/technical-briefing

name: technical-briefing
description: Single-name technical briefing — composite trend regime, RSI momentum, MACD cross, key MAs (20/50/200), Bollinger position, ATR as % of price, ADV-bucketed liquidity context — in a sell-side-quality block. Use when the user asks "what does the chart say on NVDA right now?" or "give me a technical read on TSLA." Doesn't predict direction; reads textbook indicators and labels the regime. Requires Stocks Starter.

technical-briefing

One ticker in, one analyst-grade technical read out. The most-asked first question on a single name — "what does the chart look like right now?" — answered with the standard indicator suite (Wilder RSI 14, MACD 12/26/9, Bollinger 20/2σ, ATR 14, SMAs 20/50/200) and a composite trend-regime label that combines them honestly.

This is NOT a prediction. The script reads textbook indicators on the last 252 trading days, labels the trend regime (`bullish_strong`, `bullish_weak`, `bearish_strong`, `bearish_weak`, `neutral`) with explicit reasons, and writes a Take from the actual readings. No hidden alpha, no proprietary model.

When to invoke

• Active trader asking "what's the technical setup on NVDA?"
• Junior analyst building the technicals slide of a single-name brief
• PM sanity-checking a chart-driven entry against the indicator stack
• Anyone who'd otherwise eyeball a TradingView chart for 30 seconds

What you need

• One US ticker
• `MASSIVE_API_KEY` exported

Optional:

• `--lookback-days` (default 252; minimum 60)

What you get back

Two output layers from one run.

**Layer 1: canonical JSON** matching [`output-schema.json`](./output-schema.json). Trend regime + reasons, RSI latest + 5-day average + bucket read, MACD line/signal/histogram + cross status, every MA value + price-vs- MA percent, Bollinger upper/mid/lower + position label + band-width percentile, ATR + ATR/price percent, 30-day ADV + bucket + current spread bps when available.

**Layer 2: rendered briefing block.** Sell-side morning-note voice. Header (ticker + as-of + price + liquidity), trend regime section, momentum section, MACD section, Bollinger section, volatility section, the Take, and the caveats. The Take is computed adaptively from the actual readings — never a hardcoded narrative.

How it works

1. **Pull daily aggs** for the lookback window via `/v2/aggs/ticker/{T}/range/1/day/{from}/{to}?adjusted=true`. Overshoots calendar days by 1.6x to cover weekends/holidays, then trims to the last `lookback_days` sessions. 2. **Pull a snapshot** via `/v2/snapshot/locale/us/markets/stocks/tickers/{T}` for current bid/ask/spread. Failure here is non-fatal — spread is optional. 3. **Compute indicators** with the shared `lib.quant_garage.technicals` helpers. No reimplementation: `sma`, `ema`, `rsi`, `macd`, `bollinger`, `atr` all come from one place so a methodology change in one helper updates every skill that reads them. 4. **Classify the trend regime** as a composite read of stacked-MA structure, MACD sign, and RSI bucket. See [`references/trend-regime.md`](./references/trend-regime.md). 5. **Classify momentum** from the RSI bucket (oversold / weak / neutral / firm / overbought). 6. **Classify Bollinger position** by the price's percentile within the band (above_upper, near_upper, mid_range, near_lower, below_lower). 7. **Bucket liquidity** by 30-day average dollar volume (thin <$1M, medium <$50M, liquid <$500M, mega ≥$500M). 8. **Build the Take adaptively.** A small `(regime, momentum)` map provides the closing sentence; the rest reads the actual numbers. See [`references/rendering.md`](./references/rendering.md).

Foundations used

• [`massive-api-patterns`](../massive-api-patterns) for REST auth and

the snapshot-resolution conventions.

Output mode: note

A sell-side morning-note block is the right canvas for "tell me what the chart says on this name." Section headers, indicator values, a two-sentence read per indicator, the Take. No table — one ticker doesn't warrant rows.

Endpoints used

• `GET /v2/aggs/ticker/{ticker}/range/1/day/{from}/{to}?adjusted=true`

Daily aggregates over the lookback window. One call per run.

• `GET /v2/snapshot/locale/us/markets/stocks/tickers/{ticker}`

Current bid/ask for the spread read. One call per run. Optional.

Verify endpoint paths against current docs at massive.com/docs before shipping; field names and versions shift.

Doesn't handle (yet)

• **Intraday timeframes.** Daily bars only. A 5m / 15m / 1h variant

would slot in cleanly: same indicator code, swap the aggregate resolution.

• **Multi-timeframe alignment.** The trend regime is a single-

timeframe read. A higher-timeframe overlay (weekly trend + daily momentum) is the natural v2.

• **Event-aware vol.** ATR is backward-looking. It does not anticipate

earnings prints, FDA decisions, or macro releases. Flagged in `tier_caveats`; pair with `earnings-drilldown` for catalyst-aware vol.

• **Pattern detection.** No flags / triangles / heads-and-shoulders.

Standard indicator-only read. Pattern recognition is a separate problem; the methodology references explain why we don't pretend otherwise.

These are clean PR extensions. The output schema reserves space for each so adding them later doesn't break consumers.