@quantbrasil/cli 0.1.0-beta.1 → 0.1.0-beta.11

package/dist/vendor/core/capabilities/registry.d.ts.map

@@ -1 +1 @@
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package/dist/vendor/core/capabilities/registry.js

@@ -1,12 +1,16 @@
-import { analyticsCapabilities } from "./analytics.js";
 import { assetCapabilities } from "./assets.js";
+import { cointegrationCapabilities } from "./cointegration.js";
 import { marketCapabilities } from "./market.js";
 import { portfolioCapabilities } from "./portfolios.js";
+import { rankingsCapabilities } from "./rankings.js";
+import { screeningCapabilities } from "./screening.js";
 export const capabilityRegistry = [
     ...marketCapabilities,
     ...assetCapabilities,
+    ...rankingsCapabilities,
+    ...screeningCapabilities,
     ...portfolioCapabilities,
-    ...analyticsCapabilities,
+    ...cointegrationCapabilities,
 ];
 export const capabilityRegistryById = Object.fromEntries(capabilityRegistry.map(capability => [capability.id, capability]));
 export function getCapabilityById(id) {

package/dist/vendor/core/capabilities/screening.d.ts

@@ -0,0 +1,136 @@
+export declare const screeningSortValues: readonly ["price", "ticker"];
+export declare const screeningCapabilities: readonly [{
+    readonly id: "screening.universes";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Lista universos salvos e baseados em portfólios disponíveis para screening de indicadores.";
+    readonly http: {
+        readonly method: "GET";
+        readonly path: "/api/desk/tools/screening/universes";
+        readonly inputMode: "none";
+        readonly schemas: {
+            readonly request: null;
+            readonly response: "ScreeningUniversesResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "screening";
+        readonly command: "universes";
+        readonly summary: "Lista carteiras do sistema, watchlists e carteiras disponíveis para screening.";
+        readonly positional: readonly [];
+        readonly options: readonly [];
+        readonly examples: readonly ["quantbrasil screening universes"];
+    };
+    readonly tool: {
+        readonly name: "qb_screening_universes";
+        readonly title: "Listar universos de screening";
+    };
+    readonly outputModes: readonly ["json", "human"];
+}, {
+    readonly id: "screening.indicators";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Lista indicadores, parâmetros e operadores disponíveis para screening.";
+    readonly http: {
+        readonly method: "GET";
+        readonly path: "/api/desk/tools/screening/indicators";
+        readonly inputMode: "none";
+        readonly schemas: {
+            readonly request: null;
+            readonly response: "ScreeningIndicatorsResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "screening";
+        readonly command: "indicators";
+        readonly summary: "Lista indicadores, parâmetros e exemplos disponíveis para screening.";
+        readonly positional: readonly [];
+        readonly options: readonly [];
+        readonly examples: readonly ["quantbrasil screening indicators", "quantbrasil screening indicators --json"];
+    };
+    readonly tool: {
+        readonly name: "qb_screening_indicators";
+        readonly title: "Listar indicadores de screening";
+    };
+    readonly outputModes: readonly ["json", "human"];
+}, {
+    readonly id: "screening.run";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Executa o screener de indicadores existente sobre um universo salvo baseado em portfólio.";
+    readonly http: {
+        readonly method: "POST";
+        readonly path: "/api/desk/tools/screening/run";
+        readonly inputMode: "json_body";
+        readonly schemas: {
+            readonly request: "ScreeningRunRequest";
+            readonly response: "ScreeningRunResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "screening";
+        readonly command: "run";
+        readonly summary: "Executa screening de indicadores a partir de um payload ScreenerRequest JSON.";
+        readonly positional: readonly [];
+        readonly options: readonly [{
+            readonly kind: "option";
+            readonly flag: "--system";
+            readonly name: "system_slug";
+            readonly type: "string";
+            readonly required: false;
+            readonly placeholder: "SLUG";
+            readonly exclusiveGroup: "screening_universe_selector";
+            readonly description: "Slug da carteira do sistema retornado por `screening universes`, por exemplo acoes-mais-liquidas.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--watchlist";
+            readonly name: "watchlist_id";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "ID";
+            readonly exclusiveGroup: "screening_universe_selector";
+            readonly description: "ID da watchlist retornado por `watchlists list`.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--holding";
+            readonly name: "holding_id";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "ID";
+            readonly exclusiveGroup: "screening_universe_selector";
+            readonly description: "ID da carteira retornado por `holdings list`.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--query-file";
+            readonly name: "query_file";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "ARQUIVO|-";
+            readonly description: "Caminho para um arquivo ScreenerRequest JSON completo, ou `-` para ler JSON de stdin.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--limit";
+            readonly name: "limit";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "N";
+            readonly description: "Sobrescreve o limit de topo do ScreenerRequest sem alterar o arquivo da consulta.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--sort";
+            readonly name: "sort";
+            readonly type: "enum";
+            readonly required: false;
+            readonly placeholder: "price|ticker";
+            readonly enumValues: readonly ["price", "ticker"];
+            readonly description: "Sobrescreve o sort de topo do ScreenerRequest sem alterar o arquivo da consulta.";
+        }];
+        readonly examples: readonly ["quantbrasil screening run --system acoes-mais-liquidas --query-file ./screening.json", "quantbrasil screening run --watchlist 93 --query-file ./screening.json --limit 25", "cat screening.json | quantbrasil screening run --holding 182 --query-file - --sort ticker"];
+    };
+    readonly tool: {
+        readonly name: "qb_screening_run";
+        readonly title: "Executar screening de indicadores";
+    };
+    readonly outputModes: readonly ["json", "human"];
+}];
+//# sourceMappingURL=screening.d.ts.map

package/dist/vendor/core/capabilities/screening.d.ts.map

@@ -0,0 +1 @@
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package/dist/vendor/core/capabilities/screening.js

@@ -0,0 +1,155 @@
+import { publicRuntimeVisibility, standardOutputModes } from "./shared.js";
+const screeningSelectorExclusiveGroup = "screening_universe_selector";
+export const screeningSortValues = ["price", "ticker"];
+export const screeningCapabilities = [
+    {
+        id: "screening.universes",
+        kind: "read",
+        visibility: publicRuntimeVisibility,
+        description: "Lista universos salvos e baseados em portfólios disponíveis para screening de indicadores.",
+        http: {
+            method: "GET",
+            path: "/api/desk/tools/screening/universes",
+            inputMode: "none",
+            schemas: {
+                request: null,
+                response: "ScreeningUniversesResponse",
+            },
+        },
+        cli: {
+            group: "screening",
+            command: "universes",
+            summary: "Lista carteiras do sistema, watchlists e carteiras disponíveis para screening.",
+            positional: [],
+            options: [],
+            examples: ["quantbrasil screening universes"],
+        },
+        tool: {
+            name: "qb_screening_universes",
+            title: "Listar universos de screening",
+        },
+        outputModes: standardOutputModes,
+    },
+    {
+        id: "screening.indicators",
+        kind: "read",
+        visibility: publicRuntimeVisibility,
+        description: "Lista indicadores, parâmetros e operadores disponíveis para screening.",
+        http: {
+            method: "GET",
+            path: "/api/desk/tools/screening/indicators",
+            inputMode: "none",
+            schemas: {
+                request: null,
+                response: "ScreeningIndicatorsResponse",
+            },
+        },
+        cli: {
+            group: "screening",
+            command: "indicators",
+            summary: "Lista indicadores, parâmetros e exemplos disponíveis para screening.",
+            positional: [],
+            options: [],
+            examples: [
+                "quantbrasil screening indicators",
+                "quantbrasil screening indicators --json",
+            ],
+        },
+        tool: {
+            name: "qb_screening_indicators",
+            title: "Listar indicadores de screening",
+        },
+        outputModes: standardOutputModes,
+    },
+    {
+        id: "screening.run",
+        kind: "read",
+        visibility: publicRuntimeVisibility,
+        description: "Executa o screener de indicadores existente sobre um universo salvo baseado em portfólio.",
+        http: {
+            method: "POST",
+            path: "/api/desk/tools/screening/run",
+            inputMode: "json_body",
+            schemas: {
+                request: "ScreeningRunRequest",
+                response: "ScreeningRunResponse",
+            },
+        },
+        cli: {
+            group: "screening",
+            command: "run",
+            summary: "Executa screening de indicadores a partir de um payload ScreenerRequest JSON.",
+            positional: [],
+            options: [
+                {
+                    kind: "option",
+                    flag: "--system",
+                    name: "system_slug",
+                    type: "string",
+                    required: false,
+                    placeholder: "SLUG",
+                    exclusiveGroup: screeningSelectorExclusiveGroup,
+                    description: "Slug da carteira do sistema retornado por `screening universes`, por exemplo acoes-mais-liquidas.",
+                },
+                {
+                    kind: "option",
+                    flag: "--watchlist",
+                    name: "watchlist_id",
+                    type: "integer",
+                    required: false,
+                    placeholder: "ID",
+                    exclusiveGroup: screeningSelectorExclusiveGroup,
+                    description: "ID da watchlist retornado por `watchlists list`.",
+                },
+                {
+                    kind: "option",
+                    flag: "--holding",
+                    name: "holding_id",
+                    type: "integer",
+                    required: false,
+                    placeholder: "ID",
+                    exclusiveGroup: screeningSelectorExclusiveGroup,
+                    description: "ID da carteira retornado por `holdings list`.",
+                },
+                {
+                    kind: "option",
+                    flag: "--query-file",
+                    name: "query_file",
+                    type: "string",
+                    required: true,
+                    placeholder: "ARQUIVO|-",
+                    description: "Caminho para um arquivo ScreenerRequest JSON completo, ou `-` para ler JSON de stdin.",
+                },
+                {
+                    kind: "option",
+                    flag: "--limit",
+                    name: "limit",
+                    type: "integer",
+                    required: false,
+                    placeholder: "N",
+                    description: "Sobrescreve o limit de topo do ScreenerRequest sem alterar o arquivo da consulta.",
+                },
+                {
+                    kind: "option",
+                    flag: "--sort",
+                    name: "sort",
+                    type: "enum",
+                    required: false,
+                    placeholder: "price|ticker",
+                    enumValues: screeningSortValues,
+                    description: "Sobrescreve o sort de topo do ScreenerRequest sem alterar o arquivo da consulta.",
+                },
+            ],
+            examples: [
+                "quantbrasil screening run --system acoes-mais-liquidas --query-file ./screening.json",
+                "quantbrasil screening run --watchlist 93 --query-file ./screening.json --limit 25",
+                "cat screening.json | quantbrasil screening run --holding 182 --query-file - --sort ticker",
+            ],
+        },
+        tool: {
+            name: "qb_screening_run",
+            title: "Executar screening de indicadores",
+        },
+        outputModes: standardOutputModes,
+    },
+];

package/dist/vendor/core/capabilities/types.d.ts

@@ -1,6 +1,6 @@
 export type CapabilityVisibility = "cli" | "opencode";
 export type CapabilityKind = "read" | "mutation";
-export type CapabilityGroup = "market" | "assets" | "portfolios" | "analytics";
+export type CapabilityGroup = "market" | "assets" | "rankings" | "screening" | "watchlists" | "holdings" | "cointegration";
 export type CapabilityHttpMethod = "GET" | "POST";
 export type CapabilityInputMode = "none" | "query" | "json_body";
 export type CapabilityOutputMode = "json" | "human";

package/dist/vendor/core/capabilities/types.d.ts.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantbrasil/cli",
-  "version": "0.1.0-beta.1",
+  "version": "0.1.0-beta.11",
   "type": "module",
   "description": "Public QuantBrasil CLI for deterministic operations",
   "repository": {
@@ -40,9 +40,9 @@
     "eslint": "^9.15.0",
     "typescript": "^5.3.3",
     "vitest": "^3.2.4",
-    "@repo/eslint-config": "0.0.0",
+    "@repo/core": "0.0.0",
     "@repo/typescript-config": "0.0.0",
-    "@repo/core": "0.0.0"
+    "@repo/eslint-config": "0.0.0"
   },
   "scripts": {
     "build": "pnpm --filter @repo/core build && pnpm run clean && tsc && node scripts/vendor-core.mjs",

package/skills/quantbrasil/SKILL.md

@@ -1,29 +1,49 @@
 ---
 name: quantbrasil
-description: Use QuantBrasil CLI for deterministic market, asset, portfolio, and analytics workflows.
+description: Use this skill when a user asks for QuantBrasil-supported market or investing data/actions through the QuantBrasil CLI, including asset lookup, prices, asset analysis, rankings, watchlists, holdings, screening, cointegration, Long & Short, historical return, beta, and VaR, even if they do not explicitly mention QuantBrasil.
 ---
 
 # QuantBrasil CLI
 
-Use this skill when user needs deterministic QuantBrasil data or analytics through CLI.
+Use this skill when the user asks for market or investing data/actions that QuantBrasil supports, including asset lookup, prices, asset analysis, rankings, watchlists, holdings, screening, cointegration, Long & Short, and holding metrics.
 
 ## Routing
 
+- Use this skill even when the user does not say "QuantBrasil" if the request fits the supported market or investing surface.
+- Most end-user QuantBrasil requests are expected in pt-BR; Portuguese prompts about ativos, rankings, Magic Formula, momentum, ranking fatorial, carteiras, cotações, screening, cointegração, Long & Short, retorno, beta, VaR, watchlists, or Ibovespa should trigger this skill when they map to the supported CLI surface.
+- For QuantBrasil-supported market, asset, ranking, screening, cointegration, watchlist, holding, or holding metric data, use the CLI before generic web or finance search.
+- When the request mentions portfolios, carteiras, watchlists, holdings, target weights, positions, historical return, beta, VaR, screening universes, or saved compositions, load [`references/portfolios.md`](./references/portfolios.md) before choosing commands.
+- When the request asks for Magic Formula, momentum rankings, Low Risk, top ranked assets, ranking fatorial, rankings do usuário, or ordered asset lists, load [`references/rankings.md`](./references/rankings.md) before choosing commands.
+- When the request mentions IFR/RSI filters, sobrevendido, sobrecomprado, indicator screening, technical screening rules, or screening indicators, load [`references/screening.md`](./references/screening.md) before building the request JSON.
+- When the request mentions cointegração, cointegration, Long & Short, long and short, long-short, pair trading, z-score between two assets, p-valor de cointegração, or meia-vida between a pair, load [`references/cointegration.md`](./references/cointegration.md) before choosing commands.
+- Use `quantbrasil` when available on PATH.
+- If `quantbrasil` is not found, report that the CLI binary is not on PATH and ask the user to install it or fix PATH.
 - Check readiness first: `quantbrasil --status`
+- Identify the authenticated user when needed: `quantbrasil whoami`
 - Inspect public surface when unsure: `quantbrasil capabilities --json`
 - Use narrow command first:
   - asset discovery: `quantbrasil market assets`
   - price lookup: `quantbrasil market price <ticker>`
   - richer asset analysis: `quantbrasil assets overview <ticker> --sections ...`
-  - saved portfolio discovery: `quantbrasil portfolios list`
-  - saved portfolio details: `quantbrasil portfolios get <id>`
-  - portfolio analytics: `quantbrasil analytics historical-return|beta|var ...`
+  - ranked asset lists: `quantbrasil rankings list|current ...`
+  - watchlist details and changes: `quantbrasil watchlists ...`
+  - holding details and historical return: `quantbrasil holdings ...`
+  - indicator screening over saved universes: `quantbrasil screening universes|indicators|run ...`
+  - pair cointegration: `quantbrasil cointegration pair <base_asset> <comparison_asset>`
+  - holding metrics: `quantbrasil holdings historical-return|beta|var ...`
 - Use `--json` when output will be parsed by agent or script
+- Use generic web or finance search only if the CLI is unavailable, the requested data is outside the QuantBrasil-supported surface, or the user explicitly asks for an external source.
+- Do not inspect the local repo, package source, or `~/.config/quantbrasil/config.json` for normal data queries. Use CLI status/errors instead.
 
-## References
+## Reference Loading
 
-- CLI surface: [`references/cli.md`](./references/cli.md)
-- Common workflows: [`references/workflows.md`](./references/workflows.md)
-- Cost-aware behavior: [`references/costs.md`](./references/costs.md)
-- Failure handling: [`references/errors.md`](./references/errors.md)
-- Unsupported / not-yet-public operations: [`references/unsupported.md`](./references/unsupported.md)
+- Load [`references/workflows.md`](./references/workflows.md) when the user describes an investing task but does not name an exact command, or when a task spans discovery plus a follow-up action.
+- Load [`references/cli.md`](./references/cli.md) when you need exact command syntax, flags, examples, or supported `--sections` values.
+- Load [`references/rankings.md`](./references/rankings.md) when the user asks for Magic Formula, momentum rankings, Low Risk, top ranked assets, ranking fatorial, rankings do usuário, or current ordered lists.
+- Load [`references/portfolios.md`](./references/portfolios.md) when the request mentions portfolios, carteiras, watchlists, holdings, target weights, positions, historical return, beta, VaR, screening universes, or saved compositions.
+- Load [`references/screening.md`](./references/screening.md) when the user asks for IFR/RSI filters, sobrevendido/sobrecomprado assets, indicator screening, technical filter JSON, screening indicators, or examples of `ScreenerRequest`.
+- Load [`references/cointegration.md`](./references/cointegration.md) when the user asks for cointegração, cointegration, Long & Short, long and short, long-short, pair trading, z-score between two assets, p-valor de cointegração, or meia-vida between a pair.
+- Load [`references/costs.md`](./references/costs.md) before chaining heavy reads, choosing between overview/screening/holding metrics, or answering cost-sensitive agent workflow questions.
+- Load [`references/errors.md`](./references/errors.md) when a CLI command fails, auth/config is unclear, or the user asks how to fix a QuantBrasil CLI error.
+- Load [`references/unsupported.md`](./references/unsupported.md) when the user asks for deletion, file export, ad-hoc ticker-list screening, unsupported commands, or a capability that may not be public yet.
+- Use [`references/quality-eval-queries.json`](./references/quality-eval-queries.json) only when evaluating or tuning skill quality and trigger accuracy.

package/skills/quantbrasil/references/cli.md

@@ -1,9 +1,13 @@
 # CLI Reference
 
+Examples assume the `quantbrasil` binary is available on `PATH`.
+
 ## Readiness and auth
 
 ```bash
 quantbrasil --status
+quantbrasil whoami
+quantbrasil auth whoami
 quantbrasil auth login --api-key <key>
 quantbrasil auth logout
 quantbrasil capabilities --json
@@ -15,6 +19,7 @@ quantbrasil init
 ```bash
 quantbrasil market assets
 quantbrasil market assets --type B3
+quantbrasil market assets --search BTC
 quantbrasil market assets --json
 
 quantbrasil market price PETR4
@@ -41,37 +46,125 @@ Valid `--sections`:
 - `fundamentals`
 - `rankings`
 
-## Portfolios
+## Rankings
+
+```bash
+quantbrasil rankings list
+quantbrasil rankings list --json
+quantbrasil rankings current --system momentum-90d --top 20
+quantbrasil rankings current --system magic-formula --top 10
+quantbrasil rankings current --system low-risk --top 30
+quantbrasil rankings current --id 123 --top 20
+quantbrasil rankings current --system momentum-90d --top 20 --json
+```
+
+Rules:
+
+- use `rankings list` to discover rankings before using ids
+- system rankings use slugs such as `magic-formula`, `momentum-90d`, `dividend-yield`, `low-risk`, and `momentum-double`
+- user rankings use the numeric id returned by `rankings list`
+- use exactly one selector: `--system <slug>` or `--id <id>`
+- `--top` controls how many ranked assets are returned
+- `current` returns the ordered rows and the metric used to order the ranking
+- use `--json` when the result will be parsed by an agent or script
+
+## Watchlists and holdings
+
+Watchlists:
 
 ```bash
-quantbrasil portfolios list
-quantbrasil portfolios list --json
+quantbrasil watchlists list
+quantbrasil watchlists get 93
+quantbrasil watchlists create "Dividendos"
+quantbrasil watchlists rename 93 "Longo Prazo"
+quantbrasil watchlists add-assets 93 PETR4 VALE3
+quantbrasil watchlists remove-assets 93 PETR4
+```
 
-quantbrasil portfolios get 93
-quantbrasil portfolios get 93 --json
+Holdings:
 
-quantbrasil portfolios create "Dividendos"
-quantbrasil portfolios rename 93 "Longo Prazo"
-quantbrasil portfolios add-assets 93 PETR4 VALE3
-quantbrasil portfolios remove-assets 93 PETR4
+```bash
+quantbrasil holdings list
+quantbrasil holdings get 182
+quantbrasil holdings create "Longo Prazo"
+quantbrasil holdings create "Longo Prazo" --target PETR4:50 --target VALE3:50
+quantbrasil holdings create "Carteira Real" --mode position
+quantbrasil holdings rename 182 "Longo Prazo"
+quantbrasil holdings set-targets 182 PETR4:50 VALE3:50
+quantbrasil holdings set-positions 182 PRIO3:1600 BTC-USD:0.25 QQQ:10
+quantbrasil holdings historical-return 182 --from 2025-01-01 --to 2026-01-01
+quantbrasil holdings historical-return 182 --period 1y
+quantbrasil holdings beta 182 --years 1
+quantbrasil holdings var 182 --years 1 --confidence 95
 ```
 
-## Analytics
+Use `--json` on any holding metric command when machine parsing needed.
 
-Saved portfolio:
+## Screening
 
 ```bash
-quantbrasil analytics historical-return --portfolio 93 --from 2025-01-01 --to 2026-01-01
-quantbrasil analytics beta --portfolio 93 --years 1
-quantbrasil analytics var --portfolio 93 --years 1 --confidence 95
+quantbrasil screening universes
+quantbrasil screening indicators
+quantbrasil screening run --system acoes-mais-liquidas --query-file ./screening.json
+quantbrasil screening run --watchlist 93 --query-file ./screening.json --limit 25
+quantbrasil screening run --holding 182 --query-file ./screening.json --sort ticker
+cat ./screening.json | quantbrasil screening run --system etfs --query-file -
 ```
 
-Ad-hoc basket:
+Rules:
+
+- use exactly one selector: `--system`, `--watchlist`, or `--holding`
+- `--system` accepts a slug from `screening universes`
+- `--watchlist` and `--holding` accept numeric ids
+- `--query-file` must contain the full backend `ScreenerRequest` JSON shape
+- `--query-file -` reads the same JSON shape from stdin
+- `--limit` and `--sort` override only top-level fields from the query JSON
+- use `screening indicators` to discover supported indicator names, params, examples, timeframes, and operators
+
+Example query JSON:
+
+```json
+{
+  "query": {
+    "comparison": {
+      "left": {
+        "indicator": {
+          "name": "RSI",
+          "timeframe": "D1",
+          "offset": 0,
+          "params": {
+            "period": 14
+          }
+        }
+      },
+      "operator": "lt",
+      "right": {
+        "constant": {
+          "value": 30
+        }
+      }
+    }
+  },
+  "limit": 50,
+  "sort": "ticker"
+}
+```
+
+Load [`screening.md`](./screening.md) for detailed screening examples, including
+IFR14, IFR2, and logical `AND` JSON payloads.
+
+## Cointegration
 
 ```bash
-quantbrasil analytics historical-return --asset VALE3:50 --asset PRIO3:50 --from 2025-01-01 --to 2026-01-01
-quantbrasil analytics beta --asset VALE3:50 --asset PRIO3:50 --years 3
-quantbrasil analytics var --asset VALE3:120 --asset WINFUT:-20 --years 1 --confidence 99
+quantbrasil cointegration pair PETR4 VALE3
+quantbrasil cointegration pair PETR4 VALE3 --window 120
+quantbrasil cointegration pair PETR4 VALE3 --json
 ```
 
-Use `--json` on any analytics command when machine parsing needed.
+Rules:
+
+- use `cointegration pair` when the user asks to run cointegração or Long & Short analysis between two explicit assets
+- both assets must be supported QuantBrasil tickers from the same market bucket: `B3`/`BDR`/`ETF`, `S&P500`/`ETF-US`, `Crypto`, or `Futuro`
+- `--window` is the number of daily candles, defaults to `250`, and accepts `20` to `2000`
+- the response includes beta, ADF, p-value, confidence, half-life, z-score series, and beta series
+- use `--json` when another step needs to parse the series

package/skills/quantbrasil/references/cointegration.md

@@ -0,0 +1,40 @@
+# Cointegration
+
+Use cointegration when the user asks for cointegração, cointegration, pair
+trading statistics, Long & Short, long and short, long-short, z-score, p-value,
+confidence, beta, or meia-vida for two explicit assets.
+
+For this skill, Long & Short between two explicit tickers maps to pair
+cointegration analysis. The command estimates the relationship and spread
+metrics that support a Long & Short workflow, including beta, z-score, p-value,
+confidence, and half-life. Do not present the command as order execution, a
+profit guarantee, or a complete trade recommendation.
+
+## Command
+
+```bash
+quantbrasil cointegration pair PETR4 VALE3
+quantbrasil cointegration pair PETR4 VALE3 --window 120
+quantbrasil cointegration pair PETR4 VALE3 --json
+```
+
+## Rules
+
+- Require two explicit QuantBrasil-supported tickers.
+- Both tickers must belong to the same market bucket: `B3`/`BDR`/`ETF`,
+  `S&P500`/`ETF-US`, `Crypto`, or `Futuro`.
+- Treat Long & Short requests between two explicit tickers as pair cointegration
+  analysis.
+- Use `market assets --search <term>` first only when a ticker is ambiguous.
+- Do not run multiple pairs unless the user explicitly asks for them.
+- Use `--window <n>` only when the user gives a period or asks for a specific
+  candle count; default is `250`.
+- `--window` accepts daily candle counts from `20` to `2000`.
+- Use `--json` when another step needs the z-score or beta series.
+
+## Unsupported
+
+The public CLI does not currently scan a whole universe for cointegrated pairs.
+If the user asks "quais pares cointegrados existem nesse universo?", explain
+that only explicit pair analysis is public now, then ask for two tickers or use
+available discovery commands to help them choose candidates.