Detect and quantify Follow-Through Day signals for S&P 500 and NASDAQ using historical price data.
npx skills add https://github.com/kavi-lin/stock --skill ftd-detector-kavi-lin
Please help me install this Agent Skill. Skill: ftd-detector Source: https://github.com/kavi-lin/stock/tree/main/skills/ftd-detector Command: npx skills add https://github.com/kavi-lin/stock --skill ftd-detector-kavi-lin
Detects Follow-Through Day signals and computes a multi-factor quality score to help traders time market bottoms and manage exposure.
Run the FTD Detector to generate JSON and Markdown reports for the latest market.
High-intent search queries and answers about installing and using this skill.
Dual-index tracking measures cross-index agreement between S&P 500 and NASDAQ to confirm bottom signals. It computes a multi-factor 0-100 quality score by monitoring post-FTD health, swing-low identification, and rally tracking, providing a quantifiable confidence metric for market bottoms.
You need Python 3.8+ and a valid FMP API key to fetch historical price data. The detection system applies a state-machine model to identify rally attempts and FTD windows, then outputs automated JSON and Markdown reports for decision support and audit trails.
A multi-index health scoring model evaluates Follow-Through Day signals by quantifying cross-index agreement between S&P 500 and NASDAQ. It produces a 0-100 quality score based on swing-low identification, rally tracking, and post-FTD health monitoring to inform exposure decisions.
JSON and Markdown reports for FTD analysis are generated automatically after processing historical price data. The system identifies swing lows and FTD windows across S&P 500 and NASDAQ, then outputs structured reports containing the multi-factor quality score for decision support and audit trails.
FTD signals should not be relied upon in isolation when cross-index agreement between S&P 500 and NASDAQ is absent. The multi-factor 0-100 quality score evaluates post-FTD health; low scores indicate weak rally confirmation, suggesting the market bottom may lack sufficient momentum for exposure decisions.
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