Market Breadth Analyzer Skill Skill

Market Breadth Analyzer Skill

Purpose

Quantify market breadth health using a data-driven 6-component scoring system (0-100). Uses TraderMonty's publicly available CSV data to measure how broadly the market is participating in a rally or decline.

Score direction: 100 = Maximum health (broad participation), 0 = Critical weakness.

No API key required - uses freely available CSV data from GitHub Pages.

When to Use This Skill

English:

User asks "Is the market rally broad-based?" or "How healthy is market breadth?"
User wants to assess market participation rate
User asks about advance-decline indicators or breadth thrust
User wants to know if the market is narrowing (fewer stocks participating)
User asks about equity exposure levels based on breadth conditions

Japanese:

「マーケットブレッドスはどうですか？」「市場の参加率は？」
「上昇は広がっている？」「一部の銘柄だけの上昇？」
ブレッドス指標に基づくエクスポージャー判断
市場の健康度をデータで確認したい

Prerequisites

Python 3.8+ with requests library (for fetching CSV data)
Internet access to reach GitHub Pages URLs
No API keys required - uses freely available public CSV data

Difference from Breadth Chart Analyst

| Aspect | Market Breadth Analyzer | Breadth Chart Analyst | |--------|------------------------|----------------------| | Data Source | CSV (automated) | Chart images (manual) | | API Required | None | None | | Output | Quantitative 0-100 score | Qualitative chart analysis | | Components | 6 scored dimensions | Visual pattern recognition | | Repeatability | Fully reproducible | Analyst-dependent |

Execution Workflow

Phase 1: Execute Python Script

Run the analysis script:

python3 skills/market-breadth-analyzer/scripts/market_breadth_analyzer.py \
  --detail-url "https://tradermonty.github.io/market-breadth-analysis/market_breadth_data.csv" \
  --summary-url "https://tradermonty.github.io/market-breadth-analysis/market_breadth_summary.csv"

The script will:

Fetch detail CSV (~2,500 rows, 2016-present) and summary CSV (8 metrics)
Validate data freshness (warn if > 5 days old)
Calculate all 6 component scores (with automatic weight redistribution if any component lacks data)
Generate composite score with zone classification
Track score history and compute trend (improving/deteriorating/stable)
Output JSON and Markdown reports

Phase 2: Present Results

Present the generated Markdown report to the user, highlighting:

Composite score and health zone
Strongest and weakest components
Recommended equity exposure level
Key breadth levels to watch
Any data freshness warnings

6-Component Scoring System

| # | Component | Weight | Key Signal | |---|-----------|--------|------------| | 1 | Breadth Level & Trend | 25% | Current 8MA level + 200MA trend direction + 8MA direction modifier | | 2 | 8MA vs 200MA Crossover | 20% | Momentum via MA gap and direction | | 3 | Peak/Trough Cycle | 20% | Position in breadth cycle | | 4 | Bearish Signal | 15% | Backtested bearish signal flag | | 5 | Historical Percentile | 10% | Current vs full history distribution | | 6 | S&P 500 Divergence | 10% | Multi-window (20d + 60d) price vs breadth divergence |

Weight Redistribution: If any component lacks sufficient data (e.g., no peak/trough markers detected), it is excluded and its weight is proportionally redistributed among the remaining components. The report shows both original and effective weights.

Score History: Composite scores are persisted across runs (keyed by data date). The report includes a trend summary (improving/deteriorating/stable) when multiple observations are available.

Health Zone Mapping (100 = Healthy)

| Score | Zone | Equity Exposure | Action | |-------|------|-----------------|--------| | 80-100 | Strong | 90-100% | Full position, growth/momentum favored | | 60-79 | Healthy | 75-90% | Normal operations | | 40-59 | Neutral | 60-75% | Selective positioning, tighten stops | | 20-39 | Weakening | 40-60% | Profit-taking, raise cash | | 0-19 | Critical | 25-40% | Capital preservation, watch for trough |

Data Sources

Detail CSV: market_breadth_data.csv

~2,500 rows from 2016-02 to present
Columns: Date, S&P500_Price, Breadth_Index_Raw, Breadth_Index_200MA, Breadth_Index_8MA, Breadth_200MA_Trend, Bearish_Signal, Is_Peak, Is_Trough, Is_Trough_8MA_Below_04

Summary CSV: market_breadth_summary.csv

8 aggregate metrics (average peaks, average troughs, counts, analysis period)

Both are publicly hosted on GitHub Pages - no authentication required.

Output Files

JSON: market_breadth_YYYY-MM-DD_HHMMSS.json
Markdown: market_breadth_YYYY-MM-DD_HHMMSS.md
History: market_breadth_history.json (persists across runs, max 20 entries)

Reference Documents

`references/breadth_analysis_methodology.md`

Full methodology with component scoring details
Threshold explanations and zone definitions
Historical context and interpretation guide

When to Load References

First use: Load methodology reference for framework understanding
Regular execution: References not needed - script handles scoring

Agent Skills: Market Breadth Analyzer Skill

Install this agent skill to your local

Skill Files