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.
US Market Bubble Detector v0.1.0 (Skill Launch, Framework v2.1) - Introduces strict, multi-phase evaluation of US equity market bubble risk utilizing a revised Minsky/Kindleberger framework. - Enforces mandatory quantitative data collection (put/call, VIX, margin debt, market breadth, IPOs) with explicit numerical thresholds. - Implements a two-phase process: mechanical data scoring followed by strictly limited qualitative adjustment (+3 points max, with confirmation bias checklist). - Adds nuanced risk granularity, including a new "Elevated Risk" phase. - Designed to guide profit-taking, entry/exit timing, and risk management decisions based on objective, reproducible analysis.