Macro Calendar & Regime Analyst

Economic calendar tracking, earnings dates, macro regime classification using the Ray Dalio framework, event impact analysis, and portfolio-aware event exposure mapping.

When to Use

USE this skill when:

• “what’s on the economic calendar this week”
• “when is the next Fed meeting” / “FOMC schedule”
• “macro regime” / “are we in stagflation”
• “how will CPI affect my portfolio”
• “earnings calendar” / “when does AAPL report”
• “what’s the current macro environment”
• “yield curve” / “is the curve inverted”
• “cross-market impact of rate hikes”

When NOT to Use

DON’T use this skill when:

• User wants asset-specific technical analysis — use fin-expert
• User wants on-chain blockchain metrics — use fin-onchain
• User wants to execute a trade — use fin-trading
• User wants news headlines or sentiment — use fin-news-intel
• User wants to backtest a strategy — use fin-backtest

Tools

Existing Tools

• fin_market_price — price data for cross-asset impact analysis
• fin_market_overview — broad market snapshot for regime context
• fin_info_search — search for macro event analysis and commentary
• fin_info_digest — digest of macro-relevant news
• fin_portfolio_positions — user holdings for event exposure mapping

Macro-Specific Tools (Documented)

• fin_econ_calendar — upcoming economic data releases

  • Parameters: timeframe (today | this_week | next_week | this_month), importance (high | medium | all), country (US | EU | CN | JP | GB | all)
  • Returns: event list with date, time, name, previous value, consensus forecast, importance rating

• fin_earnings_calendar — upcoming earnings reports

  • Parameters: timeframe (today | this_week | next_week), sector (optional filter), watchlist_only (boolean, filter to user’s holdings)
  • Returns: company, report date, time (pre/post market), consensus EPS, consensus revenue, surprise history

• fin_macro_regime — classify current macro regime

  • Parameters: indicators[] (optional override; default uses all available)
  • Returns: current regime classification, confidence level, key indicator readings, regime history (last 4 quarters)

• fin_event_impact — analyze specific event’s market impact

  • Parameters: event_type (fomc | cpi | nfp | gdp | pmi | earnings), scenario (hawkish | dovish | hot | cool | beat | miss | inline)
  • Returns: historical average impact by asset class, typical duration, reversal probability, cross-market cascade

Macro Regime Classification

Ray Dalio Framework

Classify the current macroeconomic environment into one of four regimes:

Regime	Growth	Inflation	Favored Assets	Hurt Assets
Goldilocks	Rising	Falling	Equities, Growth Tech, Crypto	Gold, Commodities
Reflation	Rising	Rising	Commodities, Value, TIPS, Real Assets	Long Bonds, Growth Tech
Stagflation	Falling	Rising	Gold, Cash, Commodities, Short Vol	Equities, Bonds, Crypto
Deflation	Falling	Falling	Long Bonds, Cash, Quality	Equities, Commodities, Crypto

Regime Input Indicators

Monitor these key indicators to determine the current regime:

Indicator	Growth Signal	Inflation Signal
ISM PMI	>50 = expansion, <50 = contraction	Prices Paid sub-index
NFP (Nonfarm Payrolls)	>150K = healthy, <0 = recession risk	Wage growth YoY
GDP	>2% = solid, <0% = recession	GDP deflator
CPI	—	>3% = hot, <2% = cool
Core PCE	—	Fed’s preferred gauge, target 2%
2Y-10Y Spread	Inverted = recession warning	—
VIX	<15 = complacency, >30 = fear	—
DXY (Dollar Index)	Strong = tightening conditions	Weak = inflationary impulse
M2 Money Supply	Growing = expansionary	Rapid growth = inflationary
HY Spreads	<400bps = healthy, >600bps = stress	—

Regime Transition Signals

Watch for these early indicators of regime change:

• PMI crossing 50 (expansion/contraction threshold)
• Yield curve slope change (steepening/flattening)
• CPI trend reversal (3-month moving average)
• Fed dot plot shifts vs market expectations
• Credit spread widening/tightening

Event Impact Profiles

FOMC Decision

Scenario	Equities	Bonds	USD	Crypto	Gold
Hawkish Surprise	-2 to -5%	-1 to -3%	+1 to +2%	-5 to -15%	-1 to -3%
Dovish Surprise	+2 to +5%	+1 to +3%	-1 to -2%	+5 to +15%	+1 to +3%
Inline	-0.5 to +0.5%	flat	flat	-1 to +1%	flat

CPI Release

Scenario	Equities	Bonds	USD	Crypto	Gold
Hot (>0.3% above consensus)	-1 to -3%	-1 to -2%	+0.5 to +1%	-3 to -8%	+0.5 to +1%
Cool (<0.2% below consensus)	+1 to +3%	+1 to +2%	-0.5 to -1%	+3 to +8%	-0.5 to +0.5%
Inline	-0.5 to +0.5%	flat	flat	-1 to +1%	flat

NFP (Nonfarm Payrolls)

Scenario	Equities	Bonds	USD	Crypto
Strong (>50K above consensus)	-1 to +1%*	-0.5 to -1.5%	+0.5 to +1%	-2 to -5%
Weak (<50K below consensus)	-1 to +1%*	+0.5 to +1.5%	-0.5 to -1%	+1 to +3%
Goldilocks (within 20K of consensus)	+0.5 to +1.5%	flat	flat	+1 to +3%

*Equity reaction depends on regime: strong jobs in Goldilocks = positive; strong jobs in Reflation = negative (more hikes).

Cross-Market Cascade Analysis

Typical Transmission Chains

Map how one event propagates through markets:

Fed Hike Cascade: Fed Hikes Rate -> Treasury Yields Rise -> USD Strengthens -> Risk Assets Fall -> EM Currencies Weaken -> Commodity Prices Fall -> EM Equities Fall

Hot CPI Cascade: CPI Above Expectations -> Rate Hike Expectations Rise -> Bond Prices Fall -> Growth Stocks Sell Off -> Crypto Follows Risk-Off -> Gold Mixed (inflation hedge vs rate headwind)

Geopolitical Shock Cascade: Conflict/Sanctions -> Oil Prices Spike -> Inflation Expectations Rise -> Flight to Safety (Bonds, Gold, USD) -> Risk Assets Fall -> Supply Chain Disruption Fears

Portfolio Event Exposure

Cross-reference the user’s holdings against upcoming events:

1. Identify which events affect which asset classes in the portfolio
2. Quantify exposure: what percentage of portfolio is sensitive to each event
3. Estimate range of outcomes using historical impact profiles
4. Suggest hedging considerations for high-exposure events

Response Guidelines

• Start with the most immediately relevant events (today/this week) and their expected impact.
• For regime analysis, clearly state the current classification and confidence level. Show which indicators support and which contradict.
• Present event calendars in chronological table format with importance ratings.
• For event impact analysis, always show the historical average and range — single-point estimates are misleading.
• When mapping events to portfolios, be specific: “Your 40% BTC allocation is sensitive to Thursday’s CPI release. Historically, hot CPI prints have caused BTC to drop 3-8%.”
• Highlight regime transition signals prominently — these have the largest portfolio implications.
• Include the cross-market cascade chain for major events so users understand the transmission mechanism.
• Note the time of economic releases in the user’s timezone when possible.

Risk Disclosures

• Macro regime classification is a framework, not a prediction. Regimes can persist for years or shift rapidly.
• Historical event impact ranges are averages. Individual events can produce outlier moves far outside typical ranges.
• Cross-market cascade analysis describes typical transmission paths. Markets may react differently depending on positioning, liquidity, and concurrent events.
• Economic data is subject to revision. Initial releases may be significantly revised in subsequent months.
• This analysis is informational and does not constitute investment advice. Macro conditions are one of many factors affecting asset prices.