Cta firehose

Skill ssurmic/claude-investment-skills/cta-firehose

Investment-research skills for Claude Code: top-down macro-aware framework, bilingual EN/CN NL triggers, Telegram alerts (2-min cron + 1-3s webhook). For personal-finance buy-side use (swing/position/LEAPS) — not HFT. See NEXT-STEPS.md for roadmap.

Install

npx -y skills add ssurmic/claude-investment-skills --skill cta-firehose

Assembled from the repository path, not quoted from the project. Check it against their README if it does not work.

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SKILL.md

2.7 KB, as published. Nobody here has run it

CTA Trigger Level Firehose

Daily radar for systematic-flow trigger levels — a public-data replication of the sell-side CTA models (GS Futures Strats / Nomura McElligott style) that drive headlines like "SPX 7230 = first CTA sell trigger".

What it tracks

Signal	Mechanism	Trade meaning
Momentum flip lines (1M/3M/6M/12M)	Price vs N-trading-days-ago close	Cross below = that horizon's trend signal flips negative = mechanical selling tranche
50DMA (±1%)	Bank models' first-trigger zone clusters here	The "7230" type number
20/100/200 DMA	Secondary tranches / long-term line	200DMA break = trend funds flip short
1M/3M realized vol	Vol-control & risk-parity sizing	RV > 20% = mechanical de-risking regardless of direction

Indices: SPX (^GSPC), NDX (^NDX), RTY (^RUT). Edit INDICES in scripts/cta_levels.py to add more (e.g. ES=F, ^SOX).

Why it works

CTA AUM (~$300-400B) runs near-identical multi-horizon momentum models, so trigger levels cluster industry-wide. A simple replication lands within ~0.5% of the bank numbers (validated 2026-06-11: our 50DMA 7195 vs GS first trigger ~7230). Vol-targeting then amplifies: selling → RV up → forced de-leverage → more selling.

Cron

Daily post-close, weekdays (GitHub Actions, .github/workflows/cta-firehose.yml):

21:15 UTC (17:15 ET) — settle prices in, levels for tomorrow

State (scripts/state.json) remembers which side of each trigger every index closed on; a cross since the last run prepends a 🔔 CTA TRIGGER BREACHED banner so the Telegram alert is impossible to miss.

Manual run

# Print only
uv run --with yfinance --with numpy python scripts/cta_levels.py

# Dry-run the Telegram send
TEST_MODE=1 uv run --with yfinance --with numpy python scripts/cta_levels.py --telegram

Reading the alert

🚨 1M动量线 7399 (-0.2%)      ← short-horizon CTA already selling
✅ 50DMA 7195 (+2.7%) ⭐首轮触发区 ← THE level; below = first big tranche
✅ 3M动量线 6781 (+8.9%)       ← second tranche
✅ 200DMA 6868 (+7.5%)        ← trend funds flip short below
RV: 1M 12.6% / 3M 14.9% 🆗    ← >20% = vol-control selling on top

Cross-check against the leaked bank numbers (@Michael_QQQ2025, The Market Ear, ZeroHedge reposts of McElligott) — our lines are the skeleton, theirs add positioning size ($bn per tranche).

Caveats

yfinance index data can lag a day after holidays; the digest prints the close date it used.
This is the price leg only. Bank models add positioning percentile (how much is left to sell) — pair with the Goldman/Nomura leaks for size.
Levels move slowly (a few points/day) but ARE path-dependent; the daily run keeps them honest.