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Frame a cap rate as a risk premium over the 10-yr Treasury, not an absolute level, so a 'compression' is read correctly. Reach for this whenever a cap rate enters a memo.
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npx skills add https://github.com/mcorbett51090/RavenClaude --skill price-the-cap-rate-spreadコマンドは1行のまま表示されます。コピー前に横へスクロールして全体を確認してください。
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SKILL.md を表示中
Route everyday, well-defined work (single-file edits, test-writing, summarization, mechanical refactors, boilerplate) to a cheaper coding agent (Grok or Copilot CLI) instead of doing it in the main Claude session, escalating multi-file/architecture/debugging/security work to Claude. Opt-in via the `cheap_lane:` comfort-posture knob.
Authors, validates and packages a claude.ai Organization Skill — the intake questions, the trigger and scope exercises, then lint, pack and verify against measured platform constraints. Reach for this when someone wants to publish a Skill to their organization, or when an upload was rejected and the reason is unclear.
Drafts a reply to an inbound customer email, grounded in the account record and the published help-centre articles rather than in recall. Use when a customer emails about billing, a renewal or an outage, when a reply must cite current policy, or when a teammate asks for a first draft to edit.
| name | price-the-cap-rate-spread |
| description | Frame a cap rate as a risk premium over the 10-yr Treasury, not an absolute level, so a 'compression' is read correctly. Reach for this whenever a cap rate enters a memo. |
A cap rate alone hides whether you're being paid for risk. This frames it as a spread and puts the historical percentile in the memo.
Cap rate minus the current 10-yr Treasury yield — the risk premium you're actually buying (§3 #3).
Compare the spread to its long-run range; a thin spread (e.g. ~172 bps, 24th percentile in Q3 2025) means little risk compensation.
When the cap rate moves, attribute it to the rate leg vs the premium leg — they have opposite implications.
Every cap-rate and Treasury figure gets a retrieval date; these move quarterly (§3 #8).
A spread, its historical percentile, an attribution of any move, and the dated sources.