macro-regime-detectorlisted

# 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 ## Workflow 1. Load reference documents for methodology context: - `references/regime_detection_methodology.md` - `references/indicator_interpretation_guide.md` 2. Execute the main analysis script: ```bash python3 -m pip install -r skills/macro-regime-detector/requirements.txt uv run python3 skills/macro-regime-detector/scripts/macro_regime_detector.py --output-dir reports/ ``` This fetches 600 days of data for 9 ETFs. With an FMP key, the client tries FMP first and fetches Treasury rates (~10 API calls total), then falls back to yfinance for unavailable ETF history. Without an FMP key, it runs in yfinance-only mode and uses SHY/TLT as the yield-curve fallback. The detector fails closed and writes no report when none of its six components has usable data. Do not treat a missing report or non-zero exit as a valid low-transition regime. 3. Re