analyze-retail-inverse-etf-allocation

analyze-retail-inverse-etf-allocation is a skill for Claude Code, Codex from fatfingererr/macro-skills. It costs 66 tokens per session (1,928 once invoked), scanned A, original, MIT.

A workflow for studying stock-market downside risk using the trading volume of leveraged inverse ETFs compared with leveraged long ETFs. An inverse ETF is designed to move opposite an index, while a leveraged ETF seeks amplified daily moves.

In plain words
What is it for?
Use it to download market data, calculate the short-position proxy, find unusual readings, study similar past events, and produce charts and forward-risk statistics for U.S. equity markets.
Why use it?
It turns retail traders’ relative use of bearish and bullish ETFs into a risk indicator, then compares extreme readings with historical market outcomes.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to download market data, calculate the short-position proxy, find unusual readings, study similar past events, and produce charts and forward-risk statistics for U.S. equity markets.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/fatfingererr/macro-skills/analyze-retail-inverse-etf-allocation
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add fatfingererr/macro-skills --skill analyze-retail-inverse-etf-allocation
Clone the repo
git clone --depth 1 https://github.com/fatfingererr/macro-skills

Made for: Claude Code, Codex.

Its marketplace also offers this one on its own, as the plugin analyze-retail-inverse-etf-allocation/plugin install analyze-retail-inverse-etf-allocation after adding the marketplace above.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for analyze-retail-inverse-etf-allocation

README.md
[![agentmods](https://agentmods.dev/badge/skills/fatfingererr/macro-skills/analyze-retail-inverse-etf-allocation/github.svg)](https://agentmods.dev/skills/fatfingererr/macro-skills/analyze-retail-inverse-etf-allocation)
Your own site
<a href="https://agentmods.dev/skills/fatfingererr/macro-skills/analyze-retail-inverse-etf-allocation"><img src="https://agentmods.dev/badge/skills/fatfingererr/macro-skills/analyze-retail-inverse-etf-allocation/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for analyze-retail-inverse-etf-allocation

Your own site · 80×15
<a href="https://agentmods.dev/skills/fatfingererr/macro-skills/analyze-retail-inverse-etf-allocation"><img src="https://agentmods.dev/badge/skills/fatfingererr/macro-skills/analyze-retail-inverse-etf-allocation.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 66 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,928 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00066 $0.01928
Opus 5 $0.00033 $0.00964
Sonnet 5 $0.00013 $0.00386
Haiku 4.5 $0.00007 $0.00193

Measured 11d ago against content hash 4c4f6162eea2, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

analyze-retail-inverse-etf-allocation scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 11d ago.

The scan reads SKILL.md. This mod also ships 2 executable files (scripts/inverse_etf_analyzer.py, scripts/visualize_allocation.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/analyze-retail-inverse-etf-allocation/SKILL.md · 146 lines

What it actually says

<essential_principles> 散戶槓桿反向 ETF 做空配置分析 核心原則

步驟

  1. 下載反向/正向槓桿 ETF 與基準指數的 OHLCV 資料
  2. 計算美元成交量比率(或 AUM proxy)作為做空配置指標
  3. 以滾動分位數標準化,偵測極低做空配置事件
  4. 找出歷史類比事件,計算前瞻風險統計
  5. 產生結論與圖表

不適用情境

  • 非美股市場(ETF 標的不同)
  • 極短期日內交易擇時
  • 機構級避險策略監控(本指標偏散戶行為)

<quick_start> 快速開始

# 安裝依賴
pip install yfinance pandas numpy matplotlib

# 完整分析(預設參數)
python scripts/inverse_etf_analyzer.py --start 2012-01-01 --end 2026-02-01

# 快速檢查當前狀態
python scripts/inverse_etf_analyzer.py --start 2012-01-01 --end 2026-02-01 --quick

# 自訂 ETF 清單
python scripts/inverse_etf_analyzer.py --start 2012-01-01 --end 2026-02-01 \
  --inverse SPXU SDS SH --long UPRO SSO SPY

</quick_start>

  1. 完整分析 - 計算做空配置比率、偵測極端值、事件研究、前瞻風險統計
  2. 視覺化 - 產生 SPX + 做空配置 + 事件標記圖表
  3. 歷史事件對照 - 列出歷史上做空配置極低的事件及後續市場表現
  4. 快速檢查 - 僅查看當前做空配置狀態與分位數

等待回應後再繼續。

讀取工作流程後,請完全遵循其步驟。

<reference_index> 參考文件 (references/)

文件 內容
methodology.md 做空配置比率計算方法、分位數標準化、事件研究框架
data-sources.md 資料來源說明(Yahoo Finance ETF OHLCV)、fallback、授權
input-schema.md 所有輸入參數定義、型別、預設值、驗證規則
</reference_index>

<workflows_index>

Workflow Purpose
analyze.md 完整分析工作流(資料取得→指標計算→事件偵測→風險統計→結論生成)
visualize.md 圖表生成工作流(SPX + 做空配置雙軸圖 + 事件垂直線)
historical-episodes.md 歷史事件對照工作流(列出過去觸發事件與後續表現)
</workflows_index>

<templates_index>

Template Purpose
output-json.md JSON 輸出模板(程式/儀表板消費)
output-markdown.md Markdown 輸出模板(人類閱讀/社群分享)
</templates_index>

<scripts_index>

Script Purpose
inverse_etf_analyzer.py 主分析腳本:資料取得、指標計算、事件偵測、風險統計
visualize_allocation.py 視覺化腳本:雙軸圖表生成
</scripts_index>

<success_criteria> Skill 成功執行時:

  • 成功下載所有指定 ETF 的 OHLCV 資料
  • 計算出做空配置比率(short_alloc)與分位數
  • 偵測出歷史觸發事件(若存在)
  • 計算每次事件的前瞻風險統計
  • 產生 JSON + Markdown 結論輸出
  • 結論包含 caveat(風險分布訊號,非擇時工具) </success_criteria>

<examples_index> 範例輸出 (examples/)

文件 內容
sample_output.json 完整分析的 JSON 範例輸出
</examples_index>
Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 11d ago First seen · 146 lines · 66 tokens per session scan A 4c4f6162eea2

Subscribe to this mod's changes

analyze-retail-inverse-etf-allocation is a skill published in the GitHub repository fatfingererr/macro-skills (3 stars, last pushed 7mo ago), licensed MIT. It adds 66 tokens to every session and 1,928 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-31.

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