alphagbm-fear-score
Installation
SKILL.md
AlphaGBM FearScore
A weighted composite panic gauge, per ticker. Reconstructs the FearDesk framework in one API call: six orthogonal fear signals, each scored 0–100, then combined with fixed weights into a single number. Score ≥ 60 is the historical trigger for Bull Put Spread entries.
Scoring Weights
| Indicator | Weight | Source |
|---|---|---|
| VIX level | 20% | Global fear floor (market-wide) |
| IV Rank | 25% | Per-ticker option premium expensiveness |
| RSI-14 | 15% | Oversold intensity |
| Volume anomaly | 15% | Options or stock volume spike vs 5-day avg |
| Put/Call ratio | 15% | Bearish positioning skew |
| Consecutive down days | 10% | Selloff persistence |