SkillsAdd

mphinance/alpha-skills

ibd-distribution-day-monitor

Detect IBD-style Distribution Days for QQQ/SPY (close down at least 0.2% on higher volume), track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk (NORMAL/CAUTION/HIGH/SEVERE), and emit TQQQ/QQQ exposure recommendations.

First seen May 9, 2026

Installation

$ npx skills add mphinance/alpha-skills --skill ibd-distribution-day-monitor
View on skills.sh ↗ GitHub repository ↗

Summary

  • Detect IBD-style Distribution Days for QQQ/SPY (close down at least 0.2% on higher volume), track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk (NORMAL/CAUTION/HIGH/SEVERE), and emit TQQQ/QQQ exposure recommendations.
  • Use after market close, before TQQQ exposure changes, or as input to FTD/market-state frameworks.
  • Does not execute trades.

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More details

Agent compatibility

Declared targets from SKILL.md / docs. Unmarked agents are not listed — the skill may still install via the CLI.

Claude Code Not declared
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Windsurf Not declared
Gemini CLI Not declared
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OpenCode Not declared

Also listed on

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Repository health

Stars 21
License LICENSE
Default branch main
Open issues 0
Status Active

Package contents

Files included with this skill beyond the listing page.

  • skill md SKILL.md 5,250 B
  • docs SUMMARY.md 421 B

History

  1. First seen on skills.sh
  2. First recorded snapshot · 83 installs

SKILL.md

IBD Distribution Day Monitor

Purpose

Detect IBD-style Distribution Days for major market ETFs (QQQ as Nasdaq proxy, SPY as S&P 500 proxy) and produce a daily market deterioration signal plus a TQQQ/QQQ exposure recommendation. Designed for post-market review.

When to Use

Invoke this skill:

  • Daily after the US market close.
  • Before increasing TQQQ exposure or rebalancing leveraged positions.
  • When evaluating whether an uptrend is becoming vulnerable to a correction.
  • As an upstream input to FTD (Follow-Through Day) detection or other market-state frameworks.

Do NOT use this skill to:

  • Execute trades or modify orders.
  • Generate discretionary market predictions outside of the IBD ruleset.

Inputs

  • Symbols (default: QQQ, SPY) and lookback (default 80 trading sessions).
  • Optional --as-of YYYY-MM-DD for backtesting against a historical session.
  • Strategy context: instrument (TQQQ or QQQ), current exposure %, base trailing stop %.
  • FMP API key via --api-key, config.data.apikey, or FMPAPI_KEY env var (in that priority order).

Core Rules

A Distribution Day is detected when:

  1. Today's close is at least 0.2% below yesterday's close.
  2. Today's volume is greater than yesterday's volume.

A Distribution Day is removed from the active count when either:

  • More than 25 trading sessions have elapsed since the DD.
  • The index has gained 5% from the DD close (using post-DD high by default; configurable to close-source).

Today's DD is never invalidated immediately because there are no post-DD sessions to evaluate the 5% gain against.

Counting Conventions

  • d5count / d15count / d25count count active records with agesessions <= N.
  • This means N+1 sessions are inspected (age 0..N inclusive). Reports therefore say "within N elapsed sessions" rather than "直近 N 取引日" to avoid ambiguity.

Risk Classification

Risk Trigger
NORMAL d25 <= 2
CAUTION d25 >= 3
HIGH d25 >= 5 OR d15 >= 3 OR d5 >= 2
SEVERE d25 >= 6 OR d15 >= 4 OR (marketbelow21emaor50ma AND d25 >= 5)

When both QQQ and SPY are loaded, QQQ-weighted overall logic applies (TQQQ-aware): a single SEVERE escalates to SEVERE; QQQ HIGH escalates to overall HIGH; QQQ NORMAL + SPY HIGH still escalates to HIGH (broad-market spillover).

TQQQ Exposure Policy

Risk Action Target Exposure Trailing Stop
NORMAL HOLDORFOLLOWBASESTRATEGY 100% base
CAUTION AVOIDNEWADDS 75% min(base, 7%)
HIGH REDUCE_EXPOSURE 50% min(base, 5%)
SEVERE CLOSETQQQOR_HEDGE 25% min(base, 3%)

QQQ uses a less aggressive policy (HIGH=75%, SEVERE=50%) since it lacks 3x leverage.

Workflow

  1. Load OHLCV for the configured symbols via FMP (gethistoricalprices).
  2. Validate data quality; record skipped sessions in audit.
  3. Rebase via prepareeffectivehistory so effective_history[0] is the evaluation session.
  4. Detect raw Distribution Days; enrich with high_since, invalidation event, and status.
  5. Count d5 / d15 / d25 active records.
  6. Compute 21EMA and 50SMA filters; flag marketbelow21emaor50ma (None if data insufficient).
  7. Classify each index, then combine using QQQ-weighted policy.
  8. Generate portfolio action for the configured instrument.
  9. Write JSON + Markdown reports to --output-dir with API keys redacted.

Outputs

Saved to reports/ (or --output-dir):

  • ibddistributiondaymonitorYYYY-MM-DD_HHMMSS.json
  • ibddistributiondaymonitorYYYY-MM-DD_HHMMSS.md

JSON is UTF-8 with ensureascii=False (Japanese explanations preserved). Sensitive keys (apikey, fmpapikey, token, etc.) are redacted automatically.

Operating Principles

  • Do not override the IBD rule definitions unless config/default.yaml is changed deliberately.
  • Always explain which dates contributed to the active count.
  • Treat missing or unreliable volume data as a warning (audit_flag), not as a Distribution Day.
  • Do not place trades. The portfolio action is a risk-management suggestion, not an execution instruction.

CLI

python3 skills/ibd-distribution-day-monitor/scripts/ibd_monitor.py \
  --symbols QQQ,SPY \
  --lookback-days 80 \
  --instrument TQQQ \
  --current-exposure 100 \
  --base-trailing-stop 10 \
  --output-dir reports/

API Requirements

FMP API key required. Free tier (250 calls/day) is sufficient for daily QQQ + SPY runs.

Related Skills

  • ftd-detector: Bottom confirmation via Follow-Through Days (counterpart of this top-side signal).
  • market-top-detector: Composite 0-100 top probability score using O'Neil distribution + other components.
  • position-sizer: Convert risk-management recommendations into share counts.