Detects Follow-Through Day (FTD) signals for market bottom confirmation using William O'Neil's methodology. Dual-index tracking (S&P 500 + NASDAQ) with state machine for rally attempt, FTD qualification, and post-FTD health monitoring. Use when user asks about market bottom signals, follow-through days, rally attempts, re-entry timing after corrections, or whether it's safe to increase equity exposure. Complementary to market-top-detector (defensive) - this skill is offensive (bottom confirmation).
70
86%
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Low
Low-risk findings worth noting
Low
Low-risk findings.
1 low severity finding. Worth noting, but not necessarily harmful.
The skill exposes the agent to untrusted, user-generated content from public third-party sources, creating a risk of indirect prompt injection. This includes browsing arbitrary URLs, reading social media posts or forum comments, and analyzing content from unknown websites.
The required workflow runs `scripts/ftd_detector.py`, which fetches index OHLCV/quote data from an external public API (FMP) and then renders that third-party-derived data into a Markdown report returned/presented to the user, which is then ingested into the agent’s LLM context as free-form report text (indirect prompt-injection surface).
62a1635
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