quantwise 1.2.0 → 1.2.2

package/.claude/skills/weekly-trade-strategy/.claude/skills/us-market-bubble-detector/references/quick_reference.md

@@ -0,0 +1,354 @@
+# Bubble Detection Quick Reference
+
+## Daily Checklist (Complete in 5 Minutes)
+
+### Morning Routine (Before Market Open)
+
+```
+□ Step 1: Update Bubble-O-Meter (2 minutes)
+   - Score 8 indicators on 0-2 scale
+   - Confirm risk budget based on total score
+
+□ Step 2: Position Management (2 minutes)
+   - Update ATR trailing stops
+   - Check if stair-step profit-taking targets reached
+   - Determine new entry eligibility
+
+□ Step 3: Signal Confirmation (1 minute)
+   - Media/social media trends (Google Trends, Twitter)
+   - Major indices' distance from 52-week highs
+   - VIX & Put/Call ratio
+```
+
+---
+
+## Emergency Assessment: 3 Questions
+
+When uncertain about investment decisions, answer these 3 questions:
+
+### Q1: "Are non-investors recommending?"
+- YES → Mass penetration complete, likely late stage
+- NO → Still early-to-mid stage
+
+### Q2: "Has the narrative become 'common sense'?"
+- YES → Euphoria stage, dissent socially unacceptable
+- NO → Skeptical views still tolerated, healthy state
+
+### Q3: "Is 'this time is different' the mantra?"
+- YES → Historically typical bubble sign
+- NO → Healthy caution still functioning
+
+**All 3 YES → Critical zone, prioritize profit-taking/exit**
+
+---
+
+## Action Matrix by Bubble Stage (REVISED v2.1)
+
+| Phase | Score | Risk Budget | Entry | Profit-Taking | Stop | Shorts |
+|-------|-------|------------|-------|--------------|------|--------|
+| **Normal** | 0-4 | 100% | Normal | At target | 2.0 ATR | No |
+| **Caution** | 5-7 | 70-80% | 50% reduced | 25% at +20% | 1.8 ATR | No |
+| **Elevated Risk** | 8-9 | 50-70% | Selective | 40% at +20% | 1.6 ATR | Consider |
+| **Euphoria** | 10-12 | 40-50% | Stop | 50% at +20% | 1.5 ATR | After conditions |
+| **Critical** | 13-15 | 20-30% | Stop | 75-100% immediate | 1.2 ATR | Recommended |
+
+**Note**: Maximum score reduced from 16 to 15 points (Phase 2: max 12, Phase 3: max 3)
+
+---
+
+## Quick Scoring for 8 Indicators
+
+### 1. Mass Penetration
+```
+0 points: Investors only
+1 point: General awareness but investment still limited
+2 points: Taxi drivers/family recommending
+```
+
+### 2. Media Saturation
+```
+0 points: Normal coverage level
+1 point: Search trends 2-3x
+2 points: TV specials/magazine covers, searches 5x+
+```
+
+### 3. New Entrants
+```
+0 points: Normal account opening pace
+1 point: 50-100% YoY increase
+2 points: 200%+ YoY, beginner flood
+```
+
+### 4. Issuance Flood
+```
+0 points: Normal IPO count
+1 point: 50% increase in IPOs/related products
+2 points: Low-quality IPOs, theme ETF proliferation
+```
+
+### 5. Leverage
+```
+0 points: Normal range
+1 point: Margin balance 1.5x
+2 points: All-time high, funding rates elevated
+```
+
+### 6. Price Acceleration
+```
+0 points: Near historical median
+1 point: Exceeds 90th percentile
+2 points: 95-99th percentile or accelerating
+```
+
+### 7. Valuation Disconnect
+```
+0 points: Explainable by fundamentals
+1 point: High valuation but explained by growth expectations
+2 points: Completely "narrative"-dependent, fundamentals ignored
+```
+
+### 8. Correlation & Breadth
+```
+0 points: Only some leaders rising
+1 point: Sector-wide spread
+2 points: Even low-quality/zombie companies rallying
+```
+
+---
+
+## Key Data Sources
+
+### Instantly Checkable Indicators
+
+| Indicator | Source | Example URL |
+|-----------|--------|------------|
+| Google Search Trends | Google Trends | trends.google.com |
+| VIX (Fear Index) | CBOE | cboe.com/vix |
+| Put/Call Ratio | CBOE | cboe.com/data |
+| Margin Balance | FINRA | finra.org/data |
+| Futures Positions | CFTC COT | cftc.gov/reports |
+| IPO Statistics | Renaissance IPO | renaissancecapital.com |
+
+### API-Accessible Auto-Retrieval
+
+```python
+# Example: Google Trends (pytrends)
+from pytrends.request import TrendReq
+pytrends = TrendReq()
+pytrends.build_payload(['SPY', 'stock market'])
+data = pytrends.interest_over_time()
+
+# Example: VIX (yfinance)
+import yfinance as yf
+vix = yf.Ticker('^VIX')
+current_vix = vix.history(period='1d')['Close'].iloc[-1]
+```
+
+---
+
+## Profit-Taking Strategy Templates
+
+### Template 1: Stair-Step Profit-Taking (Conservative)
+
+```
+Position: $10,000 initial investment
+Targets:  +20%, +40%, +60%, +80%
+
++20% ($12,000) → Sell 25% = $3,000 secured
++40% ($14,000) → Sell 25% = $3,500 secured
++60% ($16,000) → Sell 25% = $4,000 secured
++80% ($18,000) → Sell 25% = $4,500 secured
+
+Total profits: $15,000 (+50% equivalent)
+```
+
+### Template 2: ATR Trailing (Aggressive)
+
+```python
+def calculate_trailing_stop(current_price, atr_20d, bubble_phase):
+    """
+    Calculate trailing stop based on bubble stage
+
+    bubble_phase: 'normal', 'caution', 'euphoria', 'critical'
+    """
+    multipliers = {
+        'normal': 2.0,
+        'caution': 1.8,
+        'euphoria': 1.5,
+        'critical': 1.2
+    }
+    multiplier = multipliers.get(bubble_phase, 2.0)
+    stop_price = current_price - (atr_20d * multiplier)
+    return stop_price
+
+# Usage example
+current_price = 450.0
+atr_20d = 10.0  # Average True Range over 20 days
+bubble_phase = 'euphoria'
+
+stop = calculate_trailing_stop(current_price, atr_20d, bubble_phase)
+print(f"Trailing Stop: ${stop:.2f}")
+# Output: Trailing Stop: $435.00
+```
+
+### Template 3: Hybrid (Recommended)
+
+```
+Stage 1 (Boom period):
+  → Reduce 50% of position via stair-step profit-taking
+
+Stage 2 (Euphoria period):
+  → Apply ATR trailing to remaining 50%, follow upside
+
+Stage 3 (Panic signs):
+  → Exit immediately when ATR stop hit
+```
+
+---
+
+## Short-Selling Timing Assessment (Critical)
+
+### ❌ Absolutely NG: Early Contrarian
+
+```
+Reason: Normal for prices to rise 2-3x more after feeling "too high"
+Risk: "Markets can remain irrational longer than you can remain solvent"
+```
+
+### ✅ Recommended: After Composite Conditions Clear
+
+**Consider starting when at least 3 apply:**
+
+1. □ Weekly chart shows clear lower highs
+2. □ Volume peaks out (3 consecutive weeks declining)
+3. □ Sharp drop in leverage indicators (margin balance -20%+)
+4. □ Media/search trends peak out
+5. □ Weak stocks within sector start breaking down first
+6. □ VIX surges (+30%+)
+7. □ Fed/policy shift signals
+
+**Execution Example:**
+
+```
+Condition Check:
+[✓] 1. Weekly lower highs forming
+[✓] 2. Volume declining 3 weeks straight
+[×] 3. Margin balance still elevated
+[✓] 4. Google search trends -40%
+[×] 5. Still broad rally continuing
+[✓] 6. VIX +35% surge
+[×] 7. No policy changes
+
+→ 4/7 met, shorts consideration OK
+→ Small position (25% of normal) for test entry
+```
+
+---
+
+## Common Failure Patterns & Solutions
+
+### Failure 1: "Too late" paralysis, missing opportunities
+
+**Psychology:** Regret aversion (fear of being late)
+**Solution:**
+- Conduct Bubble-O-Meter when feeling "too late"
+- Score ≤8: Small position entry OK
+- Score ≥9: Correct to stay out
+
+### Failure 2: Re-entry after profit-taking (buying high)
+
+**Psychology:** Hindsight bias ("knew it would go higher")
+**Solution:**
+- 72-hour no re-entry rule after profit-taking
+- Re-entry decisions only after Bubble-O-Meter check
+
+### Failure 3: Can't take profits due to "still rising"
+
+**Psychology:** Greed + Overconfidence
+**Solution:**
+- Automate stair-step profit-taking (pre-set limit orders)
+- Aim for "satisfaction," abandon "perfection"
+
+### Failure 4: Too-early shorts
+
+**Psychology:** Subjective "obviously too high" judgment
+**Solution:**
+- Mechanically verify composite conditions
+- Wait for minimum 3 conditions to clear
+
+---
+
+## Emergency Response Flowchart
+
+```
+Detect market volatility
+    ↓
+Q: Have positions?
+    ↓YES
+Q: Down -5% or more?
+    ↓YES
+Q: ATR stop reached?
+    ↓YES
+→ Sell immediately (no debate)
+
+    ↓NO (Stop not reached)
+Q: Bubble-O-Meter score 13+?
+    ↓YES
+→ Consider 75%+ profit-taking
+
+    ↓NO (Score ≤12)
+Q: VIX surge +30%+?
+    ↓YES
+→ 50% profit-taking, tighten remaining stops
+
+    ↓NO
+→ Business as usual, continue calm observation
+```
+
+---
+
+## Golden Rules (10 Commandments to Post on Wall)
+
+1. **See process, not price**
+
+2. **When taxi drivers talk stocks, exit**
+
+3. **"This time is different" is always the same**
+
+4. **Mechanical rules protect psychology**
+
+5. **Short after confirmation, take profits early**
+
+6. **When skepticism hurts, the end begins**
+
+7. **Aim for satisfaction, abandon perfection**
+
+8. **Bubbles last longer than expected, collapses are faster**
+
+9. **Leverage is an express ticket to ruin**
+
+10. **"Markets can remain irrational longer than you can remain solvent"**
+
+---
+
+## Resources for Further Learning
+
+### Books
+- **"Manias, Panics, and Crashes"** - Charles Kindleberger
+- **"Irrational Exuberance"** - Robert Shiller
+- **"The Alchemy of Finance"** - George Soros
+
+### Research
+- Hyman Minsky's Financial Instability Hypothesis
+- Classic papers in Behavioral Finance
+
+### Data & Tools
+- **TradingView**: Charts and technical indicators
+- **FRED (Federal Reserve)**: Economic indicator time series
+- **Finviz**: Screening and heatmaps
+- **Google Trends**: Social trends
+
+---
+
+**Last Updated:** 2025 Edition
+**License:** Educational and personal use only, redistribution prohibited

package/.claude/skills/weekly-trade-strategy/.claude/skills/us-market-bubble-detector/references/quick_reference_en.md

@@ -0,0 +1,342 @@
+# Bubble Detection Quick Reference (English)
+
+## Daily Checklist (5 minutes)
+
+### Morning Routine (Before Market Open)
+
+```
+□ Step 1: Update Bubble-O-Meter (2 min)
+   - Score 8 indicators (0-2 points each)
+   - Check risk budget based on total score
+
+□ Step 2: Position Management (2 min)
+   - Update ATR trailing stops
+   - Check stair-step profit targets
+   - Evaluate new entry eligibility
+
+□ Step 3: Signal Check (1 min)
+   - Media/Social trends (Google Trends, Twitter)
+   - Major indices distance from 52-week highs
+   - VIX & Put/Call ratio
+```
+
+---
+
+## Emergency Assessment: 3 Questions
+
+When uncertain about an investment decision, answer these 3 questions:
+
+### Q1: "Are non-investors recommending it?"
+- YES → Mass penetration complete, likely late stage
+- NO → Still early to mid stage
+
+### Q2: "Has the narrative become 'common sense'?"
+- YES → Euphoria stage, contrarian views socially unacceptable
+- NO → Healthy skepticism still functions
+
+### Q3: "Is 'this time is different' the catchphrase?"
+- YES → Classic historical bubble signal
+- NO → Healthy caution still present
+
+**All 3 YES → Critical zone, prioritize profit-taking/exit**
+
+---
+
+## Action Matrix by Bubble Phase
+
+| Phase | Score | Risk Budget | Entry | Profit-Taking | Stop | Short |
+|-------|-------|------------|-------|---------------|------|-------|
+| **Normal** | 0-4 | 100% | Normal | At target | 2.0 ATR | No |
+| **Caution** | 5-8 | 70% | 50% reduced | 25% at +20% | 1.8 ATR | No |
+| **Euphoria** | 9-12 | 40% | Stopped | 50% at +20% | 1.5 ATR | After confirm |
+| **Critical** | 13-16 | 20% | Stopped | 75-100% now | 1.2 ATR | Recommended |
+
+---
+
+## 8 Indicators Quick Scoring
+
+### 1. Mass Penetration
+```
+0 pts: Investors only
+1 pt: General awareness but investment limited
+2 pts: Taxi drivers/family recommending
+```
+
+### 2. Media Saturation
+```
+0 pts: Normal coverage
+1 pt: Search trends 2-3x normal
+2 pts: TV specials/magazine covers, 5x+ search spike
+```
+
+### 3. New Accounts & Inflows
+```
+0 pts: Normal account openings
+1 pt: 50-100% YoY increase
+2 pts: 200%+ YoY, first-time investor flood
+```
+
+### 4. New Issuance Flood
+```
+0 pts: Normal IPO volume
+1 pt: IPO/SPAC/ETFs up 50%+
+2 pts: Low-quality IPO flood, "theme" fund proliferation
+```
+
+### 5. Leverage Indicators
+```
+0 pts: Margin debt in normal range
+1 pt: Margin debt 1.5x average
+2 pts: All-time high margin, funding rates elevated, extreme positioning
+```
+
+### 6. Price Acceleration
+```
+0 pts: Annualized returns near historical median
+1 pt: Returns exceed 90th percentile
+2 pts: Returns at 95-99th percentile, or positive second derivative
+```
+
+### 7. Valuation Disconnect
+```
+0 pts: Fundamentally explainable
+1 pt: High valuation but "growth expectations" provide cover
+2 pts: Pure "narrative" dependent, fundamentals ignored
+```
+
+### 8. Breadth & Correlation
+```
+0 pts: Only leader stocks rising
+1 pt: Sector-wide participation
+2 pts: Low-quality/zombie companies rising (last buyers in)
+```
+
+---
+
+## Profit-Taking Strategy Templates
+
+### Template 1: Stair-Step (Conservative)
+
+```
+Position: $10,000 initial investment
+Targets: +20%, +40%, +60%, +80%
+
++20% ($12,000) → Sell 25% = $3,000 secured
++40% ($14,000) → Sell 25% = $3,500 secured
++60% ($16,000) → Sell 25% = $4,000 secured
++80% ($18,000) → Sell 25% = $4,500 secured
+
+Total profit secured: $15,000 (+50% equivalent)
+```
+
+### Template 2: ATR Trailing (Aggressive)
+
+```python
+def calculate_trailing_stop(current_price, atr_20d, bubble_phase):
+    """
+    Calculate trailing stop based on bubble phase
+    
+    bubble_phase: 'normal', 'caution', 'euphoria', 'critical'
+    """
+    multipliers = {
+        'normal': 2.0,
+        'caution': 1.8,
+        'euphoria': 1.5,
+        'critical': 1.2
+    }
+    multiplier = multipliers.get(bubble_phase, 2.0)
+    stop_price = current_price - (atr_20d * multiplier)
+    return stop_price
+```
+
+### Template 3: Hybrid (Recommended)
+
+```
+Stage 1 (Boom):
+  → Stair-step reduces 50% of position
+  
+Stage 2 (Euphoria):
+  → Apply ATR trailing to remaining 50%, ride upside
+  
+Stage 3 (Panic signals):
+  → Exit immediately when ATR stop hit
+```
+
+---
+
+## Short-Selling Timing Decision (Critical)
+
+### ❌ Absolutely Avoid: Early Contrarian
+
+```
+Reason: Often 2-3x further rise after "obviously too high"
+Risk: "Markets can remain irrational longer than you can remain solvent"
+```
+
+### ✅ Recommended: After Composite Conditions Met
+
+**Need at least 3 of 7 conditions before considering:**
+
+1. □ Weekly chart shows clear lower highs
+2. □ Volume peaked out (3 weeks declining)
+3. □ Leverage metrics drop sharply (margin debt -20%+)
+4. □ Media/search trends peaked out
+5. □ Weak stocks in sector breaking down first
+6. □ VIX spike (+30%+)
+7. □ Fed or policy reversal signals
+
+**Execution example:**
+
+```
+Conditions check:
+[✓] 1. Weekly lower highs
+[✓] 2. Volume declining 3 weeks
+[×] 3. Margin debt still elevated
+[✓] 4. Google trends -40%
+[×] 5. Still broad rally
+[✓] 6. VIX +35% spike
+[×] 7. No policy change
+
+→ 4/7 met, short consideration OK
+→ Small size (25% of normal) test entry
+```
+
+---
+
+## Common Failure Patterns & Solutions
+
+### Failure 1: "Too late" mentality, perpetual waiting
+
+**Psychology:** Regret aversion (FOMO about missing out)  
+**Solution:**
+- Run Bubble-O-Meter when feeling too late
+- If score ≤8, small entry OK
+- If score ≥9, correct to wait
+
+### Failure 2: Re-entry after taking profits (buying high)
+
+**Psychology:** Hindsight bias ("I knew it would go up")  
+**Solution:**
+- 72-hour re-entry ban after profit-taking
+- Re-entry only after Bubble-O-Meter check
+
+### Failure 3: "Still going up" paralysis on profit-taking
+
+**Psychology:** Greed + Overconfidence  
+**Solution:**
+- Automate stair-step (preset limit orders)
+- Target "satisfaction" not "perfection"
+
+### Failure 4: Premature short selling
+
+**Psychology:** Subjective "obviously too high"  
+**Solution:**
+- Mechanically check composite conditions
+- Wait for minimum 3 conditions
+
+---
+
+## Emergency Response Flowchart
+
+```
+Market shock detected
+    ↓
+Q: Have positions?
+    ↓YES
+Q: Down -5%+ ?
+    ↓YES
+Q: ATR stop hit?
+    ↓YES
+→ Sell immediately (no debate)
+    
+    ↓NO (stop not hit)
+Q: Bubble-O-Meter 13+?
+    ↓YES
+→ Consider 75%+ profit-taking
+    
+    ↓NO (score ≤12)
+Q: VIX spike +30%+?
+    ↓YES
+→ Take 50% profits, tighten stops on rest
+    
+    ↓NO
+→ Normal monitoring, stay calm
+```
+
+---
+
+## Golden Rules (Post on Your Wall)
+
+1. **Watch the process, not the price**
+
+2. **When taxi drivers talk stocks, exit**
+
+3. **"This time is different" is the same every time**
+
+4. **Mechanical rules protect your psychology**
+
+5. **Short after confirmation, take profits early**
+
+6. **When skepticism hurts socially, the end begins**
+
+7. **Aim for satisfaction, abandon perfection**
+
+8. **Bubbles last longer than expected, crashes faster**
+
+9. **Leverage is an express ticket to ruin**
+
+10. **"Markets can remain irrational longer than you can remain solvent"**
+
+---
+
+## Key Data Sources
+
+### Instantly Accessible Indicators
+
+| Indicator | Source | URL Example |
+|-----------|--------|-------------|
+| Google Search Trends | Google Trends | trends.google.com |
+| VIX (Fear Index) | CBOE | cboe.com/vix |
+| Put/Call Ratio | CBOE | cboe.com/data |
+| Margin Debt | FINRA | finra.org/data |
+| Futures Positioning | CFTC COT | cftc.gov/reports |
+| IPO Statistics | Renaissance IPO | renaissancecapital.com |
+
+### API-Accessible for Automation
+
+```python
+# Example: Google Trends (pytrends)
+from pytrends.request import TrendReq
+pytrends = TrendReq()
+pytrends.build_payload(['SPY', 'stock market'])
+data = pytrends.interest_over_time()
+
+# Example: VIX (yfinance)
+import yfinance as yf
+vix = yf.Ticker('^VIX')
+current_vix = vix.history(period='1d')['Close'].iloc[-1]
+```
+
+---
+
+## Further Learning
+
+### Books
+- "Manias, Panics, and Crashes" - Charles Kindleberger
+- "Irrational Exuberance" - Robert Shiller
+- "The Alchemy of Finance" - George Soros
+
+### Research
+- Hyman Minsky's Financial Instability Hypothesis
+- Behavioral Finance classics
+
+### Data & Tools
+- TradingView: Charts & technical indicators
+- FRED (Federal Reserve): Economic time series
+- Finviz: Screening & heatmaps
+- Google Trends: Social trends
+
+---
+
+**Last Updated:** 2025 Edition  
+**License:** Educational/personal use only