{"slug":"capital-rotation","title":"capital-rotation","summary":"Use when reading today's US-market capital flow across multiple sectors to identify rotation direction — e.g. \"今天资金流向\", \"板块强弱\", \"rotation map\", \"卖芯买云\", \"where is money moving today\", \"scan flows across sectors\". Produces a cross-section snapshot of net inflows by cohort (indices ","platform":"Claude","tags":[],"authorName":"LLM Mart","authorSlug":"llm-mart","score":0,"source":"github","price":null,"verified":false,"createdAt":"2026-09-01T17:41:55.833151Z","repo":{"url":"https://github.com/kansoku-trade/kansoku","stars":319,"forks":38,"license":null,"updatedAt":"2026-09-19T13:43:53Z"},"bodyHtml":"
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name: capital-rotation\ndescription: Use when reading today's US-market capital flow across multiple sectors to identify rotation direction — e.g. \"今天资金流向\", \"板块强弱\", \"rotation map\", \"卖芯买云\", \"where is money moving today\", \"scan flows across sectors\". Produces a cross-section snapshot of net inflows by cohort (indices / semis / software-cloud / mega-tech / AI applications), names the dominant narrative, and writes a dated journal file. Different from market-session-tracker (intraday live monitoring of a single watchlist) — this is a one-shot end-of-session rotation read.

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Capital Rotation Scanner (US-only)

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Scans capital flow across standard US cohorts in one session, identifies rotation direction, classifies winners / losers, names the dominant narrative, and logs a journal file.

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Scope: US-only. Do NOT query HK / CN / SG markets (user preference).\nSources: Longbridge capital, market-temp. Cite as 长桥证券.\nUnits: ambiguous — see TD-UNIT-01 in trading-discipline. Longbridge does not label the unit. Record the raw API number and the unit you inferred; do NOT silently convert (no 亿).

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When to use

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Standard cohorts

\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
CohortSymbols
IndicesSPY, QQQ, DIA, IWM
SemisNVDA, AMD, MU, MRVL, TSM, AVGO, SMH, SOXX, AMKR, ASX
Software / CloudNOW, ORCL, CRM, ADBE, SNOW, DDOG, MDB, PLTR, PANW, CRWD, NET, IGV, CLOU
Mega-techAAPL, MSFT, GOOGL, AMZN, META, TSLA
Risk-off proxyVXX, TLT, GLD (optional, for cross-asset confirmation)
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User watchlist override: read stocks/ directory for symbols the user already tracks; promote those to first-tier in their respective cohort.

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Workflow

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  1. Time check — date + confirm US session state (pre / intraday / post / closed). Adjust analysis date in filename: use the US session date, not Asia local date.

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    2. \n

  2. Market temperature — single call:

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    longbridge market-temp US --format json\n
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    Report Temperature / Valuation / Sentiment.

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    3. \n

  3. Index baseline — snapshot mode (gives large/medium/small breakdown):

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    longbridge capital SPY.US --format json\nlongbridge capital QQQ.US --format json\n
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    Net large = capital_in.large - capital_out.large. Flag distribution if large net ≪ 0 while small net > 0 (主力—散户背离).

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    4. \n

  4. Cohort scan — for each cohort, longbridge capital <SYM> --flow --format json | tail -8 to grab the latest cumulative inflow value (the last array element is the running total in 万 USD). Parallelize across symbols.

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    5. \n

  5. Rotation classification — for each cohort, sum net flows; rank symbols within cohort; identify:

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    6. \n

  6. Narrative identification — pick ONE of:

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    7. \n

  7. Write journal file — ~/git/trade/journal/YYYY-MM-DD-flow.md using the US session date. Use templates/rotation-snapshot.md as scaffold. If the file exists (e.g. re-run same day), append a new section with timestamp; do not overwrite.

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    8. \n

  8. Surface 3 insights + tomorrow watch — concise, actionable. No vague \"市场分化\", always name the split.

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    9. \n
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Distribution detection rules

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Use these triggers to label index behavior:

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PatternLabel
SPY large net < 0 AND \\|large net\\| > 5 × small net机构派发
All 3 buckets (large / medium / small) net < 0全档抛压
Large net < 0, small net > 0, magnitudes similar主力—散户背离
Large net > 0, small net < 0主力吸筹
All 3 buckets > 0全档吸金
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Always state the pattern explicitly; do not say \"weak / strong\" vaguely.

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Narrative criteria — \"AI 已变现 vs 未变现\"

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A common useful narrative axis. Classify cohort flow winners / losers by AI revenue maturity:

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When flow winners cluster in \"已变现\" and losers in \"未变现\", call out \"narrative 收敛至 AI 已变现窄口\" — this is a key macro signal of late-cycle AI selectivity.

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CLI quick reference

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longbridge market-temp US --format json\nlongbridge capital SPY.US --format json                       # snapshot (large/med/small)\nlongbridge capital QQQ.US --flow --format json | tail -8      # time-series cumulative\nlongbridge capital --flow --format json < SYM > .US | tail -8 # per-symbol\n
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The --flow last-row inflow field is the cumulative net for the session in 万 USD. No date parameter — today's data only.

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Failure modes

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Output format (chat reply)

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  1. Header: market state + session date
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  2. Index baseline table
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  3. Cohort tables (one per cohort)
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  4. Narrative label in bold
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  5. 3 insights — each with a number and 1-2 sentence claim
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  6. Tomorrow watch — 4-6 bullets, each with explicit symbol + condition
    7. \n
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Tone: 中文白话, no jargon — see TD-LANG-01 / TD-LANG-02 in trading-discipline.

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Anti-patterns

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Related skills

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File layout

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capital-rotation/\n├── SKILL.md\n└── templates/\n    └── rotation-snapshot.md\n
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