Results for “tradermonty”

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.

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.

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

Analyzes 18-month investment scenarios from a news headline by invoking two specialized agents and generating a comprehensive report with sector impacts, stock recommendations, and a critical review.

Screen US stocks for high-quality dividend opportunities combining value characteristics, attractive yields, and consistent growth using a two-stage screening approach with FINVIZ Elite and FMP APIs.

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.

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).

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.

Fetch upcoming economic events and data releases using the FMP API, including central bank decisions, employment reports, inflation data, GDP releases, and other market-moving indicators for specified date ranges.

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.

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).

Evaluates US market bubble risk through quantitative data analysis using the Minsky/Kindleberger framework, scoring indicators like Put/Call ratio, VIX, margin debt, breadth, and IPO data.

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.

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.

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.

Aggregate closed trades from trader-memory-core into a weekly performance report with win rate, expectancy, profit factor, R-multiple, MAE/MFE, and pattern breakdowns by source skill, exit reason, sector, and mechanism.

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.

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.

Build and maintain a model book for Stockbee-style Momentum Burst setups by ingesting screener candidates, updating 3-day and 5-day forward outcomes with MFE/MAE and stop-hit status, and summarizing cohort statistics to improve setup recognition.

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.