macro-regime-detector

1# Macro Regime Detector
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3Detect structural macro regime transitions using monthly-frequency cross-asset ratio analysis. This skill identifies 1-2 year regime shifts that inform strategic portfolio positioning.
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5## When to Use
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7- User asks about current macro regime or regime transitions
8- User wants to understand structural market rotations (concentration vs broadening)
9- User asks about long-term positioning based on yield curve, credit, or cross-asset signals
10- User references RSP/SPY ratio, IWM/SPY, HYG/LQD, or other cross-asset ratios
11- User wants to assess whether a regime change is underway
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13## Workflow
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151. Load reference documents for methodology context:
16   - `references/regime_detection_methodology.md`
17   - `references/indicator_interpretation_guide.md`
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192. Execute the main analysis script:
20   ```bash
21   python3 -m pip install -r skills/macro-regime-detector/requirements.txt
22   uv run python3 skills/macro-regime-detector/scripts/macro_regime_detector.py --output-dir reports/
23   ```
24   This fetches 600 days of data for 9 ETFs. With an FMP key, the client tries
25   FMP first and fetches Treasury rates (~10 API calls total), then falls back
26   to yfinance for unavailable ETF history. Without an FMP key, it runs in
27   yfinance-only mode and uses SHY/TLT as the yield-curve fallback.
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29   The detector fails closed and writes no report when none of its six
30   components has usable data. Do not treat a missing report or non-zero exit
31   as a valid low-transition regime.
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