Individual skill

us-market-bubble-detector

Evaluates market bubble risk through quantitative data-driven analysis using the revised Minsky/Kindleberger framework v2.1. Prioritizes objective metrics (Put/Call, VIX, margin debt, breadth, IPO data) over subjective impressions. Features strict qualitative adjustment criteria with confirmation bias prevention. Supports practical investment decisions with mandatory data collection and mechanical scoring. Use when user asks about bubble risk, valuation concerns, or profit-taking timing.

workflows/stock-trader-workflow/.claude/skills/weekly-trade-strategy/skills/us-market-bubble-detector/SKILL.md

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Last checked: Nov 7, 2026

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Repository stars (not skill ratings): 291
Repository last updated: Jan 20, 2026
License: MIT

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CHANGELOG.mddoc · 4,545 bytes
SKILL.mdcore · 18,891 bytes
references/bubble_framework.mddoc · 10,944 bytes
references/historical_cases.mddoc · 11,035 bytes
references/implementation_guide.mddoc · 12,304 bytes
references/quick_reference.mddoc · 9,011 bytes
references/quick_reference_en.mddoc · 8,312 bytes
scripts/bubble_scorer.pyruns · 11,092 bytes

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# US Market Bubble Detection Skill (Revised v2.1)

## Key Revisions in v2.1

**Critical Changes from v2.0:**
1. ✅ **Mandatory Quantitative Data Collection** - Use measured values, not impressions or speculation
2. ✅ **Clear Threshold Settings** - Specific numerical criteria for each indicator
3. ✅ **Two-Phase Evaluation Process** - Quantitative evaluation → Qualitative adjustment (strict order)
4. ✅ **Stricter Qualitative Criteria** - Max +3 points (reduced from +5), requires measurable evidence
5. ✅ **Confirmation Bias Prevention** - Explicit checklist to avoid over-scoring
6. ✅ **Granular Risk Phases** - Added "Elevated Risk" phase (8-9 points) for nuanced risk management

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