/regime-audit

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.