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Coverage: 19% → 67% of API endpoints (88/131) market-analysis: 5 → 15 endpoints (all 14 technical indicators + historical) - Added: ADX, Stochastic, Keltner, Donchian, Aroon, CCI, Fib, A/D, Cones, VWAP - Added confluence/divergence analysis guidance fundamental-analysis: 5 → 12 endpoints - Added: summary (all-in-one), CAPM, Sortino, Omega, estimates, share-statistics, institutional, dividends, calendar/earnings - Added institutional ownership and earnings catalyst flagging sentiment-analysis: 5 → 16 endpoints - Added: reddit-sentiment, social-sentiment, shorts/ftd, darkpool/otc, share-statistics, institutional, congress/trades - Restructured as smart money vs retail noise hierarchy macro-analysis: 6 → 23 endpoints - Added: treasury-rates, effr, sofr, spreads, hqm, tips-yields, pce, gdp, unemployment, money-measures, cli, sloos, nonfarm-payrolls, empire-state, central-bank-holdings, fomc-documents, sp500-multiples - Added business cycle positioning framework trade-analyze: updated data collection to use /summary endpoint AGENTS.md (all 4 debate agents): updated for sessions_spawn protocol SOUL.md (all 4): removed unavailable memory_search, REPLY_SKIP refs deploy.sh: fixed nvm loading for SSH
144 lines
4.8 KiB
Markdown
144 lines
4.8 KiB
Markdown
---
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name: macro-analysis
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description: Professional macro environment analysis — rates, inflation, labor, leading indicators, credit conditions, sector implications via openbb-invest-api
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user-invocable: true
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metadata: { "openclaw": { "emoji": "🌍", "requires": { "bins": ["curl"] } } }
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---
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# Macro Analysis
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Generate a professional-grade macro environment report. Think like a macro strategist at a multi-asset fund.
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## Data Collection
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```bash
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BASE=https://invest-api.k8s.home
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# Headline indicators (Fed rate, yields, CPI, unemployment, GDP, VIX)
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curl -sk "$BASE/api/v1/macro/overview"
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# Yield curve (rate environment, inversion = recession signal)
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curl -sk "$BASE/api/v1/fixed-income/yield-curve"
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# Full treasury rates (4W to 30Y)
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curl -sk "$BASE/api/v1/fixed-income/treasury-rates"
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# Effective Federal Funds Rate with percentiles
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curl -sk "$BASE/api/v1/fixed-income/effr"
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# SOFR (key benchmark rate)
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curl -sk "$BASE/api/v1/fixed-income/sofr"
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# Credit spreads (stress indicator)
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curl -sk "$BASE/api/v1/fixed-income/spreads?series=tcm"
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# Corporate bond yields (credit quality)
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curl -sk "$BASE/api/v1/fixed-income/hqm"
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# TIPS real yields (inflation expectations)
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curl -sk "$BASE/api/v1/fixed-income/tips-yields"
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# CPI inflation
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curl -sk "$BASE/api/v1/macro/cpi?country=united_states"
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# PCE (Fed's preferred inflation measure)
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curl -sk "$BASE/api/v1/macro/pce"
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# GDP
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curl -sk "$BASE/api/v1/macro/gdp?gdp_type=real"
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# Unemployment
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curl -sk "$BASE/api/v1/macro/unemployment?country=united_states"
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# Money supply
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curl -sk "$BASE/api/v1/macro/money-measures"
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# Composite Leading Indicator (recession predictor)
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curl -sk "$BASE/api/v1/macro/cli?country=united_states"
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# Consumer sentiment (recession leading indicator)
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curl -sk "$BASE/api/v1/economy/surveys/michigan"
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# Lending conditions (strongest recession signal)
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curl -sk "$BASE/api/v1/economy/surveys/sloos"
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# Employment detail
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curl -sk "$BASE/api/v1/economy/surveys/nonfarm-payrolls"
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# Manufacturing outlook
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curl -sk "$BASE/api/v1/economy/surveys/empire-state"
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# Fed balance sheet
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curl -sk "$BASE/api/v1/economy/central-bank-holdings"
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# FOMC documents (policy direction)
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curl -sk "$BASE/api/v1/economy/fomc-documents?year=2026"
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# S&P 500 valuation context
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curl -sk "$BASE/api/v1/index/sp500-multiples?series=pe_ratio"
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# Short pressure on the specific stock
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curl -sk "$BASE/api/v1/stock/{TICKER}/shorts/volume"
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curl -sk "$BASE/api/v1/stock/{TICKER}/shorts/interest"
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```
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## Report Structure
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```
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## Macro Environment for {TICKER} — {date}
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### Rate Environment
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- Fed Funds Rate: {rate}% | EFFR: {rate}%
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- SOFR: {rate}%
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- 2Y: {rate}% | 10Y: {rate}% | 30Y: {rate}%
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- Yield curve (10Y-2Y): {spread}bps — [normal / flat / inverted]
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- Credit spreads: [tight = risk-on / widening = stress]
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- TIPS real yield: {rate}% — [positive = tight policy / negative = accommodative]
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- Rate outlook: [hawkish / dovish / neutral] based on FOMC tone
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### Inflation
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- CPI YoY: {%} — trend [rising / falling / stable]
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- PCE YoY: {%} — Fed target 2%, current gap: {bps}
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- Money supply (M2): [growing / contracting]
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- Implication: Fed likely to [cut / hold / raise]
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### Labor Market
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- Unemployment: {%} — [tight <4% / balanced / loosening >5%]
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- Nonfarm payrolls: {latest change}
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- Avg hourly earnings: {YoY %} — wage inflation [hot / moderate / cooling]
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### Business Cycle Position
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- GDP growth: {%} — [expansion / slowing / contraction]
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- CLI: {value} — [above 100 = expansion / below 100 = contraction / direction?]
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- Michigan sentiment: {value} — [confident / cautious / pessimistic]
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- Empire State: {value} — [expanding >0 / contracting <0]
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- SLOOS: lending standards [tightening = recession risk / easing = expansion]
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### Liquidity & Central Bank
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- Fed balance sheet: [expanding (QE) / shrinking (QT) / stable]
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- Corporate bond yields (HQM): AAA {%}, A {%} — credit stress level
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### Market Valuation Context
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- S&P 500 P/E: {value} vs historical avg (~18) — [cheap / fair / expensive]
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- VIX: {level} — [complacent <15 / normal 15-20 / fearful 20-30 / panic >30]
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### Implications for {TICKER}
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- Sector rate sensitivity: [high / moderate / low] (e.g., REITs, banks, tech duration)
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- Macro headwinds: {1-2 specific risks}
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- Macro tailwinds: {1-2 specific opportunities}
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- Short pressure: volume {%}, interest {days to cover}
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### Signal: [FAVORABLE / UNFAVORABLE / MIXED]
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### Confidence: {1-10}
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### Key Risk: {one-line macro risk for this stock}
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```
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## Rules
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- **Yield curve inversion is the strongest recession predictor** — flag it prominently
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- **SLOOS tightening precedes recessions by 6-12 months** — critical leading indicator
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- **CLI below 100 and falling = recession warning**
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- **VIX > 30 = fear** — contrarian buy signal for quality stocks
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- Contextualize for the specific stock's sector sensitivity
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- Keep under 600 words (macro requires more context than other analyses)
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