gf-dma-health-index

GF-DMA Health Index

Core Idea

Evaluate whether a stock's current price trend is supported by fundamental speed and moving-average structure.

Use the index to answer:

Is the current price trend supported by revenue growth, profit growth, estimate revisions, and the 20/50/100/200DMA system?

Treat results as research analysis, not investment advice. For latest/current scoring, verify data from current sources before calculating.

Required Inputs

Collect the newest available data before scoring:

• Price/technical data: latest price, 20DMA, 50DMA, 100DMA, 200DMA, ATR20, 5-day price change, and 20/50/100/200-day price changes or historical prices.
• Fundamental data: latest quarterly revenue, EPS, gross margin or gross profit, next-quarter company guidance, consensus revenue/EPS estimates, and 30-day estimate revisions.
• Preferred sources: company IR releases/presentations, earnings calls, Yahoo Finance historical prices/analysis, TradingView technicals/estimates, Barchart technical analysis, Seeking Alpha estimates, Koyfin, FactSet, Bloomberg, TIKR, or Visible Alpha.

For U.S.-listed companies, SEC filings can improve the fundamental side of the score. edgartools is an optional helper for retrieving the latest 10-K, 10-Q, 8-K, XBRL financial statements, filing text, insider transactions, and ownership filings.

If the environment does not already have it, install with pip install edgartools or uv pip install edgartools. The import package is edgar, not edgartools. SEC access requires an identity; set EDGAR_IDENTITY="Name email@example.com" in the environment or call from edgar import set_identity; set_identity("name@example.com") before requests.

Minimal usage pattern:

from edgar import Company

company = Company("AAPL")
financials = company.get_financials()
income = financials.income_statement()
filings = company.get_filings(form="8-K")

Use SEC data for:

• reported quarterly revenue, gross profit, EPS, cash flow, balance sheet, share count, and historical trend baselines
• management language on demand, backlog, pricing, capacity, inventory, customer concentration, and risks
• 8-K earnings releases or guidance disclosures when they contain the newest company-provided numbers

Do not use SEC data for the technical module or revision module. Price, 20/50/100/200DMA, ATR20, 5-day price slope, consensus estimates, and 30-day estimate revisions still require market-data and estimate sources. When SEC data is used, state the filing form and filing date so the user can judge freshness.

If a required field is unavailable, say which field is missing and use the simplified formula only when appropriate.

Calculation Workflow

1. Fundamental Speed

Calculate:

G_f = 0.35G_Revenue + 0.25G_GrossProfit + 0.30G_EPS + 0.10G_Revision

Where:

• G_Revenue = next-quarter revenue guidance / latest-quarter revenue - 1
• G_GrossProfit = next-quarter gross profit / latest-quarter gross profit - 1
• G_EPS = next-quarter EPS guidance / latest-quarter EPS - 1
• G_Revision = 30-day consensus estimate revision

Fallbacks:

• If gross profit or EPS is missing: G_f = 0.5G_Revenue + 0.5G_EPS
• If only revenue guidance is available: G_f = G_Revenue

2. DMA Speed

Calculate quarterly annualized-equivalent moving-average speed for each DMA:

G_DMAx = ((SMA_x(t) - SMA_x(t-k)) / SMA_x(t-k)) * (63 / k)

Use k = 5 or 10 trading days by default. If only price-change data is available, approximate:

DailySlope_x ~= (P_t - P_t-x) / x
G_DMAx ~= DailySlope_x * 63 / P_t

Compute G_DMA20, G_DMA50, G_DMA100, and G_DMA200.

3. Fundamental-DMA Match

Calculate:

R_x = G_DMAx / G_f

Interpret R_50 and R_100 first:

Core DMA emphasis:

4. Price-DMA Divergence

Calculate:

D_x = P_t / SMA_x(t) - 1
Z_x = (P_t - SMA_x) / ATR20

Interpretation:

ATR divergence is asymmetric:

Important: S_Divergence is a valuation-health score, not a pure momentum score. Upward price-DMA divergence lowers the score because the stock is more stretched. Downward divergence raises the score only when fundamental speed and revision confirmation are stable or improving; if fundamentals are deteriorating, downward divergence is trend damage rather than an opportunity.

5. Trend Parallelism / Escape Ratio

Calculate:

EscapeRatio = 5-day price slope / 50DMA daily slope

Interpretation:

6. Revision Confirmation

Score estimate revisions:

Divergence Module Scoring

Use asymmetric scoring for S_Divergence:

When price is below key DMAs, explicitly state whether the lower price is a healthy pullback or a breakdown. The deciding gate is fundamental speed plus revision confirmation.

Final Scoring

Calculate total score out of 100:

HealthScore = 40S_GrowthMatch + 25S_Divergence + 20S_Parallel + 15S_Revision

Module scoring:

Final interpretation:

Mermaid Visualizations

For a full report, include 2-4 Mermaid diagrams when they materially improve comprehension. A short answer or data-limited analysis may use fewer. Do not create a diagram merely to meet a quota.

Prioritize these views:

1. An xychart-beta comparing latest price with 20/50/100/200DMA values, with the source values preserved in the adjacent table.
2. An xychart-beta of the four 0-100 module scores, clearly separated from their percentage weights.
3. A compact flowchart explaining why a below-DMA state is a healthy pullback or a breakdown, using fundamental speed and revision confirmation as the gate.

Apply these rules to every diagram:

• Use fenced mermaid blocks, match the report language, keep node IDs in simple ASCII, and keep labels short.
• Prefer broadly supported flowchart, pie, and stateDiagram syntax. Use xychart-beta, quadrantChart, or timeline only as progressive enhancement and retain the adjacent Markdown table as the fallback.
• Use only evidence and values already stated in the report. Keep price currency, periods, scores, weights, and units consistent with the surrounding tables; never fill missing data for visual completeness.
• Place each diagram beside the analysis it explains and follow it with a one-sentence takeaway. Keep citations, URLs, dates, and detailed caveats outside the diagram.
• Keep a diagram focused: normally no more than 12 nodes or 8 plotted values. Diagrams supplement rather than replace calculations, score tables, caveats, and source trails.

Output Format

Use this structure for every ticker:

# TICKER: GF-DMA Health Index 评分

最终评分：XX / 100
状态：Healthy Momentum / Strong but Watch / Hot but Supported / Damaged / High Risk / Broken

一句话判断：
...

1. 基本面速度
- 最新季度营收：
- 下一季度营收指引：
- 营收 QoQ：
- EPS QoQ：
- 毛利润 QoQ：
- Fundamental Speed：

2. 均线速度匹配
| 均线 | 季度化斜率 | 相对基本面速度 | 判断 |
|---|---:|---:|---|
| 20DMA | | | |
| 50DMA | | | |
| 100DMA | | | |
| 200DMA | | | |

若价格和四条均线数据完整，在表后加入 Mermaid xychart；表格继续作为数值和兼容性回退。

3. 股价-均线背离
| 指标 | 当前背离 | 判断 |
|---|---:|---|
| P / 20DMA - 1 | | |
| P / 50DMA - 1 | | |
| P / 100DMA - 1 | | |
| P / 200DMA - 1 | | |

4. 趋势平行度
- Escape Ratio：
- 判断：

5. 预期上修确认
- 公司指引 vs 市场预期：
- 过去 30 天预期变化：
- 判断：

6. 综合评分
| 模块 | 权重 | 分数 |
|---|---:|---:|
| 基本面速度匹配 | 40% | |
| 股价-均线背离 | 25% | |
| 趋势平行度 | 20% | |
| 预期上修确认 | 15% | |

在表后加入四个模块分数的 Mermaid xychart，不要把模块分数与模块权重混画在同一坐标轴。

结论：
...

当价格位于关键均线下方时，可加入 Mermaid flowchart，展示健康回撤与趋势破坏的判断门槛。

Detailed Reference

Read references/original-framework.md when a task needs the full Chinese framework text, examples, source priority list, or scoring tables in their original form.

When the reference format differs, preserve its analytical intent but follow this SKILL.md's current output and visualization rules.