monitor-etf-holdings-drawdown-risk

Community

Spot ETF divergences with multi-indicator checks.

Authorfatfingererr
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill detects divergences between commodity prices and ETF/physical holdings to flag potential physical tightness and delivery risk, using multiple data signals to guide risk assessment.

Core Features & Use Cases

  • Detect price-to-holdings divergence across major physical ETFs (e.g., SLV, GLD)
  • Cross-validate signals using inventory trends, decade-low analysis, futures curve, and retail premia
  • Generate actionable outputs including divergence status, stress scores, and recommended next steps

Quick Start

Quick start commands:

  • python scripts/divergence_detector.py --etf SLV --commodity SI=F --quick
  • python scripts/divergence_detector.py --etf GLD --commodity GC=F --start 2020-01-01 --end 2026-01-16 --output result.json

Dependency Matrix

Required Modules

pandasnumpyyfinanceseleniumwebdriver-managerbeautifulsoup4

Components

scriptsreferences

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: monitor-etf-holdings-drawdown-risk
Download link: https://github.com/fatfingererr/macro-skills/archive/main.zip#monitor-etf-holdings-drawdown-risk

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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