macro-regime

Defaults

Parameter	Default Value	Rationale
lookback_quarters	8	2yr captures cycle inflection while remaining responsive
regime_indicators	yield_curve, credit_spreads, PMI, VIX, fed_posture	Standard macro regime detection set
probability_weighting	bear/base/bull	Three-scenario framework per institutional standard

Preflight

Run the canonical pre-flight sequence: MCP health probe, ticker resolution, workspace style override, memory load, and coverage check. See contracts/preflight.md. Propagate X-Agentii-Trace header per contracts/x-agentii-trace-header.md.

Data Source Priority (mandatory order)

1. Knowledge entries FIRST — query gold.knowledge_entries for L1 regime frameworks
2. Historical analogues SECOND — query search_by_analogue(market_regime) for matching cases
3. Real-time data LAST — supplemental only

Methodology

Retrieval Scope

structured_only

Retrieval Strategy

1. Query knowledge entries for L1 frameworks via search_knowledge_entries
2. Query search_by_analogue for historical regime precedents
3. Supplement with real-time data

Temporal Scope

See frontmatter temporal_scope block.

Tool Allowlist

See frontmatter allowed_tools.

Protocol

1. Regime Detection — classify current macro environment using yield curve, credit spreads, PMI, VIX, Fed posture
2. Framework Application — apply relevant L1 framework from references/knowledge-frameworks.md
3. Analogue Retrieval — query search_by_analogue(market_regime) for historical precedents
4. Probability Weighting — Bear/Base/Bull scenarios with transition catalysts

Output File

{ticker}/{YYYY-MM-DD_HHMM}_macro-regime_{affix}.md

Output Structure

1. Executive Summary — current regime with probability weights
2. Regime Indicators — yield curve, credit spreads, PMI, VIX with readings
3. Framework Analysis — applied L1 frameworks with evidence
4. Historical Analogues — matched cases with /v/cases/ citations
5. Scenario Matrix — Bear/Base/Bull with catalysts
6. Risk Factors and Coverage Gaps

Error Handling

Error	Fallback
No L1 frameworks	Proceed with standard indicators; flag degraded
search_by_analogue empty	Note no analogue found; do not fabricate
Real-time quote unavailable	Use last-known values with staleness flag

Memory Load

Load prior context before retrieval. See contracts/memory-load.md.

Snapshot

Post-session synthesis. See contracts/snapshot-synthesis.md.

Final Summary (TUI)

Include ### Key Citations block with 0-10 clickable /v/ URLs for cited frameworks and cases.

References

• references/knowledge-frameworks.md
• contracts/citation-and-memory.md
• contracts/output-frontmatter-schema.md
• contracts/memory-load.md
• contracts/snapshot-synthesis.md
• contracts/preflight.md