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Classify the current macroeconomic regime across six states using GDP, CPI, Fed Funds rate, yield curve, and credit spread data from the Finskills API.
---
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-API-Key: <your_api_key>`
> **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.
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