quantwise 1.2.0 → 1.2.2

package/.claude/skills/breadth-chart-analyst/assets/breadth_analysis_template.md

@@ -0,0 +1,558 @@
+# Market Breadth Analysis Report
+
+**Analysis Date**: [YYYY-MM-DD]
+**Analyst**: Claude Breadth Chart Specialist
+**Charts Analyzed**: [Chart 1 only / Chart 2 only / Both Charts]
+
+---
+
+## Executive Summary
+
+[Brief 2-4 sentence overview of the key findings from the breadth analysis]
+
+**Strategic Outlook**: [Bullish / Bearish / Neutral]
+**Tactical Outlook**: [Bullish / Bearish / Neutral]
+**Overall Recommendation**: [Aggressive Long / Moderate Long / Neutral / Defensive / Short]
+
+---
+
+# Chart 1: S&P 500 Breadth Index (200-Day MA Based)
+
+## Current Readings
+
+**Date of Latest Data**: [Latest date visible on chart]
+
+### Key Metrics
+
+| Metric | Current Value | Interpretation |
+|--------|---------------|----------------|
+| 8-Day MA (Orange) | [X.XX / XX%] | [Above/Below/At threshold] |
+| 200-Day MA (Green) | [X.XX / XX%] | [Above/Below/At threshold] |
+| Distance from 73% Peak Threshold | [+/- XX%] | [Overheated / Normal / Oversold] |
+| Distance from 23% Trough Threshold | [+/- XX%] | [Extreme Oversold / Normal / Elevated] |
+
+### Trend Direction
+
+- **8MA Slope**: [Rising / Falling / Flat] - [Brief description of trajectory]
+- **200MA Slope**: [Rising / Falling / Flat] - [Brief description of trajectory]
+- **Trend Alignment**: [Both Rising / Both Falling / Diverging / Mixed]
+
+### Latest Data Point Trend Analysis (CRITICAL)
+
+**Focus: Rightmost 3-5 Data Points**
+
+**8MA Recent Trajectory** (Week-by-Week from trough/recent period to present):
+- **Current Level** (Week 0): [XX%]
+- **1 Week Ago** (Week -1): [XX%] - Change: [+/-XX%]
+- **2 Weeks Ago** (Week -2): [XX%] - Change: [+/-XX%]
+- **3 Weeks Ago** (Week -3): [XX%] - Change: [+/-XX%]
+
+**Consecutive Period Analysis**:
+- Consecutive Increases: [X periods]
+- Consecutive Decreases: [X periods]
+- Current Momentum: [Accelerating Up / Steady Up / Decelerating / Turning Down / Falling]
+
+**CURRENT Slope Determination** (based on latest edge):
+- [ ] Rising: Latest value higher than previous 2-3 points with upward curvature
+- [ ] Falling: Latest value lower than previous 2-3 points with downward curvature
+- [ ] Flat: Latest value approximately equal to previous points (±2-3%)
+
+**Failed Reversal Check** (if trough recently formed):
+- [ ] Has 8MA rolled over after initial bounce?
+- [ ] Has 8MA declined for 1-2+ consecutive periods after rising?
+- [ ] Has 8MA failed to reach 55-60% before turning down?
+
+**Conclusion**: The 8MA is [CURRENTLY RISING / CURRENTLY FALLING / FLAT] based on the rightmost data points.
+
+## Signal Status
+
+### Recent Signal Markers
+
+**8MA Troughs (Purple ▼)**:
+- Most Recent: [Date] at [XX%]
+- Status: [X days/weeks since trough]
+- Reversal Confirmed: [Yes / No / Developing]
+
+**200MA Troughs (Blue ▼)**:
+- Most Recent: [Date] at [XX%]
+- Significance: [Major cycle low / Historical context]
+
+**200MA Peaks (Red ▲)**:
+- Most Recent: [Date] at [XX%]
+- Status: [X days/weeks since peak]
+- Implications: [Exit signal active / Historical peak]
+
+### Active Signals
+
+**Current Strategy Signal**: [CONFIRMED BUY / DEVELOPING BUY / FAILED REVERSAL / SELL / HOLD / WAIT]
+
+**Signal Classification**:
+- **CONFIRMED BUY**: Trough formed + 2-3 consecutive increases + CURRENTLY rising → ENTER LONG
+- **DEVELOPING BUY**: Trough formed + < 2 consecutive increases → WAIT, MONITOR
+- **FAILED REVERSAL**: Trough formed + initially rose + now declining → DO NOT ENTER
+- **SELL**: 200MA peak formed → EXIT LONG
+- **HOLD**: Already long, no exit signal → MAINTAIN POSITION
+- **WAIT**: No trough, or waiting for new trough after failed reversal → STAY FLAT
+
+[Detailed explanation of why this signal status is assigned, including specific reference to Latest Data Point Trend Analysis findings]
+
+## Market Regime Assessment
+
+**Current Regime**: [Healthy Bull Market / Overheated Bull Market / Market Top/Distribution / Bear Market/Correction / Capitulation/Extreme Oversold / Early Recovery]
+
+### Regime Characteristics
+
+[Detailed description of the current market regime, including:]
+- Key observations supporting this classification
+- How current readings align with historical patterns
+- Typical duration and behavior in this regime
+
+### Supporting Evidence
+
+1. [First piece of evidence]
+2. [Second piece of evidence]
+3. [Third piece of evidence]
+
+## Historical Context
+
+### Comparison to Previous Cycles
+
+[Analysis comparing current readings to previous similar situations shown on the chart]
+
+**Similar Historical Periods**:
+- **[Date Range 1]**: [Brief description and outcome]
+- **[Date Range 2]**: [Brief description and outcome]
+- **[Date Range 3]**: [Brief description and outcome]
+
+### Distance from Extremes
+
+- **Time Since Last 8MA Trough**: [X weeks/months]
+- **Time Since Last 200MA Peak**: [X weeks/months]
+- **Current Reading vs Historical Average**: [Above/Below by XX%]
+
+## Strategy Implications
+
+### Backtested Strategy Positioning
+
+**Current Position**: [Long / Flat / Preparing to Enter / Preparing to Exit]
+
+#### Entry Analysis
+
+**Entry Signal Status**: [Active / Not Active / Pending]
+
+[If active or pending:]
+- **Entry Trigger**: [Description of what triggered or would trigger entry]
+- **Confirmation Criteria**: [What needs to happen for confirmation]
+- **Optimal Entry Zone**: [Price/breadth level range]
+- **Entry Timing**: [Immediate / Wait for X / Already entered]
+
+[If not active:]
+- **What Would Trigger Entry**: [Specific conditions needed]
+- **Estimated Distance to Entry**: [How far from entry conditions]
+
+#### Exit Analysis
+
+**Exit Signal Status**: [Active / Not Active / Monitoring]
+
+[If active or monitoring:]
+- **Exit Trigger**: [Description of what triggered or would trigger exit]
+- **Key Level to Watch**: [Specific breadth level or 200MA behavior]
+- **Exit Timing**: [Immediate / Prepare to exit / Not yet]
+
+[If not active:]
+- **What Would Trigger Exit**: [Specific conditions needed]
+- **Estimated Distance to Exit**: [How far from exit conditions]
+
+### Risk Management
+
+**Current Risk Level**: [Low / Moderate / High / Extreme]
+
+**Risk Factors**:
+- [Risk factor 1]
+- [Risk factor 2]
+- [Risk factor 3]
+
+**Invalidation Levels**:
+- **Bullish Case Invalidation**: [Specific level or condition]
+- **Bearish Case Invalidation**: [Specific level or condition]
+
+## Key Levels to Monitor
+
+### Critical Thresholds
+
+1. **[Level 1]**: [Description and significance]
+2. **[Level 2]**: [Description and significance]
+3. **[Level 3]**: [Description and significance]
+
+### Upcoming Milestones
+
+- **Near-term** (Next 1-2 weeks): [What to watch for]
+- **Medium-term** (Next 1-2 months): [What to watch for]
+- **Long-term** (Next 3-6 months): [What to watch for]
+
+## Scenario Analysis
+
+### Base Case Scenario: [Title] - **[XX]% Probability**
+
+**Description**: [What this scenario entails]
+
+**Supporting Factors**:
+- [Factor 1]
+- [Factor 2]
+- [Factor 3]
+
+**Implications**:
+- Strategy Position: [Long/Flat/Short]
+- Expected Duration: [Timeframe]
+- Key Levels: [Targets or invalidation levels]
+
+---
+
+### Alternative Scenario: [Title] - **[XX]% Probability**
+
+**Description**: [What this scenario entails]
+
+**Supporting Factors**:
+- [Factor 1]
+- [Factor 2]
+
+**Implications**:
+- Strategy Position: [Long/Flat/Short]
+- Expected Duration: [Timeframe]
+- Key Levels: [Targets or invalidation levels]
+
+---
+
+# Chart 2: US Stock Market - Uptrend Stock Ratio
+
+## Current Readings
+
+**Date of Latest Data**: [Latest date visible on chart]
+
+### Key Metrics
+
+| Metric | Current Value | Interpretation |
+|--------|---------------|----------------|
+| Uptrend Stock Ratio | [XX.X%] | [Oversold / Normal / Overbought] |
+| Current Trend Color | [Green / Red] | [Uptrend / Downtrend] |
+| Distance from 10% Bottom | [+/- XX%] | [Extreme Oversold / Normal / Elevated] |
+| Distance from 40% Top | [+/- XX%] | [Overbought / Normal / Oversold] |
+
+### Trend Direction
+
+- **Ratio Slope**: [Rising / Falling / Flat] - [Brief description of trajectory]
+- **Trend Duration**: [X days/weeks] in current [Green/Red] phase
+- **Momentum**: [Accelerating / Decelerating / Steady]
+
+## Signal Status
+
+### Recent Trend Transitions
+
+**Most Recent Red-to-Green Transition** (Downtrend to Uptrend):
+- Date: [Date]
+- Ratio at Transition: [XX%]
+- Days Since Transition: [X days]
+- Performance Since: [Result if applicable]
+
+**Most Recent Green-to-Red Transition** (Uptrend to Downtrend):
+- Date: [Date]
+- Ratio at Transition: [XX%]
+- Days Since Transition: [X days]
+- Performance Since: [Result if applicable]
+
+### Active Signals
+
+**Current Trading Signal**: [ENTER LONG / EXIT LONG / HOLD LONG / STAY FLAT / PREPARE TO ENTER]
+
+[Detailed explanation of why this signal is active]
+
+## Market Condition Assessment
+
+**Current Condition**: [Extreme Oversold / Moderate Bearish / Neutral/Transitional / Moderate Bullish / Extreme Overbought]
+
+### Condition Characteristics
+
+[Detailed description of the current market condition, including:]
+- Participation breadth analysis
+- Short-term momentum assessment
+- Risk/reward considerations at current levels
+
+### Supporting Evidence
+
+1. [First piece of evidence]
+2. [Second piece of evidence]
+3. [Third piece of evidence]
+
+## Historical Context
+
+### Comparison to Recent Extremes
+
+**Recent Oversold Extremes** (<15%):
+- [Date]: [Ratio %] - [Outcome]
+- [Date]: [Ratio %] - [Outcome]
+
+**Recent Overbought Extremes** (>35%):
+- [Date]: [Ratio %] - [Outcome]
+- [Date]: [Ratio %] - [Outcome]
+
+### Typical Behavior at Current Level
+
+[Analysis of how the market typically behaves when the ratio is at the current level]
+
+## Trading Strategy Implications
+
+### Swing Trading Strategy Positioning
+
+**Current Position**: [Long / Flat / Preparing to Enter / Preparing to Exit]
+
+#### Entry Analysis
+
+**Entry Signal Status**: [Active / Not Active / Pending Confirmation]
+
+[If active or pending:]
+- **Entry Trigger**: [Red-to-green transition / Oversold reversal / etc.]
+- **Confirmation Status**: [Confirmed / Needs X more days / Partial confirmation]
+- **Optimal Entry Level**: [Current / Wait for ratio to reach X%]
+- **Entry Timing**: [Immediate / Next X days / Already entered]
+- **Risk/Reward**: [Assessment of risk/reward at current or pending entry]
+
+[If not active:]
+- **What Would Trigger Entry**: [Specific color change or level needed]
+- **Current Phase**: [Waiting for oversold / Mid-trend / Overbought]
+
+#### Exit Analysis
+
+**Exit Signal Status**: [Active / Not Active / Monitoring / Tighten Stops]
+
+[If active or monitoring:]
+- **Exit Trigger**: [Green-to-red transition / Overbought level / etc.]
+- **Exit Timing**: [Immediate / When ratio reaches X% / When color changes]
+- **Profit Status**: [Up X% from entry / Down / Flat]
+
+[If not active:]
+- **What Would Trigger Exit**: [Specific color change or level needed]
+- **Current Phase**: [Early in trend / Mid-trend / Late in trend]
+
+### Position Sizing Recommendations
+
+**Suggested Position Size**: [Full / 75% / 50% / 25% / Minimal / Zero]
+
+**Rationale**: [Explanation based on current ratio level, trend status, and risk/reward]
+
+### Risk Management
+
+**Current Risk Level**: [Low / Moderate / High / Extreme]
+
+**Risk Factors**:
+- [Risk factor 1]
+- [Risk factor 2]
+- [Risk factor 3]
+
+**Stop Loss Level**: [Specific ratio level or condition]
+
+**Profit Target**: [Specific ratio level or condition]
+
+## Key Levels to Monitor
+
+### Critical Thresholds
+
+1. **10% Level (Oversold Bottom)**: [Distance from current, significance]
+2. **40% Level (Overbought Top)**: [Distance from current, significance]
+3. **[Other Key Level]**: [Description and significance]
+
+### Timing Considerations
+
+- **Short-term** (Next few days): [What to watch for]
+- **Swing Trade Horizon** (Next 1-3 weeks): [Expected development]
+
+## Scenario Analysis
+
+### Scenario 1: [Title] - **[XX]% Probability**
+
+**Description**: [What this scenario entails]
+
+**Supporting Factors**:
+- [Factor 1]
+- [Factor 2]
+
+**Implications**:
+- Trading Action: [Enter/Hold/Exit]
+- Expected Ratio Movement: [Direction and potential range]
+- Timeframe: [Days to weeks]
+
+---
+
+### Scenario 2: [Title] - **[XX]% Probability**
+
+**Description**: [What this scenario entails]
+
+**Supporting Factors**:
+- [Factor 1]
+- [Factor 2]
+
+**Implications**:
+- Trading Action: [Enter/Hold/Exit]
+- Expected Ratio Movement: [Direction and potential range]
+- Timeframe: [Days to weeks]
+
+---
+
+# Combined Analysis: Strategic & Tactical Integration
+
+[This section is included when both charts are analyzed together]
+
+## Alignment Assessment
+
+### Current Positioning Matrix
+
+| Timeframe | Chart | Status | Signal | Implication |
+|-----------|-------|--------|--------|-------------|
+| Strategic (Medium/Long) | 200MA Breadth | [Bullish/Bearish/Neutral] | [Buy/Sell/Hold/Wait] | [Brief implication] |
+| Tactical (Short-term) | Uptrend Ratio | [Bullish/Bearish/Neutral] | [Enter/Exit/Hold/Wait] | [Brief implication] |
+
+### Scenario Classification
+
+**Current Scenario**: [Scenario 1 / Scenario 2 / Scenario 3 / Scenario 4]
+
+**Scenario 1: Both Bullish**
+- Chart 1: [Status]
+- Chart 2: [Status]
+- Combined Implication: [Maximum bullish / Strategic opportunity]
+
+**Scenario 2: Strategic Bullish, Tactical Bearish**
+- Chart 1: [Status]
+- Chart 2: [Status]
+- Combined Implication: [Hold core, wait for tactical entry]
+
+**Scenario 3: Strategic Bearish, Tactical Bullish**
+- Chart 1: [Status]
+- Chart 2: [Status]
+- Combined Implication: [Short-term trade only, tight stops]
+
+**Scenario 4: Both Bearish**
+- Chart 1: [Status]
+- Chart 2: [Status]
+- Combined Implication: [Defensive positioning]
+
+## Unified Recommendation
+
+### Overall Market Assessment
+
+**Strategic Stance** (3-12+ months): [Bullish / Bearish / Neutral]
+
+**Tactical Stance** (Days to weeks): [Bullish / Bearish / Neutral]
+
+**Conviction Level**: [High / Medium / Low]
+
+### Recommended Actions
+
+**For Long-Term Investors**:
+1. [Action 1 based on Chart 1]
+2. [Action 2 based on Chart 1]
+3. [Action 3 - position sizing]
+
+**For Swing Traders**:
+1. [Action 1 based on Chart 2]
+2. [Action 2 based on Chart 2]
+3. [Action 3 - timing and entry/exit levels]
+
+**For Active Tactical Traders**:
+1. [Action 1 combining both charts]
+2. [Action 2 - nimble positioning]
+3. [Action 3 - risk management]
+
+### Optimal Strategy
+
+**Current Market Environment Best Suited For**: [Strategic positioning / Tactical trading / Both / Neither - stay flat]
+
+[Detailed explanation of why this is the optimal approach given the current breadth readings]
+
+## Risk and Opportunity Matrix
+
+### Primary Opportunities
+
+1. **[Opportunity 1]**: [Description and how to capitalize]
+2. **[Opportunity 2]**: [Description and how to capitalize]
+
+### Primary Risks
+
+1. **[Risk 1]**: [Description and how to mitigate]
+2. **[Risk 2]**: [Description and how to mitigate]
+
+## Conflicts and Considerations
+
+### Chart Divergences
+
+[If there are conflicts between Chart 1 and Chart 2 signals:]
+
+**Divergence Identified**: [Description of the conflict]
+
+**Resolution**: [How to interpret and act on the divergence]
+
+**Precedence**: [Which chart takes priority in this situation and why]
+
+---
+
+# Summary and Conclusion
+
+## Key Takeaways
+
+1. **[Most Important Finding]**: [Brief explanation]
+2. **[Second Most Important Finding]**: [Brief explanation]
+3. **[Third Most Important Finding]**: [Brief explanation]
+
+## Action Items
+
+**Immediate Actions** (Now):
+- [ ] [Action item 1]
+- [ ] [Action item 2]
+
+**Pending Actions** (Contingent on market movement):
+- [ ] If [condition], then [action]
+- [ ] If [condition], then [action]
+
+## Monitoring Plan
+
+**Daily Monitoring Required**: [Yes / No]
+
+**Key Updates to Watch For**:
+1. [Update 1 - e.g., new 8MA trough formation]
+2. [Update 2 - e.g., color transition in Chart 2]
+3. [Update 3 - e.g., breach of key threshold]
+
+**Next Analysis Recommended**: [Timeframe - daily / every 3 days / weekly]
+
+## Confidence and Limitations
+
+**Analysis Confidence Level**: [High / Medium / Low]
+
+**Reasoning for Confidence Level**: [Explanation]
+
+**Limitations and Caveats**:
+- [Limitation 1 - e.g., signals work best in trending markets]
+- [Limitation 2 - e.g., external shocks can override technical signals]
+- [Limitation 3 - e.g., breadth lags price in fast-moving conditions]
+
+---
+
+## Disclaimer
+
+This analysis is based purely on market breadth technical indicators and does not consider fundamental factors, macroeconomic data, geopolitical events, or other external factors that may influence market behavior. The strategies referenced are based on historical backtesting and may not perform identically in future market conditions. This analysis represents a probabilistic assessment of potential scenarios and is not a guarantee of future performance or a recommendation to buy or sell securities.
+
+All probabilities are estimates based on technical factors and historical patterns, and are subject to change as new data emerges.
+
+---
+
+**End of Breadth Analysis Report**
+
+---
+
+## Appendix: Chart Images
+
+[If chart images are to be included in the report]
+
+### Chart 1: S&P 500 Breadth Index
+[Chart image or reference]
+
+### Chart 2: Uptrend Stock Ratio
+[Chart image or reference]