Screen US equities for parabolic exhaustion patterns and generate conditional pre-market short plans, then evaluate intraday trigger fires from live 5-min bars. Phase 1 daily 5-factor scorer (MA extension / acceleration / volume climax / range expansion / liquidity), Phase 2 per-candidate plans for

Overview Generate Qullamaggie style Parabolic Short watchlists and conditional pre market plans for US equities. The skill never sends orders. It emits JSON + Markdown that a human reviews against their broker before entry. Three phases: Phase 1 ( screen parabolic.py ) : pulls EOD bars + company profile from FMP, applies hard invalidation rules (mode aware), scores survivors on 5 factors (weights 30/25/20/15/10), and assigns A/B/C/D grades. Phase 2 ( generate pre market plan.py ) : takes the Phase 1 JSON, filters by tradable min grade (default B ), checks Alpaca short inventory (or ManualBrokerAdapter ), evaluates SEC Rule 201 SSR state from the inherited prior day close, and renders three trigger plans per candidate. Phase 3 ( monitor intraday trigger.py ) : reads the Phase 2 plan, fetches 5 min bars (Alpaca live or fixture), walks each plan's FSM forward by one step, persists per plan state, and writes an intraday monitor JSON with state , entry actual , stop actual , and shares actual (when triggered). One shot — trader runs it every 1–5 min via watch or cron; replay deterministic so re runs are byte identical. When to Use Invoke this skill when the user wants to: Build a daily Parabolic Short watchlist from S&P 500 (or a custom CSV). Translate a watchlist into pre market trade plans with explicit borrow / SSR / state cap gating. Audit a candidate's blocking vs advisory manual confirmation reasons before placing an order at Alpaca. Do NOT invoke for: Long side momentum screening — use vcp screener or canslim screener. 1 minute / sub minute intraday signals — Phase 3 evaluates 5 min bars only. Live order routing — this skill is detection only by design; Phase 3 emits a triggered state with concrete entry/stop/share count, but the trader fires the order manually. Workflow Phase 1 — daily screener 1. Confirm FMP API KEY is set (env var or api key ). 2. Run with the safer by default mode: 3. Inspect reports/parabolic short <date .md — the watchlist is grouped by grade (A→D). 4. Promote interesting names to Phase 2. For small cap blow offs, switch to mode classic qm (looser market cap and ADV floors, higher 5 day ROC threshold). For testing without the API, run dry run fixture <path against a JSON fixture (one is shipped at scripts/tests/fixtures/dry run minimal.json ). Phase 2 — pre market plan generator 1. Optional: set ALPACA API KEY / ALPACA SECRET KEY for live borrow checks. Without them the planner falls back to ManualBrokerAdapter , which marks every candidate as borrow inventory unavailable / plan status: watch only . 2. Run: 3. Output: reports/parabolic short plan <date .json . Each plan contains three entry plans (5min ORL break, first red 5 min, VWAP fail) with entry hint / stop hint formula strings (no baked in shares — the trader computes shares at trigger time from the shares formula ). Phase 3 — intraday trigger monitor 1. Confirm ALPACA API KEY / ALPACA SECRET KEY are set (Phase 3 uses Alpaca market data; data.alpaca.markets works for both paper and live accounts). 2. During US regular session, run one shot per cadence — typical is every 60 s during the first 30 min, then every 5 min: Or wrap in watch n 60 'python3 ...' / cron. 3. Output: reports/parabolic short intraday <date .json lists every monitored plan with state ( armed / triggered / invalidated / FSM specific), bar derived transition timestamps, and size recipe resolved (concrete shares actual ) when triggered. 4. For testing without the API, use bars source fixture bars fixture <path against a JSON fixture ( scripts/tests/fixtures/intraday bars/ ). Phase 3 trigger detection is not an order instruction. Before any manual short entry, confirm borrow/locate availability, SEC Rule 201 SSR state, broker short sale controls, and the broker's current intraday margin or day trading controls. FINRA replaced the old pattern day trader day count and $25,000 minimum equity requirements with intraday margin standards effective 2026 06 04, with broker phase in allowed through 2027 10 20. Phase 3 is idempotent : each run replays the full session bars from open up to now et (or now et override), so re running during the same minute produces the same state. prior state is used only for diff/notification display; it never advances the FSM. Reviewing a plan before entry Read three top level fields per ticker: plan status : actionable (manual gates can be cleared) or watch only (hard blockers — borrow unavailable or SSR active). blocking manual reasons : must all be resolved before pulling the trigger. advisory manual reasons : heads up only, e.g. manual locate required (always set), warning:too early to short , warning:recent earnings catalyst (last earnings within earnings catalyst window days , default 10 trading days — flag the move as event driven rather than pure technical blow off). Earnings aware screening Phase 1 fetches the FMP earnings calendar once per run (single call, not per symbol) and emits two earnings aware checks: exclude earnings within days (default 2 calendar days, forward) — hard invalidation when next earnings is within the window. Matches the legacy earnings blackout days semantic. earnings catalyst window days (default 10 trading days, backward) — soft warning recent earnings catalyst when last earnings is within the window. Routes to Phase 2 as an advisory manual reason without forcing trade allowed without manual: false . Per candidate output exposes last earnings date , next earnings date , trading days since earnings (TRADING days), earnings within days (CALENDAR days, forward), earnings blackout days (configured threshold), and earnings in blackout window . The legacy earnings within 2d is kept for backward compatibility. Top level dates: as of is the planning date (Phase 2 contract — never mutate); run date mirrors it; market data as of is the latest bar date used for technical metrics (differs from as of on weekend runs). Exchange Calendar and Replay Install requirements.txt before running the planner. Phase 1 as of uses strict YYYY MM DD , filters bars beyond that ceiling, and counts earnings age with XNYS sessions. Phase 3 uses actual holidays and early closes; the close boundary is exclusive. Historical dates are accepted only with Phase 1 dry run fixture data; live universe and profile endpoints are not PIT and therefore fail closed for a non current as of . Output Format Phase 1 JSON: parabolic short <as of .json (schema version 1.0). Phase 2 JSON: parabolic short plan <as of .json (schema version 1.0). Phase 3 JSON: parabolic short intraday <as of .json (schema version 1.0, phase = intraday monitor ). The contract is pinned by tests/test schema contract.py plus tests/test monitor intraday smoke.py for Phase 3. Resources references/parabolic short methodology.md — Qullamaggie's 3 trigger framework and exhaustion signals. references/short invalidation rules.md — mode aware exclusion rules. references/short risk management.md — Rule 201, ETB vs HTB, locate. references/intraday trigger playbook.md — detail on each trigger type, the FSM transitions Phase 3 implements, and same bar tie break semantics. references/broker capability matrix.md — what each broker exposes through its API for short inventory.

parabolic-short-trade-planner