ftd-detector

Detect Follow-Through Day signals in S&P 500 and NASDAQ data.

2|Updated Apr 6, 2026
One-click install
npx skills add https://github.com/k1064190/stock-expectation --skill ftd-detector-k1064190
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: ftd-detector
Source: https://github.com/k1064190/stock-expectation/tree/main/.claude/skills/ftd-detector
Command: npx skills add https://github.com/k1064190/stock-expectation --skill ftd-detector-k1064190

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires fmp_client, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill detects Follow-Through Day (FTD) signals to confirm market bottoms, helping users make informed decisions about market entry and exit.

Core Features & Use Cases

  • FTD Detection: Identifies FTD signals using William O'Neil's methodology, including dual-index tracking and state machine analysis.
  • Market State Analysis: Provides insights into market corrections, rally attempts, and FTD qualifications.
  • Post-FTD Health Monitoring: Assesses the health of the market after an FTD, including distribution days, invalidation, and power trend analysis.
  • Use Case: When a user wants to confirm a market bottom and determine the appropriate time to increase equity exposure, the FTD Detector can analyze historical data and provide a quality score and guidance.

Quick Start

Use the ftd-detector skill to analyze the market and provide an FTD quality score.

Frequently Asked Questions about ftd-detector

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
What is a Follow-Through Day signal and how does it confirm a market bottom?

A Follow-Through Day (FTD) signal confirms a market bottom by identifying a powerful rally attempt after a correction, using William O'Neil's methodology to analyze S&P 500 and NASDAQ data for valid equity entry points.

How do I detect Follow-Through Day signals for S&P 500 and NASDAQ data?

You detect Follow-Through Day signals by analyzing S&P 500 and NASDAQ historical data through a state machine that tracks rally attempts, FTD qualifications, and distribution days to calculate a quality score and exposure guidance.

Do I need the fmp_client dependency to run FTD market analysis?

Yes, you need the fmp_client dependency and its related scripts to retrieve historical market data and perform the state machine analysis required for accurate Follow-Through Day detection.

How do I assess post-FTD market health and equity exposure?

You assess post-FTD market health by monitoring distribution days, invalidation signals, and power trend analysis after the Follow-Through Day, which outputs a quality score to guide your equity exposure decisions.

Can I use this FTD methodology for dual-index tracking across different market conditions?

Yes, the FTD detection methodology supports dual-index tracking by analyzing both S&P 500 and NASDAQ data simultaneously, evaluating rally attempts and market corrections to confirm bottoms across varying market conditions.

What are the limitations of using Follow-Through Day signals for market bottom confirmation?

Follow-Through Day signals require valid dual-index confirmation and ongoing post-FTD health monitoring, as distribution days or invalidation events can fail the rally attempt and signal a false market bottom.