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Detect structural macro regime transitions (1-2 year horizon) using cross-asset ratio analysis. Analyze RSP/SPY concentration, yield curve, credit conditions, size factor, equity-bond relationship, and sector rotation to identify regime shifts between Concentration, Broadening, Contraction, Inflationary, and Transitional states. Run when user asks about macro regime, market regime change, structural rotation, or long-term market positioning.
Detect structural macro regime transitions using monthly-frequency cross-asset ratio analysis. This skill identifies 1-2 year regime shifts that inform strategic portfolio positioning.
Load reference documents for methodology context:
references/regime_detection_methodology.mdreferences/indicator_interpretation_guide.mdExecute the main analysis script:
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).
Read the generated Markdown report and present findings to user.
Provide additional context using references/historical_regimes.md when user asks about historical parallels.
npx skills add tradermonty/claude-trading-skills --skill macro-regime-detectorHow clear and easy to understand the SKILL.md instructions are, rated from 1 to 5.
Mostly clear, but there are still a few confusing or poorly structured parts.
How directly an agent can act on the SKILL.md instructions, rated from 1 to 5.
Partially actionable with several concrete steps, but still missing important details.