Agent skill · data analytics · tradermonty
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. Consumes a cot-contrarian-detector report (or an explicit direction) plus a Claude-curated events JSON, fetches the underlying price series with a documented fallback chain, and produces a fail-closed CONFIRMED / NOT_CONFIRMED / INSUFFICIENT_EVIDENCE verdict using a statistically validated drift-significance test (not a naive failure-ratio, which false-confirms on pure noise). Generic beyond COT — reusable for PEAD and macro-crowding news-failure checks. Use when the user asks to check news-failure confirmation, whether a crowded market "shrugged off" good/bad news, or wants to run Shapiro step 2 on a CROWDED_LONG/CROWDED_SHORT market.
Why this skill is useful
Adds a statistically validated drift-significance test for analyzing market reactions to news, which is not commonly found in generic financial analysis tools.
What it needs
Requires python installed locally. Requires fmp account access. About 5k tokens when loaded. Last updated 2026-08-06. 2,581 stars on the source repository.
What this skill does
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 FMPAPIKEY or pass --api-key. …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills tradermonty/news-reaction-failure-analyzer