zeberg-salomon-rotator
CommunityTwo-state Zeberg–Salomon macro rotation.
Authorfatfingererr
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides an automated framework to monitor macro indicators and switch portfolio exposure between equities and long-duration bonds based on the Zeberg–Salomon two-state model, identifying iceberg and sinking events.
Core Features & Use Cases
- Build LeadingIndex and CoincidentIndex from public data (FRED, Yahoo Finance).
- Detect Iceberg and Sinking events with confirmed state transitions.
- Generate switch signals and run backtests against benchmarks, with visualization outputs.
- Quick-start path to get current state or run full backtests and visualizations.
Quick Start
Use the quick start to check the current state:
- cd skills/zeberg-salomon-rotator
- python scripts/rotator.py --quick For a full backtest:
- python scripts/rotator.py --start 2000-01-01 --end 2026-01-01
Dependency Matrix
Required Modules
pandasnumpyyfinancepandas-datareaderrequests
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: zeberg-salomon-rotator Download link: https://github.com/fatfingererr/macro-skills/archive/main.zip#zeberg-salomon-rotator Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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