evaluate-exponential-trend-deviation-regimes
CommunityQuantify price deviation from long-term trend.
Authorfatfingererr
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill quantifies how far current prices are from a long-run exponential growth trend, enabling objective assessment of whether markets sit in historically extreme zones and informing macro analyses.
Core Features & Use Cases
- Trend deviation analysis: compute percent distance from an exponential trend for any asset with sufficient history.
- Historical peaks & percentile: compare current deviation against peak moments (e.g., 2011, 1980) and report historical percentile.
- Macro regime exploration: optionally decompose deviations using macro proxies (real rates, inflation, USD, geopolitical risk) to classify market regime.
Quick Start
- Install required Python packages:
pip install pandas numpy yfinance pandas-datareader statsmodels - Quick detect for gold:
python scripts/trend_deviation.py --symbol GC=F --start 1970-01-01 --quick - Analyze the S&P 500:
python scripts/trend_deviation.py --symbol ^GSPC --start 1950-01-01 - Full analysis with macro factors:
python scripts/trend_deviation.py --symbol GC=F --start 1970-01-01 --include-macro
Dependency Matrix
Required Modules
yfinancepandasnumpypandas_datareader
Components
scriptsreferences
💻 Claude Code Installation
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Please help me install this Skill: Name: evaluate-exponential-trend-deviation-regimes Download link: https://github.com/fatfingererr/macro-skills/archive/main.zip#evaluate-exponential-trend-deviation-regimes Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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