8-k-scanner
Scan SEC 8-K disclosures across a single ticker or a watchlist using Massive's pre-parsed disclosure taxonomy. Groups the…
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Skill
/regime-audit
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 /
Claude Code
$ npx -y skills add rgourley/quant-garage --skill regime-audit --agent claude-code
Codex
$ npx skills add rgourley/quant-garage --skill regime-audit -a codex -y
Cursor
$ npx skills add rgourley/quant-garage --skill regime-audit -a cursor -y
Gemini CLI
$ npx skills add rgourley/quant-garage --skill regime-audit -a gemini-cli -y
GitHub Copilot
$ npx skills add rgourley/quant-garage --skill regime-audit -a github-copilot -y
OpenCode
$ npx skills add rgourley/quant-garage --skill regime-audit -a opencode -y
Windsurf
$ npx skills add rgourley/quant-garage --skill regime-audit -a windsurf -y
SKILL.md
regime-audit.SKILL.mdname: regime-audit
description: 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.
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.
Read more
name: regime-audit description: 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.
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.
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Questions about regime-audit.
- Which coding agents can use regime-audit?
- regime-audit installs in Claude Code, Codex, Cursor, Gemini CLI, GitHub Copilot, OpenCode and Windsurf with the skills CLI, using each agent's flag shown on this page. Flowy's auto-invocation, which fires a skill when your prompt matches, runs in Claude Code only.