Macro Regime Detector

This detects structural macro regime shifts on a 1-2 year horizon by analyzing cross-asset ratios: RSP/SPY for concentration, yield curve spreads, HYG/LQD credit conditions, IWM/SPY size factor, SPY/TLT equity-bond dynamics, and XLY/XLP sector rotation. It classifies markets into five regimes (Concentration, Broadening, Contraction, Inflationary, Transitional) using monthly data and outputs both JSON and a readable markdown report. Requires an FMP API key but only burns about 10 calls per run. The differentiation from companion skills is clear: this is strategic positioning over quarters, not tactical timing or daily breadth snapshots. Good for when you need to step back and ask whether the market structure itself is changing.