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.

Install to Claude Code

npx -y skills add tradermonty/claude-trading-skills --skill macro-regime-detector --agent claude-code