Smart Money Flow

Smart Money Flow

When to use

Activate when a user asks who is moving a DSE stock: "is smart money accumulating GP?", "any foreign inflow into BEXIMCO?", "did sponsors sell?", "which funds hold this?", "institutional buying or selling?". This is the flow leg of the dual-mode signal — feed its score into signal-synthesizer, or pair it with sentiment-news.

What it does

Implements the Smart Money Agent and Fund Manager Tracker (PRD-002 REQ-021/106) using public disclosure data only:

1. Shareholding deltas — month-over-month change in sponsor / govt / institution / foreign / public percentages. Moves >= 2pp (institution, foreign, sponsor) are significant.
2. Directional rules:
   • Foreign inflow is positive (confidence/governance signal); outflow negative.
   • Institutional accumulation positive; distribution negative.
   • Sponsor/director selling is a RED FLAG (strong negative); buying positive.
3. Fund manager featuring — from the optional funds array, funds raising their weight are positive, scaled by track_record_3y; funds cutting weight are negative.

Output is a Thinking Card (see suite README) with the accumulation/distribution score.

Guardrails (critical, PRD-002 REQ-021)

• Uses only the public disclosure data present in the input.
• Never fabricates or infers a private/non-public "broker book". Missing data is reported in reasoning and lowers confidence.
• Monthly cadence is stale by nature -> confidence is capped at 0.7 and the flag monthly_disclosure_lag is always present.
• No shareholding -> score 0, low confidence, flag no_disclosure_data, and the reasoning explains the data is unavailable (nothing is invented).

How to run

python3 scripts/analyze.py --input data.json --pretty
cat data.json | python3 scripts/analyze.py

Reads shareholding (monthly array) and optional funds. Returns score (-1..+1), confidence (0..1, capped 0.7), rating (accumulation / neutral / distribution), key_metrics (latest deltas, named funds featuring) and dated reasoning.

Try it now with the shared fixture:

python3 scripts/analyze.py --input ../_fixtures/sample_input.json --pretty

Interpreting output

• rating accumulation with foreign + institutional inflow and no sponsor selling is the strongest constructive read.
• A sponsor_director_selling flag is the single most important warning — it dominates the score even amid other inflow.
• flags carry confidence penalties (monthly_disclosure_lag, single_month_no_trend, no_disclosure_data) — never silently dropped.

Notes

The rules, the 2pp threshold, the public-data-only guardrail, and DSE monthly shareholding disclosure context are documented in references/METHODOLOGY.md. Output is educational analysis only, never financial advice.