market-breadth-analyzer
Quantifies market breadth health using TraderMonty's public CSV data. Generates a 0-100 composite score across 6 components (100 = healthy). No API key required. Use when user asks about market breadth, participation rate, advance-decline health, whether the rally is broad-based, or general market h
By tradermonty · 2,213 installs
npx skills add tradermonty/claude-trading-skills --skill market-breadth-analyzer
Source repository · Upstream listing
Market Breadth Analyzer Skill
Purpose
Quantify market breadth health using a data driven 6 component scoring system (0 100). Uses TraderMonty's publicly available CSV data to measure how broadly the market is participating in a rally or decline.
Score direction: 100 = Maximum health (broad participation), 0 = Critical weakness.
No API key required uses freely available CSV data from GitHub Pages.
When to Use This Skill
English:
User asks "Is the market rally broad based?" or "How healthy is market breadth?"
User wants to assess market participation rate
User asks about advance decline indicators or breadth thrust
User wants to know if the market is narrowing (fewer stocks participating)
User asks about equity exposure levels based on breadth conditions
Japanese:
「マーケットブレッドスはどうですか?」「市場の参加率は?」
「上昇は広がっている?」「一部の銘柄だけの上昇?」
ブレッドス指標に基づくエクスポージャー判断
市場の健康度をデータで確認したい
Prerequisites
Python 3.9+ with requests library (for fetching CSV data)
Internet access to reach GitHub Pages URLs
No API keys required uses freely available public CSV data
Difference from Breadth Chart Analyst
Aspect Market Breadth Analyzer Breadth Chart Analyst
Data Source CSV (automated) Chart images (manual)
API Required None None
Output Quantitative 0 100 score Qualitative chart analysis
Components 6 scored dimensions Visual pattern recognition
Repeatability Fully reproducible Analyst dependent
Execution Workflow
Phase 1: Execute Python Script
Run the analysis script. If using a nested or date stamped output dir in cron runs, create it first; the history writer expects the directory to already exist.
For a simple ad hoc run, omit output dir or use an existing directory. In scheduled cron runs from the repository root, prefer a repo relative output directory such as reports/after close YYYY MM DD rather than an absolute path. If an absolute nested output dir unexpectedly fails at the history writing step despite the directory existing, rerun once with the equivalent repo relative path before treating the breadth analysis as unavailable.
The script will:
1. Fetch detail CSV (~2,500 rows, 2016 present) and summary CSV (8 metrics)
2. Validate data freshness (warn if 5 days old)
3. Calculate all 6 component scores (with automatic weight redistribution if any component lacks data)
4. Generate composite score with zone classification
5. Track score history and compute trend (improving/deteriorating/stable)
6. Output JSON and Markdown reports
Phase 2: Present Results
Present the generated Markdown report to the user, highlighting:
Composite score and health zone
Strongest and weakest components
Recommended equity exposure level
Key breadth levels to watch
Any data freshness warnings
6 Component Scoring System
Component Weight Key Signal
1 Breadth Level & Trend 25% Current 8MA level + 200MA trend direction + 8MA direction modifier
2 8MA vs 200MA Crossover 20% Momentum via MA gap and direction
3 Peak/Trough Cycle 20% Position in breadth cycle
4 Bearish Signal 15% Backtested bearish signal flag
5 Historical Percentile 10% Current vs full history distribution
6 S&P 500 Divergence 10% Multi window (20d + 60d) price vs breadth divergence
Weight Redistribution: If any component lacks sufficient data (e.g., no peak/trough markers detected), it is excluded and its weight is proportionally redistributed among the remaining components. The report shows both original and effective weights.
Score History: Composite scores are persisted across runs (keyed by data date). The report includes a trend summary (improving/deteriorating/stable) when multiple observations are available.
Health Zone Mapping (100 = Healthy)
Score Zone Equity Exposure Action
80 100 Strong 90 100% Full position, growth/momentum favored
60 79 Healthy 75 90% Normal operations
40 59 Neutral 60 75% Selective positioning, tighten stops
20 39 Weakening 40 60% Profit taking, raise cash
0 19 Critical 25 40% Capital preservation, watch for trough
Data Sources
Detail CSV: market breadth data.csv
~2,500 rows from 2016 02 to present
Columns: Date, S&P500 Price, Breadth Index Raw, Breadth Index 200MA, Breadth Index 8MA, Breadth 200MA Trend, Bearish Signal, Is Peak, Is Trough, Is Trough 8MA Below 04
Summary CSV: market breadth summary.csv
8 aggregate metrics (average peaks, average troughs, counts, analysis period)
Both are publicly hosted on GitHub Pages no authentication required.
Output Files
JSON: market breadth YYYY MM DD HHMMSS.json
Markdown: market breadth YYYY MM DD HHMMSS.md
History: market breadth history.json (persists across runs, max 20 entries)
Reference Documents
references/breadth analysis methodology.md
Full methodology with component scoring details
Threshold explanations and zone definitions
Historical context and interpretation guide
When to Load References
First use: Load methodology reference for framework understanding
Regular execution: References not needed script handles scoring