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

1. Load reference documents for methodology context:

   • references/regime_detection_methodology.md
   • references/indicator_interpretation_guide.md

2. 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.

3. Read the generated Markdown report and present findings to user.

4. Provide additional context using references/historical_regimes.md when user asks about historical parallels.

Prerequisites