regime-detection

regime-detection is a skill for Claude Code from agiprolabs/claude-trading-skills. It costs 21 tokens per session (2,875 once invoked), scanned A, original, MIT.

A method for identifying the current market environment from volatility and price direction, such as a trend, a quiet range, or a volatile market. Volatility describes how sharply prices move.

In plain words
What is it for?
Use it to choose strategies, adjust position sizes and stop-loss distances, and reduce or pause trading in unfavourable conditions.
Why use it?
Trading strategies work better in some market conditions than others. Detecting the environment helps avoid using trend-based logic in sideways markets or mean-reversion logic during strong breakouts.

Skill for Claude Code

Written for Claude Code: shipped in a Claude Code plugin.

Part of the trading-skills plugin — 68 skills shipped together

not rated 356repo +10 9d ago A scan Socket: passSnyk: passSkillSpector: pass 21 tokens original MIT

Good fit Use it to choose strategies, adjust position sizes and stop-loss distances, and reduce or pause trading in unfavourable conditions.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/agiprolabs/claude-trading-skills/regime-detection
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add agiprolabs/claude-trading-skills --skill regime-detection
Clone the repo
git clone --depth 1 https://github.com/agiprolabs/claude-trading-skills

Made for: Claude Code.

Or install trading-skills, the plugin that ships this one along with the rest of its 68 skills.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for regime-detection

README.md
[![agentmods](https://agentmods.dev/badge/skills/agiprolabs/claude-trading-skills/regime-detection/github.svg)](https://agentmods.dev/skills/agiprolabs/claude-trading-skills/regime-detection)
Your own site
<a href="https://agentmods.dev/skills/agiprolabs/claude-trading-skills/regime-detection"><img src="https://agentmods.dev/badge/skills/agiprolabs/claude-trading-skills/regime-detection/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for regime-detection

Your own site · 80×15
<a href="https://agentmods.dev/skills/agiprolabs/claude-trading-skills/regime-detection"><img src="https://agentmods.dev/badge/skills/agiprolabs/claude-trading-skills/regime-detection.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 21 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,875 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe. Third-party audits
  • Socket pass 21 Mar 2026
  • Snyk pass 21 Mar 2026
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00021 $0.02875
Opus 5 $0.00010 $0.01437
Sonnet 5 $0.00004 $0.00575
Haiku 4.5 $0.00002 $0.00287

Measured 13d ago against content hash 6c654c23f490, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

regime-detection scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 13d ago.

The scan reads SKILL.md. This mod also ships 2 executable files (scripts/detect_regime.py, scripts/regime_backtest.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/regime-detection/SKILL.md · 314 lines

How it starts

The opening of the file, as written. The whole thing — 314 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Regime Detection

Identify the current market regime so you can pick the right strategy, size positions correctly, and avoid deploying trend-following logic in a ranging market (or vice versa).

Why Regime Detection Matters

Every strategy has a "home regime." A momentum strategy prints money in a clean uptrend but bleeds in a choppy range. A mean-reversion grid thrives in low-volatility consolidation but gets steamrolled by a trending breakout. Regime detection tells you which playbook to use right now.

Key benefits:

  • Strategy selection: Route signals to the right strategy for the current environment
  • Position sizing: Reduce exposure in hostile regimes, increase in favorable ones
  • Stop adaptation: Wider stops in high-vol regimes, tighter in low-vol trends
  • Drawdown control: Sit out "danger zone" regimes (high vol + no trend)

Core Regime Dimensions

Two orthogonal axes define the four-quadrant regime model:

Low Volatility High Volatility
Trending Q1: Clean trend — best for trend following Q2: Volatile trend — momentum with caution
Ranging Q3: Quiet range — mean-reversion paradise Q4: Choppy chaos — reduce or sit out

A third dimension — mean-reversion tendency (Hurst exponent) — refines Q3 by telling you how reliably price reverts.

Simple Approaches (No ML Required)

1. ATR Volatility Percentile

Rank the current ATR against its own recent history to get a 0–100 percentile score.

import pandas as pd
import numpy as np

def atr_percentile(
    high: pd.Series, low: pd.Series, close: pd.Series,
    atr_period: int = 14, lookback: int = 100
) -> pd.Series:
    """ATR percentile rank over a rolling window."""
    tr = pd.concat([
        high - low,
        (high - close.shift(1)).abs(),
        (low - close.shift(1)).abs()
    ], axis=1).max(axis=1)
    atr = tr.rolling(atr_period).mean()
    return atr.rolling(lookback).apply(
        lambda x: pd.Series(x).rank(pct=True).iloc[-1], raw=False
    )

Read the full file on GitHub · 314 lines

Files

What ships with it

4 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 13d ago First seen · 314 lines · 21 tokens per session scan A 6c654c23f490

Subscribe to this mod's changes

regime-detection is a skill published in the GitHub repository agiprolabs/claude-trading-skills (356 stars, last pushed 9d ago), licensed MIT. It adds 21 tokens to every session and 2,875 once invoked, about $0.0001 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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