tradermonty/claude-trading-skills

news-reaction-failure-analyzer

Judge whether a market FAILED to react to news favorable to a crowded speculative position — step 2 of Jason Shapiro's COT contrarian process.

Quelltext ansehen

Verwendung

  1. Installationsbefehl kopieren und das Quellpaket vor der Installation in der eigenen Agentenumgebung prüfen.
  2. Benötigte Werkzeuge, Zugangsdaten und Hosts im Original prüfen.
  3. Eingabe und gewünschtes Ergebnis beschreiben und die Ausgabe mit den Quellen abgleichen.
npx skills add https://github.com/tradermonty/claude-trading-skills --skill news-reaction-failure-analyzer

Vor dem Start

  • Die Installation umfasst weder Modellabo noch API-Kontingent oder Dateizugriffsrechte.
  • Sterne und Installationen zeigen Aktivität, keine unabhängige Qualitäts- oder Sicherheitsprüfung.
Originales Skill-Dokument

Aus dem Quell-Repository gerendert; Überschriften, Beispiele, Code, Tabellen, Links und Bilder bleiben erhalten.

News Reaction Failure Analyzer

Overview

Implements step 2 of Jason Shapiro's COT contrarian process: once a market is flagged as crowded (cot-contrarian-detector, step 1), check whether it FAILED to react to news that should have rewarded the crowd. A crowded-long market that doesn't rally on genuinely bullish news, or a crowded-short market that doesn't sell off on genuinely bearish news, is the core behavioral tell that the crowd has run out of buying/selling power — this is the confirmation step that turns "crowded" into a contrarian setup candidate (steps 3-5, still manual: price-action confirmation, entry, exit).

Why this isn't a naive failure-ratio check: an earlier design flagged "news failure" whenever fewer than half the relevant events "responded" — but under pure noise, roughly 69% of individual events fail to respond by chance, so that rule would CONFIRM on random noise 48-83% of the time depending on sample size. This skill instead requires the market to have moved significantly against the crowd's favorable news (a drift- significance test with a Monte-Carlo-verified null false-positive bound), never merely "didn't respond enough." See references/news-failure-patterns.md for the full statistical rationale.

When to Use This Skill

English:

  • "Did the market shrug off [event] even though [asset] is crowded long/short?"
  • "Run a news-failure check on [symbol]"
  • "Is [symbol] confirmed for a Shapiro-style contrarian setup?"
  • After cot-contrarian-detector flags a market CROWDEDLONG / CROWDEDSHORT

and the user wants to move to step 2

Japanese:

  • 「この市場は好材料に反応しなかった?」
  • 「COTで偏っているこの銘柄のニュース失敗を確認して」

Do NOT use when:

  • The market isn't crowded (NEUTRAL classification) — this skill refuses

fail-closed without an explicit --direction override

  • No curated events JSON exists yet — WebSearch must run first (Phase 2

below); never fabricate events or URLs to get a verdict

Prerequisites

  • FMP API Key: Required. Set FMP_API_KEY or pass --api-key. Used

for price data only (stable/historical-price-eod/light) — coverage varies by symbol; see references/price-source-map.md.

  • Python 3.9+ with requests installed.
  • WebSearch access to curate the events JSON (Phase 2). Skill degrades

gracefully without it (states the limitation; never fabricates events).

  • Optional: a cot-contrarian-detector JSON report (--detector-json)

to auto-resolve symbol + direction, or supply --direction explicitly.

Workflow

Phase 1: Obtain symbol + direction

From a cot-contrarian-detector report (--detector-json, symbol looked up in markets[]) or directly from the user (--symbol + --direction). A NEUTRAL classification, a symbol missing from the report, or a report older than --max-detector-age-days (default 10) all refuse fail-closed with a specific reason — only an explicit --direction overrides.

Phase 2: Curate the events JSON via WebSearch

Search news in the evaluation window (--window-days, default 10) using the 4-tier source hierarchy (issuer/primary → SEC/official stats → wire → portal — see references/news-failure-patterns.md). Write findings into an events JSON from references/news-failure-patterns.md's template — event, event_time (ISO8601 with explicit UTC offset), source_url, source_tier, expected_impact (BULLISH/BEARISH) per event.

Never fabricate events or URLs. WebSearch unavailable → state it explicitly; proceed without an events JSON only if the user accepts an INSUFFICIENT_EVIDENCE result (reason no_events_provided) — the CLI never raises an exception for a missing events file, it always exits 0 with a documented reason.

Phase 3: Run the CLI

bash
python3 skills/news-reaction-failure-analyzer/scripts/analyze_news_reaction.py \
  --symbol B6 --detector-json reports/cot_crowding_2026-07-12.json \
  --events-json reports/nrf_events_B6_2026-07-12.json \
  --output-dir reports/

The script fetches the price series (documented fallback chain — futures symbol first, ETF proxy if 402/restricted or rows == 0; see references/price-source-map.md), computes effective dates / returns / z-scores per event, clusters events whose 3-trading-day windows overlap (independence guard), and synthesizes the verdict.

Phase 4: Present verdict + handoff

Present the verdict, aggregate stats (drift_stat, responded_ratio), and the evidence table (per-event returns/z-scores/reaction labels, with any dropped_events reasons shown — never silently hidden). If a proxy (run_context.proxy_used) was used, note the tracking-error caveat.

Emit a handoff block for contrarian-setup-gate (#241, not yet built):

json
{"news_failure": {"verdict": "CONFIRMED", "confidence": "HIGH", "report_path": "reports/nrf_B6_2026-07-12.json"}}

Output

  • JSON: reports/nrf_<symbol>_<as-of-date>.json — schema_version,

symbol, direction, expected_direction, actual_reaction (FAILED_TO_RALLY/FAILED_TO_SELL_OFF/RALLIED/SOLD_OFF/ MIXED_REACTION/NO_DATA), verdict, confidence, relevant_events_used, aggregate (meanz3/driftstat/respondedratio), `evidence[]`, `droppedevents[], run_context`.

  • Markdown: reports/nrf_<symbol>_<as-of-date>.md — human-readable

verdict, aggregate stats, evidence table, dropped-events table, proxy caveat (if used), and methodology footnote.

Guardrails

  • CONFIRMED is not a trade signal. It confirms step 2 of 5 — price-

action confirmation (step 3), entry (step 4), and exit (step 5) are still manual and still required before any position.

  • INSUFFICIENT_EVIDENCE never advances the pipeline. Fewer than

--min-events (default 3) usable relevant event clusters, a missing detector report, or a detector vintage (data_date) that's missing, unparsable, dated after --as-of, or older than --max-detector-age-days (stale), a NEUTRAL classification without an explicit override, or no working price source all produce this verdict — never a crash, never a forced call on inadequate data.

  • COT publication lag. COT data is 3-9 days old by the time it's read

(see cot-contrarian-detector); news-failure evidence should be read in that context, not as same-day confirmation.

  • Counter-direction events are context only — shown in the evidence

table but excluded from the verdict (only events whose expected_impact matches the crowd's expected_direction count).

  • Proxy-based prices are noted, not hidden. When an ETF proxy was used

(run_context.proxy_used), the report says so — tracking error, expense drag, and roll-timing differences make the reaction-direction read approximate, not exact.

  • Residual statistical risk under extreme correlation. The verdict's

null false-CONFIRMED rate is hard-verified under i.i.d. noise (<8%) and under a realistic residual-correlation stress (AR(1) ρ=0.1, <10%). Under an intentionally extreme correlation stress (lag-1 ρ=0.3 across non-clustered event windows — roughly 10x liquid-futures empirical autocorrelation), the measured null rate rises to ~11-13%. This is a documented v1 limitation, not a silent gap — see references/news-failure-patterns.md for the full numbers. Users who want the stricter <10% margin even under that stress can pass --drift-z 1.75 (at the cost of missing some genuine news-failure signals, not just noise).

  • Not investment advice. Research/educational purposes only.

Resources

references/news-failure-patterns.md

Full methodology: what qualifies as a relevant event, the 4-tier source hierarchy, worked examples, the events-JSON curation guide + template, and the verdict-threshold rationale (why drift-significance, not a naive ratio; the Monte-Carlo-verified null bounds).

references/price-source-map.md

Per-market price-source fallback chain, verified/402/0-rows status (live- probed at implementation time), ETF-proxy caveats, and markets with no viable source (documented no_price_source cases: VX, ZQ, HO, all agri on this key).

When to Load References

  • First use / explaining the methodology: Load

references/news-failure-patterns.md

  • Explaining why a market has no verdict (no_price_source): Load

references/price-source-map.md

  • Regular execution: References not needed for the CLI itself — needed

for Phase 2 (events curation) and for explaining results to the user

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