Shrimp Market Compass

Problem

A-share decisions often overfit to the index level, heavyweight stocks, or one-day volume. Market Compass narrows the question to what structural state the market is in, whether holding equities is appropriate, and whether position sizing should be higher or lower. It does not make deterministic forecasts; it gives a directional structural read.

How it works

It reads data from the daxiapi-cli market compass command and scans three layers:
- Trend structure: long/medium/short-term breadth and shares above MA200, MA60, and MA20, distinguishing healthy, neutral, or broken structure.
- Valuation: valuation temperature adjusts the strength of the trend conclusion, preventing excessive exposure in cheap or expensive regimes.
- Sentiment: the fear/greed index and its stability are used to spot turning points and sharp one-day swings that signal disagreement.

The output follows trend sets direction, valuation sets intensity, sentiment sets timing, with conservative positioning guidance and report language that avoids raw field names and absolute claims.

Boundaries

It is useful for assessing the overall market holding environment, not a substitute for individual security analysis, and not a guarantee of short-term timing accuracy. Results depend on data quality, metric definitions, and recent inflection-point identification; if the data command changes or field semantics shift, validate references/field-descriptions.md and the report template before relying on the output.