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Individual AI skill · AI for Finance

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.

Source content · review pending Source language: EN

Free ZIP · One canonical method · Usage example · Installation guide · Licence notices

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1Name the real task

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2Provide the evidence

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3Define done

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Adaptable starting prompt Replace the brackets with your case

When to use it

English:

  • User asks "Is the market topping?" or "Are we near a top?"
  • User notices distribution days accumulating
  • User observes defensive sectors outperforming growth
  • User sees leading stocks breaking down while indices hold
  • User asks about reducing equity exposure timing
  • User wants to assess correction probability for the next 2-8 weeks

Japanese:

  • 「?」「?」
  • - - - -

  • 2〜8

What you need first

Required:

  • FMP API Key: Set $FMP_API_KEY environment variable or pass --api-key. Free tier sufficient (~33 API calls per execution).
  • WebSearch Access: Required to collect S&P 500 breadth (50DMA %) and CBOE Put/Call ratio data.

Optional:

  • Margin Debt Data: Enhances sentiment scoring but typically 1-2 months lagged.
  • VIX Term Structure: Auto-detected from FMP API if VIX3M quote available; manual override via --vix-term.

Data Freshness: All manually collected data should be from the most recent 3 business days for accurate analysis.

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AI for Finance

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Same method, different setup

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Catalogue path
skills/verticals/finance/skills/market-top-detector
Ficha origin
Extracted from SKILL.md
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