fixed-income-context

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UpdatedJuly 9, 2026 at 19:23

Rates and credit view via ETF proxies (SHV, SHY, IEF, TLT, TIP, LQD, HYG, AGG). Reports returns across 1/5/20/60/120 day windows, price percentile vs trailing year, HYG-LQD credit spread delta and TLT-IEF duration spread delta, plus HYG-benchmark correlation. Derives a regime label (risk_off, credit_stress, goldilocks, reflation, rate_pressure, neutral). Every equity valuation implicitly assumes something about rates; this skill closes the equity-only gap without needing FRED.

Installation

Install with Codex or Claude Copy this prompt, paste it into Codex, Claude, or another assistant, and let it review the skill page and install it for you.

Source

rgourley

rgourley/quant-garage

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Financial and Investment AnalystsBusiness and Financial Operations Occupations·SOC 13-2051

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SKILL.md

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name

fixed-income-context

description

fixed-income-context

You hand over nothing. The skill returns the rates and credit picture via a fixed panel of ETF proxies plus derived spread reads and a plain-English regime label.

ETF proxies rather than raw yields so the whole thing runs on any Massive Stocks plan. When you want actual yields, wire in FRED as the primary source and keep this as fallback.

When to invoke

Any equity workflow that implicitly cares about rates or credit (portfolio-review, valuation-sanity-check, scan-and-frame)
User asks "what are rates doing", "credit stress", "curve", "spreads widening"
Sanity-check before a directional bond ETF trade (TLT, HYG, LQD)

What you need

MASSIVE_API_KEY (Stocks Basic minimum; 9 range-aggs calls)

What you get back

Layer 1 JSON matching output-schema.json. Per-proxy returns and percentiles, spread deltas, HYG-benchmark correlation, regime label + read, caveats.

Layer 2 rendered brief. Regime line + proxy table + spread block

correlation read + caveats. See references/rendering.md.

Regime labels

risk_off: credit widening (HYG lagging LQD) AND TLT rallying (long duration bid). Classic flight-to-quality.
credit_stress: HY underperforming IG, no rates confirmation yet.
goldilocks: rates rallying + HY leading. Easing bid, no fear.
reflation: rates selling off + HY leading. Growth on, rates hot.
rate_pressure: long end selling off. Watch equity multiple compression.
neutral: no clean signal.

Doesn't handle (yet)

Not raw yields. ETF total-return prices move inversely to yields for duration ETFs. FRED integration would give both.
HYG-LQD is a return-delta proxy for credit stress, not an OAS spread. Directionally correct; not tradeable as a spread quote.
Regime label is heuristic. Six-bucket classifier. A real regime engine is a bigger build.

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name

fixed-income-context

description

fixed-income-context

You hand over nothing. The skill returns the rates and credit picture via a fixed panel of ETF proxies plus derived spread reads and a plain-English regime label.

ETF proxies rather than raw yields so the whole thing runs on any Massive Stocks plan. When you want actual yields, wire in FRED as the primary source and keep this as fallback.

When to invoke

Any equity workflow that implicitly cares about rates or credit (portfolio-review, valuation-sanity-check, scan-and-frame)
User asks "what are rates doing", "credit stress", "curve", "spreads widening"
Sanity-check before a directional bond ETF trade (TLT, HYG, LQD)

What you need

MASSIVE_API_KEY (Stocks Basic minimum; 9 range-aggs calls)

What you get back

Layer 1 JSON matching output-schema.json. Per-proxy returns and percentiles, spread deltas, HYG-benchmark correlation, regime label + read, caveats.

Layer 2 rendered brief. Regime line + proxy table + spread block

correlation read + caveats. See references/rendering.md.

Regime labels

risk_off: credit widening (HYG lagging LQD) AND TLT rallying (long duration bid). Classic flight-to-quality.
credit_stress: HY underperforming IG, no rates confirmation yet.
goldilocks: rates rallying + HY leading. Easing bid, no fear.
reflation: rates selling off + HY leading. Growth on, rates hot.
rate_pressure: long end selling off. Watch equity multiple compression.
neutral: no clean signal.

Doesn't handle (yet)

Not raw yields. ETF total-return prices move inversely to yields for duration ETFs. FRED integration would give both.
HYG-LQD is a return-delta proxy for credit stress, not an OAS spread. Directionally correct; not tradeable as a spread quote.
Regime label is heuristic. Six-bucket classifier. A real regime engine is a bigger build.