Results for “tradermonty”

Analyzes sector rotation patterns and market cycle positioning using publicly available CSV data, with optional chart image analysis.

Coordinate multi-stage edge research pipelines from candidate detection through strategy design, review, revision, and export.

Detects and ranks trending market themes by analyzing cross-sector momentum, volume, and breadth signals with lifecycle maturity assessment.

Provides expert guidance for systematic backtesting of trading strategies, covering methodology, stress testing, bias prevention, and result interpretation.

Analyze US stocks with fundamental and technical analysis, peer comparisons, and investment reports using real-time market data.

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.

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.

Screen post-earnings gap-up stocks for Post-Earnings Announcement Drift patterns using weekly candle analysis to detect red candle pullbacks and breakout signals.

Analyze investment portfolios by fetching real-time holdings via Alpaca MCP Server, then assess asset allocation, diversification, risk metrics, and generate rebalancing recommendations.

Synthesizes outputs from 8 upstream market analysis skills into a unified conviction score (0-100), pattern classification, and allocation recommendation for Druckenmiller-style portfolio positioning.

Convert Kanchi-style dividend investing into a repeatable US-stock operating procedure covering screening, deep dive, entry planning, and post-purchase monitoring.

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.

Analyze S&P 500 market breadth charts and CSV data to assess market health, identify trading signals, and generate positioning recommendations for different trader types.

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.

Analyzes market breadth using Monty's Uptrend Ratio Dashboard data to diagnose the current market environment. Generates a 0-100 composite score from 5 components (breadth, sector participation, rotation, momentum, historical context).

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.

Collects market data from Yahoo Finance and Exa, calculates technical indicators, scans watchlists, and generates market analysis reports to identify trading opportunities.

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

Provides analytics and operations for the Metal Dollar (XMD) stablecoin, covering minting, redemption, supply metrics, collateral reserves, and oracle prices.

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.

Publish and consume blockchain-verified trading signals on Base. Register as a signal provider, publish trades with transaction hash proof, and subscribe to top performers via REST API.

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.

Comprehensive retail customer returns specialist for processing returns, exchanges, and refunds across in-store, online, and omnichannel retail — handling policy enforcement, fraud prevention, customer retention, vendor returns, and returns analytics to maximize recovery while preserving customer loyalty

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).

Provides a pre-built Salesforce B2B Commerce data model as a Mermaid flowchart with color coding and relationship indicators, plus an optional script to enrich the diagram with live org metadata.

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.