Macro Regime Detector
Classify equity macro regimes (e.g., concentration vs broadening) using ratio and credit proxies, then map historical parallels to portfolio posture.
Overview
Macro Regime Detector is an agent skill most often used in Operate (also Launch distribution planning, Grow analytics reviews) that classifies equity macro regimes using breadth, credit, and cyclical ratio history to sug
Install
npx skills add https://github.com/tradermonty/claude-trading-skills --skill macro-regime-detectorWhat is this skill?
- Five regime classifications anchored to historical case studies (e.g., Magnificent Seven dominance, post-dot-com broaden
- Ratio lenses including RSP/SPY, IWM/SPY, HYG/LQD, and cyclical/defensive pairs such as XLY/XLP
- Documents typical duration, resolution signals, and winning portfolio postures per regime
- Concentration vs broadening narratives with credit stability as a confirming filter
- Reference library for contextualizing current readings against 2003–2004, 2016–2017, 2019–2020, and 2023–2024 episodes
- Five regime classifications with multiple multi-month historical reference cases
- Ratio set includes RSP/SPY, IWM/SPY, HYG/LQD, and XLY/XLP among concentration/broadening signals
Adoption & trust: 696 installs on skills.sh; 1.8k GitHub stars; 3/3 security scanners passed (skills.sh audits).
What problem does it solve?
You see conflicting macro headlines and ratio moves but lack a repeatable framework to name the regime and align positioning with how similar episodes resolved historically.
Who is it for?
Solo systematic traders, investing newsletter builders, and agent users documenting macro regime notes with historical anchors.
Skip if: Long-only investors who want fundamental stock picking without macro overlays, or teams needing live data connectors instead of classification playbooks.
When should I use this skill?
When classifying equity macro environment, interpreting breadth and credit ratios, or choosing portfolio posture using historical regime parallels.
What do I get? / Deliverables
You leave with a labeled regime hypothesis, supporting ratio/credit evidence, historical analogues, and an explicit portfolio posture bias to test in the next review cycle.
- Named regime classification with supporting ratio and credit commentary
- Historical analogue section with duration and resolution cues
- Suggested portfolio posture aligned to the classified regime
Recommended Skills
Journey fit
Spans multiple journey phases - primary shelf plus alternate fits below.
Operate is the primary shelf because regime detection supports ongoing allocation and risk iteration rather than one-off app scaffolding. Iterate captures recurring macro reviews—weekly or monthly reads on breadth, credit, and cyclical vs defensive tilts.
Where it fits
Reconcile weekly RSP/SPY and IWM/SPY prints into a concentration or broadening label before resizing factor tilts.
Draft a client-facing regime memo that cites 2016–2017 broadening cues alongside current cyclical/defensive ratios.
Frame a newsletter issue around whether 2023–2024 mega-cap dominance is echoing prior episodes nearing resolution.
Stress-test a trading product spec by listing which regimes the strategy must survive.
How it compares
A regime taxonomy and historical pattern library for agents—not a Bloomberg replacement or automated execution bot.
Common Questions / FAQ
Who is macro-regime-detector for?
Independent traders and builders who publish or internalize macro regime research and want Claude-style agents to apply a consistent five-regime vocabulary with real historical examples.
When should I use macro-regime-detector?
Use it in Operate when iterating portfolio risk; in Grow when writing analytics retrospectives; and in Launch when framing market-environment context for a distribution piece—always when breadth and credit ratios need a named regime.
Is macro-regime-detector safe to install?
It is textual reference guidance without built-in brokerage actions; still review the Security Audits panel on this page before pairing it with skills that place trades or pull privileged data.
SKILL.md
READMESKILL.md - Macro Regime Detector
# Historical Regime Examples Reference cases for the 5 regime classifications. Use these to contextualize current readings and identify historical parallels. ## Concentration Regimes ### 2023-2024: Magnificent Seven Dominance - **RSP/SPY**: Declined from ~0.32 to ~0.29, a multi-year low - **IWM/SPY**: Persistent underperformance of small-caps - **Credit**: Stable to easing (HYG/LQD steady) - **Characteristics**: Top 7 stocks drove ~60% of S&P 500 returns - **Duration**: ~18 months - **Resolution**: Early signs of broadening in late 2024 (RSP/SPY bottoming) - **Portfolio posture**: Mega-cap growth overweight was the only winning strategy ### 2019-2020 (Pre-COVID): FAANG+ Concentration - **RSP/SPY**: Gradual decline through 2019 - **IWM/SPY**: Small-cap underperformance - **Ended**: Abruptly with COVID crash (exogenous shock) ## Broadening Regimes ### 2003-2004: Post-Dot-Com Recovery - **RSP/SPY**: Rose significantly as value and small-caps recovered - **IWM/SPY**: Strong small-cap outperformance - **Credit**: HYG/LQD rising as credit conditions eased - **Yield curve**: Steep (accommodative Fed) - **Duration**: ~24 months - **Portfolio posture**: Small-cap value, equal-weight strategies outperformed ### 2016-2017: Post-Election Broadening - **RSP/SPY**: Rose as cyclicals and financials rallied - **IWM/SPY**: Small-cap surge post-election - **Credit**: Stable to improving - **XLY/XLP**: Strong cyclical outperformance - **Duration**: ~12 months - **Portfolio posture**: Cyclicals, financials, small-cap growth ## Contraction Regimes ### 2007-2009: Global Financial Crisis - **Credit**: HYG/LQD collapsed (credit freeze) - **XLY/XLP**: Extreme defensive rotation - **SPY/TLT**: Sharp decline as bonds rallied - **Yield curve**: Initially inverted, then steepened dramatically - **Duration**: ~18 months (bear phase) - **Portfolio posture**: Cash, Treasuries, defensive sectors ### 2020 Q1: COVID Crash - **Credit**: HYG/LQD dropped sharply in March - **XLY/XLP**: Rapid defensive rotation - **SPY/TLT**: Crashed as equities sold off - **Duration**: ~6 weeks (shortest contraction on record) - **Resolution**: Massive fiscal/monetary response triggered V-shaped recovery - **Lesson**: Not all contractions are prolonged; policy response matters ## Inflationary Regimes ### 2022: Inflation Shock - **Stock-bond correlation**: Turned positive (both fell together) - **SPY/TLT**: Both declined simultaneously - **10Y-2Y**: Deep inversion (most inverted since 1980s) - **Yield curve**: Aggressive flattening then inversion - **Duration**: ~12 months - **Portfolio posture**: Energy, commodities, real assets, short-duration bonds - **Key characteristic**: Traditional 60/40 portfolio failed as bonds didn't hedge ### 1970s Stagflation (Historical Reference) - **Stock-bond correlation**: Persistently positive - **Commodities**: Outperformed financial assets - **Duration**: Extended (years) - **Modern parallel**: 2022 showed echoes but resolved faster ## Transitional Regimes ### 2024 Q4 - 2025 Q1: Current Example - **RSP/SPY**: Near historical lows (~0.297) but showing early bottoming signs - **IWM/SPY**: Mixed signals, brief outperformance then reversal - **Credit**: Stable (HYG/LQD holding) - **Yield curve**: Normalizing from inversion - **XLY/XLP**: Choppy, no clear direction - **Interpretation**: Multiple indicators shifting but no clear new regime yet - **Portfolio posture**: Maintain diversification, gradual position adjustments ### 2018: Failed Broadening - **RSP/SPY**: Brief broadening attempt in early 2018 - **Credit**: Tightened in Q4 2018 (HYG selloff) - **Resolution**: Fed pivot in early 2019 prevented full contraction - **Lesson**: Transitional periods can resolve in any direction ## Regime Transition Patterns ### Common Sequences 1. **Concentration → Broadening**: Usually requires catalyst (Fed easing, fiscal stimulus, valuation compression in leaders) 2. **Broadening → Contraction**: Credit tightening is the typical tri