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

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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