One-click install
npx skills add https://github.com/risingdream/roundtable --skill rt-dalio
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: rt-dalio
Source: https://github.com/risingdream/roundtable/tree/main/skills/investors/rt-dalio
Command: npx skills add https://github.com/risingdream/roundtable --skill rt-dalio

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill helps you reason about macro markets using history-driven, framework-first analysis—so you can move from vague “where are we in the cycle?” questions to concrete positioning across environments and long debt-cycle dynamics.

Core Features & Use Cases

  • Framework-driven macro diagnosis: Maps your situation to recurring historical patterns (cycles, regime shifts, and debt-crisis phases) rather than relying on intuition alone.
  • All Weather / risk-parity style thinking: Translates macro conditions into asset-environment expectations and diversification principles focused on balancing risk contributions.
  • Principles-based decision support: Produces systematic, believability-weighted reasoning and base-rate framing, including what evidence would change the conclusion.

Use Case Examples

  • You’re deciding how to position across 6–18 months of uncertainty and want a framework for what tends to work in different growth/inflation expectation environments.
  • You suspect you’re in a late long-debt-cycle phase and want a debt-crisis stage checklist (early/bubble/top/depression/deleveraging/normalization) to guide risk management.

Quick Start

Ask for a regime-aware macro analysis by saying: "rt-dalio, analyze the macro regime for the next 10 years and map it to the All Weather environments, including key indicators that would confirm or falsify your view."

Frequently Asked Questions about rt-dalio

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

FAQPage Schema
How do I apply a debt-cycle framework to analyze the current macro regime?

To analyze the macro regime using a debt-cycle framework, map current economic observations to historical base rates and long/short debt-cycle phases. This process identifies the current environment and produces positioning guidance with explicitly stated pattern drivers.

What is risk parity portfolio construction and when do I need it for macro investing?

Risk parity portfolio construction balances risk contributions across different assets rather than allocating equal capital. You need it during uncertain macro environments to translate regime conditions into diversified, All Weather style asset expectations that perform across varying growth and inflation cycles.

How do I identify which phase of a debt crisis or bubble the economy is currently in?

Identify the current debt crisis phase by mapping economic indicators against a stage checklist comprising early, bubble, top, depression, deleveraging, and normalization. This systematic diagnosis relies on historical base rates rather than intuition to guide risk management and positioning.

Can I use systematic decision-making to generate long-term investment positioning guidance?

Yes, systematic decision-making generates investment positioning guidance by applying principles-first reasoning and believability-weighted analysis. It maps observations to relevant macro templates, producing evidence-based scenario reasoning with specific updating conditions for long-term horizons.

What indicators would confirm or falsify a macro regime assessment over a 10-year horizon?

Regime assessment confirmation requires tracking specific evidence that validates or falsifies the mapped macro template over the investment horizon. The framework explicitly states pattern drivers and updating conditions, outlining what base-rate evidence would change the original conclusion.

What are the limitations of using framework-driven macro analysis for portfolio construction?

Framework-driven macro analysis relies on historical base rates and recurring patterns, meaning it may struggle with unprecedented regime shifts. Positioning guidance requires continuous validation against stated updating conditions, as past debt-cycle mechanisms cannot guarantee future market environments.