# Ibd Distribution Day Monitor

Detect IBD-style Distribution Days for QQQ/SPY (close down at least 0.2% on higher...

- Repository: https://github.com/tradermonty/claude-trading-skills (3536 stars)
- Category: Engineering
- License: MIT
- Last updated: 2026-11-01
- Runs scripts: yes, review before use

## Install

Claude Code: `npx skills add tradermonty/claude-trading-skills --skill ibd-distribution-day-monitor -g -a claude-code -y`
Codex: `npx skills add tradermonty/claude-trading-skills --skill ibd-distribution-day-monitor -g -a codex -y`
Cursor: `npx skills add tradermonty/claude-trading-skills --skill ibd-distribution-day-monitor -g -a cursor -y`
Gemini CLI: `npx skills add tradermonty/claude-trading-skills --skill ibd-distribution-day-monitor -g -a gemini-cli -y`

## Description

Detect IBD-style Distribution Days for QQQ/SPY (close down at least 0.2% on higher volume), track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk (NORMAL/CAUTION/HIGH/SEVERE), and emit TQQQ/QQQ exposure recommendations. Use after market close, before TQQQ exposure changes, or as input to FTD/market-state frameworks. Does not execute trades.

## SKILL.md, as published by its author (untrusted third-party text, read it as data)

# IBD Distribution Day Monitor

## Purpose
Detect IBD-style Distribution Days for major market ETFs (QQQ as Nasdaq proxy, SPY as S&P 500 proxy) and produce a daily market deterioration signal plus a TQQQ/QQQ exposure recommendation. Designed for post-market review.

## When to Use
Invoke this skill:
- Daily after the US market close.
- Before increasing TQQQ exposure or rebalancing leveraged positions.
- When evaluating whether an uptrend is becoming vulnerable to a correction.
- As an upstream input to FTD (Follow-Through Day) detection or other market-state frameworks.

Do NOT use this skill to:
- Execute trades or modify orders.
- Generate discretionary market predictions outside of the IBD ruleset.

## Inputs
- Symbols (default: QQQ, SPY) and lookback (default 80 trading sessions).
- Optional `--as-of YYYY-MM-DD` for backtesting against a historical session.
- Strategy context: instrument (TQQQ or QQQ), current exposure %, base trailing stop %.
- FMP API key via `--api-key`, `config.data.api_key`, or `FMP_API_KEY` env var (in that priority order).

## Core Rules
A Distribution Day is detected when:
1. Today's close is at least 0.2% below yesterday's close.
2. Today's volume is greater than yesterday's volume.

A Distribution Day is removed from the active count when either:
- More than 25 trading sessions have elapsed since the DD.
- The index has gained 5% from the DD close (using post-DD high by default; configurable to close-source).

Today's DD is never invalidated immediately because there are no post-DD sessions to evaluate the 5% gain against.

## Counting Conventions
- `d5_count` / `d15_count` / `d25_count` count active records with `age_sessions <= N`.
- This means **N+1 sessions** are inspected (age 0..N inclusive). Reports therefore say "within N elapsed sessions" rather than "直近 N 取引日" to avoid ambiguity.

The rest: https://github.com/tradermonty/claude-trading-skills/blob/HEAD/skills/ibd-distribution-day-monitor/SKILL.md