AlphaGBM Market Sentiment Dashboard
Aggregates market-wide sentiment indicators into a single dashboard, classifying the current regime to guide your trading stance.
What This Skill Does
| Indicator | Description |
|---|---|
| VIX Level + Percentile | Current VIX value and its rank over the past year (e.g., 85th percentile = elevated fear) |
| Put/Call Ratio | Equity and index P/C ratios — high values signal fear, low values signal complacency |
| Fear & Greed Index | Composite score (0-100) combining multiple sentiment inputs |
| Market Breadth | Advance/decline ratio and new highs vs new lows — measures participation |
| Sector Rotation Stage | Which sectors are leading/lagging, mapped to the economic cycle |
| Regime Classification | Overall assessment: risk-on, risk-off, or neutral with confidence level |
How to Use
Input: A market sentiment query (no ticker required, or specify VIX/SPX for focused analysis).
Output:
- Sentiment dashboard with all indicators and their current readings
- Historical context: where each indicator sits relative to the past 1 year
- Current regime classification (risk-on / risk-off / neutral) with confidence %
- Sector rotation map: early cycle, mid cycle, late cycle, or recession positioning
- Actionable interpretation: what the current sentiment means for options trading
Example Queries:
market sentiment— Full dashboard with all indicatorsis the market fearful— Quick fear/greed assessmentVIX analysis— Deep dive on VIX level, term structure, and percentileput call ratio— Equity and index put/call with historical contextmarket breadth— Advance/decline, new highs/lows, participation analysissector rotation— Which sectors are leading and what cycle stage we are in
Mock Data
Mock data files are located in mock-data/market-sentiment/ and include:
sentiment-dashboard.json— Full dashboard snapshot with all indicatorsvix-history.json— VIX time series with percentile rankssector-rotation.json— Sector performance and cycle classification
API Endpoint
GET /api/analytics/market-sentiment
Query parameters:
indicators(string, default "all") — Comma-separated list: "vix", "pcr", "fear_greed", "breadth", "rotation"lookback_days(int, default 252) — Historical period for percentile calculations
Response fields: vix, put_call_ratio, fear_greed_index, breadth, sector_rotation, regime, regime_confidence
Related Skills
| Skill | Relevance |
|---|---|
| alphagbm-stock-analysis | Individual stock analysis informed by market regime |
| alphagbm-unusual-activity | Unusual flow patterns that contribute to sentiment signals |
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