---
name: stock-market-dashboard
description: "Build a stock market dashboard as a single self-contained HTML file you can open in a browser. Generates a morning market briefing from live data: a fear-to-greed market mood gauge with its component signals, sentiment breadth, sector heat, the biggest 7-day attention shifts, an options radar, a watchlist with sentiment scores and analyst consensus, insider cluster buys, congressional trades, institutional flows, overnight story clusters, and the week's earnings calendar. No backend, no build step, no dependencies, one file. Use for \"build me a stock market dashboard\", \"make a stock dashboard html\", \"morning market briefing\", \"watchlist dashboard\", \"daily market report\". Read-only. No trading, no purchases, no write operations, no wallet access."
license: MIT
metadata:
  homepage: https://sentisense.ai
  requires_env: SENTISENSE_API_KEY
---

# Market Dashboard: build a real one as a single HTML file

> Turn live market data into a morning desk note you can open in a browser. One self-contained
> HTML file: no backend, no build step, no dependencies, no deploy. Fear-to-greed market mood and
> its component signals, sentiment breadth, sector tone, the biggest attention shifts, an options
> radar ranked against each name's own history, your watchlist, insider and congressional and
> institutional position changes, overnight stories ranked by impact, Street rating moves, and the
> week's earnings. Read-only API.

**Base URL:** `https://app.sentisense.ai`
**Website:** https://sentisense.ai
**Full API reference:** https://sentisense.ai/skill.md
**Authentication:** API key via `X-SentiSense-API-Key` header. Get a free key at https://app.sentisense.ai/get-api-key

---

## What this skill is

A recipe, not a template. You fetch real data and **write the HTML yourself**, fresh each time.
Nothing here ships a prebuilt app the user has to clone, configure or maintain, and that is the
point: the file is disposable because regenerating it is cheaper than updating it.

**The output contract, which is the part that matters:**

1. **One file.** Everything inline: CSS in a `<style>` block, any JS in a `<script>` block, no CDN
   links, no external fonts, no image URLs. It must render correctly with no network access.
2. **It opens by double-clicking.** No server, no `npm install`, no build.
3. **Data is baked in at generation time.** The file is a *snapshot*, not a live view. Say so in
   the footer with the generation timestamp, or a reader three days later will think it is current.

If the user asks for something live and interactive that updates on its own, this is the wrong
shape and you should say so rather than quietly producing a stale-by-design file.

---

## The calls

Fetch everything first, then write the file once. Do not interleave writing and fetching, or you
will end up hand-patching a half-written document.

| Section | Endpoint |
|---|---|
| Market mood + signals | `GET /api/v2/market-mood?days=30` |
| Sector tone vs market | `GET /api/v1/sentiment/sectors` |
| Sentiment breadth | `GET /api/v1/sentiment/breadth` |
| Attention shifts, 7d sentiment movers | `GET /api/v1/trackers/sentiment-movers` |
| Options radar | `GET /api/v1/options/overview` |
| Insider cluster buys | `GET /api/v1/insider/cluster-buys` |
| Congressional trades | `GET /api/v1/politicians/activity` |
| Institutional net flows | `GET /api/v1/institutional/flows` |
| Overnight stories | `GET /api/v1/documents/stories` |
| Street rating changes | `GET /api/v1/analyst/activity?actionTypes=UPGRADE,DOWNGRADE,INITIATE` |
| Earnings this week | `GET /api/v1/calendar/earnings` |
| Latest price (15-minute delayed), per ticker | `GET /api/v1/stocks/{ticker}/quote` |
| **SentiSense Score**, per ticker | `GET /api/v2/metrics/entity/{ticker}/metric/sentisense?startTime={epochMs30dAgo}` |
| Sentiment polarity, per ticker | `GET /api/v2/metrics/entity/{ticker}/metric/sentiment` |
| Analyst consensus, per ticker | `GET /api/v1/analyst/{ticker}/consensus` |

A five-ticker watchlist plus the market-wide sections is about twenty-five calls. Run them
concurrently.

**Four parameter details that are not optional, each of which silently degrades the page if you
drop it:**

- **`sentisense` and `sentiment` are different metrics on different scales.** `sentisense` is the
  SentiSense Score, roughly -30..+40 and centred on 0. `sentiment` is polarity, bounded to
  [-1, 1]. Every threshold in this skill (the diverging bar, the strong-regime band, the absent
  test) is on the Score scale. Feed it polarity and every one of them is wrong by two orders of
  magnitude: nothing ever clears them, and the page silently renders every name as unremarkable.
  Fetch both if you render both columns.
- **Metric calls default to a 7-day window.** The 30-day average this page leads with does not
  exist in that response. Pass `startTime` as epoch millis 30 days back, or you are averaging a
  week and calling it a month.
- **`days=30` on market mood, not `days=7`.** Below roughly two weeks of history the API returns
  `weeklyChange: null` and a `null` `change` on every one of the five signals, so the trend arrows
  the layout depends on all disappear.
- **`actionTypes` on analyst activity.** The bare call is mostly reiterations, which are not rating
  changes. Without the filter the "Street moves" section is padding.

Several v1 endpoints wrap the payload as `{ isPreview, previewReason, data }`; read `data`. The
movers, options, insider, politicians, flows, analyst and earnings calls all do. Market mood,
sectors, breadth, stories, quote and the metrics endpoints return their payload directly.

```bash
curl -s -H "X-SentiSense-API-Key: $SENTISENSE_API_KEY" \
  "https://app.sentisense.ai/api/v2/market-mood?days=30"
```

**Ask for the watchlist if the user did not give one.** Do not invent tickers. If they want a
default, say you are picking one and name the tickers.

---

## Layout

Top to bottom. The order is the argument: market state frames everything below it, the user's own
names come next, and the calendar is context rather than headline.

1. **Masthead.** Name it like a desk note, not a report. The week it covers, the generation
   timestamp, whether it is pre-open or post-close.
2. **Market state**, three columns: the mood hero with its phase, the five component signals as
   thin bars, and all eleven sectors ranked by tone *relative to the market*. Sector tone is
   market-relative on purpose, because news tone skews positive as a genre and an absolute number
   would read bullish everywhere.
3. **Sentiment breadth** as a single stacked strip: bullish, neutral, bearish share plus net
   breadth against a month ago. Breadth is what confirms or denies the composite, so it sits
   directly beneath it.
4. **The divergence callout, when the signals genuinely disagree.** The most valuable paragraph on
   the page. When Risk Appetite is greedy while Social Momentum is fearful, that gap *is* the read
   and a composite alone hides it. **Skip it entirely when nothing diverges. Do not manufacture
   tension.**
5. **Attention shifts**: the biggest 7-day sentiment changes, warming and cooling. This tracker
   ranks *tone*, not the SentiSense Score, so label it that way. A leaderboard is
   static and a delta is actionable, so prefer movers over top-N.
6. **Options radar**: names at extremes of *their own* IV rank and put/call history, not absolute
   levels. Absolute IV just re-sorts the same volatile names every day.
7. **Watchlist**: price, score with a diverging bar, today, sentiment, analyst consensus, and a
   "watch for" note carrying each name's top signal. The note is the reason to read the row.
8. **Filings and flows**: insider cluster buys, congressional trades, institutional net flows.
   Position *changes*, never a static holder list, which changes nobody's morning.
9. **Overnight, ranked by impact**: the top story clusters with their impact score and sentiment.
   **The endpoint returns latest-first, not impact-first. Sort by `impactScore` yourself** or the
   heading is a lie and the lead story is merely the most recent one.
   A morning read with no narrative is a spreadsheet.
10. **Street moves**: real rating changes only, reiterations excluded. Disagreement is the signal;
    lead with any same-day upgrade and downgrade on one name.
11. **Earnings week**, compressed to a handful of names per day with per-day counts.
12. **Footer**: how to read the score, per-field freshness, the absent-vs-zero note, and the
    disclaimer. All four required.

**The inclusion bar for any section: would a professional change their behaviour because of it?**
A price the reader can get anywhere fails. A divergence, an anomaly, a position change or an
unusual filing passes.

**Convergence is worth calling out and worth wording carefully.** When independent sources line up
on one name (an insider cluster buy, a congressional purchase, and a positive score), say so as an
*observation* and explicitly not as a signal. That framing is not decoration, it is the line
between research and advice.

---

## Design

One surface, restrained ink, color only where it carries meaning. Note there is no "raised" step:
the page sits directly on the validated chart surface and nothing is boxed on top of it.

```
--bg:#0d1117    --track:#1b2330
--line:rgba(255,255,255,.06)   --line2:rgba(255,255,255,.13)
--ink:#e8edf4   --ink2:#9daaba  --ink3:#66738a
--bull:#2e9d75  --bear:#e05c4a  --flat:#6b7280   --data:#3182ce
--gold:#D4A843  (brand chrome only, never a data series)
```

Hairline borders as translucent white rather than a solid grey step: they recede correctly at any
surface lightness and never read as a box edge.

That bull/bear/data trio is validated for colorblind separation against this dark surface, so
substitute at your own risk. The usual finance red-green pairing is one of the worst possible
choices for deuteranopia; the green here is pushed toward teal specifically to survive it.

**Calm and dense are not opposites, but you have to earn both.** What makes a dense page read calm
is mechanical, not a matter of taste:

- **Delete the boxes.** Cards inside cards are the single biggest source of visual noise. Let the
  page sit on one surface and separate sections with a micro-label, a hairline and generous space
  (about 50px), not with borders.
- **Let type carry hierarchy.** A serif for the masthead, callouts and story headlines against a
  sans with tabular numerals for every figure. Two weights is enough. A large light hero number
  reads calmer than a bold one.
- **Ration the color.** Bull and bear belong on *text and thin fills*, never on filled panels or
  pills. A tinted panel is just another box. Reserve the accent for one or two rules on the page.
- **Whitespace is the instrument.** If it feels crowded, the fix is space, not smaller type.

Rules that keep it readable:

- **Never encode by color alone.** Every colored chip also carries its label as text. A red chip
  says "Decreased", it does not just look red.
- **Tabular numerals** (`font-variant-numeric:tabular-nums`) on every numeric column, or the digits
  jitter between rows and the table looks broken.
- **Give bars a `min-width` of about 4px.** A genuine reading of 0.9 on a 100-point scale renders
  as nothing at all and is indistinguishable from missing data. A visible stub is honest; an empty
  track is not.
- **A diverging bar needs a visible midpoint.** A score centered on zero is drawn from the centre
  outward, with a 1px centre line, not as a left-anchored fill.
- **Recessive grid, thin marks, no gradients on data.** Gradients belong on the mood scale, which
  is a legend, not on anything a reader has to compare.

---

## Honesty rules, all five load-bearing

**1. Label freshness per field, because it varies inside one row.** Prices are live. Scores,
sentiment and signals come from the latest analytical batch and are not real-time. A 13F quarter
that is still filing shows early filers only, so positions will grow. Earnings dates are curated
and unconfirmed ones shift. Putting a live price next to a batch score with no note invites the
reader to diff them and conclude something is broken.

**2. A zero is not a missing value, and this one has bitten us twice in opposite directions.** The
**SentiSense Score** (`metric/sentisense`, not `metric/sentiment`) is centered on zero, so `0.0`
means *genuinely neutral*. When a same-day value comes back as exactly `0.0`, you have to decide
whether it is a reading or a hole, and **"non-zero 30-day average" is not a good enough test.** Use
a magnitude threshold, on the Score scale:

```
same-day == 0.0  AND  |30-day average| >= 5   ->  ABSENT, render "no reading"
same-day == 0.0  AND  |30-day average| <  5   ->  REAL, render 0.0
```

Both halves are load-bearing, and each corresponds to a real row:

- A name at `30d 25.4` reporting `today 0.0` is a data hole. Rendering it prints the
  self-contradicting line "Strong Bullish, today 0.0".
- A genuinely quiet name at `30d -0.5` reporting `today 0.0` is a **true neutral**. Suppressing it
  as "no reading" invents a gap that is not there, which is the same error in the other direction.

Rendering an absent value as zero on a zero-centered scale is unfalsifiable by the reader: they
cannot tell a real neutral from a gap. Inventing a gap is equally unfalsifiable. Pick with the
threshold, not by eye.

**3. The score is a nowcast, not a forecast.** It reads how bullish or bearish the market currently
is on a stock, weighted by how actively it is discussed. It does not predict price. Never label it
a buy signal, a target, or a prediction, and do not build a "top picks" section out of it.

**4. Do not narrate a partial sample.** The 13F flows endpoint returns `isPending` plus a
`filerCount` / `baselineFilerCount` pair while the quarter is inside the 45-day filing window. At
that point you are looking at a **fraction of filers, and early filers are not a random sample of
late ones.** Report the numbers, state the coverage as a percentage, and stop. Do not write the
sentence explaining what the pattern means.

The tell that you have crossed the line is a clause like "X are net sellers of Y", "the smart money
is rotating out of Z", or any sentence where a partial dataset acquires a motive. **Direction is
reportable from a partial sample. Magnitude and intent are not.** This is the single easiest way to
turn a correct dashboard into a wrong one, because the numbers stay right while the sentence
underneath them goes wrong.

Same discipline applies anywhere coverage is incomplete: a still-filing quarter, a curated calendar
with unconfirmed dates, an options radar built from one session's chains.

**5. Every dashboard carries a disclaimer.** Not optional and not a footnote in 9px grey:

> Not investment advice. Generated from public and licensed market data for research and
> educational purposes only. Not a recommendation to buy or sell any security, and it does not
> account for your circumstances, objectives or risk tolerance.

---

## Reading the numbers

- **SentiSense Score.** Centered on zero. Negative is bearish, positive is bullish, and readings
  beyond about plus or minus 23 are strong. Show the 30-day average and today's value together:
  the gap between them is the story, and "warming" or "cooling" describes that gap.
- **Market Mood.** 0 to 100, fear to greed. Bands: 0-15 Extreme Fear, 16-30 Fear, 31-45 Anxiety,
  46-55 Neutral, 56-70 Optimism, 71-85 Greed, 86-100 Extreme Greed.
- **Risk Appetite is inverse VIX.** A *high* value means a calm, risk-on market. This one reads
  backwards from what people expect, so label it in the tooltip.
- **Analyst counts do not reconcile, and that is correct.** The price-target population and the
  buy/hold/sell survey are different samples. Report "58 analysts" against the target band and
  "61 rated" against the distribution rather than forcing them to match.

---

## Extending it

Natural additions once the base page works, each one more call and one more section: options
positioning and IV rank, congressional and insider trades on the watchlist names, news stories per
ticker, a sentiment leaderboard of the most bullish and bearish names. Add them as sections in the
same file rather than splitting into multiple pages.

**Keep it one file.** The moment it needs a bundler it stops being the thing that makes this
useful, which is that anyone can generate one, email it, and have it open on the other end.