The earnings layer
your agent needs.
Turn deep earnings research into a one-minute, cited decision brief: what moves price, what changed, and what to watch next.
Copy this line and send it to your agent.
Top drivers, key risks, and near-term catalysts in one clear answer.
Uses NIGHT_BEFORE and POST_MORTEM outputs already in Akem.
Generates new coverage first, then summarizes it with citations.
So your agent acts with
the best knowledge.
Richer source depth unlocks additional layers like scenario probabilities and advanced tables and charts.
What to use this skill for, specifically.
The skill is designed for earnings decision workflows inside Akem. These example asks map directly to the same contract documented in /skill.md.
Pulls existing Akem report context first, then returns a cited pre-print setup with ranked priorities.Searches snippets and indexed report text, then synthesizes recurring vs new signals with evidence.In subscribed mode, runs report generation and job monitoring before producing an evidence-backed brief.Boundaries and routing rules
Start in capability-aware mode, then route to read-only or subscribed workflows based on account tier and task intent.
- ✓Use this skill for Akem earnings workflows: report retrieval, evidence search, and subscription-aware report generation.
- ✓Use FREE mode for read-only analysis; use subscribed mode when fresh report generation is required.
- ✓If generation is gated by subscription tier, return the registration URL instead of failing silently.
- ✓Do not use this skill for live quote feeds, order execution, or unrelated non-earnings tasks.
Four unlocks that level up agent performance.
Each unlock maps to a specific workflow. See exactly how to incorporate it with your agent.
From scattered notes
to sector memory
A sector map of repeated drivers, major divergences, and which upcoming prints can confirm or break the trend.
- ▸Tracks what repeats across reports so recurring risks stay visible
- ▸Separates one-off noise from genuine trend shifts
- ▸Builds durable context instead of resetting quarterly
From guesswork
to probability-weighted setups
Scenario probabilities and trigger levels grounded in what management has actually said and what the market has historically rewarded.
- ▸Maps guidance patterns to historical beat/miss rates
- ▸Surfaces trigger levels that have moved price in prior prints
- ▸Ties each scenario to cited evidence, not assumption
From reactive
to pre-positioned
A cited pre-earnings brief with ranked drivers, risks, and invalidation triggers — ready before the market opens.
- ▸Ranked price drivers from the latest NIGHT_BEFORE report
- ▸Clear invalidation triggers so you know when the thesis breaks
- ▸Synthesized setup in under a minute, backed by source links
From position review
to cross-portfolio pattern detection
Cross-report memory that flags when the same risk is building across multiple names before it becomes a portfolio-level event.
- ▸Detects repeating risk signals across holdings simultaneously
- ▸Compares guidance divergences to surface concentration risk
- ▸Generates on-demand POST_MORTEM reviews for any position
Add the skill before
your next earnings review.
Your agent can pull existing deep research reports, create fresh coverage when needed, and return concise action briefs backed by evidence.
Copy this line and send it to your agent.