Structure & Correlation Monitor (Crypto Rotation)

What problem does it solve?

This Skill automates the computation of rolling correlations (6h and 1D) and beta against BTC from local OHLCV data, producing structure/eligibility signals to guide rotation decisions and reduce guesswork.

Core Features & Use Cases

• Rolling correlations: 6h and 1D correlations using EWMA, with outputs suitable for quick assessment.
• Rolling OLS beta: β_ALt,BTC over the same windows to gauge relative performance.
• 4H Change-of-Character (CoC): Detects swing pivots (HH/HL or LL/LH) to signal regime shifts.
• 1H VWAP reclaim: Monitors reclaim/retest status above/below VWAP to inform timing.
• Output structure: Emits a JSON structure including corr6h, corr1d, beta, structure, eligibility, and notes for downstream use.

Quick Start

Load 1h OHLCV CSVs from data/ohlcv/1h for BTC, ETH, SOL, ADA, ZEC, DASH, PAXG and run the monitor to emit a JSON with keys corr6h, corr1d, beta and structure/eligibility flags.