Daily A-Share and HK Stock Market Review

Problem to Solve

After the close, A-share and HK market signals are scattered across indices, market breadth, sector ranks, fund flows, announcements, and technical indicators. Manual review is slow and often lacks timestamps or source links, making it hard to separate noise from tradeable themes.

How the Skill Works

The skill uses the Hang Seng Juyuan MCP financial database to assemble a daily closing review. It parses relative dates such as today, yesterday, or the last 3 days; detects A-shares, HK stocks, or both; then calls market data tools in parallel where possible. Key steps include:
- Index review: fetch major index returns, volume, turnover, and intraday shape.
- Market breadth: summarize advancing/declining stocks, limit-up/limit-down, consecutive boards, and failed limit-ups.
- Sector and stock moves: rank leading/lagging sectors and detect gainers, losers, volatility, turnover, and volume spikes.
- Fund flow and events: aggregate northbound/southbound flow, large-order flow, Dragon-Tiger List, announcements, policy, and market news.
- Technical view: combine moving averages, volume, and indicator signals to identify key levels and short-term trend.
The output is a traceable Markdown and HTML report with source notes, update times, and query parameters at the end.

Limits and Caveats

This is intended for post-close review, not investment advice. Non-trading days must be flagged; some niche sectors or stocks may have incomplete data; Dragon-Tiger List data may update after close. The MCP services such as jy-financedata-api must be configured, and the service should respect rate limits and disclaimers.