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macro-regime-detector

Detect structural macro regime transitions using monthly cross-asset ratio analysis.

Updated Apr 17, 2026
Search Tags:#market-analysis#regime-detection#yield-curve#cross-asset#fmp#macro-regime#rsp-spy
One-click install
npx skills add https://github.com/pasie15/claude-trading-skills-marketplace --skill macro-regime-detector-pasie15
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: macro-regime-detector
Source: https://github.com/pasie15/claude-trading-skills-marketplace/tree/main/plugins/trading-market-analysis/skills/macro-regime-detector
Command: npx skills add https://github.com/pasie15/claude-trading-skills-marketplace --skill macro-regime-detector-pasie15

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

The Macro Regime Detector identifies structural, multi-quarter to multi-year shifts in market regimes that inform strategic portfolio positioning and risk allocation decisions, removing guesswork from long-horizon allocation choices.

Core Features & Use Cases

  • Cross-asset ratio analysis: Combines RSP/SPY, IWM/SPY, HYG/LQD, SPY/TLT, 10y-2y spread, and XLY/XLP to detect regime changes.
  • Three-layer signal detection and scoring: Uses 6M vs 12M SMAs, short-term vs long-term ROC momentum, and cross-confirmation to produce component scores and a weighted composite regime signal.
  • Actionable outputs: Produces JSON and human-readable Markdown reports with current regime classification, transition probabilities, component breakdowns, and portfolio posture recommendations.
  • Use cases: Strategic asset allocation review, long-term risk management, historical regime comparison for investment committee briefings.

Quick Start

Ask the Macro Regime Detector to analyze monthly ETF and Treasury data and return the current regime classification, component scores, and portfolio posture recommendations.

Frequently Asked Questions about macro-regime-detector

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I detect macro regime shifts for strategic portfolio allocation?▼

Detect macro regime shifts by analyzing monthly cross-asset ratios like RSP/SPY and the 10y-2y yield curve. This process evaluates 6M and 12M moving averages to identify multi-quarter structural transitions and produce portfolio posture guidance.

What cross-asset ratios are used for macro regime detection?▼

Macro regime detection uses RSP/SPY, IWM/SPY, HYG/LQD, SPY/TLT, the 10y-2y Treasury spread, and XLY/XLP ratios. These cross-asset metrics assess momentum and cross-confirmation to generate weighted composite regime signals.

How do I calculate transition probabilities for long-term market regimes?▼

Calculate transition probabilities by applying short-term and long-term Rate of Change (ROC) momentum to monthly ETF and Treasury price series. This three-layer signal detection produces component scores and a composite macro regime classification.

Do I need an FMP API key to analyze yield curve and cross-asset momentum?▼

Yes, you need an FMP API key for data retrieval. The analysis requires fetching monthly ETF and Treasury price series to calculate moving averages and ROC momentum needed for regime classification.

Can I use cross-asset ratio analysis for monthly ETF and Treasury price series?▼

Yes, cross-asset ratio analysis is applied to monthly ETF and Treasury price series. Monthly downsampling is required to assess 1-2 year regime shifts accurately and generate actionable portfolio posture recommendations.

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