| name | alphagbm-tepper-signal |
| description | Quantified version of David Tepper's 2009 (+132%) and 2020 (+82%) panic-buy
playbook. Detects whether current conditions match Tepper's signal: VIX ≥ 35
AND FearScore ≥ 80 AND quality filter (large-cap, positive margin). Only fires
during genuine market panics — the rest of the time it returns the "waiting"
state, which is ~80% of all days per Tepper's own framework. The API reuses
our existing FearScore module, so the signal is directly comparable to the
multi-indicator panic index.
Triggers: "is this a Tepper buy signal", "panic-buy detector SPY", "should I
buy the panic", "Tepper style entry check", "are we at a panic bottom", "is
VIX 35+ and fear 80+", "historical bottom signal today"
|
| globs | ["mock-data/tepper-signal/**"] |
AlphaGBM Tepper Panic-Buy Signal
David Tepper made two historic panic-bottom calls: March 2009 ("I'm betting on
the Fed") and March 2020 (COVID bottom). Both had identical fingerprints: VIX
spiked > 40, multi-indicator fear was maxed, and Tepper loaded quality large-caps
(banks 2009, SPY/QQQ 2020).
This skill mechanizes that fingerprint.
The Signal Logic
Three gates must all pass for the signal to arm:
- VIX ≥ 35 — extreme fear, not just elevated
- FearScore ≥ 80 — multi-indicator panic (reuses existing FearScore module:
VIX + IV Rank + RSI + Volume + Put/Call + Consec-Down-Days)
- Quality filter — market cap > $50B AND profit margin > 0 (no memes,
concept stocks, or pre-revenue small caps)
When all three pass → signal: true, level: armed.
Signal Levels
| Level | Condition | Prescription |
|---|
armed | VIX ≥ 35 AND Fear ≥ 80 | 🔥 Historic-level buying moment — scale into SPY/QQQ/DIA |
watch | VIX ≥ 30 OR Fear ≥ 70 | ⚡ Approaching — prepare capital, don't act yet |
near | VIX ≥ 25 OR Fear ≥ 60 | Lukewarm — far from Tepper-level panic |
cold | below | Calm — the patience state, which is most of the time |
Tepper's own framework includes "do nothing" as a first-class state. Most
calls to this endpoint will return cold — that's by design. The value isn't
in the signal firing often, it's in never missing a VIX > 40 event.
Why This Is a Separate Skill
alphagbm-fear-score gives the raw panic index. alphagbm-vix-status gives
the VIX tier. This skill combines them with Tepper's specific criteria
(quality filter + threshold rules) to produce a single yes/no decision.
How to Use
Input:
ticker (optional, default SPY) — the quality-filter applies to this ticker
Output:
vix, fear_score — the two input signalsvix_pass, fear_pass, quality_pass — per-gate booleanssignal — final booleanlevel — armed / watch / near / coldrecommended_etfs — ["SPY", "QQQ", "DIA"] (quality large-cap universe)advice_zh, advice_en — natural-language prescription
Example Queries
is this a Tepper buy signal → call with default SPYpanic-buy check on QQQ → substitute QQQshould I buy the panic now → returns cold if calm → "wait, this is the patience state"am I missing a historic bottom → the only time this fires, the answer is "yes, don't miss it"Tepper-style entry for DIA → quality large-cap → passes quality filter
Mock Data
Mock data in mock-data/tepper-signal/ — samples for armed (VIX 42, Fear 85) and cold (VIX 17, Fear 35).
API Endpoint
POST /api/masters/tepper-signal
Content-Type: application/json
Request body:
{"ticker": "SPY"}
Response shape:
{
"success": true,
"ticker": "SPY",
"vix": 42.0,
"fear_score": 85,
"vix_pass": true,
"fear_pass": true,
"quality_pass": true,
"signal": true,
"level": "armed",
"recommended_etfs": ["SPY", "QQQ", "DIA"],
"advice_zh": "信号激活 — VIX 42.0、FearScore 85。按 Tepper 2009/2020 规则,分批买入大盘质量 ETF (SPY, QQQ, DIA)。不要买概念股或小盘股。",
"advice_en": "Signal armed — VIX 42.0, FearScore 85. Per Tepper 2009/2020, scale into quality large-cap ETFs (SPY, QQQ, DIA). No memes, no small caps."
Pricing: 1 option-analysis credit per call; 5-min cache per ticker (cache hits free).
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