Can I generate charts with this skill?

Yes, the skill includes scripts to generate historical trend charts and breakdown visualizations in PNG format.

Does this skill provide real-time investment advice?

No, it is an analytical tool that identifies historical extremes and risk distributions. High valuation percentiles indicate compressed future returns, not immediate market crashes.

How far back does the historical data reach?

The data coverage varies by metric; Shiller CAPE provides context back to 1871, while others like Market Cap to GDP date back to the 1950s.

Which valuation metrics does this skill support?

It supports Shiller CAPE, Trailing PE, Price-to-Book (PB), Price-to-Sales (PS), and the 'Buffett Indicator' (Market Cap to GDP).

US Equity Valuation Extremes Detector

Name: US Equity Valuation Extremes Detector
Author: fatfingererr

byfatfingererr

0•

データサイエンスとML

Detects historical extremes in US equity valuations by normalizing metrics like CAPE and PE into percentile scores.

This skill analyzes US stock market valuation by consolidating multiple metrics—including Shiller CAPE, Trailing PE, PB, and Market Cap to GDP—into a unified historical percentile score. By benchmarking current levels against over a century of data, it identifies periods of extreme overvaluation and provides risk interpretations based on historical analogs like 1929, 1999, and 2021. It is designed for investors and analysts who need a data-driven, macro-level perspective on market risk, volatility shifts, and potential forward-return compression based on historical regimes.

主な機能

01Composite scoring using weighted mean, median, or trimmed mean aggregation

02Risk interpretation framework including forward return distributions and drawdown stats

03Percentile normalization of disparate valuation metrics into a 0-100 scale

040 GitHub stars

05Historical extreme detection with automated peak identification and de-duplication

06Automated visualization of historical valuation trends and metric breakdowns

ユースケース

01Assessing current US market risk relative to historical financial bubbles

02Estimating potential 1-3 year forward returns based on valuation regimes

03Generating data-backed macro research reports for equity investment strategy

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add fatfingererr/macro-skills detect-us-equity-valuation-percentile-extreme

For use in Claude.ai and ChatGPT

Download Skill

主な機能

01Composite scoring using weighted mean, median, or trimmed mean aggregation

02Risk interpretation framework including forward return distributions and drawdown stats

03Percentile normalization of disparate valuation metrics into a 0-100 scale

040 GitHub stars

05Historical extreme detection with automated peak identification and de-duplication

06Automated visualization of historical valuation trends and metric breakdowns

ユースケース

01Assessing current US market risk relative to historical financial bubbles

02Estimating potential 1-3 year forward returns based on valuation regimes

03Generating data-backed macro research reports for equity investment strategy

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add fatfingererr/macro-skills detect-us-equity-valuation-percentile-extreme

For use in Claude.ai and ChatGPT

Download Skill