Event scenarios
Skill blaze10011/market-flow-desk/.claude/skills/event-scenarios
Macro event scenario map — hot/inline/cool branches for jobs, CPI, and Fed days, translated into $ impact on the user's book via the user's portfolio betas. Use when the user asks "what happens if CPI comes in hot?", "how do I play the Fed meeting?", "jobs report tomorrow — what do I do?", "should I trim before the print?", or as part of the daily brief whenever a macro event is within a few days. Branches are a standing playbook, not forecasts; the $ figures are pure beta arithmetic on a stated shock.From its SKILL.md
npx -y skills add blaze10011/market-flow-desk --skill event-scenariosAssembled from the repository path, not quoted from the project. Check it against their README if it does not work.
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SKILL.md
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Event Scenarios — the three branches of a macro print
The calendar says WHEN; this says WHAT EACH BRANCH typically does to a high-beta tech book (via the rates channel) and sizes it through the user's actual portfolio betas. Never presented as a prediction — it's preparation.
Steps
- Run from project root:
python3 scripts/event_scenarios.py [--days N](default: events within 7 days, from data/macro_events.yaml) - Interpret only what it prints:
- Per event: HOT / INLINE / COOL branch, the transmission story, and the user's book's mechanical $ impact on the stated shock (β_SPY × shock × invested).
- The "INTO THE EVENT" line: heat check before the print — gaps don't honor stops.
- "No macro events" + stale-file note → offer to refresh data/macro_events.yaml (it's maintained manually).
- Deliver as preparation, not prediction: which branch hurts the user's book most, what he'd do in each, and whether open heat justifies trimming BEFORE the event. Pair with earnings-gap-risk / implied-move when single-name earnings coincide.
Decision support, NOT advice. Shock sizes are assumptions stated in the output, not forecasts.
What ships with it
Read from the repository
Just SKILL.md. No reference files, no scripts.