market-top-detector

You can detect market-top risk by analyzing distribution days, leading stock health, defensive rotation, breadth divergence, index technicals, and sentiment. Integrating these six components produces a unified 0-100 composite risk score for tactical outlooks.

Detecting distribution days and breadth divergence requires price histories, market breadth data, VIX, put/call ratios, and margin data. The Skill uses FMP API data with built-in data availability handling to calculate the composite risk score.

Yes, you can generate what-if scenario reports and Markdown summaries for reducing equity exposure. The Skill analyzes defensive sector rotation and follow-through day logic to provide 2-8 week tactical outlooks with actionable risk-adjusted guidance.

You can track changes in market-top risk scores using built-in data freshness checks and delta-tracking. This functionality assesses deviations from prior runs to monitor shifts in leading stock health, sentiment, and distribution day counts over time.

The detector specifically requires FMP API data to function. It handles data availability gracefully, but users must ensure they can provide price histories, breadth, VIX, put/call, and margin data through the FMP API for accurate composite scoring.