regime-scanlisted

Scan the whole US market once a day for trend direction and sentiment turns. Folds index trend, breadth, VIX term structure, credit spreads, and defensive rotation into one 🟢/🟡/🔴 state plus divergence flags, logging each day so the slope (the real turn signal) shows across runs. Use to gauge market direction and whether sentiment is rolling over (index near highs but internals weakening) before adding risk vs raising cash. Triggers on "scan the market", "market trend", "sentiment turn", "market health check", "is the market topping", "risk-on or risk-off", "breadth", "market regime", "tape health", "should I de-risk". The level ABOVE momentum-scan, which finds which NAMES work; this judges whether the MARKET is healthy. NOT for single-ticker analysis (use yfinance), picking stocks to buy (use momentum-scan / base-breakout-scan), or generic market-timing explanations.
mthli/skills · ★ 15 · AI & Automation · score 74

Install: claude install-skill mthli/skills

# regime-scan A **market-level** daily read, the layer above the four name-level scans. It answers three questions that move at different speeds: 1. **Trend**: the direction of the primary trend (slow: weeks–months) 2. **Breadth**: whether the trend is healthy or narrowing (the early-warning layer; divergences show up here first) 3. **Sentiment / Credit**: whether fear/greed is stretched and positioning fragile (fast: days) **A turn tends to show up as internals deteriorating while the index still prints highs.** The scan encodes that two ways: it raises **divergence flags** (breadth not confirming, equal-weight lagging, credit rolling over, defensive rotation, vol-curve inversion), and it logs each US market day once to `state/history.csv`, so the **slope** of breadth / VIX / credit across days (the real turn signal) stays visible beyond today's number. This formalizes the "regime gate + cohort dashboard" idea from `methodology.md` (2026-06-03) and the breadth/narrowing observations in `macro.md` into one daily action. ## What it pulls (all yfinance, ~516 tickers, one batched download) - **Indices**: SPY, QQQ vs 50/200DMA + 200DMA slope; RSP/SPY (equal- vs cap-weight = the narrowing proxy) - **Breadth**: % of the **S&P 500 universe** (`state/breadth_universe.txt`, ~500 names across all 11 sectors, regenerated quarterly by `build_universe.py`) above their 50/200DMA, plus 52-week new-highs − new-lows - **Vol / sentiment**: ^VIX level + 5-day change; ^VIX/^VIX3M **term st