Results for “fearscore”

6 skills

alphagbm-bps-backtest

Runs a side-by-side walk-forward backtest of a Bull Put Spread strategy with and without a FearScore entry signal, comparing performance metrics over ~8 years of daily data.

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alphagbm-fear-score

Calculates a per-ticker panic index (0-100) from six weighted signals including VIX, IV Rank, RSI-14, volume anomaly, put/call ratio, and consecutive down days, triggering Bull Put Spread entry signals at scores ≥60.

alphagbm-tepper-signal

Detects whether current market conditions match David Tepper's historic panic-buy signal by combining VIX, FearScore, and a quality filter.

alphagbm-vix-status

Maps the current VIX value to a 5-tier fear-thermometer classification with strategy hints for options sellers, including 1-year percentile and distribution data.

alphagbm-market-sentiment

Aggregates market-wide sentiment indicators including VIX, Put/Call ratio, Fear & Greed Index, market breadth, and sector rotation to classify the current regime as risk-on, risk-off, or neutral.

alphagbm-marks-cycle

Provides a single 0-100 cycle score blending VIX, SPY IV Rank, Put/Call ratio, and valuation percentile to determine offense vs. defense posture, based on Howard Marks' market cycle framework.