Results for “market-top-detection”

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.

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

Analyze URLs or text to discover ranked Polymarket, Hyperliquid, and Deribit markets with Quotient edge scores, paid via on-chain x402 settlement.

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

Monitors a watchlist of Polymarket markets and surfaces meaningful shifts in price, volume, comments, or resolution proximity, with position context and optional Bankr integration.

Convert daily market observations and news reactions into structured edge hints, with optional LLM augmentation, outputting a canonical hints.yaml for downstream concept synthesis.

Detects unusual options activity and classifies smart money signals to help follow institutional positioning, including volume/OI ratio spikes, block trades, sweep orders, and net premium flow.

Synthesize market breadth, regime, and flow signals into a unified capital commitment recommendation with exposure ceiling, bias, and action guidance.

Compares prediction market probabilities from Polymarket with options-implied probabilities to identify mispricing signals and potential arbitrage opportunities.

Scans CoinGecko for top movers, losers, and trending coins, enriched with pump-risk flags for pre-trade screening.

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).

Detect structural macro regime transitions (1-2 year horizon) using cross-asset ratio analysis, analyzing RSP/SPY concentration, yield curve, credit conditions, size factor, equity-bond relationship, and sector rotation to identify regime shifts.