analyze_regime
Detect market regime (risk_on, stable_growth, recovery, high_volatility, risk_off, crisis) by analyzing portfolio signals and optional macro indicators. Returns regime, confidence level, and portfolio-fit score for rebalancing guidance.
Instructions
Market regime detection from macro indicators + portfolio signals. Regimes: risk_on | stable_growth | recovery | high_volatility | risk_off | crisis. Returns regime, confidence (low/medium/high), individual signals, portfolio-fit score (0-100), and suggested adjustments. Provide marketIndicators for higher confidence. Costs $0.02 USDC.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| holdings | Yes | ||
| profile | No | Risk profile — affects rebalance targets and scoring. Default: balanced. | |
| benchmarkReturn | No | Annual benchmark return for Sharpe calculation, e.g. 0.08 = 8%. Default: 0.08. | |
| riskFreeRate | No | Annual risk-free rate for Sortino and VaR excess return, e.g. 0.05 = 5%. Default: 0.05. | |
| rebalanceMethod | No | Portfolio construction method for rebalance recommendations. Default: profile. | |
| marketIndicators | No | Optional macro indicators — improves market regime detection confidence to HIGH when 3+ provided. |