How do I install the Regime Audit skill?

Run npx skillmds@latest add rgourley/regime-audit 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.

Is Regime Audit 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 Regime Audit?

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 Regime Audit free to use?

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

Who published Regime Audit?

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

Regime Audit by rgourley — Agent Skill

Name: Regime Audit
Author: rgourley

Regime Audit

Workflow composite that runs change-point-detector + hurst-exponent on SPY plus the 11 SPDR sector ETFs. Reports per-name the last detected regime shift, current persistence classification (mean_reverting / random_walk / trending), and cross-sector summary (broad_regime_shift / localized_regime_shift / trend_dominated / mean_reversion_dominated / mixed_stable). Requires Stocks Basic. Runs on the free tier.

rgourley 69f649d 5 files · 4.6 KB Updated Sep 17, 2026

File contents

regime-audit

Runs change-point-detector and hurst-exponent on SPY + 11 SPDR sector ETFs. Reports a matrix view: for each name, when the last regime shift happened, current annualized return + vol per segment, and the Hurst persistence classification.

Answers "where has the market regime shifted, and which sectors are in what regime right now?"

When to invoke

Weekly market context review
Sector rotation prep
"Is this a trending or mean-reverting environment?"
The user says "regime audit", "sector regimes", "regime shift map"

What you need

MASSIVE_API_KEY exported
Stocks Basic minimum

Optional:

--tickers (default: SPY + 11 SPDR sector ETFs)
--lookback-days (default 504)
--lambda-run (default 250) — change-point prior mean run length

What you get back

Layer 1: JSON with per-ticker hurst, hurst_classification, n_change_points, last_change_point_date, last_change_point_confidence, current_segment (annualized return

vol), n_segments. Top-level by_regime counts, n_shifted_recently, summary_verdict.

Layer 2: rendered note. Header verdict + summary counts, per-name table, one-line Take.

Foundations used

Composes change-point-detector and hurst-exponent
Uses massive-api-patterns transitively.

Frequently asked questions