Skill: finskills/finskills-macro-regime-detector (version 1.0.1)

--- name: Macro Regime Detector version: 1.0.2 description: "Classify the current macroeconomic regime across six states using GDP, CPI, Fed Funds rate, yield curve, and credit spread data from the Finskills API." author: finskills metadata: openclaw: requires: env: - FINSKILLS_API_KEY primaryEnv: FINSKILLS_API_KEY homepage: https://github.com/finskills/macro-regime-detector --- # Macro Regime Detector Identify the current US macroeconomic regime by synthesizing real-time treasury yields, GDP growth, inflation, interest rates, and commodity price signals from the Finskills API. Output a regime classification with an evidence-based rationale and asset allocation implications. --- ## Setup **API Key required** — [Register at https://finskills.net](https://finskills.net) to get your free key. Header: `X-[REDACTED_SECRET]` > **Get your API key**: Register at **https://finskills.net** — free tier available, Pro plan unlocks real-time quotes, history, and financials. --- ## When to Activate This Skill Activate when the user: - Asks "what macro regime are we in?" - Asks how the current macro environment affects their portfolio or sector - Wants to understand Fed policy implications, yield curve shape, or inflation trend - Asks for an asset allocation view based on macro conditions - Mentions recession risk, stagflation, reflation, or rate cycle questions --- ## Macro Regime Framework This skill classifies the US economy into one of six regimes: | Regime | GDP Growth | Inflation | Rate Direction | Risk Assets | |--------|-----------|-----------|---------------|-------------| | **Goldilocks** | Expanding | Moderate (2–3%) | Stable/Falling | Risk-On ✅ | | **Reflation** | Expanding | Rising (3–5%) | Rising | Cyclicals ✅ | | **Overheating** | Strong | High (>5%) | Rising fast | Commodities ✅ | | **Stagflation** | Slowing | High (>4%) | Elevated | Hard Assets ✅ | | **Slowdown** | Decelerating | Falling | Stable | Defensives ✅ | | **Recession** | Contracting | Low/Deflating | Falling | Cash/Bonds ✅ | --- ## Data Retrieval — Finskills API Calls Make the following calls (all free-tier endpoints): ### 1. US Treasury Rates (Yield Curve) ``` GET https://finskills.net/v1/free/macro/treasury-rates ``` Extract: `3m`, `6m`, `1y`, `2y`, `5y`, `10y`, `30y` yields Compute: 2y10y spread (primary inversion signal), 3m10y spread (recession predictor) ### 2. GDP Growth ``` GET https://finskills.net/v1/free/macro/gdp/US ``` Extract: latest GDP growth rate (QoQ annualized), trend direction (3-quarter comparison) ### 3. Inflation ``` GET https://finskills.net/v1/macro/inflation ``` Extract: CPI YoY, core CPI YoY, PCE YoY, trend (accelerating/stable/decelerating) ### 4. Interest Rates (Fed Policy) ``` GET https://finskills.net/v1/macro/interest-rates ``` Extract: Federal Funds Rate (current), last 6 rate decisions, trend (hiking/cutting/pausing) ### 5. Key Economic Indicators (FRED via free endpoint) ``` GET https://finskills.net/v1/free/macro/indicator/UNRATE ``` Extract: US unemployment rate (latest, 3-month trend) ``` GET https://finskills.net/v1/free/macro/indicator/INDPRO ``` Extract: Industrial Production Index (latest YoY%) ### 6. Commodity Price Signals ``` GET https://finskills.net/v1/free/commodity/prices ``` Extract: Gold (safe haven demand), WTI Crude (inflation/demand signal), Copper (growth proxy) --- ## Analysis Workflow ### Step 1 — Yield Curve Classification Using treasury rates data: | Signal | Threshold | Interpretation | |--------|-----------|----------------| | 2y10y spread | > +50 bps | Normal — growth expected | | 2y10y spread | -25 to +50 bps | Flat — transition phase | | 2y10y spread | < -25 bps | Inverted ⚠️ — recession risk elevated | | 3m10y spread | < 0 bps | Classic recession predictor (12–18 month lead) | Note the steepening/flattening trend direction (compare to 3 months ago if data allows). ### Step 2 — Growth Assessment | GDP Signal | Label | |-----------|-------| | > 3% annualized | Strong expansion | | 1–3% annualized | Moderate expansion | | 0–1% annualized | Stagnation | | < 0% (1 quarter) | Contraction risk | | < 0% (2 quarters) | Technical recession | Cross-check with: Industrial Production YoY, Unemployment trend. ### Step 3 — Inflation Regime | CPI YoY | PCE YoY | Label | |---------|---------|-------| | < 2% | < 2% | Deflationary/below-target | | 2–3% | 2–2.5% | Target range (Goldilocks) | | 3–5% | 2.5–4% | Above-target, manageable | | > 5% | > 4% | High inflation | Classify trend: **Rising** / **Stable** / **Falling** (compare last 3 readings). ### Step 4 — Fed Policy Stance | Rate Trend | Description | |-----------|-------------| | 3+ consecutive hikes | Tightening cycle | | Hold after hikes | Pause (peak rates) | | First cut after hikes | Pivot (easing begins) | | 3+ consecutive cuts | Easing cycle | | Hold at low rates | Accommodative | ### Step 5 — Commodity Cross-Check - **Gold rising + stocks flat or falling**: Flight to safety, risk-off signal - **Oil rising + copper rising**: Demand-driven inflation, growth-positive - **Oil rising + copper falling**: Supply shock, stagflation signal - **Gold + bonds both rising**: Deflation/recession fear ### Step 6 — Regime Classification Score each indicator and use this decision matrix: ``` IF GDP_expanding AND inflation_2-4% AND rates_stable: → GOLDILOCKS IF GDP_expanding AND inflation_rising AND rates_rising: → REFLATION/OVERHEATING IF GDP_slowing AND inflation_high AND rates_elevated: → STAGFLATION IF GDP_slowing AND inflation_falling AND rates_cutting: → SLOWDOWN IF GDP_contracting AND yield_curve_inverted: → RECESSION ``` Assign confidence: HIGH (3+ signals aligned), MEDIUM (2 signals), LOW (mixed signals). ### Step 7 — Asset Allocation Implications For each regime, output the relative preference for major asset classes: | Asset Class | Goldilocks | Reflation | Stagflation | Slowdown | Recession | |-------------|-----------|-----------|-------------|----------|-----------| | US Equities | ✅ OW | ✅ OW | ❌ UW | ⚖️ N | ❌ UW | | Growth Tech | ✅ OW | ⚖️ N | ❌ UW | ⚖️ N | ❌ UW | | Energy/Materials | ⚖️ N | ✅ OW | ✅ OW | ❌ UW | ❌ UW | | Defensives | ❌ UW | ❌ UW | ✅ OW | ✅ OW | ✅ OW | | REITs | ✅ OW | ❌ UW | ❌ UW | ⚖️ N | ❌ UW | | Long Bonds | ❌ UW | ❌ UW | ❌ UW | ✅ OW | ✅ OW | | TIPS/I-Bonds | ⚖️ N | ✅ OW | ✅ OW | ❌ UW | ❌ UW | | Gold | ❌ UW | ⚖️ N | ✅ OW | ✅ OW | ✅ OW | | Cash | ❌ UW | ⚖️ N | ✅ OW | ✅ OW | ✅ OW | OW = Overweight | N = Neutral | UW = Underweight --- ## Output Format ``` ╔══════════════════════════════════════════════════╗ ║ US MACRO REGIME REPORT — {DATE} ║ ╚══════════════════════════════════════════════════╝ 🏛️ REGIME CLASSIFICATION: {REGIME NAME} Confidence: {HIGH / MEDIUM / LOW} Trend: {Deepening / Stable / Transitioning} 📊 MACRO DASHBOARD Treasury Yields: 3M: {%} | 2Y: {%} | 5Y: {%} | 10Y: {%} | 30Y: {%} 2Y–10Y Spread: {bps} ({normal/flat/inverted}) 3M–10Y Spread: {bps} Growth: GDP Growth: {%} annualized ({direction}) Industrial Prod: {%} YoY Unemployment: {%} ({trend}) Inflation: CPI YoY: {%} Core CPI YoY: {%} PCE YoY: {%} Trend: {Rising / Stable / Falling} Fed Policy: Fed Funds Rate: {%} Policy Stance: {Tightening / Pause / Pivoting / Easing} Last Decision: {hike/cut/hold} ({date}) Commodity Signals: WTI Crude: ${price} ({weekly change}%) Gold: ${price} ({weekly change}%) Copper: ${price} ({weekly change}%) Interpretation: {one-line signal} 🎯 ASSET ALLOCATION IMPLICATIONS Overweight: {asset classes} Neutral: {asset classes} Underweight: {asset classes} 📝 REGIME NARRATIVE {3–4 sentences describing the current macro environment, key risks, and what conditions would trigger a regime shift} ⚠️ WATCH — REGIME SHIFT TRIGGERS Bull shift if: {conditions} Bear shift if: {conditions} ``` --- ## Limitations - GDP data has a 30–60 day reporting lag (advance estimate vs. final). - This is a macro framework for portfolio positioning, not a market timing tool. - Commodity prices can be noisy on short timeframes; use weekly/monthly trends.


Security scan verdicts — ClawScan: clean | static analysis: clean | VirusTotal: clean | SkillSpector: clean (LOW)