News Reaction Failure Analyzer

Overview

Implements step 2 of Jason Shapiro's COT contrarian process: once a market is flagged as crowded (cot-contrarian-detector, step 1), check whether it FAILED to react to news that should have rewarded the crowd. A crowded-long market that doesn't rally on genuinely bullish news, or a crowded-short market that doesn't sell off on genuinely bearish news, is the core behavioral tell that the crowd has run out of buying/selling power — this is the confirmation step that turns "crowded" into a contrarian setup candidate (steps 3-5, still manual: price-action confirmation, entry, exit).