macro-regime-detector
Detect structural macro regime transitions (1-2 year horizon) using cross-asset ratio analysis. Analyze RSP/SPY concentration, yield curve, credit conditions, size factor, equity-bond relationship, and sector rotation to identify regime shifts between Concentration, Broadening, Contraction, Inflationary, and Transitional states. Run when user asks about macro regime, market regime change, structural rotation, or long-term market positioning.
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Install
Works with every agent the skills CLI supports.
npx skills add https://github.com/tradermonty/claude-trading-skills --skill macro-regime-detector- 01
Install
Run the command in your project. The CLI asks which agents to install for.
- 02
Describe the task
Ask your agent for something this skill covers. It loads macro-regime-detector automatically when relevant.
- 03
Review the result
The agent follows the SKILL.md steps, scripts and references bundled with the skill.
SKILL.md
The instructions your agent reads when the skill is triggered.
Macro Regime Detector
Detect structural macro regime transitions using monthly-frequency cross-asset ratio analysis. This skill identifies 1-2 year regime shifts that inform strategic portfolio positioning.
When to Use
- User asks about current macro regime or regime transitions
- User wants to understand structural market rotations (concentration vs broadening)
- User asks about long-term positioning based on yield curve, credit, or cross-asset signals
- User references RSP/SPY ratio, IWM/SPY, HYG/LQD, or other cross-asset ratios
- User wants to assess whether a regime change is underway
Workflow
-
Load reference documents for methodology context:
references/regime_detection_methodology.mdreferences/indicator_interpretation_guide.md
-
Execute the main analysis script:
python3 -m pip install -r skills/macro-regime-detector/requirements.txt uv run python3 skills/macro-regime-detector/scripts/macro_regime_detector.py --output-dir reports/This fetches 600 days of data for 9 ETFs. With an FMP key, the client tries FMP first and fetches Treasury rates (~10 API calls total), then falls back to yfinance for unavailable ETF history. Without an FMP key, it runs in yfinance-only mode and uses SHY/TLT as the yield-curve fallback.
The detector fails closed and writes no report when none of its six components has usable data. Do not treat a missing report or non-zero exit as a valid low-transition regime.
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Read the generated Markdown report and present findings to user.
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Provide additional context using
references/historical_regimes.mdwhen user asks about historical parallels.
Prerequisites
- Python dependencies (required): install
requirements.txt, including yfinance and requests - FMP API Key (optional): set
FMP_API_KEYor pass--api-keyto use FMP and Treasury data before the yfinance/SHY-TLT fallbacks - The FMP free tier may not serve every ETF; unavailable symbols automatically use yfinance
6 Components
| # | Component | Ratio/Data | Weight | What It Detects |
|---|---|---|---|---|
| 1 | Market Concentration | RSP/SPY | 25% | Mega-cap concentration vs market broadening |
| 2 | Yield Curve | 10Y-2Y spread | 20% | Interest rate cycle transitions |
| 3 | Credit Conditions | HYG/LQD | 15% | Credit cycle risk appetite |
| 4 | Size Factor | IWM/SPY | 15% | Small vs large cap rotation |
| 5 | Equity-Bond | SPY/TLT + correlation | 15% | Stock-bond relationship regime |
| 6 | Sector Rotation | XLY/XLP | 10% | Cyclical vs defensive appetite |
5 Regime Classifications
- Concentration: Mega-cap leadership, narrow market
- Broadening: Expanding participation, small-cap/value rotation
- Contraction: Credit tightening, defensive rotation, risk-off
- Inflationary: Positive stock-bond correlation, traditional hedging fails
- Transitional: Multiple signals but unclear pattern
Output
macro_regime_YYYY-MM-DD_HHMMSS.json— Structured data for programmatic usemacro_regime_YYYY-MM-DD_HHMMSS.md— Human-readable report with:- Current Regime Assessment
- Transition Signal Dashboard
- Component Details
- Regime Classification Evidence
- Portfolio Posture Recommendations
Relationship to Other Skills
| Aspect | Macro Regime Detector | Market Top Detector | Market Breadth Analyzer |
|---|---|---|---|
| Time Horizon | 1-2 years (structural) | 2-8 weeks (tactical) | Current snapshot |
| Data Granularity | Monthly (6M/12M SMA) | Daily (25 business days) | Daily CSV |
| Detection Target | Regime transitions | 10-20% corrections | Breadth health score |
| API Calls | ~10 | ~33 | 0 (Free CSV) |
Script Arguments
python3 macro_regime_detector.py [options]
Options:
--api-key KEY FMP API key (default: $FMP_API_KEY)
--output-dir DIR Output directory (default: current directory)
--days N Days of history to fetch (default: 600)
Resources
references/regime_detection_methodology.md— Detection methodology and signal interpretationreferences/indicator_interpretation_guide.md— Guide for interpreting cross-asset ratiosreferences/historical_regimes.md— Historical regime examples for context
FAQ
What does the macro-regime-detector skill do?
Detect structural macro regime transitions (1-2 year horizon) using cross-asset ratio analysis. Analyze RSP/SPY concentration, yield curve, credit conditions, size factor, equity-bond relationship, and sector rotation to identify regime shifts between Concentration, Broadening, Contraction, Inflationary, and Transitional states. Run when user asks about macro regime, market regime change, structural rotation, or long-term market positioning.
How do I install macro-regime-detector?
Run npx skills add https://github.com/tradermonty/claude-trading-skills --skill macro-regime-detector in your project. The skills CLI detects the agents you use and copies the skill into the right folder. For Claude Code you can also place the skill folder at ~/.claude/skills/macro-regime-detector/ (personal) or .claude/skills/macro-regime-detector/ (project).
Which AI agents can use macro-regime-detector?
Any agent that supports the open Agent Skills format (a folder with a SKILL.md file), including Claude Code, Codex, Cursor, GitHub Copilot, Gemini CLI, Windsurf, Cline, OpenCode and more.
Is macro-regime-detector safe to install?
No partner security audit is available yet. Skills can run commands and scripts, so read the SKILL.md and any bundled files before installing.
Who maintains macro-regime-detector?
It is published by tradermonty in tradermonty/claude-trading-skills. It has 3,708 recorded installs.
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