Macro risk check
Daily/weekly macro risk radar. Checks VIX, MOVE, yields, USD/JPY, market breadth, CTA positioning, credit spreads. Outputs red/yellow/green regime signal with specific action thresholds. Triggers in English ("macro check", "regime read", "is the market safe", "risk on or off", "should I add now") or Chinese ("看一下宏观", "市场风险怎么样", "现在能加仓吗", "regime", "宏观扫一下").From its SKILL.md
npx -y skills add ssurmic/claude-investment-skills --skill macro-risk-checkAssembled 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
6.9 KB, ~2.3k tokens by cl100k_base, as published. Nobody here has run it
Macro Risk Check — Daily/Weekly Radar
Goal
Catch the next 2024/8/5 (yen carry) or 1973 (oil + inflation) event BEFORE it happens. Provide a binary "go / slow / stop" signal for adding risk.
The 8 Indicators (run all in parallel)
1. Volatility Indices
| Indicator | Healthy | Warning | Crisis | Action |
|---|---|---|---|---|
| VIX | <18 | 18-22 | >22 | >22 → reduce risk 25% |
| VVIX (VIX of VIX) | <90 | 90-105 | >105 | >105 → tail risk rising |
| MOVE (bond vol) | <80 | 80-100 | >100 | >100 → bond market panic, equity follows |
Tools:
mcp__yfmcp__yfinance_get_ticker_infofor^VIX,^VVIX,^MOVE- WebSearch: "VIX MOVE current level"
2. Treasury Yields
| Indicator | Healthy | Warning | Crisis | Action |
|---|---|---|---|---|
| 10Y yield | <4.5% | 4.5-5.0% | >5.0% | >5% → growth stocks 杀估值 |
| 30Y yield | <5.0% | 5.0-5.3% | >5.3% | >5.3% = term premium unwind |
| 10Y-2Y spread | >0 (steepener) | flat | inverted | Bear steepener (long up, short flat) = stagflation警报 |
| 3M-10Y spread | positive | inverted | deeply inverted | Inversion = recession 6-12mo |
Tools: ^TNX, ^TYX, ^FVX, ^IRX via yfmcp
3. Currency / Carry Trade
| Indicator | Healthy | Warning | Crisis | Action |
|---|---|---|---|---|
| USD/JPY | <155 | 155-160 | >160 (干预红线) | <153 = yen carry unwind 启动 |
| DXY | 95-100 | <95 or >102 | >105 | >105 = EM 危机 |
| CNH/USD | <7.30 | 7.30-7.35 | >7.40 | >7.40 = 中国资本外流 |
Tools: JPY=X, DX-Y.NYB, WebSearch
4. Credit Spreads
| Indicator | Healthy | Warning | Crisis | Action |
|---|---|---|---|---|
| HYG (High Yield ETF) | rising or flat | falling | <52W low | <52W low = credit panic |
| JNK | same | same | same | 同上 |
| HY-IG OAS spread | <300 bps | 300-400 | >450 | >450 = recession risk |
| CDX HY | <400 | 400-500 | >500 | 同上 |
Tools: HYG, JNK, LQD via yfmcp
5. Market Breadth
| Indicator | Healthy | Warning | Crisis | Action |
|---|---|---|---|---|
| % S&P > 200DMA | >70% | 50-70% | <50% | <60% with SPX at ATH = 顶部背离 |
| % S&P > 50DMA | >65% | 40-65% | <40% | 同上 |
| NYSE A/D line | rising | flat | falling | Falling A/D + index up = distribution |
| New highs vs lows | >2:1 | 1:1 | <1:1 | <1:1 = breadth dying |
| RSP/SPY ratio | rising | flat | falling | Falling = mega-cap concentration |
Tools: WebSearch "S&P 500 percent above 200DMA today"
6. Positioning / Flows
| Indicator | Healthy | Warning | Crisis | Action |
|---|---|---|---|---|
| CTA SPX exposure | <60th %ile | 60-85th %ile | >85th %ile | >85th = forced unwind risk |
| HF gross leverage | <290% | 290-310% | >310% | GS PB metric, >310% = 拥挤 |
| HF net leverage | <50th %ile | 50-90th %ile | >90th %ile | 同上 |
| NAAIM Exposure | <80 | 80-95 | >95 | >95 = manager all-in |
| AAII Bull | 25-45% | <25% or 45-60% | >60% | >60% = 散户 euphoria |
| CBOE Put/Call | 0.7-1.0 | <0.5 or >1.3 | <0.4 | <0.4 = call buying euphoria |
Tools: WebSearch (CTA + HF data are private, dealers publish weekly)
7. Specific Asset-Class Crowding
- SOXL AUM (3x semi ETF): >$10B = 散户进场 verge
- TQQQ AUM: 同上
- NVDA single-stock weight in ETFs: >20% in QQQ/SMH
- Mag 7 % S&P: >32% = 1999 类似集中
8. Geopolitical / Event Risk Calendar
This week / next 30 days:
- Fed FOMC meeting
- BOJ policy meeting (yen carry trigger)
- ECB meeting
- OPEC+ meeting
- Trump-Xi summits, G20
- Major elections (Taiwan, US states)
- Iran/Hormuz tension
- Major earnings (NVDA, AAPL, MSFT, GOOGL, META, AMZN, AMD, AVGO, ORCL)
Tools: WebSearch: "Fed meeting [next month]", "BOJ meeting [next month]"
Composite Score & Action
Count how many indicators are in WARNING or CRISIS:
| Warning + Crisis count | Regime | Action |
|---|---|---|
| 0-2 | 🟢 GREEN | Normal allocation, can add |
| 3-5 | 🟡 YELLOW | Slow, no new adds, trim leverage |
| 6-9 | 🟠 ORANGE | Active reduce 20%, raise cash to 30% |
| 10+ | 🔴 RED | Crisis stance, cash 50%+, hedge with puts |
| Any in CRISIS | 🔴 RED | Override above |
The "Trigger" hierarchy (in order of severity)
- VIX > 25 + MOVE > 100 same week = Volmageddon precedent
- USD/JPY < 153 = Yen carry unwind 启动
- HYG < 52W low + 30Y > 5.3% = Credit + duration 双杀
- % S&P > 200DMA < 50% while SPX at ATH = 顶部分发
- OPEC cut + Iran/Hormuz = 1973 重演
- CTA at 95th %ile + breadth dying = 强制平仓 setup
Output format
# Macro Risk Check — [Date]
## Verdict: [🟢/🟡/🟠/🔴]
[One paragraph: regime + recommended action]
## 8-Indicator Dashboard
| # | Indicator | Value | Status | Triggered? |
| 1 | VIX | XX.XX | 🟢/🟡/🔴 | |
| ... | ... | ... | ... | ... |
## Triggers Activated
- [List any specific triggers from the hierarchy]
## Macro Events Next 30 Days
| Date | Event | Why it matters |
## Recommended Action
- Cash level: X%
- Hedges: [SPY puts? Yen call? Gold?]
- Don't add: [list sectors]
- Can add: [list sectors if any]
## Watch list (next 7 days)
- [Specific levels to watch]
Hard rules
- Run all 8 indicators every time. Don't cherry-pick.
- CRISIS in any one indicator overrides composite. Single point of failure principle.
- Compare to historical analogs. 2018/2 (Volmageddon), 2020/3 (COVID), 2022 (rate shock), 2024/8/5 (yen carry), 2025/4 (DeepSeek+tariffs).
- Be specific. "Macro looks bad" ≠ analysis. "VIX 22.5 + MOVE 95 + USD/JPY 156 + CTA 87th %ile = 3 yellow + 1 orange = ORANGE regime, raise cash to 30%."
- Cite sources. WebSearch results need URL.
- Don't anchor to bull narrative. If 6+ indicators flash, the answer is RED regardless of how good the AI story is.
Schedule recommendation
This skill should run automatically every Monday morning via schedule skill. Cadence:
- Daily: if any indicator was ORANGE+ last check
- Weekly: default
- Pre-event: 24h before Fed/BOJ/major earnings
- Pre-Trump-Xi summit / OPEC / major catalyst: 24h before
Historical regime examples
| Date | Regime | What happened |
|---|---|---|
| 2018/2/5 | 🔴 RED | Volmageddon, S&P -10% in 1 week |
| 2020/2/24 | 🟠→🔴 | COVID, S&P -34% over 5 weeks |
| 2022/1 | 🔴 RED | Tech crash, NDX -33% over year |
| 2024/8/5 | 🔴 RED | Yen carry unwind, NDX -13% in 3 weeks |
| 2025/4 | 🟠 | DeepSeek + tariffs, NVDA -27% |
| 2026/5 (now) | ? | (compute fresh) |
What ships with it
Read from the repository
Just SKILL.md. No reference files, no scripts.