Agent skill · business finance · tradermonty
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.
Why this skill is useful
Adds specific analysis scripts and methodologies for detecting macro regime transitions that the AI wouldn't generate on its own.
What it needs
Requires uv installed locally. Requires fmp account access. About 3k tokens when loaded. Last updated 2026-08-06. 2,581 stars on the source repository.
What this skill does
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/regimedetectionmethodology.md references/indicatorinterpretationguide.md 2. Execute the main analysis script: 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/historicalregimes.md when user asks about historical parallels. …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills tradermonty/macro-regime-detector