"C:\Program Files\Google\Chrome\Application\chrome.exe" ^
  --remote-debugging-port=9222 ^
  --remote-allow-origins=* ^
  --user-data-dir="%USERPROFILE%\.chrome-debug-profile" ^
  "https://en.macromicro.me/charts/35584/us-treasury-move-index"

https://en.macromicro.me/charts/944/jp-10-year-goverment-bond-yield

cd .claude/skills/analyze-move-risk-gauges-leadlag/scripts
pip install pandas numpy yfinance requests websocket-client matplotlib  # First-time use
python analyze.py --start 2024-01-01 --end 2026-01-31 --output-mode markdown

undefined

Default chart output path: `{project_root}/output/move-leadlag-YYYY-MM-DD.png`

Output Example:

</quick_start>

<intake>
What operation do you need to perform?

1. **Quick Check** - View the current lead-lag status and panic level of MOVE
2. **Full Analysis** - Execute complete lead-lag and event window analysis
3. **Visualization Charts** - Generate multi-panel analysis result charts
4. **Methodology Learning** - Understand the logic of Lead/Lag analysis and event window testing

**Please select or directly provide analysis parameters.**
</intake>

<routing>
| Response                     | Action                                                               |
|------------------------------|----------------------------------------------------------------------|
| 1, "quick", "check"  | Confirm Chrome CDP is launched, execute `python scripts/analyze.py --quick`     |
| 2, "full", "analyze" | Read `workflows/analyze.md` and execute                                   |
| 3, "chart", "plot" | Read `workflows/visualize.md` and execute                                 |
| 4, "learn", "methodology", "why"   | Read `references/methodology.md`                                     |
| Provide parameters (e.g., date range)        | Read `workflows/analyze.md` and execute with parameters                           |

**Important**: Ensure Chrome CDP is launched and the MOVE and JGB pages are loaded before executing the analysis.
</routing>

<directory_structure>

</directory_structure>

<reference_index>

**Methodology**: references/methodology.md
- Lead/Lag Cross-Correlation Analysis
- Z-score Standardization
- Event Window Testing Logic

**Data Sources**: references/data-sources.md
- MOVE Index: MacroMicro CDP
- JGB 10Y: MacroMicro CDP
- VIX: Yahoo Finance
- Credit (IG OAS): FRED
- Data Frequency and Alignment

**Input Parameters**: references/input-schema.md
- Complete Parameter Definitions
- Default Values and Recommended Ranges

</reference_index>

<workflows_index>
| Workflow     | Purpose          | Usage Scenario           |
|--------------|------------------|--------------------|
| analyze.md   | Complete Lead-Lag Analysis | When a detailed analysis report is needed |
| visualize.md | Generate Visualization Charts | When chart presentation is needed     |
</workflows_index>

<templates_index>
| Template           | Purpose           |
|--------------------|-------------------|
| output-json.md     | JSON Output Structure Definition |
| output-markdown.md | Markdown Report Template |
</templates_index>

<scripts_index>
| Script               | Command                                                              | Purpose                           |
|----------------------|----------------------------------------------------------------------|-----------------------------------|
| analyze.py           | `--quick`                                                            | Quick Check of Current Status                  |
| analyze.py           | `--start DATE --end DATE`                                            | Complete Analysis                          |
| analyze.py           | `--start DATE --end DATE --chart`                                    | Analyze and Generate Lead/Lag Comprehensive Charts      |
| analyze.py           | `--start DATE --end DATE --rates-chart`                              | Analyze and Generate Interest Rate vs MOVE Thematic Charts   |
| analyze.py           | `--rates-chart --rates-col BUND10Y --rates-name "Bund 10Y"`          | Analyze Specified Foreign Government Bonds              |
| fetch_data.py        | `--start DATE --end DATE`                                            | Independent Data Fetching                      |
| visualize.py         | `--start DATE --end DATE`                                            | Independent Generation of Lead/Lag Comprehensive Charts        |
| visualize_rates_move.py | `--start DATE --end DATE --rates-col JGB10Y --rates-name "JGB 10Y"` | Independent Generation of Interest Rate vs MOVE Panic Thematic Charts |
</scripts_index>

<input_schema_summary>

**Core Parameters**

| Parameter           | Type   | Default Value       | Description                  |
|----------------------|--------|--------------|-----------------------|
| start_date           | string | -            | Start Date (YYYY-MM-DD) |
| end_date             | string | -            | End Date (YYYY-MM-DD) |
| rates_vol_symbol     | string | MOVE         | Interest Rate Volatility Indicator        |
| equity_vol_symbol    | string | VIX          | Equity Market Volatility Indicator        |
| credit_spread_symbol | string | CDX_IG_PROXY | Credit Spread/Risk Indicator     |
| jgb_yield_symbol     | string | JGB10Y       | Japan 10Y Government Bond Yield       |

**Analysis Parameters**

| Parameter            | Type   | Default Value   | Description                 |
|---------------------|--------|----------|----------------------|
| freq                | string | D        | Frequency (D=Daily / W=Weekly)  |
| smooth_window       | int    | 5        | Smoothing Moving Average Window       |
| zscore_window       | int    | 60       | Z-score Lookback Window         |
| lead_lag_max_days   | int    | 20       | Maximum Shift Days for Cross-Correlation |
| shock_window_days   | int    | 5        | Event Window Days           |
| shock_threshold_bps | float  | 15       | JGB Shock Threshold (bps)   |
| output_mode         | string | markdown | Output Format             |

Complete parameter definitions can be found in `references/input-schema.md`.

</input_schema_summary>

<output_schema_summary>
```json
{
  "skill": "analyze-move-risk-gauges-leadlag",
  "as_of": "2026-01-23",
  "status": "ok",
  "headline": "MOVE not spooked by JGB yield moves and appears to lead VIX/Credit lower.",
  "leadlag": {
    "MOVE_vs_VIX": {"best_lag_days": 6, "corr": 0.72},
    "MOVE_vs_CREDIT": {"best_lag_days": 4, "corr": 0.61}
  },
  "spooked_check": {
    "shock_definition": "abs(JGB10Y change over 5d) >= 15bp",
    "shock_count": 3,
    "mean_MOVE_reaction_on_shocks": 0.8,
    "MOVE_zscore_now": -0.4
  },
  "direction_alignment": {
    "MOVE_down_and_VIX_down_ratio": 0.58,
    "MOVE_down_and_CREDIT_down_ratio": 0.55
  }
}

"C:\Program Files\Google\Chrome\Application\chrome.exe" ^
  --remote-debugging-port=9222 ^
  --remote-allow-origins=* ^
  --user-data-dir="%USERPROFILE%\.chrome-debug-profile" ^
  "https://en.macromicro.me/charts/35584/us-treasury-move-index"

/Applications/Google\ Chrome.app/Contents/MacOS/Google\ Chrome \
  --remote-debugging-port=9222 \
  --remote-allow-origins=* \
  --user-data-dir="$HOME/.chrome-debug-profile" \
  "https://en.macromicro.me/charts/35584/us-treasury-move-index"

curl -s http://127.0.0.1:9222/json

┌──────────────┬─────────────────────────────────┐
| Cross-Correlation Analysis  | Volatility Indicator Time Series               |
|   (1,1)      |      (1,2) + (1,3)              |
├──────────────┼─────────────────────────────────┤
| Event Reaction Distribution  | Standardized Series (Z-score)            |
|   (2,1)      |      (2,2) + (2,3)              |
└──────────────┴─────────────────────────────────┘

COLORS = {
    "background": "#1a1a2e",   # Dark blue-black background
    "primary": "#ff6b35",       # Orange-red (MOVE)
    "secondary": "#ffaa00",     # Orange-yellow (VIX)
    "tertiary": "#ffff00",      # Yellow (Credit)
    "jgb": "#00ff88",           # Green (JGB/not spooked)
    "shock_line": "#ff4444",    # Red (shock/spooked)
}

undefined

</visualization_reference>

<rates_move_chart_reference>

undefined

undefined

┌─────────────────────────────────────────────────┐
|           [Interest Rate Name] vs MOVE Time Series              |
|           (Dual-axis Comparison + Shock Event Markers)            |
├───────────────────────┬─────────────────────────┤
|   Interest Rate Change vs MOVE    |     Panic Determination Dashboard       |
|   Reaction Scatter Plot + Regression Line  |   (Statistical Data + Conclusion)    |
└───────────────────────┴─────────────────────────┘

COLORS = {
    "move": "#ff6b35",          # Orange-red (MOVE)
    "rates": "#00ff88",         # Green (Interest Rate)
    "spooked": "#ff4444",       # Red (Panic Determination)
    "not_spooked": "#00ff88",   # Green (Not Spooked Determination)
    "shock_marker": "#ffff00",  # Yellow (Shock Event Marker)
}