Defaults
| Parameter | Default Value | Rationale |
|---|---|---|
| lookback_quarters | 8 | Captures full rate cycle from hiking to cutting |
| key_indicators | fed_funds, 2s10s_spread, dot_plot, inflation_breakevens | Core rate cycle indicators |
Preflight
Run canonical pre-flight per contracts/preflight.md. Propagate X-Agentii-Trace per contracts/x-agentii-trace-header.md.
Data Source Priority
- Knowledge entries (L1 rate cycle frameworks) -> 2. search_by_analogue(market_regime: rate-shock) -> 3. Real-time data
Methodology
Retrieval Scope
structured_only
Retrieval Strategy
Query knowledge entries for rate cycle frameworks; query search_by_analogue for historical rate cycles; supplement with real-time data.
Temporal Scope
See frontmatter temporal_scope block.
Tool Allowlist
See frontmatter allowed_tools.
Protocol
- Rate Cycle Phase — classify hiking/plateau/cutting/emergency
- Yield Curve Analysis — 2s10s spread, 3m10y, breakeven inflation
- Framework Application — Taylor Rule, duration management
- Analogue Retrieval — past rate cycles matching current phase
Output File
{ticker}/{YYYY-MM-DD_HHMM}_rate-cycle_{affix}.md
Output Structure
- Executive Summary — key findings in 2-3 sentences
- Core Analysis — applied frameworks with specific evidence
- Quantitative Indicators — key metrics and benchmarks
- Historical Analogues — matched cases with /v/cases/ citations
- Risk Assessment — key risk factors and mitigants
- Coverage Gaps — data limitations and degraded flags Rate Cycle Phase 3. Yield Curve Decomposition 4. Central Bank Posture 5. Duration and Curve Positioning 6. Historical Analogues 7. Scenarios
Error Handling
| Error | Fallback |
|---|---|
| No frameworks | Proceed with standard indicators; flag degraded |
Memory Load
See contracts/memory-load.md.
Snapshot
See contracts/snapshot-synthesis.md.
Final Summary (TUI)
Include ### Key Citations block with 0-10 clickable /v/ URLs.
References
references/knowledge-frameworks.mdcontracts/citation-and-memory.mdcontracts/output-frontmatter-schema.mdcontracts/memory-load.mdcontracts/snapshot-synthesis.mdcontracts/preflight.md