regime-detect

Classify market regimes using VIX, S&P 500 200MA, ADX, and yield curve data.

Updated Mar 1, 2026
One-click install
npx skills add https://github.com/mqzkim/trading --skill regime-detect
Or copy as Structured Prompt for Agent
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Skill: regime-detect
Source: https://github.com/mqzkim/trading/tree/main/.agents/skills/regime-detect
Command: npx skills add https://github.com/mqzkim/trading --skill regime-detect

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

This Skill determines the current market regime by analyzing key financial indicators, helping to align trading strategies with prevailing market conditions.

Core Features & Use Cases

  • Market Regime Classification: Analyzes VIX, S&P 500 vs. 200MA, ADX, and yield curve to classify the market into one of four regimes (Low-Vol Bull, High-Vol Bull, Low-Vol Range, High-Vol Bear) or a Transition state.
  • Strategy Affinity & Risk Adjustment: Provides insights into strategy suitability and risk adjustment factors based on the identified regime.
  • Use Case: A quantitative trader can use this Skill at the start of each trading day to understand the market's current state and adjust their portfolio's risk exposure and strategy allocation accordingly.

Quick Start

Run the regime-detect skill to get the current market regime and strategy affinity.

Frequently Asked Questions about regime-detect

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

FAQPage Schema
How do I identify the current market regime for trading strategy adjustments?

To identify the current market regime, you can synthesize VIX, S&P 500 200MA, ADX, and yield curve data to classify conditions into Low-Vol Bull, High-Vol Bull, Low-Vol Range, High-Vol Bear, or Transition states. This provides regime probabilities and risk adjustment factors.

What financial indicators are used to classify market conditions and determine strategy affinity?

Classifying market conditions uses VIX, S&P 500 vs. 200MA, ADX, and yield curve data. Analyzing these financial indicators determines strategy affinity and provides specific risk adjustment factors to align trading approaches with prevailing market regimes.

How can I adjust my portfolio risk exposure based on volatility and trend strength?

You can adjust portfolio risk exposure by running regime detection to obtain risk adjustment factors. By synthesizing VIX and ADX trend strength, the analysis outputs strategy suitability insights to help align your daily trading allocation with current market regimes.

Does market regime analysis support deterministic execution for automated trading workflows?

Yes, market regime analysis supports deterministic task execution via bash and read tools. It provides detailed classification rules and risk management guidelines, ensuring consistent, programmatic integration into automated quantitative trading workflows without unpredictable outputs.

When should I transition trading strategies based on market regime changes?

You should transition trading strategies when analysis identifies a Transition state or a shift between Low-Vol Range and High-Vol Bear regimes. Monitoring VIX spikes and yield curve shifts helps determine when strategy affinity changes require immediate risk adjustments.