Serennity007
UserUnofficial mirror of https://github.com/fadewalk/serenity-stock-choke (MIT) for personal learning; all credit to the original author. See SOURCE.md.
Categories
Indexed Skills (216)
serenity-stock-choke
A股通用"卡脖子"选股技能。应用 Serenity（@aleabitoreddit）的供应链瓶颈理论， 对任意 A 股板块/产业链进行结构化分析，寻找"一旦断货整个产业就停工"的瓶颈环节， 并筛选该环节中具备技术壁垒和资本信号的小盘股。 触发词：分析XX板块、找XX卡脖子、serenity分析、A股瓶颈产业链 适用板块示例：电力、光模块、医疗器械、半导体设备、军工、新能源车等任意板块 数据源：neodata-financial-search（行情/研报/资金）+ westock-data（筹码/大宗/机构） ⚠️ 注意：本技能不预测大盘走势，不适用于纯题材炒作无实质产业逻辑的小票。
deep-analysis
个股深度分析的核心工作流。当用户要求"深度分析 / 全面分析 / 帮我看看 / 值不值得买 / DCF / 机构建模 / 首次覆盖 / 投委会备忘录"等涉及个股研究的请求时触发。覆盖 A 股、港股、美股，产出 22 维数据 + 66 位大佬量化评审 + 6 种机构级估值建模 (DCF/Comps/LBO/3-Stmt/Merger) + 7 种研究产物 (首次覆盖/财报解读/催化剂日历/投资逻辑追踪/晨报/量化筛选/行业综述) + 6 种决策方法 (IC Memo/DD/Porter/单位经济/VCP/再平衡) + 杀猪盘检测，最终生成 Bloomberg 风格 HTML 报告 + 社交分享战报。关键词：股票、个股、深度分析、估值、DCF、comps、首次覆盖、IC memo、杀猪盘、龙虎榜、akshare。
investor-panel
66 位投资大佬评审团。给定一只股票的 dimensions.json 和 raw_data.json，让 66 位投资者各自按自己的方法论打分并输出 Pydantic Signal（signal/confidence/score/verdict/comment）。覆盖经典价值派、成长投资派、宏观对冲派、技术趋势派、中国价投派、A股游资派、量化系统派、科技领袖派、AI 卡位猎手 9 大流派。当用户请求"评审团/65 大佬怎么看/某某会买吗/做一次大佬投票"时使用。
coingecko-api
Broad crypto market data from CoinGecko covering 13,000+ tokens. Global market stats, historical price data going back years, exchange volumes, trending tokens, and category filters. Best for macro analysis and long-term historical data.
cost-basis-engine
Multi-method cost basis computation including specific identification, FIFO, LIFO, HIFO, and proportional average cost with partial sell handling
crypto-tax-export
Export trade history and tax calculations in formats compatible with Koinly, CoinTracker, CoinLedger, TokenTax, and IRS Form 8949
lhb-analyzer
龙虎榜深度分析器。识别游资席位、判断机构 vs 游资博弈、对照同板块龙虎榜找辨识度龙头。当用户问"谁在买这只票/最近龙虎榜怎么样/X游资有没有上榜/这是不是X的票"时使用。
trap-detector
杀猪盘检测器。当用户提到"朋友推荐"、"群里说"、"老师带"、"内幕消息"、"小红书 / 抖音看到推荐"等关键词，或显式要求"看看是不是杀猪盘 / 检测一下风险 / 这只票安全吗"时使用。扫描 8 个信号给出风险评级 🟢🟡🟠🔴。
stock-analysis
股票智能 3D 评分分析技能（v2.0）。输入股票代码（A股/港股/美股），自动完成： 1. 获取实时行情 + 历史K线 + 基本面指标 2. 计算技术指标（MA/MACD/RSI/量能/乖离率） 3. 三维评分：技术面 50 + 基本面 30 + 消息面 20 = 100 分 4. WebSearch 拉新闻 → Claude 评估消息面情绪打分 5. 输出 3D 决策看板（含三维拆解 + 买卖信号 + 价格目标） 触发场景：用户提供股票代码要求分析、问某只股票怎么样、要求看盘分析等。 示例输入：「分析下 TSLA PLTR」「600519怎么样」「帮我看看HK00700」
bitsoulstockskill
BitSoul旗下all-in-one的A股市场综合skill，提供股票筛选策略，内置上百种行业常见量化指标, 基于MOE混合因子专家模型的股票买卖点计算判断，个股风险判定，关键指标计算，数据回测，提供准确全面且免费的股票价格与股票历史信息，板块信息与相关交易数据，提供大v交易观察等信息聚合功能
a-stock-data
当任务需要写代码实际获取A股数据时使用——拉取行情/K线(mootdx+腾讯+百度)、研报(东财+同花顺+iwencai)、信号(热点/北向/龙虎榜/解禁/行业)、资金面(融资融券/大宗/股东户数/分红/资金流)、新闻、财务三表/F10、公告(巨潮)、打板(涨停池/连板/炸板率/重点监控池/日内异动)、ETF期权(T型报价/希腊字母/IV)、舆情互动(互动易/热榜/人气榜)、筹码分布(获利比例/成本区间)、复权因子、估值历史(PE/PB/PS+换手率+ST)、申万行业变迁史、宏观(社融/PMI)等真实数据。十一层数据源·54端点(含3官方备胎)·内嵌全部可运行代码，自包含零依赖外部文件；优先用通达信(mootdx)/腾讯(不封IP)，东财接口已内置限流防封，主源被封可查「备用源速查」降级。仅在需要���用数据接口取数时使用：A股概念解释、投资观点讨论、策略问答等无需取数的话题不要加载本skill。
a-share-analyst
A股分析研究助手，提供行情数据获取与技术面/基本面分析框架（仅供研究参考，不构成投资建议）。适用于：(1) 获取A股行情和历史数据，(2) 技术面分析（K线形态、MACD、KDJ、RSI、布林带等），(3) 基本面分析（财务指标、估值分析），(4) 板块热点追踪，(5) 选股策略筛选与量化因子分析，(6) 生成股市分析报告。当用户询问"帮我分析股票"、"今日选股"、"A股行情分析"、"技术分析"、"量化选股"时触发。不用于：预测明日涨跌或给出确定性买卖指令、代客决策、港股美股（数据源不同）、加密货币。
backtrader
Event-driven backtesting with bar-by-bar execution, complex order types, multiple analyzers, and custom indicators
birdeye-api
Solana token market data via Birdeye — prices, OHLCV, trades, token metadata, security checks, and trader activity
cointegration-analysis
Cointegration testing for pairs trading using Engle-Granger, Johansen, and rolling stability analysis
copy-trading
Wallet evaluation, monitoring, and copy-trade strategy design for Solana DEX trading
correlation-analysis
Cross-asset correlation analysis including rolling correlation, hierarchical clustering, tail dependence, and regime-dependent correlation
custom-indicators
Crypto-native indicators including NVT ratio, exchange flow, funding rate signals, holder momentum, and smart money flow
defillama-api
Free DeFi analytics across all chains — TVL, token prices, DEX volumes, fees/revenue, stablecoins, and bridges
dex-execution
Solana DEX swap execution via Jupiter aggregator including quoting, transaction building, signing, and confirmation
dex-pool-analysis
AMM pool mechanics comparison across Raydium, Orca, and Meteora including fee structures, pool types, creation patterns, and volume efficiency
dexscreener-api
Free, no-auth multi-chain DEX pair data — prices, volume, liquidity, transactions, and token profiles
exit-strategies
Systematic exit rules, stop-loss methods, take-profit strategies, and trailing stop implementations for crypto trading
feature-engineering
Feature construction from market data for ML trading models including price, volume, on-chain, and microstructure features
helius-api
Enhanced Solana RPC with DAS API, parsed transactions, webhooks, and priority fee estimation via Helius
impermanent-loss
Impermanent loss calculation, modeling, and breakeven analysis for AMM liquidity provision across pool types
jito-bundles
Jito bundle submission for MEV protection on Solana — bundle building, tip strategies, block engine endpoints, and landing rate optimization
kalshi-api
Kalshi exchange mechanics — RSA-PSS auth, order schema, YES/NO orderbook convention, WebSocket, and endpoint surface. Market-type-agnostic shared layer for all Kalshi skills.
kalshi-crypto-index-markets
Kalshi daily and hourly range markets on crypto prices (BTC, ETH) and equity indices (S&P 500, Nasdaq-100) — bracket structure, Gaussian P(YES) modeling on price/vol, close-offset decision timing, longshot-sell edge with honest evidence bounds
kalshi-weather-markets
Daily temperature high/low bracket and threshold contracts on Kalshi — contract structure, forecast→P(YES) map, settlement rules, cross-venue divergences, and weather-specific pitfalls
kelly-criterion
Kelly criterion optimal sizing with fractional variants, edge estimation, and practical application for crypto trading
liquidity-analysis
DEX liquidity depth assessment, slippage estimation, and pool composition analysis for Solana tokens
lp-math
AMM liquidity provision mathematics including constant-product, concentrated liquidity, price impact, and LP share calculations
market-microstructure-traditional
Traditional market microstructure concepts applied to crypto — order book dynamics, market making theory, price formation models, execution quality measurement, and CEX vs DEX structural differences
market-microstructure
DEX orderflow analysis, trade classification, buyer/seller pressure, and microstructure signals for Solana tokens
mean-reversion
Mean-reversion strategy tools including Hurst exponent, half-life estimation, z-score signals, ADF testing, and Ornstein-Uhlenbeck modeling
mev-analysis
MEV exposure assessment, sandwich attack detection, and protection strategies for Solana DEX trading
ohlcv-processing
Market data preparation including OHLCV resampling, gap handling, anomaly detection, normalization, and multi-source merging
pandas-ta
Technical analysis with 130+ indicators using pandas-ta for crypto market data
polymarket-api
Polymarket exchange mechanics — on-chain Polygon CTF, Gamma/CLOB/Data APIs, EIP-712 auth, identifier model, WebSocket, settlement, and geo/KYC constraint
portfolio-analytics
Portfolio-level performance measurement including return metrics, risk metrics, risk-adjusted ratios, rolling analysis, and HTML reports
position-sizing
Trade sizing methods including fixed fractional, volatility-adjusted, Kelly criterion, and liquidity-constrained sizing
prediction-market-strategy
Venue- and market-type-agnostic strategy, sizing, and backtesting layer for binary prediction markets (Kalshi, Polymarket, ForecastEx). Covers the durable edge thesis, fee-aware selection, fractional-Kelly sizing, and leak-free validation methodology.
pumpfun-mechanics
PumpFun bonding curve math, graduation mechanics, instruction parsing, and PumpSwap migration
raptor-dex
Self-hosted Solana DEX aggregator by SolanaTracker — multi-hop routing across 25+ DEXes, WebSocket streaming, Yellowstone Jet TPU submission, no rate limits
regime-detection
Market regime identification using volatility clustering, trend detection, and statistical methods for adaptive trading
rl-execution
Reinforcement learning for trade execution optimization including order splitting, adaptive timing, and impact minimization
sentiment-analysis
Market sentiment extraction from social media, news, and on-chain data including mention velocity, fear and greed indices, and influencer tracking
shredstream
Pre-execution Solana transaction streaming via Jito ShredStream, Shyft RabbitStream, and Triton Deshred
signal-classification
ML trading signal classifiers using XGBoost and LightGBM with walk-forward validation, SHAP feature importance, and threshold optimization
slippage-modeling
Execution cost estimation, slippage curve modeling, and optimal trade sizing based on AMM liquidity depth
solana-rpc
Direct Solana blockchain interaction via JSON-RPC — account lookups, token balances, transaction submission, and program queries
solana-tx-building
Solana transaction construction including instruction building, account resolution, compute budget, priority fees, and versioned transactions
tushare-finance
获取中国金融市场数据（A股、港股、美股、基金、期货、债券）。支持220+个Tushare Pro接口：股票行情、财务报表、宏观经济指标。当用户请求股价数据、财务分析、指数行情、GDP/CPI等宏观数据时使用。
trading-ledger
A trading journal that records the decision, not just the trade — the user reports a trade in plain language (e.g. "bought 500 NVDA at 135", "closed my TSLA position"), you parse it and write it to their Notion database, capturing the entry thesis, the plan, and the emotion; closing a trade updates the matching open row; review compares thesis vs outcome vs execution. Use when the user reports a trade, says log a trade / trading ledger, or asks to review my trades.
qmt-bridge-credit-margin
通过 QMT Bridge 查询融资融券账户：担保品、可用保证金、信用相关交易端点。 在用户提到两融、融资融券、保证金、信用账户时使用。按需启用；写操作须确认。
qmt-bridge-execution-review
通过 QMT Bridge 生成当日交易复盘：委托、成交、滑点、按标的汇总， 并结合当日盈亏输出操作评价（对照**交易观**：量能分区、板块聚焦、分步止盈/低吸不追涨、戒律检查）。 支持**不操作基线对比**（昨仓持有到收盘 vs 实际操作，输出操作增量/少赚多亏明细）。 在用户提到今日成交、交易复盘、今日操作评估、执行质量、交易观、不操作少赚多亏时使用。只读。
qmt-bridge-feishu-doc
将 QMT Trading Skill 复盘/盈亏/分析报告同步到飞书云文档：规定云空间目录与标题命名， 通过官方 lark-cli 与 lark-doc、lark-drive、lark-shared Skill 完成（不用仓库 scripts/ 飞书脚本）。 在用户提到上传飞书、同步复盘文档、飞书云文档时使用。
qmt-bridge-financial-download
通过 QMT Bridge 将财报下载到服务端缓存（POST）。在用户提到下载财报、补财务数据、 刷新 Pershareindex、下载 ROE 数据、财报缓存时使用；筛选指标请用 fundamental-screen。
qmt-bridge-fundamental-screen
通过 QMT Bridge 筛选财报指标：按字段过滤、显示中文名称。缺数时可自动补下载。 在用户提到基本面、财报筛选、ROE、EPS、排雷时使用；仅下载缓存请用 financial-download。
qmt-bridge-kline-backfill
校验近N个交易日两市成交额（上证+深证）是否可用于复盘。默认仅用 get_full_tick 写当日 与本地日缓存，不拉历史 K 线。用户提到补齐K线、近3日量能缺失、复盘前校验时使用。
qmt-bridge-return-analysis
通过 QMT Bridge 分析 1/2/3/4/5/10/30 日累计涨幅、形态/量价涨跌概率， 并输出下一交易日操作策略与观察点。支持 --holdings 自动读持仓、缺 K 线则下载。 在用户提到持仓阶段强弱、N日涨幅、涨跌概率、量价、明日怎么观察时使用。只读。
qmt-bridge-trading
通过 QMT Bridge HTTP API 执行证券交易：持仓/资产/委托查询、单笔与批量下单、撤单、清仓。 在用户提到 qmt-bridge 交易、下单、持仓、清仓、撤单、查询资产，或需操作 miniQMT 账户时使用。 本文件随 QMT Trading Skill（qmt-trading-skill 仓库）发布于 skills/qmt-bridge-trading/SKILL.md。
ibkr-options-assistant
Interactive Brokers options & stock trading assistant. Provides real-time portfolio Greeks, option chain analysis, McMillan/Overby strategy recommendations, P&L statistics, Wheel strategy tracking, earnings warnings, risk simulation, and a complete toolkit for options traders. Use this skill whenever the user asks about specific options trades, position risk, buy/sell recommendations, IV environment, P&L, wheel strategy, earnings impact on options, or any IBKR account data — even if they don't explicitly mention "IBKR". For stock price queries, always use market_quote.py instead of web search.
backtest-expert
Expert guidance for systematic backtesting of trading strategies. Use when developing, testing, stress-testing, or validating quantitative trading strategies. Covers "beating ideas to death" methodology, parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results. Applicable when user asks about backtesting, strategy validation, robustness testing, avoiding overfitting, or systematic trading development.
breadth-chart-analyst
This skill should be used when analyzing market breadth charts, specifically the S&P 500 Breadth Index (200-Day MA based) and the US Stock Market Uptrend Stock Ratio charts. Use this skill when the user provides breadth chart images for analysis, requests market breadth assessment, positioning strategy recommendations, or wants to understand medium-term strategic and short-term tactical market outlook based on breadth indicators. Also works WITHOUT chart images by fetching CSV data directly from public sources. All analysis and output are conducted in English.
breakout-trade-planner
Generate Minervini-style breakout trade plans from VCP screener output with worst-case risk calculation, portfolio heat management, and Alpaca-compatible order templates (stop-limit bracket for pre-placement, limit bracket for post-confirmation). Use when user has VCP screener results and wants actionable trade plans with entry/stop/target levels and position sizing.
canslim-screener
Screen US stocks using William O'Neil's CANSLIM growth stock methodology. Use when user requests CANSLIM stock screening, growth stock analysis, momentum stock identification, or wants to find stocks with strong earnings and price momentum following O'Neil's investment system.
contrarian-setup-gate
Synthesize the three Jason Shapiro contrarian-pipeline verdicts (COT crowding, news-reaction failure, weekly price-action confirmation) into one actionable setup_status via a fail-closed precedence state machine. Pure, offline synthesis -- no network, no API keys, no computation beyond validation and precedence.
cot-contrarian-detector
Detect crowded speculative positioning in CFTC futures markets (COT report analysis) to find contrarian setups using Jason Shapiro's methodology. Screens large-speculator ("non-commercial") net positioning across 65 futures markets (indices, rates, FX, metals, energy, crypto) via the FMP Commitment of Traders API, computes a 3-year and 26-week COT Index per market, and classifies extremes as CROWDED_LONG / CROWDED_SHORT. Use when the user asks about COT report analysis, crowded positioning, "who is trapped", speculative positioning extremes, contrarian futures setups, or wants to run Jason Shapiro-style analysis. This skill automates crowding DETECTION only (step 1 of 5) — it does not generate trade signals by itself.
crypto-regime-analyzer
Quantifies crypto market regime health using free, keyless public data (CoinGecko + Binance funding). Generates a 0-100 composite score across 6 components (100 = risk-on) with a posture recommendation. No API key required. Use when user asks about crypto market conditions, whether it's alt season, BTC dominance, crypto risk-on vs risk-off, funding rates, or whether crypto exposure should be increased or reduced.
data-quality-checker
Validate data quality in market analysis documents and blog articles before publication. Use when checking for price scale inconsistencies (ETF vs futures), instrument notation errors, date/day-of-week mismatches, allocation total errors, and unit mismatches. Supports English and Japanese content. Advisory mode -- flags issues as warnings for human review, not as blockers.
dividend-growth-pullback-screener
Use this skill to find high-quality dividend growth stocks (12%+ annual dividend growth, 1.5%+ yield) that are experiencing temporary pullbacks, identified by RSI oversold conditions (RSI ≤40). This skill combines fundamental dividend analysis with technical timing indicators to identify buying opportunities in strong dividend growers during short-term weakness.
downtrend-duration-analyzer
Analyze historical downtrend durations and generate interactive HTML histograms showing typical correction lengths by sector and market cap.
drawdown-circuit-breaker
Evaluate account-level drawdown circuit breaker rules from trader-memory-core state and decide whether new trade risk is allowed today. Uses realized P&L, losing-streak cooldowns, and weekly/monthly drawdown limits without any external API.
dual-axis-skill-reviewer
Review skills in any project using a dual-axis method: (1) deterministic code-based checks (structure, scripts, tests, execution safety) and (2) LLM deep review findings. Use when you need reproducible quality scoring for `skills/*/SKILL.md`, want to gate merges with a score threshold (for example 90+), or need concrete improvement items for low-scoring skills. Works across projects via --project-root.
earnings-calendar
This skill retrieves upcoming earnings announcements for US stocks using the Financial Modeling Prep (FMP) API. Use this when the user requests earnings calendar data, wants to know which companies are reporting earnings in the upcoming week, or needs a weekly earnings review. The skill focuses on mid-cap and above companies (over $2B market cap) that have significant market impact, organizing the data by date and timing in a clean markdown table format. Supports multiple environments (CLI, Desktop, Web) with flexible API key management.
earnings-trade-analyzer
Analyze recent post-earnings stocks using a 5-factor scoring system (Gap Size, Pre-Earnings Trend, Volume Trend, MA200 Position, MA50 Position). Scores each stock 0-100 and assigns A/B/C/D grades. Use when user asks about earnings trade analysis, post-earnings momentum screening, earnings gap scoring, or finding best recent earnings reactions.
economic-calendar-fetcher
Fetch upcoming economic events and data releases using FMP API. Retrieve scheduled central bank decisions, employment reports, inflation data, GDP releases, and other market-moving economic indicators for specified date ranges (default: next 7 days). The script outputs raw JSON or text; the assistant filters, assesses impact, and generates the Markdown report.
edge-candidate-agent
Generate and prioritize US equity long-side edge research tickets from EOD observations, then export pipeline-ready candidate specs for trade-strategy-pipeline Phase I. Use when users ask to turn hypotheses/anomalies into reproducible research tickets, convert validated ideas into `strategy.yaml` + `metadata.json`, or preflight-check interface compatibility (`edge-finder-candidate/v1`) before running pipeline backtests.
edge-concept-synthesizer
Abstract detector tickets and hints into reusable edge concepts with thesis, invalidation signals, and strategy playbooks before strategy design/export.
edge-hint-extractor
Extract edge hints from daily market observations and news reactions, with optional LLM ideation, and output canonical hints.yaml for downstream concept synthesis and auto detection.
edge-pipeline-orchestrator
Orchestrate the full edge research pipeline from candidate detection through strategy design, review, revision, and export. Use when coordinating multi-stage edge research workflows end-to-end.
edge-signal-aggregator
Aggregate and rank signals from multiple edge-finding skills (edge-candidate-agent, theme-detector, sector-analyst, institutional-flow-tracker) into a prioritized conviction dashboard with weighted scoring, deduplication, and contradiction detection.
edge-strategy-reviewer
Critically review strategy drafts from edge-strategy-designer for edge plausibility, overfitting risk, sample size adequacy, and execution realism. Use when strategy_drafts/*.yaml exists and needs quality gate before pipeline export. Outputs PASS/REVISE/REJECT verdicts with confidence scores.
exposure-coach
Generate a one-page Market Posture summary with net exposure ceiling, growth-vs-value bias, participation breadth, and new-entry-allowed vs cash-priority recommendation by integrating signals from breadth, regime, and flow analysis skills.
finviz-screener
Build and open FinViz screener URLs from natural language requests. Use when user wants to screen stocks, find stocks matching criteria, filter by fundamentals or technicals, or asks to open FinViz with specific conditions. Supports both Japanese and English input (e.g., "高配当で成長している小型株を探したい", "Find oversold large caps with high ROE").
ftd-detector
Detects Follow-Through Day (FTD) signals for market bottom confirmation using William O'Neil's methodology. Dual-index tracking (S&P 500 + NASDAQ) with state machine for rally attempt, FTD qualification, and post-FTD health monitoring. Use when user asks about market bottom signals, follow-through days, rally attempts, re-entry timing after corrections, or whether it's safe to increase equity exposure. Complementary to market-top-detector (defensive) - this skill is offensive (bottom confirmation).
futures-position-sizer
Calculate contract-based futures position sizes from a direction, entry, and stop-loss, using verified per-symbol contract specs (multiplier, tick size, tick value). Use when the user asks how many futures contracts to trade, wants to size a futures position (ES, NQ, ZB, GC, CL, 6E/E6, VX, BT, ...), or is handing off a contrarian-setup-gate READY_FOR_PLAN direction/invalidation_level for sizing. Pure, offline calculation -- no API keys, no network.
ibd-distribution-day-monitor
Detect IBD-style Distribution Days for QQQ/SPY (close down at least 0.2% on higher volume), track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk (NORMAL/CAUTION/HIGH/SEVERE), and emit TQQQ/QQQ exposure recommendations. Use after market close, before TQQQ exposure changes, or as input to FTD/market-state frameworks. Does not execute trades.
institutional-flow-tracker
Use this skill to track institutional investor ownership changes and portfolio flows using 13F filings data. Analyzes hedge funds, mutual funds, and other institutional holders to identify stocks with significant smart money accumulation or distribution. Helps discover stocks before major moves by following where sophisticated investors are deploying capital.
kanchi-dividend-review-monitor
Monitor dividend portfolios with Kanchi-style forced-review triggers (T1-T5) and convert anomalies into OK/WARN/REVIEW states without auto-selling. Use when users ask for 減配検知, 8-Kガバナンス監視, 配当安全性モニタリング, REVIEWキュー自動化, or periodic dividend risk checks.
kanchi-dividend-sop
Convert Kanchi-style dividend investing into a repeatable US-stock operating procedure. Use when users ask for かんち式配当投資, dividend screening, dividend growth quality checks, PERxPBR adaptation for US sectors, pullback limit-order planning, or one-page stock memo creation. Covers screening, deep dive, entry planning, and post-purchase monitoring cadence.
kanchi-dividend-us-tax-accounting
Provide US dividend tax and account-location workflow for Kanchi-style income portfolios. Use when users ask about qualified vs ordinary dividends, 1099-DIV interpretation, REIT/BDC distribution treatment, holding-period checks, or taxable-vs-IRA account placement decisions for dividend assets.
macro-regime-detector
Detect structural macro regime transitions (1-2 year horizon) using cross-asset ratio analysis. Analyze RSP/SPY concentration, yield curve, credit conditions, size factor, equity-bond relationship, and sector rotation to identify regime shifts between Concentration, Broadening, Contraction, Inflationary, and Transitional states. Run when user asks about macro regime, market regime change, structural rotation, or long-term market positioning.
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 health assessment.
market-environment-analysis
Comprehensive market environment analysis and reporting tool. Analyzes global markets including US, European, Asian markets, forex, commodities, and economic indicators. Provides risk-on/risk-off assessment, sector analysis, and technical indicator interpretation. Triggers on keywords like market analysis, market environment, global markets, trading environment, market conditions, investment climate, market sentiment, forex analysis, stock market analysis, 相場環境, 市場分析, マーケット状況, 投資環境.
market-news-analyst
This skill should be used when analyzing recent market-moving news events and their impact on equity markets and commodities. Use this skill when the user requests analysis of major financial news from the past 10 days, wants to understand market reactions to monetary policy decisions (FOMC, ECB, BOJ), needs assessment of geopolitical events' impact on commodities, or requires comprehensive review of earnings announcements from mega-cap stocks. The skill automatically collects news using WebSearch/WebFetch tools and produces impact-ranked analysis reports. All analysis thinking and output are conducted in English.
market-top-detector
Detects market top probability using O'Neil Distribution Days, Minervini Leading Stock Deterioration, and Monty Defensive Sector Rotation. Generates a 0-100 composite score with risk zone classification. Use when user asks about market top risk, distribution days, defensive rotation, leadership breakdown, or whether to reduce equity exposure. Focuses on 2-8 week tactical timing signals for 10-20% corrections.
mt5-robot-tester
Select the best MetaTrader 5 trading robots (Expert Advisors) that have not been backtested yet, by running the MT5 Strategy Tester from the command line through a 3-round pipeline. Use when the user wants to batch-test MT5 bots/EAs, screen robots across all symbols, optimize EA parameters, or move candidate bots to finalists based on profit, drawdown, positive months/years and equity-curve criteria. Runs terminal64.exe headless; Windows + MetaTrader 5 required at run time.
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