trading-signals

Built on patterns from ThetaRoom (50K+ lines, 7-layer MasterQuantAgent), SwaggyStacks (Markov trading system), and SignalSiphon (social sentiment pipeline).

<quick_start>

Multi-asset analysis — start with regime, then route by asset class:

• Identify regime → Markov 7-state model (see reference/markov-regime.md)

• Route by asset → Options? Stocks? Crypto? Commodities? VIX? Forex?

• Apply methodologies → Confluence scoring with regime-weighted fusion

• Size the position → Risk management (max 2% per trade, 15% portfolio)

• Explain the why → Educational mode: every signal comes with reasoning

Confluence score:

• 0.7-1.0: High conviction → execute with full position

• 0.4-0.7: Moderate → wait for more confluence or reduce size

• 0.0-0.4: No trade → stay patient

Quick options analysis:

Ticker + Strike + Expiry → Greeks profile → Strategy fit → Risk/reward → Go/No-go

</quick_start>

<success_criteria>

Analysis is successful when:

• Regime identified first (always — this determines methodology weights)

• Asset class correctly routed to relevant reference material

• Multiple methodologies provide confluence (not just one signal)

• Options trades include full Greeks breakdown (delta, gamma, theta, vega minimum)

• Position sized with risk management (max 2% per trade, 8% drawdown halt)

• Educational "why" provided — the reasoning behind the signal, not just the signal

• Clear action: BUY/SELL/HOLD/ROLL/CLOSE with specific levels

• NO OPENAI in model routing — use DeepSeek/Qwen for bulk, Claude for decisions

</success_criteria>

<asset_routing>

Route the user's question to the right analysis framework. Most questions involve multiple assets — use all relevant references.

Asset Class Router

User Mentions

Primary Reference

Also Load

Options, Greeks, iron condor, spreads, calls, puts, strikes, IV, DTE

options-trading.md + options-strategies.md

vix-volatility.md for IV context

Stocks, equities, AAPL, SPY, sectors, earnings

equities.md

TA methodologies as needed

Bitcoin, crypto, BTC, ETH, on-chain, halving

elliott-wave.md + markov-regime.md

options-trading.md if BTC options

Gold, silver, oil, commodities, crude, WTI

commodities.md

fibonacci.md for levels

VIX, volatility, IV rank, vol surface

vix-volatility.md

options-trading.md for vol trades

Forex, FX, EUR/USD, carry trade, central bank

forex.md

markov-regime.md for regime

Sentiment, Twitter, Reddit, social signals

sentiment-signals.md

Asset-specific ref

Position sizing, risk, drawdown, portfolio

risk-management.md

Asset-specific ref

Daily prep, pre-market, market open, EOD review

daily-trading-workflow.md

Asset-specific refs

Backtest, walk forward, monte carlo, strategy test

backtesting-patterns.md

Strategy-specific refs

General TA, chart, pattern, support/resistance

pattern-recognition.md

fibonacci.md, wyckoff.md

Breakout, trend following, Donchian, ATR, pyramiding

turtle-trading.md

markov-regime.md for regime

Accumulation, distribution, Wyckoff, VSA, composite operator

wyckoff.md

pattern-recognition.md

Multi-LLM consensus, swarm voting, model agreement

swarm-consensus.md

Asset-specific ref

Chinese LLMs, DeepSeek, Qwen, cost routing, budget

chinese-llm-stack.md

swarm-consensus.md

When Multiple Assets Interact

Many real trades span asset classes. Examples:

• "VIX spiked, should I adjust my SPY iron condor?" → vix-volatility.md + options-strategies.md + risk-management.md

• "Gold is rallying, what does that mean for crypto?" → commodities.md + correlation analysis + markov-regime.md

• "My AAPL calls are deep ITM before earnings" → options-trading.md + equities.md + risk-management.md

</asset_routing>

<educational_mode>

Every analysis should teach, not just tell. Follow this pattern:

Signal → Why → Context → Action

Example: "The iron condor makes sense here because IV rank is at 78% — that's top quartile, meaning options premiums are historically expensive. You're selling that rich premium. Theta decay accelerates inside 45 DTE, which is why we target that window. The short strikes at the 16-delta give you roughly 1 standard deviation of protection on each side."

Principles:

• Explain the market structure driving the signal (regime, vol environment, flow)

• Connect Greeks to real P&#x26;L impact ("your theta is -$45/day, meaning you earn $45 if nothing moves")

• Reference historical patterns when relevant ("Bitcoin post-halving typically enters Bull Quiet regime within 6 months")

• Flag what could go wrong and why ("if VIX breaks 35, the regime shifts to crisis mode and your iron condor wings are at risk")

</educational_mode>

<core_analysis>

Technical Analysis Methodologies

The foundation — 5 TA methodologies with regime-weighted confluence scoring.

Methodology

Purpose

Best Regime

Weight (Trending)

Elliott Wave

Wave position + targets

Trending

0.30

Turtle Trading

Breakout + trend follow

Trending

0.30

Fibonacci

Support/resistance zones

Ranging/Volatile

0.20-0.35

Wyckoff

Institutional accumulation/distribution

Ranging

0.15-0.30

Markov Regime

State classification

Always first

Determines weights

Confluence Detection

class ConfluenceAnalyzer:

    """Regime-weighted methodology fusion — from ThetaRoom MasterQuantAgent"""

    REGIME_WEIGHTS = {

        'trending_up':   {'elliott': 0.30, 'turtle': 0.30, 'fib': 0.20, 'wyckoff': 0.15},

        'trending_down': {'elliott': 0.30, 'turtle': 0.30, 'fib': 0.20, 'wyckoff': 0.15},

        'ranging':       {'fib': 0.35, 'wyckoff': 0.30, 'elliott': 0.20, 'turtle': 0.05},

        'volatile':      {'fib': 0.30, 'wyckoff': 0.30, 'elliott': 0.20, 'turtle': 0.10},

    }

Score → Action:

• 0.7-1.0: High conviction entry (full position)

• 0.4-0.7: Wait for more confluence (half position or watch)

• 0.0-0.4: No trade (patience pays)

MasterQuantAgent Ensemble (ThetaRoom v1)

7-layer weighted voting for highest-conviction decisions:

Layer

Weight

What It Checks

Golden Pocket (Fib 0.618-0.65)

0.20

Institutional accumulation zone

Swarm Consensus

0.20

Multi-LLM agreement

Elliott Wave

0.15

Wave structure and targets

Methodology Specific

0.15

Strategy-specific signal

Wyckoff LSTM

0.10

Accumulation phase ML

Microstructure

0.10

Order flow + dark pool

Sentiment

0.10

News + social scoring

8-Node Trading Pipeline (ThetaRoom v2)

Scanner → Volatility → Greeks → Risk → Entry → Position → Execution → Exit

Each node maps to a LangGraph agent. The pipeline is sequential but nodes can run analysis in parallel within their scope.

Cost-Effective Model Routing

Task

Model

Cost/1M

Pattern detection, scanning

DeepSeek-V3

$0.27

Confluence scoring

Qwen-72B

$0.40

Critical trading decisions

Claude Sonnet

$3.00

Swarm consensus

Mixed tier

~$1.50 avg

Architecture/strategy design

Claude Opus

$5.00

</core_analysis>

<project_integration>

ScientiaCapital Trading Ecosystem

Project

Path

Use For

ThetaRoom v1

~/Desktop/tk_projects/theta-room/

Production reference: methodologies, options services, risk management, brokers

ThetaRoom v2

~/Desktop/tk_projects/thetaroom/

Architecture blueprint: NautilusTrader, config thresholds, agent design

SwaggyStacks

~/Desktop/tk_projects/swaggy-stacks/

Options strategies, Markov model, Greeks-Fib fusion, backtesting

SignalSiphon

~/Desktop/tk_projects/signal-siphon/

Sentiment pipeline, social signal filtering

research-hub

scientiacapital/research-hub

Multi-agent research with /trading, /market commands

model-finops

scientiacapital/model-finops

Intelligent LLM router (60% cost reduction)

silkroute

scientiacapital/silkroute

Chinese LLM orchestrator, 3-tier budget governance

Key code references:

• Options Greeks: theta-room/backend/nautilus/greeks_actor.py

• 12 options strategies: swaggy-stacks/backend/app/strategies/options/

• Markov 7-state: swaggy-stacks/backend/app/methodologies/bitcoin/

• Risk config: thetaroom/thetaroom/config.py (ThetaRoomConfig)

• Sentiment: signal-siphon/backend/analyzer/sentiment_analyzer.py

• Brokers: theta-room/backend/brokers/ (Alpaca, Binance, IBKR, Deribit, Polymarket)

Data sources in your stack:

• Polygon.io / Massive — real-time stocks, options, crypto, forex

• yfinance — historical OHLCV

• Alpaca SDK — stock/options/crypto trading + data

• Binance — spot, futures (USD-M, COIN-M), options

• Deribit — BTC options (~90% market share)

• CoinGecko — crypto prices (free tier)

• NautilusTrader — execution engine (ThetaRoom v2)

</project_integration>

<reference_files>

Reference Files

Technical Analysis Methodologies:

• reference/elliott-wave.md — Wave rules, halving supercycle, crypto adaptation, targets

• reference/turtle-trading.md — Donchian channels, ATR sizing, pyramiding

• reference/fibonacci.md — Levels, golden pocket, Greeks-Fib fusion, on-chain enhanced

• reference/wyckoff.md — Phase state machines, VSA, composite operator

• reference/markov-regime.md — 7-state model, transition probabilities, regime-based signals

Options &#x26; Volatility:

• reference/options-trading.md — Greeks (1st + 2nd order), Black-Scholes, IV surface, vol smile, GEX, pin risk

• reference/options-strategies.md — 25+ strategies: income, directional, volatility, advanced multi-leg

• reference/vix-volatility.md — IV rank, VIX term structure, crisis thresholds, regime integration

Asset Classes:

• reference/equities.md — Sector rotation, scanner patterns, Kelly allocation, earnings plays

• reference/commodities.md — Gold/Silver (COT, seasonal, dollar correlation), Oil (inventory, OPEC, contango)

• reference/forex.md — Carry trade, rate differentials, PPP, central bank policy, COT positioning

Cross-Cutting:

• reference/sentiment-signals.md — Social filtering, multi-model consensus, noise detection

• reference/risk-management.md — Position sizing, portfolio Greeks gates, drawdown limits, smart execution

• reference/pattern-recognition.md — Candlestick + chart patterns

• reference/swarm-consensus.md — Multi-LLM voting system

• reference/chinese-llm-stack.md — Cost-optimized Chinese LLMs for trading

Workflow &#x26; Backtesting:

• reference/daily-trading-workflow.md — /loop + Desktop scheduled tasks for pre-market, open, intraday, EOD

• reference/backtesting-patterns.md — Walk-forward, Monte Carlo, ensemble, combinatorial alpha discovery

Emit Outcome Sidecar

As the final step, write to ~/.claude/skill-analytics/last-outcome-trading-signals.json:

{"ts":"[UTC ISO8601]","skill":"trading-signals","version":"2.1.0","variant":"default",

 "status":"[success|partial|error]","runtime_ms":[estimated ms from start],

 "metrics":{"signals_generated":[n],"tickers_analyzed":[n],"frameworks_applied":[n]},

 "error":null,"session_id":"[YYYY-MM-DD]"}

Use status "partial" if some stages failed but results were produced. Use "error" only if no output was generated.

</reference_files>