Technical Briefing

technical-briefing

One ticker in, one analyst-grade technical read out. The most-asked first question on a single name — "what does the chart look like right now?" — answered with the standard indicator suite (Wilder RSI 14, MACD 12/26/9, Bollinger 20/2σ, ATR 14, SMAs 20/50/200) and a composite trend-regime label that combines them honestly.

This is NOT a prediction. The script reads textbook indicators on the last 252 trading days, labels the trend regime (bullish_strong, bullish_weak, bearish_strong, bearish_weak, neutral) with explicit reasons, and writes a Take from the actual readings. No hidden alpha, no proprietary model.

When to invoke

• Active trader asking "what's the technical setup on NVDA?"
• Junior analyst building the technicals slide of a single-name brief
• PM sanity-checking a chart-driven entry against the indicator stack
• Anyone who'd otherwise eyeball a TradingView chart for 30 seconds

What you need

• One US ticker
• MASSIVE_API_KEY exported

Optional:

• --lookback-days (default 252; minimum 60)

What you get back

Two output layers from one run.

Layer 1: canonical JSON matching output-schema.json. Trend regime + reasons, RSI latest + 5-day average + bucket read, MACD line/signal/histogram + cross status, every MA value + price-vs- MA percent, Bollinger upper/mid/lower + position label + band-width percentile, ATR + ATR/price percent, 30-day ADV + bucket + current spread bps when available.

Layer 2: rendered briefing block. Sell-side morning-note voice. Header (ticker + as-of + price + liquidity), trend regime section, momentum section, MACD section, Bollinger section, volatility section, the Take, and the caveats. The Take is computed adaptively from the actual readings — never a hardcoded narrative.

How it works

1. Pull daily aggs for the lookback window via /v2/aggs/ticker/{T}/range/1/day/{from}/{to}?adjusted=true. Overshoots calendar days by 1.6x to cover weekends/holidays, then trims to the last lookback_days sessions.
2. Pull a snapshot via /v2/snapshot/locale/us/markets/stocks/tickers/{T} for current bid/ask/spread. Failure here is non-fatal — spread is optional.
3. Compute indicators with the shared lib.quant_garage.technicals helpers. No reimplementation: sma, ema, rsi, macd, bollinger, atr all come from one place so a methodology change in one helper updates every skill that reads them.
4. Classify the trend regime as a composite read of stacked-MA structure, MACD sign, and RSI bucket. See references/trend-regime.md.
5. Classify momentum from the RSI bucket (oversold / weak / neutral / firm / overbought).
6. Classify Bollinger position by the price's percentile within the band (above_upper, near_upper, mid_range, near_lower, below_lower).
7. Bucket liquidity by 30-day average dollar volume (thin <$1M, medium <$50M, liquid <$500M, mega ≥$500M).
8. Build the Take adaptively. A small (regime, momentum) map provides the closing sentence; the rest reads the actual numbers. See references/rendering.md.

Foundations used

• massive-api-patterns for REST auth and the snapshot-resolution conventions.

Output mode: note

A sell-side morning-note block is the right canvas for "tell me what the chart says on this name." Section headers, indicator values, a two-sentence read per indicator, the Take. No table — one ticker doesn't warrant rows.

Endpoints used

• GET /v2/aggs/ticker/{ticker}/range/1/day/{from}/{to}?adjusted=true Daily aggregates over the lookback window. One call per run.
• GET /v2/snapshot/locale/us/markets/stocks/tickers/{ticker} Current bid/ask for the spread read. One call per run. Optional.

Verify endpoint paths against current docs at massive.com/docs before shipping; field names and versions shift.

Doesn't handle (yet)

• Intraday timeframes. Daily bars only. A 5m / 15m / 1h variant would slot in cleanly: same indicator code, swap the aggregate resolution.
• Multi-timeframe alignment. The trend regime is a single- timeframe read. A higher-timeframe overlay (weekly trend + daily momentum) is the natural v2.
• Event-aware vol. ATR is backward-looking. It does not anticipate earnings prints, FDA decisions, or macro releases. Flagged in tier_caveats; pair with earnings-drilldown for catalyst-aware vol.
• Pattern detection. No flags / triangles / heads-and-shoulders. Standard indicator-only read. Pattern recognition is a separate problem; the methodology references explain why we don't pretend otherwise.

These are clean PR extensions. The output schema reserves space for each so adding them later doesn't break consumers.