Macro Regime Detector

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:
   bash

   python3 skills/macro-regime-detector/scripts/macro_regime_detector.py

   This fetches 600 days of data for 9 ETFs + Treasury rates (10 API calls total).
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

• FMP API Key (required): Set

  FMP_API_KEY

  environment variable or pass

  --api-key

• Free tier (250 calls/day) is sufficient (script uses ~10 calls)

6 Components

5 Regime Classifications

• Concentration: Mega-cap leadership, narrow market
• Broadening: Expanding participation, small-cap/value rotation
• Contraction: Credit tightening, defensive rotation, risk-off
• Inflationary: Positive stock-bond correlation, traditional hedging fails
• Transitional: Multiple signals but unclear pattern

Output

• macro_regime_YYYY-MM-DD_HHMMSS.json

  — Structured data for programmatic use

• macro_regime_YYYY-MM-DD_HHMMSS.md

  — Human-readable report with:
  1. Current Regime Assessment
  2. Transition Signal Dashboard
  3. Component Details
  4. Regime Classification Evidence
  5. Portfolio Posture Recommendations

Relationship to Other Skills

Script Arguments

python3 macro_regime_detector.py [options]

Options:
  --api-key KEY       FMP API key (default: $FMP_API_KEY)
  --output-dir DIR    Output directory (default: current directory)
  --days N            Days of history to fetch (default: 600)