regime-audit

Estrellas6

Forks0

Actualizado12 de julio de 2026 a las 23:10

Workflow composite that runs change-point-detector + hurst-exponent on SPY plus the 11 SPDR sector ETFs. Reports per-name the last detected regime shift, current persistence classification (mean_reverting / random_walk / trending), and cross-sector summary (broad_regime_shift / localized_regime_shift / trend_dominated / mean_reversion_dominated / mixed_stable). Requires Stocks Basic. Runs on the free tier.

Instalación

Instalar con Codex o Claude Copia este prompt, pégalo en Codex, Claude u otro asistente, y deja que revise la página de la skill y la instale por ti.

Fuente

rgourley

rgourley/quant-garage

Abrir repositorio de GitHub Ver repositorios del creador

Descarga

Ocupaciones relacionadasSOC

Basado en la clasificación ocupacional SOC

Analistas financieros y de inversionesOperaciones empresariales y financieras·SOC 13-2051

Explorador de archivos

5 archivos

SKILL.md

readonly

name

regime-audit

description

regime-audit

Runs change-point-detector and hurst-exponent on SPY + 11 SPDR sector ETFs. Reports a matrix view: for each name, when the last regime shift happened, current annualized return + vol per segment, and the Hurst persistence classification.

Answers "where has the market regime shifted, and which sectors are in what regime right now?"

When to invoke

Weekly market context review
Sector rotation prep
"Is this a trending or mean-reverting environment?"
The user says "regime audit", "sector regimes", "regime shift map"

What you need

MASSIVE_API_KEY exported
Stocks Basic minimum

Optional:

--tickers (default: SPY + 11 SPDR sector ETFs)
--lookback-days (default 504)
--lambda-run (default 250) — change-point prior mean run length

What you get back

Layer 1: JSON with per-ticker hurst, hurst_classification, n_change_points, last_change_point_date, last_change_point_confidence, current_segment (annualized return

vol), n_segments. Top-level by_regime counts, n_shifted_recently, summary_verdict.

Layer 2: rendered note. Header verdict + summary counts, per-name table, one-line Take.

Foundations used

Composes change-point-detector and hurst-exponent
Uses massive-api-patterns transitively.

Más de este repositorio

mismo repositorio

commodity-cycle

rgourley/quant-garage

Single-commodity macro read. Answers "is this commodity in a winning or losing macro setup right now" and names the macro driver that dominates it. Pulls one commodity ETF (default GLD; accepts SLV, USO, DBC, or any commodity ETF) plus the macro context it needs (UUP for the dollar, TIP and IEF for a real-yield proxy, and GDX/SLV for gold's miner and silver co-move set) and computes the drivers that push the commodity around: rolling DXY correlation, real-yield correlation (vs the TIP-minus-IEF spread), miner divergence (gold only), silver co-movement (gold only), and a momentum quintile. The take reads constructive / neutral / headwind and names the dominant variable. It would have flagged a gold drawdown two weeks early via the dollar and real-yield readings. Use when the question is about one commodity specifically ("is gold in trouble", "what's driving crude", "is the dollar the problem for gold"). Runs on any stocks tier (Free Basic works with --sleep 13).

2026-07-186

single-name-vs-sector

rgourley/quant-garage

Split one name's relative strength into two clean legs, name vs its sector ETF and sector vs benchmark, so you can tell whether the name is strong because its sector is strong or because it is pulling away from its own sector. Maps the ticker to its SPDR sector ETF (XLK, XLF, XLE, XLV, XLI, XLY, XLP, XLU, XLB, XLRE, XLC) with a --sector override for any name. Computes name-vs-sector, sector-vs-benchmark, and name-vs-benchmark RS in basis points across 5/20/60/120-day windows, a divergence score, and a take that classifies the name as leading its sector, lagging its sector, or diverging. Use when a single name looks strong or weak vs SPY and you need to know if it is name-specific or sector-driven. Requires Stocks Starter (Free Basic works, only three series per run).

2026-07-186

hedge-suggester

rgourley/quant-garage

Proposes concrete, live-priced option hedges against a single long position and ranks them by cost per dollar of downside protected. Takes a ticker and a position size (shares or notional), pulls the underlying price and the options chain around the horizon expiry, and constructs five standard overlays (covered call, protective put, collar, put spread, ratio put spread) priced from chain mids with net cost, breakeven, max loss, max gain, and net delta/gamma/theta at open. The take line recommends the structure that fits the stated risk tolerance. Use when a concentrated long needs a hedge and you want the actual structures and their live cost, not just "you are over-exposed." Needs Stocks Starter plus the Options Developer add-on. Not advice.

2026-07-186

portfolio-macro-scenario

rgourley/quant-garage

Prescriptive macro scenario analysis on a current book. Given a position book (CSV of ticker,shares) and a scenario stated as flags (--rates-bp, --dxy-pct, --oil-pct, --gld-pct), it regresses each position's daily returns on four macro factor ETFs (TLT for rates, UUP for the dollar/DXY, USO for oil, GLD for gold), translates the scenario into factor return shocks, and reports the expected per-position and book-level P&L with a rough 90% band, plus the dominant position and factor contributors. Use when the question is forward-looking and conditional: "what happens to my book if rates keep rising / the dollar keeps rallying / oil spikes / gold falls." This is the prescriptive counterpart to risk-report and portfolio-review, which are descriptive of the past. Runs on any stocks tier (Free Basic works with --sleep 13).

2026-07-186

prediction-market-monitor

rgourley/quant-garage

Pull Kalshi prediction market prices for Fed decisions, CPI, GDP, NFP, and other macro / market events. Report implied probability per outcome, aggregate cross-strike distribution when the series is a laddered strike set (like KXFED-27APR-T4.25, T4.00, T3.75...), expected value, modal outcome, and open interest. Prediction markets now clear enough volume post-2024 to reflect a real market-implied policy path, often diverging from surveyed economist consensus. Uses Kalshi's public read-only API; no authentication required.

2026-07-126

pre-earnings-full-stack

rgourley/quant-garage

Workflow composite for a single ticker heading into an earnings print. Chains earnings-blackout (timing check) + event-study (prior print reaction distribution) + guidance-tracker (management raise/cut track record) + analyst-tracker (sell-side positioning) + mc-portfolio-simulator (P&L distribution at proposed weight over the horizon). Emits a posture verdict (constructive_setup / mixed_setup / avoid_or_hedge / no_imminent_print). Requires Stocks Basic; guidance-tracker and analyst-tracker sections skip gracefully without Benzinga entitlements.

2026-07-126

name

regime-audit

description

regime-audit

Answers "where has the market regime shifted, and which sectors are in what regime right now?"

When to invoke

Weekly market context review
Sector rotation prep
"Is this a trending or mean-reverting environment?"
The user says "regime audit", "sector regimes", "regime shift map"

What you need

MASSIVE_API_KEY exported
Stocks Basic minimum

Optional:

--tickers (default: SPY + 11 SPDR sector ETFs)
--lookback-days (default 504)
--lambda-run (default 250) — change-point prior mean run length

What you get back

Layer 1: JSON with per-ticker hurst, hurst_classification, n_change_points, last_change_point_date, last_change_point_confidence, current_segment (annualized return

vol), n_segments. Top-level by_regime counts, n_shifted_recently, summary_verdict.

Layer 2: rendered note. Header verdict + summary counts, per-name table, one-line Take.

Foundations used

Composes change-point-detector and hurst-exponent
Uses massive-api-patterns transitively.