
Action: 2-for-1 split, ex-date 2026-03-10
Expected: 200 shares
Delta: +100 (under-allocated)
Source: api.massive.com/v3/reference/splits?ticker=AAPL
Verified: 2026-06-23T14:32:08Z
UI devs work from the JSON. Claude Code users see the rendered form. Same compute, two consumption surfaces.
ticker and execution_date > as_of_date
(splits) and ex_dividend_date > as_of_date (dividends).split_to / split_from ratio to the recorded
share count, in chronological order. Cost basis moves inversely.dividend_type. RC
(regular cash) and SC (special cash) reduce cost basis per share by
the cash amount. SD (stock dividend) and LT (large stock dividend,
treated as a split per IRS Rev. Rul.) adjust share count and prorate
basis. ST routes through the split path defensively. Unknown types
are surfaced in tier_caveats rather than silently dropped. See
dividends methodology.spinoffs.json overrides file (no
dedicated Massive spinoffs endpoint as of June 2026); adjust the
parent position's basis and create a new position for the
subsidiary at the issuer's allocation. See spinoffs methodology.The four methodology references are the IP. Read them in this order if you're extending the skill:
splits-methodology.md: forward
and reverse splits, compounding, fractional results.dividends-methodology.md:
cash, special, RoC, stock dividends, timing rule.spinoffs-methodology.md:
parent basis allocation, new-position creation, Massive endpoint
gaps and override file format.edge-cases.md: CIL, ADR/ordinary
mapping, reverse-split delisting watch, symbol changes,
same-day actions, FX.GET /v3/reference/splits (paginated; one call per ticker)GET /v3/reference/dividends (paginated; one call per ticker)GET /v2/aggs/ticker/{ticker}/range/1/day/{spin_date}/{spin_date}
(only when computing first-session cost-basis allocation for a spinoff)The splits and dividends endpoints are included in the free Basic tier. Rate-limited to 5 calls/min on free, so a CSV with more than ~50 rows will take a few minutes on a free key. Any paid tier eliminates the wait. The aggs call for spinoff basis allocation also runs on Basic.
# Quick test against a small position file
echo "ticker,shares,cost_basis,as_of_date
AAPL,100,150.00,2024-08-01
GOOGL,50,2800.00,2022-06-01" > positions.csv
# Invoke from Claude Code
# > /corp-actions-reconciler positions.csv
The skill processes positions sequentially and writes a single JSON + rendered report at the end of the run.
massive-api-patterns for auth and rate
limitingspinoffs.json)Add these in a PR if you need them. The patterns are straightforward extensions of the existing splits/dividends/spinoffs logic.