uptrend-analyzer

Uptrend Analyzer Skill

Purpose

Diagnose market breadth health using Monty's Uptrend Ratio Dashboard, which tracks ~2,800 US stocks across 11 sectors. Generates a 0-100 composite score (higher = healthier) with exposure guidance.

Unlike the Market Top Detector (API-based risk scorer), this skill uses free CSV data to assess "participation breadth" - whether the market's advance is broad or narrow.

When to Use This Skill

English:

• User asks "Is the market breadth healthy?" or "How broad is the rally?"
• User wants to assess uptrend ratios across sectors
• User asks about market participation or breadth conditions
• User needs exposure guidance based on breadth analysis
• User references Monty's Uptrend Dashboard or uptrend ratios

Japanese:

• 「市場のブレドスは健全？」「上昇の裾野は広い？」
• セクター別のアップトレンド比率を確認したい
• 相場参加率・ブレドス状況を診断したい
• ブレドス分析に基づくエクスポージャーガイダンスが欲しい
• Montyのアップトレンドダッシュボードについて質問

Prerequisites

• Python 3.9+ with the requests library (CSV parsing uses the stdlib csv/io modules)
• Internet connection to fetch CSV data from GitHub (no API key required)
• No paid API subscriptions needed

Difference from Market Top Detector

Aspect	Uptrend Analyzer	Market Top Detector
Score Direction	Higher = healthier	Higher = riskier
Data Source	Free GitHub CSV	FMP API (paid)
Focus	Breadth participation	Top formation risk
API Key	Not required	Required (FMP)
Methodology	Monty Uptrend Ratios	O'Neil/Minervini/Monty

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Execution Workflow

Phase 1: Execute Python Script

Run the analysis script (no API key needed):

python3 skills/uptrend-analyzer/scripts/uptrend_analyzer.py

The script will:

1. Download CSV data from Monty's GitHub repository
2. Calculate 5 component scores
3. Generate composite score and reports

Phase 2: Present Results

Present the generated Markdown report to the user, highlighting:

• Composite score and zone classification
• Exposure guidance (Full/Normal/Reduced/Defensive/Preservation)
• Sector heatmap showing strongest and weakest sectors
• Key momentum and rotation signals

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5-Component Scoring System

#	Component	Weight	Key Signal
1	Market Breadth (Overall)	30%	Ratio level + trend direction
2	Sector Participation	25%	Uptrend sector count + ratio spread
3	Sector Rotation	15%	Cyclical vs Defensive balance
4	Momentum	20%	Slope direction + acceleration
5	Historical Context	10%	Percentile rank in history

Scoring Zones

Score	Zone	Exposure Guidance
80-100	Strong Bull	Full Exposure (100%)
60-79	Bull	Normal Exposure (80-100%)
40-59	Neutral	Reduced Exposure (60-80%)
20-39	Cautious	Defensive (30-60%)
0-19	Bear	Capital Preservation (0-30%)

7-Level Zone Detail

Each scoring zone is further divided into sub-zones for finer-grained assessment:

Score	Zone Detail	Color
80-100	Strong Bull	Green
70-79	Bull-Upper	Light Green
60-69	Bull-Lower	Light Green
40-59	Neutral	Yellow
30-39	Cautious-Upper	Orange
20-29	Cautious-Lower	Orange
0-19	Bear	Red

Warning System

Active warnings trigger exposure penalties that tighten guidance even when the composite score is high:

Warning	Condition	Penalty
Late Cycle	Commodity avg > both Cyclical and Defensive	-5
High Spread	Max-min sector ratio spread > 40pp	-3
Divergence	Intra-group std > 8pp, spread > 20pp, or trend dissenters	-3

Penalties stack (max -10) + multi-warning discount (+1 when ≥2 active). Applied after composite scoring.

Momentum Smoothing

Slope values are smoothed using EMA(3) (Exponential Moving Average, span=3) before scoring. Acceleration is calculated by comparing the recent 10-point average vs prior 10-point average of smoothed slopes (10v10 window), with fallback to 5v5 when fewer than 20 data points are available.

Historical Confidence Indicator

The Historical Context component includes a confidence assessment based on:

• Sample size: Number of historical data points available
• Regime coverage: Proportion of distinct market regimes (bull/bear/neutral) observed
• Recency: How recent the latest data point is

Confidence levels: High, Medium, Low.

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API Requirements

Required: None (uses free GitHub CSV data)

Output Files

• JSON: uptrend_analysis_YYYY-MM-DD_HHMMSS.json
• Markdown: uptrend_analysis_YYYY-MM-DD_HHMMSS.md

Reference Documents

references/uptrend_methodology.md

• Uptrend Ratio definition and thresholds
• 5-component scoring methodology
• Sector classification (Cyclical/Defensive/Commodity)
• Historical calibration notes

When to Load References

• First use: Load uptrend_methodology.md for full framework understanding
• Regular execution: References not needed - script handles scoring