SkillsAdd

tradermonty/claude-trading-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.

All-time #7371 Trending #5602 Hot #327 First seen May 1, 2026
8-week activity · all time api

Installation

$ npx skills add tradermonty/claude-trading-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
Cursor Not declared
Codex Not declared
GitHub Copilot Not declared
Windsurf Not declared
Gemini CLI Not declared
Cline Not declared
OpenCode Not declared

Repository health

Stars 2.8K
License LICENSE
Default branch main
Open issues 31
Status Active

Package contents

Files included with this skill beyond the listing page.

  • skill md SKILL.md 5,250 B
  • docs SUMMARY.md 3,976 B

History

  1. First seen on skills.sh
  2. First recorded snapshot · 1,600 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.