rate-cycle

Defaults

Parameter	Default Value	Rationale
lookback_quarters	8	Captures full rate cycle from hiking to cutting
key_indicators	fed_funds, 2s10s_spread, dot_plot, inflation_breakevens	Core rate cycle indicators

Preflight

Run canonical pre-flight per contracts/preflight.md. Propagate X-Agentii-Trace per contracts/x-agentii-trace-header.md.

Data Source Priority

1. Knowledge entries (L1 rate cycle frameworks) -> 2. search_by_analogue(market_regime: rate-shock) -> 3. Real-time data

Methodology

Retrieval Scope

structured_only

Retrieval Strategy

Query knowledge entries for rate cycle frameworks; query search_by_analogue for historical rate cycles; supplement with real-time data.

Temporal Scope

See frontmatter temporal_scope block.

Tool Allowlist

See frontmatter allowed_tools.

Protocol

1. Rate Cycle Phase — classify hiking/plateau/cutting/emergency
2. Yield Curve Analysis — 2s10s spread, 3m10y, breakeven inflation
3. Framework Application — Taylor Rule, duration management
4. Analogue Retrieval — past rate cycles matching current phase

Output File

{ticker}/{YYYY-MM-DD_HHMM}_rate-cycle_{affix}.md

Output Structure

1. Executive Summary — key findings in 2-3 sentences
2. Core Analysis — applied frameworks with specific evidence
3. Quantitative Indicators — key metrics and benchmarks
4. Historical Analogues — matched cases with /v/cases/ citations
5. Risk Assessment — key risk factors and mitigants
6. Coverage Gaps — data limitations and degraded flags Rate Cycle Phase 3. Yield Curve Decomposition 4. Central Bank Posture 5. Duration and Curve Positioning 6. Historical Analogues 7. Scenarios

Error Handling

Error	Fallback
No frameworks	Proceed with standard indicators; flag degraded

Memory Load

See contracts/memory-load.md.

Snapshot

See contracts/snapshot-synthesis.md.

Final Summary (TUI)

Include ### Key Citations block with 0-10 clickable /v/ URLs.

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