commander-mode

Sentiment-price divergence occurs when social sentiment or news heat moves in the opposite direction of actual stock price movement, signaling potential market manipulation or emotional trading risks.

Sentiment-price divergence happens when social sentiment or news heat contradicts actual stock price movement, signaling potential macro risk and blind trading dangers that require cross-validation.

Yes, you can run pre-market and post-market checks by executing the monitor.py script to assess real-time price volatility, news coverage heat, and social sentiment for risk-aware trading workflows.

You integrate Twitter sentiment monitoring by running the deterministic monitor.py script, which consolidates social sentiment inputs, cross-validates them with price movements, and outputs a preliminary risk assessment.

Script-based divergence monitoring relies on consolidating available inputs for a defined assessment, meaning it provides a preliminary commander judgment rather than a guaranteed predictive model for complex macro risk scenarios.