market-breadth-analyzer

Compute a 0-100 market breadth health score from TraderMonty CSV data.

1|Updated May 15, 2026
One-click install
npx skills add https://github.com/dnkrow/skill --skill market-breadth-analyzer-dnkrow
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: market-breadth-analyzer
Source: https://github.com/dnkrow/skill/tree/main/claude-global/market-breadth-analyzer
Command: npx skills add https://github.com/dnkrow/skill --skill market-breadth-analyzer-dnkrow

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires requests, python3, scipy, pytest, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill removes guesswork from evaluating whether market moves are broadly supported by participation rather than concentrated in a few names, by turning public market-breadth CSV data into a single 0–100 health score with actionable guidance.

Core Features & Use Cases

  • Data-driven 6-component scoring (0–100) of market breadth health using TraderMonty’s publicly hosted CSVs.
  • Outputs a health zone with equity exposure guidance, plus strongest/weakest breadth components and trend over recent runs.
  • Detects breadth deterioration and narrow-rally risk via MA crossover dynamics, cycle position, bearish-signal context (including “Pink Zone”), historical percentile context, and S&P 500 vs breadth divergence.
  • Use when assessing broad-based rally/decline quality, estimating participation/advance-decline health, or deciding whether risk exposure should be increased or reduced.

Quick Start

Run the market-breadth-analyzer skill to generate a latest 0–100 market breadth report using the default public CSV sources.

Frequently Asked Questions about market-breadth-analyzer

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

FAQPage Schema
How do I calculate a market breadth score from CSV data?

Market breadth scoring analyzes CSV data to compute a 0-100 composite health score from six weighted components. This quantifies whether a rally or selloff is broad-based and detects divergence from the S&P 500.

What is market breadth divergence and how is it detected?

Market breadth divergence occurs when market participation contradicts index price movements, signaling narrow-rally risk. It is detected by comparing S&P 500 performance against MA crossover dynamics, cycle position, and historical percentile context from breadth data.

How do I quantify equity exposure guidance using market breadth?

Equity exposure guidance is quantified by mapping a 0-100 market breadth health score to specific risk zones. This score uses weighted components like advance-decline rates and bearish-signal context to suggest increasing or reducing market exposure.

Does the market breadth analyzer require API keys to fetch CSV inputs?

No, the market breadth analyzer fetches and validates remote CSV inputs without API keys. It relies on publicly available data sources and requires Python 3, along with the requests and scipy dependencies for scoring and analysis.

How do I track market breadth trends over time using Python?

You track market breadth trends by running the Python analyzer to generate JSON or Markdown reports, which include persisted score history. Comparing recent runs reveals breadth deterioration, cycle shifts, and changes in historical percentile context.

What are the limitations of using CSV data for market breadth scoring?

CSV-based market breadth scoring is limited by the update frequency and component availability of the remote public data source. It focuses on historical percentile context and MA crossovers, meaning it may not capture real-time intraday participation shifts.