Structure & Correlation Monitor (Crypto Rotation)

Computes rolling correlations and beta against BTC from local OHLCV CSV data, emitting a JSON payload.

1|Updated Oct 17, 2025
One-click install
npx skills add https://github.com/ricketter1984/crypto-rotation-agents --skill structure-correlation-monitor-crypto-rotation
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: Structure & Correlation Monitor (Crypto Rotation)
Source: https://github.com/ricketter1984/crypto-rotation-agents/tree/main/.claude/skills/structure-corr-monitor
Command: npx skills add https://github.com/ricketter1984/crypto-rotation-agents --skill structure-correlation-monitor-crypto-rotation

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill automates the computation of rolling correlations (6h and 1D) and beta against BTC from local OHLCV data, producing structure/eligibility signals to guide rotation decisions and reduce guesswork.

Core Features & Use Cases

  • Rolling correlations: 6h and 1D correlations using EWMA, with outputs suitable for quick assessment.
  • Rolling OLS beta: β_ALt,BTC over the same windows to gauge relative performance.
  • 4H Change-of-Character (CoC): Detects swing pivots (HH/HL or LL/LH) to signal regime shifts.
  • 1H VWAP reclaim: Monitors reclaim/retest status above/below VWAP to inform timing.
  • Output structure: Emits a JSON structure including corr6h, corr1d, beta, structure, eligibility, and notes for downstream use.

Quick Start

Load 1h OHLCV CSVs from data/ohlcv/1h for BTC, ETH, SOL, ADA, ZEC, DASH, PAXG and run the monitor to emit a JSON with keys corr6h, corr1d, beta and structure/eligibility flags.

Frequently Asked Questions about Structure & Correlation Monitor (Crypto Rotation)

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

FAQPage Schema
How do I compute rolling correlations and beta against BTC from OHLCV data?

Rolling correlations measure how closely an asset moves with BTC over time. This Skill calculates 6-hour and 1-day Pearson correlations plus OLS beta from local OHLCV CSV files, outputting JSON with correlation and beta values to assess co-movement and relative performance.

What data format do I need to run a crypto correlation monitor?

You need 1-hour OHLCV CSV files with columns: timestamp, open, high, low, close, volume. Files must be placed in data/ohlcv/1h for BTC, ETH, SOL, ADA, ZEC, DASH, and PAXG. The Skill reads these directly and outputs JSON with correlation and structure signals.

Can I use EWMA smoothing and Change-of-Character detection for crypto rotation decisions?

Yes. This Skill applies EWMA smoothing to correlations, detects 4-hour swing pivots for regime shifts, and monitors 1-hour VWAP reclaim status. It combines these signals into an eligibility flag and structural assessment to guide rotation timing.

What does Change-of-Character detection tell me about crypto structure?

Change-of-Character identifies swing pivots (higher-highs, lower-lows, and reversals) at 4-hour intervals to signal regime shifts. Combined with correlation and beta trends, it helps confirm whether a crypto is breaking structural patterns and eligible for rotation.

How does VWAP status inform crypto rotation timing?

VWAP reclaim and retest signals on 1-hour charts show whether price is holding above or testing support/resistance. This Skill monitors these levels alongside correlations and beta to refine entry/exit timing for rotation trades.

What limitations should I know before using local OHLCV data for correlation analysis?

This Skill requires clean, complete 1-hour OHLCV CSVs with no gaps. Results depend on data quality and historical depth; short windows may produce unstable correlations. Ensure files cover sufficient history for reliable rolling estimates.