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Use this skill when the user asks about market breadth, advance/decline, new highs and lows, breadth thrust, market participation, whether a rally is broad or narrow, or divergences between the index and its constituents.
用 Codex 或 Claude 帮你安装 复制这段 Prompt，粘贴到 Codex、Claude 或其他助手里，让它检查 Skill 页面并帮你完成安装。
基于 SOC 职业分类
Use this skill when the user asks to backtest a strategy, evaluate historical performance, compare strategies, interpret Sharpe ratio or drawdown, validate a strategy's statistical reliability, or run walk-forward analysis. Also use when recommending any systematic trading strategy that should be validated against historical data before being proposed.
Use this skill when the user asks how much to invest, wants to plan or enter a trade, mentions position sizing, asks about their trading discipline or losses, or reviews their trade journal. Also use before endorsing any specific entry the user proposes.
Use this skill when the user asks about pair trading, statistical arbitrage, cointegrated pairs, spread trading, hedge ratios, or market-neutral strategies.
Use this skill when the user asks about position sizing, stop-loss levels, portfolio risk, VaR, drawdown limits, risk/reward ratios, or when you are about to recommend an entry point for any trade. Always apply this skill before stating a specific price target, stop, or position size.
Use this skill when the user asks which strategy to use, how to build a trading system, how to select between trend-following and mean-reversion, what works in the current market regime, or when designing an entry/exit/stop framework for any equity or ETF. Also use when the user describes market conditions and wants a structured approach.
Use this skill when the user asks how a stock behaves around earnings, wants an earnings calendar, is planning a trade into or after an earnings report, or mentions post-earnings drift (PEAD).
| name | market-breadth |
| description | Use this skill when the user asks about market breadth, advance/decline, new highs and lows, breadth thrust, market participation, whether a rally is broad or narrow, or divergences between the index and its constituents. |
| license | MIT |
| metadata | {"author":"quantagent","version":"1.0"} |
| allowed-tools | compute_advance_decline, compute_new_highs_lows, compute_breadth_thrust, compute_percent_above_ma, warm_breadth_cache, count_distribution_days, detect_follow_through_day |
Breadth measures how many stocks participate in a move. Indexes are cap-weighted, so a handful of mega-caps can mask broad deterioration — breadth divergences are among the earliest warning signals available.
Universe-level breadth reads a local cache. If a breadth tool reports no
data or a proxy flag, tell the user the first computation needs a one-time
warm-up (up to ~10 minutes for the S&P 500) and offer to run
warm_breadth_cache. After that, updates are incremental and fast. The
sector_etfs universe always works instantly and is a reasonable proxy.
compute_advance_decline): cumulative net
advancers. The signal is divergence: index making new highs while the
A/D line does not = narrowing leadership, late-stage rally. A/D
confirming new highs = healthy trend.compute_new_highs_lows): expansion of 52-week
lows while the index is near highs is a classic top warning
(Hindenburg-style). HighLowRatio > 0.7 = healthy; < 0.3 = stress.compute_percent_above_ma): >70% above the
200-day = broad bull (watch for overbought >90%); <30% = washed out,
often near capitulation lows. The 50-day version swings faster and
marks tactical extremes.compute_breadth_thrust): oscillator above +50 =
bullish thrust (powerful initiation signal off lows, especially with a
Follow-Through Day); below -50 = intense selling.| A/D line | New lows | % above 200MA | Reading |
|---|---|---|---|
| New highs | Contracting | Rising >60% | Healthy bull — confirm exposure |
| Flat/falling vs index highs | Expanding | Falling <50% | Divergence — reduce risk |
| Falling hard | Spiking | <25% | Capitulation zone — watch for thrust + FTD |