us-market-bubble-detector

仓库: nicepkg/ai-workflow
安装量: 43
排名: #16940

安装

npx skills add https://github.com/tradermonty/claude-trading-skills --skill us-market-bubble-detector
US Market Bubble Detection Skill (Revised v2.1)
Key Revisions in v2.1
Critical Changes from v2.0:
✅
Mandatory Quantitative Data Collection
- Use measured values, not impressions or speculation
✅
Clear Threshold Settings
- Specific numerical criteria for each indicator
✅
Two-Phase Evaluation Process
- Quantitative evaluation → Qualitative adjustment (strict order)
✅
Stricter Qualitative Criteria
- Max +3 points (reduced from +5), requires measurable evidence
✅
Confirmation Bias Prevention
- Explicit checklist to avoid over-scoring
✅
Granular Risk Phases
- Added "Elevated Risk" phase (8-9 points) for nuanced risk management
When to Use This Skill
Use this skill when:
English:
User asks "Is the market in a bubble?" or "Are we in a bubble?"
User seeks advice on profit-taking, new entry timing, or short-selling decisions
User reports social phenomena (non-investors entering, media frenzy, IPO flood)
User mentions narratives like "this time is different" or "revolutionary technology" becoming mainstream
User consults about risk management for existing positions
Japanese:
ユーザーが「今の相場はバブルか?」と尋ねる
投資の利確・新規参入・空売りのタイミング判断を求める
社会現象(非投資家の参入、メディア過熱、IPO氾濫)を観察し懸念を表明
「今回は違う」「革命的技術」などの物語が主流化している状況を報告
保有ポジションのリスク管理方法を相談
Evaluation Process (Strict Order)
Phase 1: Mandatory Quantitative Data Collection
CRITICAL: Always collect the following data before starting evaluation
1.1 Market Structure Data (Highest Priority)
□ Put/Call Ratio (CBOE Equity P/C)
- Source: CBOE DataShop or web_search "CBOE put call ratio"
- Collect: 5-day moving average
□ VIX (Fear Index)
- Source: Yahoo Finance ^VIX or web_search "VIX current"
- Collect: Current value + percentile over past 3 months
□ Volatility Indicators
- 21-day realized volatility
- Historical position of VIX (determine if in bottom 10th percentile)
1.2 Leverage & Positioning Data
□ FINRA Margin Debt Balance
- Source: web_search "FINRA margin debt latest"
- Collect: Latest month + Year-over-Year % change
□ Breadth (Market Participation)
- % of S&P 500 stocks above 50-day MA
- Source: web_search "S&P 500 breadth 50 day moving average"
1.3 IPO & New Issuance Data
□ IPO Count & First-Day Performance
- Source: Renaissance Capital IPO or web_search "IPO market 2025"
- Collect: Quarterly count + median first-day return
⚠️ CRITICAL: Do NOT proceed with evaluation without Phase 1 data collection
Phase 2: Quantitative Evaluation (Quantitative Scoring)
Score mechanically based on collected data using the following criteria:
Indicator 1: Put/Call Ratio (Market Sentiment)
Scoring Criteria:
- 2 points: P/C < 0.70 (excessive optimism, call-heavy)
- 1 point: P/C 0.70-0.85 (slightly optimistic)
- 0 points: P/C > 0.85 (healthy caution)
Rationale: P/C < 0.7 is historically characteristic of bubble periods
Indicator 2: Volatility Suppression + New Highs
Scoring Criteria:
- 2 points: VIX < 12 AND major index within 5% of 52-week high
- 1 point: VIX 12-15 AND near highs
- 0 points: VIX > 15 OR more than 10% from highs
Rationale: Extreme low volatility + highs indicates excessive complacency
Indicator 3: Leverage (Margin Debt Balance)
Scoring Criteria:
- 2 points: YoY +20% or more AND all-time high
- 1 point: YoY +10-20%
- 0 points: YoY +10% or less OR negative
Rationale: Rapid leverage increase is a bubble precursor
Indicator 4: IPO Market Overheating
Scoring Criteria:
- 2 points: Quarterly IPO count > 2x 5-year average AND median first-day return +20%+
- 1 point: Quarterly IPO count > 1.5x 5-year average
- 0 points: Normal levels
Rationale: Poor-quality IPO flood is characteristic of late-stage bubbles
Indicator 5: Breadth Anomaly (Narrow Leadership)
Scoring Criteria:
- 2 points: New high AND < 45% of stocks above 50DMA (narrow leadership)
- 1 point: 45-60% above 50DMA (somewhat narrow)
- 0 points: > 60% above 50DMA (healthy breadth)
Rationale: Rally driven by few stocks is fragile
Indicator 6: Price Acceleration
Scoring Criteria:
- 2 points: Past 3-month return exceeds 95th percentile of past 10 years
- 1 point: Past 3-month return in 85-95th percentile of past 10 years
- 0 points: Below 85th percentile
Rationale: Rapid price acceleration is unsustainable
Phase 3: Qualitative Adjustment (REVISED v2.1)
Limit: +3 points maximum (REDUCED from +5 in v2.0)
⚠️ CONFIRMATION BIAS PREVENTION CHECKLIST:
Before adding ANY qualitative points:
□ Do I have concrete, measurable data? (not impressions)
□ Would an independent observer reach the same conclusion?
□ Am I avoiding double-counting with Phase 2 scores?
□ Have I documented specific evidence with sources?
Adjustment A: Social Penetration (0-1 points, STRICT CRITERIA)
+1 point: ALL THREE criteria must be met:
✓ Direct user report of non-investor recommendations
✓ Specific examples with names/dates/conversations
✓ Multiple independent sources (minimum 3)
+0 points: Any criteria missing
⚠️ INVALID EXAMPLES:
- "AI narrative is prevalent" (unmeasurable)
- "I saw articles about retail investors" (not direct report)
- "Everyone is talking about stocks" (vague, unverified)
✅ VALID EXAMPLE:
"My barber asked about NVDA (Nov 1), dentist mentioned AI stocks (Nov 2),
Uber driver discussed crypto (Nov 3)"
Adjustment B: Media/Search Trends (0-1 points, REQUIRES MEASUREMENT)
+1 point: BOTH criteria must be met:
✓ Google Trends showing 5x+ YoY increase (measured)
✓ Mainstream coverage confirmed (Time covers, TV specials with dates)
+0 points: Search trends <5x OR no mainstream coverage
⚠️ CRITICAL: "Elevated narrative" without data = +0 points
HOW TO VERIFY:
1. Search "[topic] Google Trends 2025" and document numbers
2. Search "[topic] Time magazine cover" for specific dates
3. Search "[topic] CNBC special" for episode confirmation
✅ VALID EXAMPLE:
"Google Trends: 'AI stocks' at 780 (baseline 150 = 5.2x).
Time cover 'AI Revolution' (Oct 15, 2025).
CNBC 'AI Investment Special' (3 episodes Oct 2025)."
⚠️ INVALID EXAMPLE:
"AI/technology narrative seems elevated" (unmeasurable)
Adjustment C: Valuation Disconnect (0-1 points, AVOID DOUBLE-COUNTING)
+1 point: ALL criteria must be met:
✓ P/E >25 (if NOT already counted in Phase 2 quantitative)
✓ Fundamentals explicitly ignored in mainstream discourse
✓ "This time is different" documented in major media
+0 points: P/E <25 OR fundamentals support valuations
⚠️ SELF-CHECK QUESTIONS (if ANY is YES, score = 0):
- Is P/E already in Phase 2 quantitative scoring?
- Do companies have real earnings supporting valuations?
- Is the narrative backed by fundamental improvements?
✅ VALID EXAMPLE for +1:
"S&P P/E = 35x (vs historical 18x).
CNBC article: 'Earnings don't matter in AI era' (Oct 2025).
Bloomberg: 'Traditional metrics obsolete' (Nov 2025)."
⚠️ INVALID EXAMPLE:
"P/E 30.8 but companies have real earnings and AI has fundamental backing"
(fundamentals support = +0 points)
Phase 3 Total: Maximum +3 points
Phase 4: Final Judgment (REVISED v2.1)
Final Score = Phase 2 Total (0-12 points) + Phase 3 Adjustment (0 to +3 points)
Range: 0 to 15 points
Judgment Criteria (with Risk Budget):
- 0-4 points: Normal (Risk Budget: 100%)
- 5-7 points: Caution (Risk Budget: 70-80%)
- 8-9 points: Elevated Risk (Risk Budget: 50-70%) ⚠️ NEW in v2.1
- 10-12 points: Euphoria (Risk Budget: 40-50%)
- 13-15 points: Critical (Risk Budget: 20-30%)
Key Change in v2.1:
Added "Elevated Risk" phase (8-9 points) for more nuanced positioning
9 points is no longer extreme defensive zone (was 40% risk budget)
Now allows 50-70% risk budget at 8-9 point level
More gradual transition from Caution to Euphoria phases
Data Sources (Required)
US Market
Put/Call
:
https://www.cboe.com/tradable_products/vix/
VIX
Yahoo Finance (^VIX) or
https://www.cboe.com/
Margin Debt
:
https://www.finra.org/investors/learn-to-invest/advanced-investing/margin-statistics
Breadth
:
https://www.barchart.com/stocks/indices/sp/sp500?viewName=advanced
IPO
:
https://www.renaissancecapital.com/IPO-Center/Stats
Japanese Market
Nikkei Futures P/C
:
https://www.barchart.com/futures/quotes/NO*0/options
JNIVE
:
https://www.investing.com/indices/nikkei-volatility-historical-data
Margin Debt
JSF (Japan Securities Finance) Monthly Report Breadth : https://en.macromicro.me/series/31841/japan-topix-index-200ma-breadth IPO : https://www.pwc.co.uk/services/audit/insights/global-ipo-watch.html Implementation Checklist Verify the following when using: □ Have you collected all Phase 1 data? □ Did you apply each indicator's threshold mechanically? □ Did you keep qualitative evaluation within +5 point limit? □ Are you NOT assigning points based on news article impressions? □ Does your final score align with other quantitative frameworks? Important Principles (Revised) 1. Data > Impressions Ignore "many news reports" or "experts are cautious" without quantitative data. 2. Strict Order: Quantitative → Qualitative Always evaluate in this order: Phase 1 (Data Collection) → Phase 2 (Quantitative) → Phase 3 (Qualitative Adjustment). 3. Upper Limit on Subjective Indicators Qualitative adjustment has a total limit of +5 points. It cannot override quantitative evaluation. 4. "Taxi Driver" is Symbolic Do not readily acknowledge mass penetration without direct recommendations from non-investors. Common Failures and Solutions (Revised) Failure 1: Evaluating Based on News Articles ❌ "Many reports on Takaichi Trade" → Media saturation 2 points ✅ Verify Google Trends numbers → Evaluate with measured values Failure 2: Overreaction to Expert Comments ❌ "Warning of overheating" → Euphoria zone ✅ Judge with measured values of Put/Call, VIX, margin debt Failure 3: Emotional Reaction to Price Rise ❌ 4.5% rise in 1 day → Price acceleration 2 points ✅ Verify position in 10-year distribution → Objective evaluation Failure 4: Judgment Based on Valuation Alone ❌ P/E 17 → Valuation disconnect 2 points ✅ P/E + narrative dependence + other quantitative indicators for comprehensive judgment Recommended Actions by Bubble Stage (REVISED v2.1) Normal (0-4 points) Risk Budget: 100% Continue normal investment strategy Set ATR 2.0× trailing stop Apply stair-step profit-taking rule (+20% take 25%) Short-Selling: Not Allowed Composite conditions not met (0/7 items) Caution (5-7 points) Risk Budget: 70-80% Begin partial profit-taking (20-30% reduction) Tighten ATR to 1.8× Reduce new position sizing by 50% Short-Selling: Not Recommended Wait for clearer reversal signals Elevated Risk (8-9 points) ⚠️ NEW in v2.1 Risk Budget: 50-70% Increase profit-taking (30-50% reduction) Tighten ATR to 1.6× New positions: highly selective, quality only Begin building cash reserves for future opportunities Short-Selling: Consider Cautiously Only after confirming at least 2/7 composite conditions Small exploratory positions (10-15% of normal size) Strict stop-loss (ATR 2.0×) Rationale for NEW phase: This zone represents heightened caution without extreme defensiveness. Market shows warning signs but not imminent collapse. Maintain exposure to quality positions while building flexibility. Euphoria (10-12 points) Risk Budget: 40-50% Accelerate stair-step profit-taking (50-60% reduction) Tighten ATR to 1.5× No new long positions except on major pullbacks Short-Selling: Active Consideration After confirming at least 3/7 composite conditions Small positions (20-25% of normal size) Defined risk only (options, tight stops) Critical (13-15 points) Risk Budget: 20-30% Major profit-taking or full hedge implementation ATR 1.2× or fixed stop-loss Cash preservation mode - prepare for major dislocation Short-Selling: Recommended After confirming at least 5/7 composite conditions Scale in with small positions, pyramid on confirmation Tight stop-loss (ATR 1.5× or higher) Consider put options for defined risk Composite Conditions for Short-Selling (7 Items) Only consider shorts after confirming at least 3 of the following: 1. Weekly chart shows lower highs 2. Volume peaks out 3. Leverage indicators drop sharply (margin debt decline) 4. Media/search trends peak out 5. Weak stocks start to break down first 6. VIX surges (spike above 20) 7. Fed/policy shift signals Output Format Evaluation Report Structure (v2.1)

[Market Name] Bubble Evaluation Report (Revised v2.1)

Overall Assessment

Final Score: X/15 points (v2.1: max reduced from 16)

Phase: [Normal/Caution/Elevated Risk/Euphoria/Critical]

Risk Level: [Low/Medium/Medium-High/High/Extremely High]

Evaluation Date: YYYY-MM-DD

Quantitative Evaluation (Phase 2) | Indicator | Measured Value | Score | Rationale | |

|

|

|

| | Put/Call | [value] | [0-2] | [reason] | | VIX + Highs | [value] | [0-2] | [reason] | | Margin YoY | [value] | [0-2] | [reason] | | IPO Heat | [value] | [0-2] | [reason] | | Breadth | [value] | [0-2] | [reason] | | Price Accel | [value] | [0-2] | [reason] | ** Phase 2 Total: X/12 points **

Qualitative Adjustment (Phase 3) - STRICT CRITERIA ** ⚠️ Confirmation Bias Check: ** - [ ] All qualitative points have measurable evidence - [ ] No double-counting with Phase 2 - [ ] Independent observer would agree

A. Social Penetration (0-1 points)

Evidence: [REQUIRED: Direct user reports with dates/names]

Score: [+0 or +1]

Justification: [Must meet ALL three criteria]

Mainstream Coverage: [REQUIRED: Specific Time covers, TV specials with dates]

Score: [+0 or +1]

Justification: [Must have 5x+ search AND mainstream confirmation]

C. Valuation Disconnect (0-1 points)

P/E Ratio: [Current value]

Fundamental Backing: [Yes/No - if Yes, score = 0]

Narrative Analysis: [REQUIRED: Specific media quotes ignoring fundamentals]

Score: [+0 or +1]

Justification: [Must show fundamentals actively ignored] ** Phase 3 Total: +X/3 points (max reduced from +5 in v2.0) **

Recommended Actions ** Risk Budget: X% ** (Phase: [Normal/Caution/Elevated Risk/Euphoria/Critical]) - [Specific action 1] - [Specific action 2] - [Specific action 3] ** Short-Selling: [Not Allowed/Consider Cautiously/Active/Recommended] ** - Composite conditions: X/7 met - Minimum required: [0/2/3/5] for current phase

Key Changes in v2.1

Stricter qualitative criteria (max +3, down from +5)

Added "Elevated Risk" phase for 8-9 points

Confirmation bias prevention checklist

All qualitative points require measurable evidence
Reference Documents
references/implementation_guide.md
(English) -
RECOMMENDED FOR FIRST USE
Step-by-step evaluation process with mandatory data collection
NG examples vs OK examples
Self-check quality criteria (4 levels)
Red flags during review
Best practices for objective evaluation
references/bubble_framework.md
(Japanese)
Detailed theoretical framework
Explanation of Minsky/Kindleberger model
Behavioral psychology elements
references/historical_cases.md
(Japanese)
Analysis of past bubble cases
Dotcom, Crypto, Pandemic bubbles
Common pattern extraction
references/quick_reference.md
(Japanese)
references/quick_reference_en.md
(English)
Daily checklist
Emergency 3-question assessment
Quick scoring guide
Key data sources
When to Load References
First use or need detailed guidance:
Load
implementation_guide.md
Need theoretical background:
Load
bubble_framework.md
Need historical context:
Load
historical_cases.md
Daily operations:
Load
quick_reference.md
(Japanese) or
quick_reference_en.md
(English)
Summary: Essence of v2.1 Revision
v2.0 Problem (Identified Nov 2025):
Qualitative adjustment too loose (+5 max)
"AI narrative elevated" → +1 point (no data)
"P/E 30.8" → +1 point (double-counting with quantitative)
Result: 11/16 points - overly bearish without evidence
v2.1 Solution:
Qualitative adjustment stricter (+3 max)
"AI narrative elevated" → 0 points (unmeasured)
"P/E 30.8 but AI has fundamental backing" → 0 points (fundamentals support)
Result: 9/15 points - balanced, data-driven assessment
Key Improvements:
Confirmation Bias Prevention
Explicit checklist before adding qualitative points
Measurable Evidence Required
No points without concrete data (Google Trends, media coverage)
Double-Counting Prevention
Valuation must not duplicate Phase 2 quantitative
Granular Risk Phases
Added "Elevated Risk" (8-9 points) for nuanced positioning
Balanced Risk Budgets
9 points = 50-70% (not 40% extreme defensive) Core Principle: "In God we trust; all others must bring data." - W. Edwards Deming 2025 Lesson: Even data-driven frameworks can be undermined by subjective qualitative adjustments. v2.1 requires MEASURABLE evidence for ALL qualitative points. Independent observers must be able to verify each adjustment. Version History: v2.0 (Oct 27, 2025): Mandatory quantitative data collection v2.1 (Nov 3, 2025): Stricter qualitative criteria, confirmation bias prevention, granular risk phases Reason for v2.1 Revision: Prevent over-scoring through unmeasured "narrative" assessments and double-counting. Ensure all bubble risk evaluations are independently verifiable and free from confirmation bias.
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