macro-regime-detector

macro-regime-detector is a skill for Claude Code from mphinance/alpha-skills. It costs 91 tokens per session (987 once invoked), scanned A, a copy of macro-regime-detector, MIT.

A long-term market analysis that looks for changes in the broad economic and investment environment using relationships between stocks, bonds, interest rates, credit, company sizes, and sectors. A market regime is a sustained pattern in these conditions.

In plain words
What is it for?
It helps assess concentration versus broad market participation, yield-curve and credit conditions, stock-bond behavior, sector rotation, and possible regime changes.
Why use it?
It helps identify structural shifts that may matter over one to two years, rather than confusing them with short-term market noise.

Skill for Claude Code

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

Part of the quant-skills plugin — 60 skills shipped together

Good fit It helps assess concentration versus broad market participation, yield-curve and credit conditions, stock-bond behavior, sector rotation, and possible regime changes.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/mphinance/alpha-skills/macro-regime-detector
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 mphinance/alpha-skills --skill macro-regime-detector
Clone the repo
git clone --depth 1 https://github.com/mphinance/alpha-skills

Made for: Claude Code.

Or install quant-skills, the plugin that ships this one along with the rest of its 60 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 macro-regime-detector

README.md
[![agentmods](https://agentmods.dev/badge/skills/mphinance/alpha-skills/macro-regime-detector/github.svg)](https://agentmods.dev/skills/mphinance/alpha-skills/macro-regime-detector)
Your own site
<a href="https://agentmods.dev/skills/mphinance/alpha-skills/macro-regime-detector"><img src="https://agentmods.dev/badge/skills/mphinance/alpha-skills/macro-regime-detector/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 macro-regime-detector

Your own site · 80×15
<a href="https://agentmods.dev/skills/mphinance/alpha-skills/macro-regime-detector"><img src="https://agentmods.dev/badge/skills/mphinance/alpha-skills/macro-regime-detector.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 91 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 987 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.
Origin 86% copy Near-identical to another mod 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 $0.00091 $0.00987
Opus 5.5 $0.00036 $0.00395
Sonnet 5.5 $0.00018 $0.00197
Haiku 4.5 $0.00009 $0.00099

Measured 1mo ago against content hash 29a0e13736b0, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

macro-regime-detector 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 1mo ago.

The scan reads SKILL.md. This mod also ships 25 executable files (scripts/calculators/__init__.py, scripts/calculators/concentration_calculator.py, scripts/calculators/credit_conditions_calculator.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.

Origin

This is a copy

86% identical to macro-regime-detector — 8 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

plugins/quant-skills/skills/macro-regime-detector/SKILL.md · 93 lines

How it starts

The opening of the file, as written. The whole thing — 93 lines — stays where its author put it; the contents beside it link to each section on GitHub.

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:

    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).

  3. Read the generated Markdown report and present findings to user.

  4. Provide additional context using references/historical_regimes.md when user asks about historical parallels.

Prerequisites

  • FMP API Key (required): Set FMP_API_KEY environment variable or pass --api-key
  • Free tier (250 calls/day) is sufficient (script uses ~10 calls)

6 Components

# Component Ratio/Data Weight What It Detects
1 Market Concentration RSP/SPY 25% Mega-cap concentration vs market broadening
2 Yield Curve 10Y-2Y spread 20% Interest rate cycle transitions
3 Credit Conditions HYG/LQD 15% Credit cycle risk appetite
4 Size Factor IWM/SPY 15% Small vs large cap rotation
5 Equity-Bond SPY/TLT + correlation 15% Stock-bond relationship regime
6 Sector Rotation XLY/XLP 10% Cyclical vs defensive appetite

5 Regime Classifications

  • Concentration: Mega-cap leadership, narrow market
  • Broadening: Expanding participation, small-cap/value rotation
  • Contraction: Credit tightening, defensive rotation, risk-off
  • Inflationary: Positive stock-bond correlation, traditional hedging fails
  • Transitional: Multiple signals but unclear pattern

Read the full file on GitHub · 93 lines

Files

What ships with it

29 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. 1mo ago First seen · 93 lines · 91 tokens per session scan A 29a0e13736b0

Subscribe to this mod's changes

macro-regime-detector is a skill published in the GitHub repository mphinance/alpha-skills (28 stars, last pushed 10d ago), licensed MIT. It adds 91 tokens to every session and 987 once invoked, about $0.0004 per session on Opus 5.5. A static security scan graded it A with 0 findings. It is 86% identical to macro-regime-detector, differing in 8 lines, and is treated as a copy.

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