Results for “fmp”

Record and analyze post-trade outcomes for trading signals, tracking false positives, missed opportunities, and regime mismatches to generate feedback for signal aggregation and skill improvement.

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

Scans US equities for daily +20%/-20% movers, classifies catalysts and chart context, updates forward outcomes, and summarizes cohort patterns for research.

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

Screens for dividend growth stocks with 12%+ annual dividend growth and 1.5%+ yield that are experiencing temporary pullbacks identified by RSI oversold conditions (RSI ≤40).

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.

Detects Follow-Through Day (FTD) signals for market bottom confirmation using William O'Neil's methodology, with dual-index tracking and a state machine for rally attempt, FTD qualification, and post-FTD health monitoring.

Retrieves upcoming earnings announcements for US stocks using the Financial Modeling Prep API, filtered by market cap over $2B, and organizes them into a markdown table grouped by date and timing.

Detect NTFS timestamp manipulation (MITRE T1070.006) by comparing $STANDARD_INFORMATION vs $FILE_NAME timestamps in the MFT using analyzeMFT and Python.

Screens recent post-earnings stocks using a 5-factor scoring system (Gap Size, Pre-Earnings Trend, Volume Trend, MA200 Position, MA50 Position) and assigns A/B/C/D grades to identify momentum trade candidates.

Firm-fixed-price cost buildup mirroring 1102 IGCE FFP wrap-rate math (BLS OEWS + GSA CALC+ + GSA Per Diem). USE WHEN the user asks to "build an FFP IGCE", "wrap rate buildup", "FFP cost estimate", "layer fringe overhead G&A fee", "how should we price this FFP task order", or "IGCE parity for our bid". Pulls labor categories from pursuit vault or defaults, stacks fringe/overhead/G&A/fee, exports JSON + XLSX to Studio. DO NOT USE FOR T&M/LH pricing (`igce-builder-lh-tm`), cost-reimbursement (`igce-builder-cr`), OT milestones (`ot-prototype-strategist`), or obligation intel (`competitive-intel`).

Monitor Power Automate flow health, failure rates, and tenant assets through the FlowStudio MCP cached store with governance metadata and remediation hints.

Explains MariaDB Connector/Python's DB API 2.0 behavior, including qmark placeholders, autocommit, prepared statements, buffered cursors, connection pooling, and error handling, for writing and reviewing Python code that uses the mariadb module.

Perform nonlinear dimensionality reduction, 2D/3D embeddings, clustering preprocessing, supervised or semi-supervised UMAP, DensMAP, AlignedUMAP, and Parametric UMAP workflows using the umap-learn library.

Analyzes Stockbee-style Day 1 Episodic Pivot candidates by scoring catalyst quality alongside price/volume confirmation, gap/range expansion, volume shock, neglect/revaluation context, liquidity, and risk to the EP-day low.

Screen US stocks for Stockbee-style short-term momentum burst setups using 4% breakout, dollar breakout, range expansion, volume expansion, prior range contraction, close-location, failure filters, and risk-distance scoring.

Screen US stocks for Stockbee-style selling-exhaustion hammer setups using prior momentum, pullback depth, undercut/reclaim, long lower-wick geometry, close-location, volume confirmation, quality/liquidity gates, and risk-distance scoring.

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.

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.