How do I install the Macro Event Calendar skill?

Run npx skillmds@latest add rgourley/macro-event-calendar in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.

What does the Macro Event Calendar skill do?

macro-event-calendar It is listed under Productivity on SkillMD.

Is Macro Event Calendar safe to use?

This skill has not completed SkillMD's automated safety review yet. SkillMD never runs a skill's scripts for you; review the SKILL.md before installing.

Which AI agents work with Macro Event Calendar?

This skill is tagged as working with Claude Code, Claude.ai, OpenAI Codex. SKILL.md is an open format, so most agents that read a skills directory can load it too.

Is Macro Event Calendar free to use?

Yes. Installing skills from SkillMD is free, and the skill stays under its author's original license.

Who published Macro Event Calendar?

rgourley (@rgourley) published this skill. Their other Agent Skills are listed on their SkillMD profile.

Macro Event Calendar by rgourley — Agent Skill

Name: Macro Event Calendar
Author: rgourley

File contents

macro-event-calendar

You hand over a forward window (default 30 days) and get back the macro release schedule with historical reaction stats per event type.

Sibling to earnings-blackout. earnings-blackout covers single-name prints; this covers the macro releases that move the whole tape. Every portfolio review should run both.

When to invoke

Portfolio review workflow: after earnings-blackout, run this for the macro-side of the calendar
Pre-trade planning: "what's the next FOMC / CPI / NFP" before sizing a position
The user says "macro calendar", "FOMC when", "CPI print", "what data is out this week"

What you need

MASSIVE_API_KEY for SPY historical reactions (Stocks Basic is enough; the tool is one range aggs call for SPY over the history window)

What you get back

Layer 1 JSON matching output-schema.json. Per-event: date, release time ET, impact tier, historical mean / median / p90 |1-day SPY move|, sample size. Plus a crowded_days block flagging dates with 2+ events.

Layer 2 rendered table sorted by date. Impact tier rendered as 1-4 stars. Pattern-derived dates marked with ~ so users know to verify against the official calendar. See references/rendering.md.

How it works

Generate scheduled dates for each event type over the forward window via pattern rules (NFP = 1st Friday, CPI = 2nd Wednesday, ISM Mfg = 1st business day, etc.). FOMC dates are hardcoded from the official published schedule.
Fetch SPY history for the history_days lookback (default 730 = 2 years).
For each event type, compute historical stats: generate the same pattern dates over history, look up SPY's |1-day move| on each matched date, aggregate to mean / median / p90.
Flag crowded days where 2+ events land on the same date.

Endpoints used

GET /v2/aggs/ticker/SPY/range/1/day/{from}/{to} (one call for the history window)

Doesn't handle (yet)

No prior / consensus values. Add via FRED integration for a future release.
Pattern-derived dates approximate the real release dates. BLS/BEA/ISM release dates vary +/- 1-2 days from the pattern; the tool flags these with ~.
Regime-conditional reactions. Historical stats are unconditional; CPI moves the tape harder in inflation regimes than in disinflation. A conditioned version is a clean extension.
FOMC schedule is hardcoded for 2026. Regenerate at year-end.

---name: macro-event-calendardescription: macro-event-calendar---# macro-event-calendarYou hand over a forward window (default 30 days) and get back themacro release schedule with historical reaction stats per event type.Sibling to earnings-blackout. earnings-blackout covers single-nameprints; this covers the macro releases that move the whole tape.Every portfolio review should run both.## When to invoke- Portfolio review workflow: after earnings-blackout, run this for the macro-side of the calendar- Pre-trade planning: "what's the next FOMC / CPI / NFP" before sizing a position- The user says "macro calendar", "FOMC when", "CPI print", "what data is out this week"## What you need- `MASSIVE_API_KEY` for SPY historical reactions (Stocks Basic is enough; the tool is one range aggs call for SPY over the history window)## What you get back**Layer 1 JSON** matching [`output-schema.json`](./output-schema.json).Per-event: date, release time ET, impact tier, historical mean /median / p90 |1-day SPY move|, sample size. Plus a `crowded_days`block flagging dates with 2+ events.**Layer 2 rendered table** sorted by date. Impact tier rendered as1-4 stars. Pattern-derived dates marked with `~` so users know toverify against the official calendar. See[`references/rendering.md`](./references/rendering.md).## How it works1. **Generate scheduled dates** for each event type over the forward window via pattern rules (NFP = 1st Friday, CPI = 2nd Wednesday, ISM Mfg = 1st business day, etc.). FOMC dates are hardcoded from the official published schedule.2. **Fetch SPY history** for the `history_days` lookback (default 730 = 2 years).3. **For each event type, compute historical stats**: generate the same pattern dates over history, look up SPY's |1-day move| on each matched date, aggregate to mean / median / p90.4. **Flag crowded days** where 2+ events land on the same date.## Endpoints used- `GET /v2/aggs/ticker/SPY/range/1/day/{from}/{to}` (one call for the history window)## Doesn't handle (yet)- **No prior / consensus values.** Add via FRED integration for a future release.- **Pattern-derived dates approximate the real release dates.** BLS/BEA/ISM release dates vary +/- 1-2 days from the pattern; the tool flags these with `~`.- **Regime-conditional reactions.** Historical stats are unconditional; CPI moves the tape harder in inflation regimes than in disinflation. A conditioned version is a clean extension.- **FOMC schedule is hardcoded for 2026.** Regenerate at year-end.

Frequently asked questions

Macro Event Calendar