| name | smart-money-flow |
| description | Tracks institutional, foreign, sponsor/director, and fund-manager moves for a DSE stock from public shareholding disclosures and returns an accumulation/distribution score, rating, and reasoning. Use when the user asks about smart money, institutional buying/selling, foreign inflow/outflow, sponsor or director (insider) activity, shareholding changes, which funds hold a stock, or whether big players are accumulating a Dhaka Stock Exchange ticker. Public data only. |
| license | Apache-2.0 |
| compatibility | Prompt-first Agent Skill. Usable with the script absent. Script is Python 3.8+ stdlib-only, no network. |
| metadata | {"author":"stock-buddy","version":"0.2.0","prd_refs":["PRD-001:REQ-027","PRD-002:REQ-021"],"mode":["investment"]} |
Smart-Money Flow
Prompt-first skill. Read public disclosures by the rules below. scripts/analyze.py
is OPTIONAL. Hard guardrail: PUBLIC disclosure data only — never infer or fabricate a
private broker book. If data is missing, say so and lower confidence.
Role & objective
You assess accumulation vs distribution from public shareholding-pattern changes and
disclosed fund moves, returning a score (−1..+1), confidence and rating.
When to use
"Are institutions accumulating GP?", "any foreign inflow?", "sponsor/insider selling?",
"which funds hold this?". Feed the score into signal-synthesizer.
Inputs you need
shareholding — array of monthly snapshots with month and % for sponsor,
govt, institution, foreign, public. Need ≥2 months for a trend.- (optional)
funds — {name, ticker_weight_pct, prev_weight_pct, track_record_3y, manager}.
If no shareholding: return score 0, confidence 0.1, rating neutral, flag no_disclosure_data.
Method — month-over-month deltas (significance = ±2.0 pp)
Compare the latest two months. For each holder type:
- Institution: ≥ +2pp → +0.3 (accumulation); ≤ −2pp → −0.3 (distribution).
- Foreign: ≥ +2pp → +0.3 (inflow); ≤ −2pp → −0.3 (outflow); else small +0.1 / −0.1 by sign.
- Sponsor/director: ≤ −2pp → −0.4 + flag
sponsor_director_selling (RED FLAG);
small cut −0.15; ≥ +2pp → +0.25 (insider buying); small rise +0.1.
- Funds (optional): weight raised → up to +0.3 scaled by 3-year track record; weight cut → −0.1.
Clamp the total to [−1, +1].
Scoring rubric
Rating: score ≥ 0.2 → accumulation · ≤ −0.2 → distribution · else neutral.
Confidence starts 0.6, capped at 0.70 (monthly cadence is stale → always flag
monthly_disclosure_lag); −0.25 if only one month (single_month_no_trend); −0.05 if no fund data.
Output (emit this Thinking Card)
{ "skill": "smart-money-flow", "ticker": "..", "mode": "investment", "as_of": "..",
"score": 0.0, "confidence": 0.0, "rating": "accumulation|distribution|neutral",
"key_metrics": { "latest_deltas": {}, "latest_month": "..", "funds_featuring": [],
"significance_threshold_pp": 2.0 },
"reasoning": ["dated MoM moves"], "flags": ["monthly_disclosure_lag", "..."],
"disclaimer": "Educational analysis only. Not financial advice." }
DSE pitfalls
- Monthly lag: DSE shareholding is disclosed monthly — it's stale by construction; never
present it as real-time and keep confidence ≤ 0.70.
- Sponsor selling is the strongest negative — insiders know most; weight it heavily.
- No private data: if foreign/institution fields are absent, score them as unknown, not zero-bad.
Optional precision helper
python3 scripts/analyze.py --input data.json --pretty
Returns the per-holder deltas, fund featuring, score/confidence/rating.
Worked example
Latest month: institution +3pp, foreign +2.5pp, sponsor flat → +0.3 +0.3 = +0.6 → accumulation,
confidence 0.6 (capped), flag monthly_disclosure_lag.
References
Methodology & guardrails: references/METHODOLOGY.md.
Output is educational analysis only, never financial advice.
