macro-regime-detector

Macro regime detection identifies structural market shifts between broadening, contraction, and inflationary states by analyzing cross-asset ratios like yield curve, credit conditions, and sector rotation to inform strategic portfolio positioning over a 1-2 year horizon.

Cross-asset ratio analysis for macro regime detection evaluates RSP/SPY market concentration, yield curve shape, credit conditions, size factor, equity-bond relationship, and sector rotation on monthly data to assess structural transitions and generate portfolio posture recommendations.

Yes, you can use Financial Modeling Prep data for cross-asset analysis because the Skill requires the fmp_client dependency to fetch the monthly market data needed to evaluate yield curves, credit conditions, and sector rotation.

You generate automated reports for macro regime assessments by running the Skill on monthly cross-asset data, which produces structured data outputs and human-readable reports containing regime state evaluations and portfolio posture recommendations.

The investment horizon for structural macro regime detection is 1-2 years, focusing on identifying long-term transitions between concentration, broadening, contraction, inflationary, and transitional states to inform strategic portfolio positioning rather than short-term fluctuations.