Macro regime
Quill - Deterministic, risk-governed multi-agent trading engine for US equities. A strategy swarm proposes orders; an independent risk guardian has final say. Paper mode by default, gated live Robinhood MCP execution.
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Classify the US market environment as risk-on, neutral, or risk-off from VIX, the 10Y-2Y Treasury curve, and the benchmark (SPY) trend. The regime is deterministic and advisory; it gates new relative-strength buys but never changes a risk finding or a decision. WHEN: "what is the market regime", "risk-on or risk-off", "is the tape healthy", "VIX is elevated", "yield curve inverted", "macro backdrop", "should we be defensive".
SKILL.md
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Macro-Regime
Overview
A deterministic "macro analyst" stage. It reads the run's macro indicators (VIX, the
10Y-2Y Treasury spread) and the benchmark (SPY) trend, then classifies the US tape as
risk_on, neutral, or risk_off with an explainable driver list. The result is
written to enrichment.market_regime. It is advisory: it can suppress new
relative-strength buys but never changes a risk finding or a trade decision.
When to Use
- After enrichment and before the strategy swarm, once per run.
- Do NOT treat the regime as a hard control; the risk guardian remains the only veto.
Inputs
| Input | Required | Description |
|---|---|---|
snapshot.macro | no | VIX, 10Y/2Y yields, fed funds, dollar index. |
snapshot.bars[benchmark] | no | Benchmark bars for the trend signal. |
config.macro | yes | VIX risk-on/off thresholds and the curve penalty toggle. |
Process
- Start a score at zero and collect drivers.
- VIX at/above
vix_risk_offsubtracts; at/belowvix_risk_onadds. - A rising benchmark adds; a falling benchmark subtracts.
- An inverted 10Y-2Y curve subtracts when the penalty is enabled.
- Score >= 2 is
risk_on; score <= -2 isrisk_off; otherwiseneutral.
Outputs
enrichment.market_regime with the regime, score, benchmark trend and day change,
VIX, the yield-curve spread, and the human-readable drivers.
Rationalizations
| Excuse | Rebuttal |
|---|---|
| "Let the regime block this risky order." | The regime never blocks; only the risk guardian vetoes. |
| "Ignore the indicators, it feels risk-on." | Classification is deterministic from the inputs, not sentiment. |
Red Flags
- Using the regime to override a blocking risk finding.
- A regime computed from indicators that are not part of the run snapshot.
Verification
- The regime and its drivers are reproducible for identical inputs.
- Decisions are unchanged when the regime block is removed from the report.