Event-Driven Analysis

⚠️ **Trading warning / Avertissement trading** : informational only, not investment advice. Event trades concentrate risk around single dates and headlines; positions can gap through stops, and no framework removes that. Curated by Skill Harbor: an event-analysis workflow from the Weaxs stock-analysis-plugin. It starts by classifying the event (earnings, policy, a major order or partnership, a capital action such as a buyback or placement, or a regulatory problem), then builds a falsifiable impact chain in order: the baseline of what the market already expected, the increment the new fact actually changes, the transmission path into sales, price, cost, cash flow, share, valuation, or pure sentiment, the first observable variable that would confirm it, and the fact that would cut the chain. A catalyst clock tracks whether the event is a one-off disclosure or an ongoing delivery story, and evidence is graded strong, medium, weak, or conflicting. Market reaction is judged in three phases, before the event, the first response, and the follow-through, and the workflow refuses to call something priced in from a prior run-up alone. Any resulting plan carries a trigger, an invalidation, a time stop, and a reward-to-risk. News summaries may only discover an event; amounts, dates, and counterparties must be confirmed from the primary announcement before any quantification. From the Weaxs/stock-analysis-plugin repository (MIT). Honest caveats: the source SKILL.md is written in Chinese and its news layer is tuned first to Chinese-market sources; elsewhere the event discovery is only as good as the news feed you give it; the grading is structured judgment, not measurement. Skill Harbor never reviews the code, review it yourself before use.