How do I install the Cta Firehose skill?

Run npx skillmds@latest add ssurmic/cta-firehose in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.

What does the Cta Firehose skill do?

CTA Trigger Level Firehose It is listed under Coding & Dev Tools on SkillMD.

Is Cta Firehose safe to use?

This skill has not completed SkillMD's automated safety review yet. SkillMD never runs a skill's scripts for you; review the SKILL.md before installing.

Which AI agents work with Cta Firehose?

This skill is tagged as working with Claude Code, Claude.ai, OpenAI Codex. SKILL.md is an open format, so most agents that read a skills directory can load it too.

Is Cta Firehose free to use?

Yes. Installing skills from SkillMD is free, and the skill stays under its author's original license.

Who published Cta Firehose?

ssurmic (@ssurmic) published this skill. Their other Agent Skills are listed on their SkillMD profile.

Cta Firehose by ssurmic — Agent Skill

Name: Cta Firehose
Author: ssurmic

File contents

CTA Trigger Level Firehose

Daily radar for systematic-flow trigger levels — a public-data replication of the sell-side CTA models (GS Futures Strats / Nomura McElligott style) that drive headlines like "SPX 7230 = first CTA sell trigger".

What it tracks

Signal	Mechanism	Trade meaning
Momentum flip lines (1M/3M/6M/12M)	Price vs N-trading-days-ago close	Cross below = that horizon's trend signal flips negative = mechanical selling tranche
50DMA (±1%)	Bank models' first-trigger zone clusters here	The "7230" type number
20/100/200 DMA	Secondary tranches / long-term line	200DMA break = trend funds flip short
1M/3M realized vol	Vol-control & risk-parity sizing	RV > 20% = mechanical de-risking regardless of direction

Indices: SPX (^GSPC), NDX (^NDX), RTY (^RUT). Edit INDICES in scripts/cta_levels.py to add more (e.g. ES=F, ^SOX).

Why it works

CTA AUM (~$300-400B) runs near-identical multi-horizon momentum models, so trigger levels cluster industry-wide. A simple replication lands within ~0.5% of the bank numbers (validated 2026-06-11: our 50DMA 7195 vs GS first trigger ~7230). Vol-targeting then amplifies: selling → RV up → forced de-leverage → more selling.

Cron

Daily post-close, weekdays (GitHub Actions, .github/workflows/cta-firehose.yml):

21:15 UTC (17:15 ET) — settle prices in, levels for tomorrow

State (scripts/state.json) remembers which side of each trigger every index closed on; a cross since the last run prepends a 🔔 CTA TRIGGER BREACHED banner so the Telegram alert is impossible to miss.

Manual run

# Print only
uv run --with yfinance --with numpy python scripts/cta_levels.py

# Dry-run the Telegram send
TEST_MODE=1 uv run --with yfinance --with numpy python scripts/cta_levels.py --telegram

Reading the alert

🚨 1M动量线 7399 (-0.2%)      ← short-horizon CTA already selling
✅ 50DMA 7195 (+2.7%) ⭐首轮触发区 ← THE level; below = first big tranche
✅ 3M动量线 6781 (+8.9%)       ← second tranche
✅ 200DMA 6868 (+7.5%)        ← trend funds flip short below
RV: 1M 12.6% / 3M 14.9% 🆗    ← >20% = vol-control selling on top

Cross-check against the leaked bank numbers (@Michael_QQQ2025, The Market Ear, ZeroHedge reposts of McElligott) — our lines are the skeleton, theirs add positioning size ($bn per tranche).

Caveats

yfinance index data can lag a day after holidays; the digest prints the close date it used.
This is the price leg only. Bank models add positioning percentile (how much is left to sell) — pair with the Goldman/Nomura leaks for size.
Levels move slowly (a few points/day) but ARE path-dependent; the daily run keeps them honest.

---name: cta-firehosedescription: CTA Trigger Level Firehose---# CTA Trigger Level FirehoseDaily radar for systematic-flow trigger levels — a public-data replication ofthe sell-side CTA models (GS Futures Strats / Nomura McElligott style) thatdrive headlines like *"SPX 7230 = first CTA sell trigger"*.## What it tracks| Signal | Mechanism | Trade meaning ||--------|-----------|---------------|| Momentum flip lines (1M/3M/6M/12M) | Price vs N-trading-days-ago close | Cross below = that horizon's trend signal flips negative = mechanical selling tranche || 50DMA (±1%) | Bank models' first-trigger zone clusters here | The "7230" type number || 20/100/200 DMA | Secondary tranches / long-term line | 200DMA break = trend funds flip short || 1M/3M realized vol | Vol-control & risk-parity sizing | RV > 20% = mechanical de-risking regardless of direction |Indices: **SPX (^GSPC), NDX (^NDX), RTY (^RUT)**. Edit `INDICES` in`scripts/cta_levels.py` to add more (e.g. `ES=F`, `^SOX`).## Why it worksCTA AUM (~$300-400B) runs near-identical multi-horizon momentum models, sotrigger levels cluster industry-wide. A simple replication lands within~0.5% of the bank numbers (validated 2026-06-11: our 50DMA 7195 vs GS firsttrigger ~7230). Vol-targeting then amplifies: selling → RV up → forcedde-leverage → more selling.## CronDaily post-close, weekdays (GitHub Actions, `.github/workflows/cta-firehose.yml`):- `21:15 UTC` (17:15 ET) — settle prices in, levels for tomorrowState (`scripts/state.json`) remembers which side of each trigger every indexclosed on; a cross since the last run prepends a 🔔 **CTA TRIGGER BREACHED**banner so the Telegram alert is impossible to miss.## Manual run```bash# Print onlyuv run --with yfinance --with numpy python scripts/cta_levels.py# Dry-run the Telegram sendTEST_MODE=1 uv run --with yfinance --with numpy python scripts/cta_levels.py --telegram```## Reading the alert```🚨 1M动量线 7399 (-0.2%) ← short-horizon CTA already selling✅ 50DMA 7195 (+2.7%) ⭐首轮触发区 ← THE level; below = first big tranche✅ 3M动量线 6781 (+8.9%) ← second tranche✅ 200DMA 6868 (+7.5%) ← trend funds flip short belowRV: 1M 12.6% / 3M 14.9% 🆗 ← >20% = vol-control selling on top```Cross-check against the leaked bank numbers (@Michael_QQQ2025, The MarketEar, ZeroHedge reposts of McElligott) — our lines are the skeleton, theirsadd positioning size ($bn per tranche).## Caveats- yfinance index data can lag a day after holidays; the digest prints the close date it used.- This is the *price* leg only. Bank models add positioning percentile (how much is left to sell) — pair with the Goldman/Nomura leaks for size.- Levels move slowly (a few points/day) but ARE path-dependent; the daily run keeps them honest.

Frequently asked questions

Cta Firehose