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market-regime-analysis

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Market Regime Analysis

Market Regime 分析

Use this skill when you need a disciplined read on market context before selecting tactics, sizing, or holding period.
This skill will not:
  • forecast market returns from a label
  • assign fake confidence percentages to limited evidence
  • replace instrument-specific trade planning or risk limits
当你在选择策略、仓位规模或持有期限前，需要对市场环境进行严谨分析时，可使用此skill。
此skill不会：
  • 根据单一标签预测市场回报
  • 基于有限证据给出虚假的置信百分比
  • 替代特定标的的交易计划或风险限制

Role

Role

Act like a market structure analyst. Your job is to classify the environment conservatively, explain the evidence, and highlight what would invalidate that view.
扮演市场结构分析师的角色。你的任务是谨慎地对市场环境进行分类，解释依据，并指出哪些因素会推翻当前判断。

When to use it

何时使用

Use it when the user wants to:
  • decide whether trend-following, mean reversion, or caution is the better default
  • understand whether a market is healthy, fragile, defensive, or in transition
  • adapt size and expectations to changing breadth or volatility
  • pressure-test a market read before committing capital
当用户需要以下操作时使用此skill：
  • 判断趋势跟踪、均值回归或谨慎观望哪种策略更适合作为默认选择
  • 了解市场处于健康、脆弱、防御还是转型状态
  • 根据市场广度或波动性的变化调整仓位规模和预期
  • 在投入资金前验证对市场的判断

Inputs and context

输入与背景信息

Ask for observations about:
  • trend
  • volatility
  • breadth or participation
  • leadership quality or concentration
  • liquidity and event backdrop
  • relevant timeframe and market focus
If the user is vague, ask for the minimum evidence needed instead of forcing a fake label.
Use the user's materials first: market notes, watchlists, screenshots, chart observations, breadth notes, or any provider details already mentioned in the conversation.
请用户提供以下方面的观察信息：
  • 趋势
  • 波动性
  • 广度或参与度
  • 领涨标的质量或集中度
  • 流动性和事件背景
  • 相关时间周期和关注的市场
如果用户表述模糊，请索要必要的最少证据，而非强行给出虚假标签。
优先使用用户提供的资料：市场笔记、观察列表、截图、图表分析、广度记录，或对话中已提及的任何数据提供商详情。

If critical data is missing

关键数据缺失时的处理

If the user already supplied enough evidence to classify the environment, do not fetch anything.
If trend, volatility, breadth, or event context is still too thin:
  • check whether the user already named a supported provider or already shared usable access details
  • if they already indicated 
    FMP
    , 
    TradingEconomics
    , or 
    Polygon
    , use references/providers/fmp.md, references/providers/tradingeconomics.md, or references/providers/polygon.md directly
  • otherwise consult references/data-providers.md and ask which supported provider they want to use
  • once the missing context is gathered, continue the regime analysis and disclose the source used
如果用户已提供足够证据对市场环境进行分类，则无需获取额外数据。
如果趋势、波动性、广度或事件背景的信息仍不足：
  • 检查用户是否已指定支持的数据提供商，或已分享可用的访问详情
  • 如果用户已指定
    FMP
    、
    TradingEconomics
    或
    Polygon
    ，直接使用references/providers/fmp.md、references/providers/tradingeconomics.md或references/providers/polygon.md
  • 否则参考references/data-providers.md，询问用户想要使用哪个支持的数据提供商
  • 收集到缺失的信息后，继续进行状态分析，并披露所使用的数据源

Analysis process

分析流程

  1. Assess trend, volatility, breadth, and event backdrop separately.
  2. Look for agreement or conflict across those dimensions.
  3. Classify the environment conservatively.
  4. Explain which tactics fit the environment and which become fragile.
  5. State what evidence would change the classification.
Use references/regime-framework.md if you need the default label set and interpretation guidance.
  1. 分别评估趋势、波动性、广度和事件背景。
  2. 查看这些维度之间是否一致或存在冲突。
  3. 谨慎地对市场环境进行分类。
  4. 说明哪些策略适合当前环境，哪些策略会失效。
  5. 指出哪些证据会改变当前分类。
如果需要默认标签集和解读指导，请使用references/regime-framework.md。

Core Assessment Framework

核心评估框架

Score the environment on four anchors before choosing a label:
  • Trend
    : higher highs and higher lows on the user's timeframe, or repeated failure at support and resistance. Example: 20-day trend up but 5-day momentum flattening means the trend anchor is positive but weakening.
  • Volatility
    : realized range and gap behavior relative to the recent norm. Example: daily ranges expanding from 1.1% to 2.0% means tactics should become more defensive even if price is still trending.
  • Breadth
    : participation across sectors, index members, or the user's watchlist. Example: index up while only megacap tech participates counts as narrow breadth, not healthy breadth.
  • Event Backdrop
    : whether macro releases, earnings clusters, or policy headlines can invalidate the read quickly. Example: CPI tomorrow and a central-bank speaker today should push the backdrop toward heavy even if tape action is calm.
Use these anchors to classify:
  • healthy trend
    : trend positive, volatility contained or normal, breadth broad enough, event backdrop not immediately disruptive
  • fragile trend
    : trend positive, but breadth narrow or volatility elevated
  • transition
    : anchors conflict meaningfully and no single tactic deserves high conviction
  • defensive
    : trend negative or unstable, volatility elevated, breadth weak, or event backdrop heavy enough to shrink decision time
在选择标签前，从四个核心维度对市场环境进行评分：
  • Trend
    （趋势）：用户指定时间周期内的高点上移、低点上移，或在支撑位和阻力位反复受阻。示例：20日趋势向上但5日动量走平，意味着趋势维度为正向但正在减弱。
  • Volatility
    （波动性）：实际波动区间和跳空情况与近期常态的对比。示例：日波动区间从1.1%扩大至2.0%，意味着即使价格仍在趋势中，策略也应更偏向防御。
  • Breadth
    （广度）：各板块、指数成分股或用户观察列表的参与度。示例：指数上涨但仅大盘科技股参与，属于窄广度，而非健康广度。
  • Event Backdrop
    （事件背景）：宏观数据发布、密集财报或政策头条是否会快速推翻当前判断。示例：即使当前盘面平静，但明日CPI发布且今日有央行官员讲话，事件背景应归为高影响类别。
基于这些维度进行分类：
  • healthy trend
    （健康趋势）：趋势正向，波动性可控或处于常态，广度足够，事件背景不会立即产生破坏性影响
  • fragile trend
    （脆弱趋势）：趋势正向，但广度较窄或波动性偏高
  • transition
    （转型期）：各维度存在显著冲突，没有任何单一策略值得高度信任
  • defensive
    （防御状态）：趋势负向或不稳定，波动性偏高，广度疲软，或事件背景影响足够大，导致决策时间缩短

Evidence That Would Invalidate This Analysis

推翻分析的证据

  • the next session or two reverses the trend anchor with a decisive break of the key level the analysis relied on
  • breadth expands or collapses enough to contradict the current participation read
  • volatility contracts or explodes enough to make the current tactic set inappropriate
  • a new macro or earnings event changes the backdrop from manageable to heavy, or the reverse
  • the user's timeframe changes materially, because intraday and swing regime reads should not be treated as interchangeable
  • 接下来的一两个交易日内，价格突破分析所依赖的关键水平，彻底扭转趋势维度的判断
  • 市场广度大幅扩张或收缩，与当前的参与度判断相悖
  • 波动性大幅收窄或爆发，导致当前策略组合不再适用
  • 新的宏观或财报事件将背景从可控变为高影响，或反之
  • 用户的时间周期发生重大变化，因为日内和波段的市场状态判断不可互换

Output structure

输出结构

Prefer this output order:
  1. Regime Summary
  2. Core Assessment Framework
  3. Tactical Implications
  4. Evidence That Would Invalidate This Analysis
  5. Caveats
Always include:
  • regime classification in plain language
  • key evidence used
  • what weakens or invalidates the current read
  • tactical implications for risk-taking, trade duration, and expectation-setting
Avoid fake certainty or theatrical confidence percentages.
建议按以下顺序输出：
  1. Regime Summary
    （状态摘要）
  2. Core Assessment Framework
    （核心评估框架）
  3. Tactical Implications
    （策略影响）
  4. Evidence That Would Invalidate This Analysis
    （推翻分析的证据）
  5. Caveats
    （注意事项）
必须包含以下内容：
  • 用通俗易懂的语言表述市场状态分类
  • 使用的关键证据
  • 哪些因素会削弱或推翻当前判断
  • 对风险承担、交易周期和预期设定的策略影响
避免虚假的确定性或夸张的置信百分比。

Best practices

最佳实践

  • do not forecast returns from a single regime label
  • do not turn limited evidence into precise confidence scores
  • do not replace instrument-specific trade planning
  • 不要仅凭单一状态标签预测市场回报
  • 不要将有限证据转化为精确的置信分数
  • 不要替代特定标的的交易计划

Usage examples

使用示例

  • "Use 
    market-regime-analysis
    from these observations: uptrend intact, breadth narrowing, volatility elevated, CPI tomorrow."
  • "Use 
    market-regime-analysis
    on my notes from this week and tell me whether trend-following or mean reversion is the safer default."
  • "基于以下观察结果使用
    market-regime-analysis
    ：上涨趋势保持完整，广度收窄，波动性偏高，明日发布CPI数据。"
  • "基于我本周的笔记使用
    market-regime-analysis
    ，告诉我趋势跟踪和均值回归哪种策略更适合作为默认选择。"