/parabolic-short-trade-planner

name: parabolic-short-trade-planner
description: Screen US equities for parabolic exhaustion patterns and generate conditional pre-market short plans, then evaluate intraday trigger fires from live 5-min bars. Phase 1 daily 5-factor scorer (MA extension / acceleration / volume climax / range expansion / liquidity), Phase 2 per-candidate plans for ORL break / first-red 5-min / VWAP fail with explicit borrow / SSR / manual-confirmation gating, Phase 3 one-shot intraday FSM that detects trigger fires and resolves concrete share counts. Covers Phase 1 + Phase 2 + Phase 3.

Overview

Generate Qullamaggie-style Parabolic Short watchlists and conditional pre-market plans for US equities. The skill never sends orders. It emits JSON + Markdown that a human reviews against their broker before entry.

Three phases:

• **Phase 1 (`screen_parabolic.py`)**: pulls EOD bars + company profile

from FMP, applies hard invalidation rules (mode-aware), scores survivors on 5 factors (weights 30/25/20/15/10), and assigns A/B/C/D grades.

• **Phase 2 (`generate_pre_market_plan.py`)**: takes the Phase 1 JSON,

filters by `--tradable-min-grade` (default `B`), checks Alpaca short inventory (or `ManualBrokerAdapter`), evaluates SEC Rule 201 SSR state from the inherited prior-day close, and renders three trigger plans per candidate.

• **Phase 3 (`monitor_intraday_trigger.py`)**: reads the Phase 2 plan,

fetches 5-min bars (Alpaca live or fixture), walks each plan's FSM forward by one step, persists per-plan state, and writes an `intraday_monitor` JSON with `state`, `entry_actual`, `stop_actual`, and `shares_actual` (when triggered). One-shot — trader runs it every 1–5 min via `watch` or cron; replay-deterministic so re-runs are byte-identical.

When to Use

Invoke this skill when the user wants to:

• Build a daily Parabolic Short watchlist from S&P 500 (or a custom CSV).
• Translate a watchlist into pre-market trade plans with explicit

borrow / SSR / state-cap gating.

• Audit a candidate's blocking vs advisory manual-confirmation reasons

before placing an order at Alpaca.

Do NOT invoke for:

• Long-side momentum screening — use vcp-screener or canslim-screener.
• 1-minute / sub-minute intraday signals — Phase 3 evaluates 5-min

bars only.

• Live order routing — this skill is detection-only by design;

Phase 3 emits a `triggered` state with concrete entry/stop/share count, but the trader fires the order manually.

Workflow

Phase 1 — daily screener

1. Confirm `FMP_API_KEY` is set (env var or `--api-key`). 2. Run with the safer-by-default mode:

   python3 skills/parabolic-short-trade-planner/scripts/screen_parabolic.py \
     --mode safe_largecap --as-of 2026-04-30 --output-dir reports/

3. Inspect `reports/parabolic_short_<date>.md` — the watchlist is grouped by grade (A→D). 4. Promote interesting names to Phase 2.

For small-cap blow-offs, switch to `--mode classic_qm` (looser market cap and ADV floors, higher 5-day ROC threshold).

For testing without the API, run `--dry-run --fixture <path>` against a JSON fixture (one is shipped at `scripts/tests/fixtures/dry_run_minimal.json`).

Phase 2 — pre-market plan generator

1. Optional: set `ALPACA_API_KEY` / `ALPACA_SECRET_KEY` for live borrow checks. Without them the planner falls back to `ManualBrokerAdapter`, which marks every candidate as `borrow_inventory_unavailable` / `plan_status: watch_only`. 2. Run:

   python3 skills/parabolic-short-trade-planner/scripts/generate_pre_market_plan.py \
     --candidates-json reports/parabolic_short_2026-04-30.json \
     --account-size 100000 --risk-bps 50 --output-dir reports/

3. Output: `reports/parabolic_short_plan_<date>.json`. Each plan contains three entry plans (5min ORL break, first red 5-min, VWAP fail) with `entry_hint` / `stop_hint` formula strings (no baked-in shares — the trader computes shares at trigger time from the `shares_formula`).

Phase 3 — intraday trigger monitor

1. Confirm `ALPACA_API_KEY` / `ALPACA_SECRET_KEY` are set (Phase 3 uses Alpaca market data; `data.alpaca.markets` works for both paper and live accounts). 2. During US regular session, run one-shot per cadence — typical is every 60 s during the first 30 min, then every 5 min:

   python3 skills/parabolic-short-trade-planner/scripts/monitor_intraday_trigger.py \
     --plans-json reports/parabolic_short_plan_2026-05-05.json \
     --bars-source alpaca \
     --state-dir state/parabolic_short/ \
     --output-dir reports/

Or wrap in `watch -n 60 'python3 ...'` / cron. 3. Output: `reports/parabolic_short_intraday_<date>.json` lists every monitored plan with `state` (`armed` / `triggered` / `invalidated` / FSM-specific), bar-derived transition timestamps, and `size_recipe_resolved` (concrete `shares_actual`) when triggered. 4. For testing without the API, use `--bars-source fixture --bars-fixture <path>` against a JSON fixture (`scripts/tests/fixtures/intraday_bars/`).

Phase 3 trigger detection is not an order instruction. Before any manual short entry, confirm borrow/locate availability, SEC Rule 201 SSR state, broker short-sale controls, and the broker's current intraday margin or day-trading controls. FINRA replaced the old pattern-day-trader day-count and $25,000 minimum-equity requirements with intraday margin standards effective 2026-06-04, with broker phase-in allowed through 2027-10-20.

Phase 3 is **idempotent**: each run replays the full session bars from open up to `now_et` (or `--now-et` override), so re-running during the same minute produces the same state. `prior_state` is used only for diff/notification display; it never advances the FSM.

Reviewing a plan before entry

Read three top-level fields per ticker:

• `plan_status`: `actionable` (manual gates can be cleared) or

`watch_only` (hard blockers — borrow unavailable or SSR active).

• `blocking_manual_reasons`: must