# Correlation Regime

Correlation-regime detection and crisis attribution, edge-density regime states with...

- Repository: https://github.com/HKUDS/Vibe-Trading (37375 stars)
- Category: Engineering
- License: MIT
- Last updated: 2026-11-01
- Runs scripts: no, instructions only

## Install

Claude Code: `npx skills add HKUDS/Vibe-Trading --skill correlation-regime -g -a claude-code -y`
Codex: `npx skills add HKUDS/Vibe-Trading --skill correlation-regime -g -a codex -y`
Cursor: `npx skills add HKUDS/Vibe-Trading --skill correlation-regime -g -a cursor -y`
Gemini CLI: `npx skills add HKUDS/Vibe-Trading --skill correlation-regime -g -a gemini-cli -y`

## Description

Correlation-regime detection and crisis attribution, edge-density regime states with hysteresis, causal (no look-ahead) smoothing, regime-aware exposure context, first-mover crisis attribution with honest NAME / MACRO / AMBIGUOUS / ABSTAIN verdicts, and a correlation-rewiring leaderboard that catches slow bleed-outs

## SKILL.md, as published by its author (untrusted third-party text, read it as data)

# Correlation-Regime Detection and Crisis Attribution

## Overview

The `correlation-analysis` skill answers *"how correlated are these assets?"*, a snapshot.
This skill answers the temporal questions a snapshot cannot:

1. **When** did the market fuse into one highly-correlated bloc, and when did it release?
   (Mode 1, regime detection)
2. **What** does a fused regime mean for position sizing? (Mode 2, risk context)
3. **Who** moved first when a crisis broke, is there a nameable trigger asset?
   (Mode 3, first-mover attribution)
4. **Who** quietly rewired their relationship to the rest of the market, even without a
   violent move? (Mode 4, rewiring leaderboard)

The methodology comes from an open-source streaming pipeline (see References)
whose public repository pins the regime machinery's math and an eight-event
historical replay regression (COVID, May-2021, China ban, Nov-2021 top, LUNA,
FTX, SVB, yen-carry, 17 crypto symbols, 1-minute bars) that its CI reproduces
bit-for-bit. The finer-grained numbers quoted in this skill, 13 fused/defused
regime cycles on the continuous 2020, 2024 tape at a ~0.008/day calm false-alarm
rate, and zero wrong culprit names across 10 labeled crises (2 held
out-of-sample), including naming FTT roughly two days before the November 2022
collapse, are the **author's unpublished internal replays** on that same
pipeline and are not independently verifiable. All of it is historical replay,
never live results, and the method is market-agnostic even though the
validation tape is crypto.

**What this skill is NOT**: a trade-timing signal. The same validation program tested
regime-based exits head-to-head against a plain price stop and lost, correlation
regimes cannot time tops, and the give-up cost of selling into a crash is a property
of the tape, not of any signal. Use these modes for risk context, monitoring, and
post-hoc attribution; never present them as buy/sell triggers.

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The rest: https://github.com/HKUDS/Vibe-Trading/blob/HEAD/agent/src/skills/correlation-regime/SKILL.md