monitor-etf-holdings-drawdown-risk
偵測「商品價格上漲、但對應實物 ETF/信託持倉卻下滑」的背離現象，並用多指標交叉驗證，評估是否存在實物供給緊張/交割壓力風險。
npx skills add majiayu000/claude-skill-registry --skill monitor-etf-holdings-drawdown-risk --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
<essential_principles> <principle name="divergence_core"> **背離訊號核心邏輯** 背離事件定義： - **價格上漲**：`price_return >= min_price_return_pct`（如 +15%） - **庫存下滑**：`inventory_change <= -min_inventory_drawdown_pct`（如 -10%） - **同時發生**：在相同視窗期（如 180 天）內同時滿足 當價格與庫存同向時（同漲同跌）為正常；**逆向時**（價漲庫跌）才需要警覺。 </principle> <principle name="dual_hypothesis"> **雙重假設驗證** 不能直接把「庫存下降」解讀為「實物被搶」，需要交叉驗證： | 假設 | 支持條件 | 反駁條件 | |------|----------|----------| | **實物緊張** | COMEX/LBMA 下降、backwardation、lease rates 上升、零售溢價擴大 | 其他庫存穩定、contango、溢價平穩 | | **資金流/贖回** | ETF 流出但交易所庫存穩定、期貨結構不緊 | 多重庫存同步下降 | **輸出兩種解釋，讓用戶判斷哪個更符合當前數據。** </principle> <principle name="data_access"> **資料取得方式** 本 skill 優先使用： - **ETF 官網庫存**：Selenium 模擬人類瀏覽器行為抓取（避免 API 限制） - **Yahoo Finance**：`yfinance` 套件取得現貨/期貨價格 - **交叉驗證**：COMEX 庫存、期貨結構等公開數據 腳本位於 `scripts/` 目錄，遵循 `references/data-sources.md` 的反偵測策略。 </principle> <principle name="stress_scoring"> **壓力分數計算** ``` stress_score = 100 × min(1.0, 0.6 × divergence_severity + # 背離嚴重度 0.2 × decade_low_bonus + # 十年低點加成 0.2 × ratio_extreme_bonus # 比值極端加成 ) ``` | 分數區間 | 解讀 | |----------|------| | 0-30 | 正常，無明顯背離 | | 30-60 | 輕度背離，值得關注 | | 60-80 | 中度背離，建議深入驗證 | | 80-100 | 重度背離，高度警戒 | </principle> </essential_principles> <object
cd skills/monitor-etf-holdings-drawdown-risk pip install pandas numpy yfinance selenium webdriver-manager beautifulsoup4 matplotlib # 首次使用 python scripts/divergence_detector.py --etf SLV --quick python scripts/divergence_detector.py \ python scripts/visualize_divergence.py \
What does the monitor-etf-holdings-drawdown-risk skill do?
偵測「商品價格上漲、但對應實物 ETF/信託持倉卻下滑」的背離現象，並用多指標交叉驗證，評估是否存在實物供給緊張/交割壓力風險。
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill monitor-etf-holdings-drawdown-risk --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.