Results for “tradermonty”

Monitor dividend portfolios for risk triggers and route anomalies into a human review queue without auto-selling.

Validate financial data quality in market analysis documents before publication, checking price scales, instrument notation, date accuracy, allocation totals, and unit usage.

Generate Minervini-style breakout trade plans from VCP screener output with risk calculation, portfolio heat management, and Alpaca-compatible order templates.

Reviews closed trades, partial exits, and monthly trade aggregates for process adherence, risk discipline, execution quality, and evidence-based trading behavior patterns.

Screen S&P 500 stocks for Mark Minervini's Volatility Contraction Pattern (VCP) and detect historical VCPs in a single ticker's price path.

Analyzes global market conditions across US, European, and Asian indices, forex, commodities, and economic indicators to produce structured market reports with risk sentiment assessment.

Screen US equities for parabolic exhaustion patterns, generate conditional pre-market short plans, and monitor intraday trigger signals using 5-min bars.

Analyze weekly price charts for stocks, indices, crypto, or forex to identify trends, support/resistance, and probabilistic scenarios based purely on chart data.

Analyzes recent market-moving news events and their impact on US equity markets and commodities, producing impact-ranked reports using web search and fetch tools.

Generate falsifiable trade strategy hypotheses from market data, trade logs, and journal snippets, with ranked hypothesis cards, experiment designs, kill criteria, and optional strategy.yaml export.

Tracks institutional investor ownership changes and portfolio flows using 13F filings data to identify stocks with significant smart money accumulation or distribution.

Evaluates a local pre-trade checklist before manual order entry, blocking planless, oversized, revenge-risk, market-regime-blocked, or circuit-breaker-blocked entries while journaling the decision for later review.

Identifies and analyzes statistical arbitrage opportunities through pair trading, using correlation analysis, cointegration testing, and z-score calculations to generate entry/exit signals for market-neutral strategies.

Quantifies market top probability using O'Neil Distribution Days, Minervini leading stock deterioration, and Monty defensive sector rotation, producing a 0-100 composite score with risk zone classification for tactical 2-8 week timing signals.

Monitor crypto markets, set alerts, track portfolio, DCA automation.

Track investment theses across their lifecycle — from screening idea to closed position with postmortem. Register theses from screener outputs, manage state transitions, attach position sizing, review due dates, and generate postmortem reports with P&L and MAE/MFE analysis.

RAPTOR v2.0 — Hot Streak Follower. Follows quality traders on $5.5M+ momentum streaks into their strongest position. SM confirmed.

Detect IBD-style Distribution Days for QQQ/SPY, track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk, and emit TQQQ/QQQ exposure recommendations.

Query Polymarket: markets, prices, orderbooks, history.

MAMBA v2.0 — Range-bound high water + regime protection. A trading strategy config override based on the VIPER skill with three protective gates: BTC regime filter, per-asset cooldown after losses, and hard leverage cap at 10x.

Front door to the small-business toolkit — routes a vague or specific request to the best skill and explains what's available.

Architects, reviews, and scales backend systems with structured blueprints, trade-off analysis, and audit reports.

Builds and debugs Shopify themes, develops custom Shopify apps, and implements Storefront API integrations for headless storefronts.

Find adjacent vendors and subs (not top market primes) who fill a capability gap against a displacement target using USASpending flows and SAM entity signals. Use when user defines a teaming gap and wants vault-ready partner shortlist with citations.

Prediction markets data - Polymarket, Kalshi markets, prices, positions, and trades. Use when: the user needs market data, stock analysis, watchlists, or portfolio workflows.

Designs, reviews, and scales backend systems with detailed blueprints, trade-off analysis, and technology recommendations.

Triggered by "tidy up", "clean up transactions", "categorize uncategorized", "organize my transactions"

Broker position reconciliation pattern for live trading systems

MONOPOLY is a Senior System Design Engineer skill for architecting, reviewing, and scaling systems. Triggers on requests involving architecture, databases, scaling, microservices, or infrastructure de

KOMODO v1.0 — Momentum Event Consensus. Uses leaderboard_get_momentum_events (real-time threshold crossings) to detect when 2+ quality SM traders cross momentum thresholds on the same asset/direction within 60 minutes. Confirmed by market concentration + volume. Enters with the momentum. Replaces MANTIS v1.0 and SCORPION v1.1 (both used stale position data).