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.

skills.sh installs: 3.9K
GitHub stars: 3.7K
last updated: Aug 21, 2026

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Install

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

Installs into .claude/skills of the current project.

Files

Macro Regime Detector

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.

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