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macro-regime-detector

Analyze cross-asset ratios to classify macro regime shifts and output JSON and Markdown reports.

Updated Aug 27, 2026
Search Tags:#time-series#regime-detection#cross-asset#finance-analysis#macro-regime
One-click install
npx skills add https://github.com/PNWSkyHippy/Trading_Bot_V2 --skill macro-regime-detector-pnwskyhippy
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: macro-regime-detector
Source: https://github.com/PNWSkyHippy/Trading_Bot_V2/tree/main/claud-skills/skills/macro-regime-detector
Command: npx skills add https://github.com/PNWSkyHippy/Trading_Bot_V2 --skill macro-regime-detector-pnwskyhippy

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires requests, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Macro Regime Detector identifies long-horizon regime transitions in financial markets using cross-asset ratios and monthly data to guide strategic portfolio positioning.

Core Features & Use Cases

  • Analyzes cross-asset signals including RSP/SPY, HYG/LQD, IWM/SPY, XLY/XLP, and SPY/TLT to detect regime transitions.
  • Produces a structured composite score, regime classification, and actionable posture recommendations for investment strategy.
  • Generates JSON and Markdown reports for audit trails and strategic review across 1-2 year horizons.

Quick Start

Run the detector with an FMP API key and review the generated macro regime reports.

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 using cross-asset ratios for portfolio allocation?▼

Macro regime detection analyzes cross-asset ratios like RSP/SPY, IWM/SPY, HYG/LQD, XLY/XLP, and SPY/TLT across monthly time-series data to characterize regime states and transitions, producing a composite score to guide strategic portfolio positioning over 1-2 year horizons.

What is the 6-component framework for macro regime classification in finance analysis?▼

The 6-component framework evaluates cross-asset signals to produce a composite score and regime classification. It analyzes ratios such as RSP/SPY and HYG/LQD to identify long-horizon regime transitions and output actionable posture recommendations for investment strategy.

Do I need an FMP API key to analyze cross-asset time-series data for regime detection?▼

Yes, you need an FMP API key to fetch the required monthly time-series data. The detector uses this data to calculate cross-asset ratios and generate JSON and Markdown reports for macro regime analysis.

Can I use macro regime classification for short-term trading instead of long-horizon positioning?▼

Macro regime classification is designed for long-horizon portfolio positioning over 1-2 years using monthly data. It identifies strategic regime transitions rather than short-term trading signals, making it unsuitable for high-frequency allocation decisions.

What's the best way to generate audit trails for macro regime transitions in finance analysis?▼

The best way to generate audit trails is by running the detector to output both JSON and Markdown reports. These reports document the composite score, regime classification, and cross-asset ratio analysis for strategic review.

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