--- name: market-mayhem description: > Produces institutional-quality macroeconomic, cross-asset, credit, and capital markets intelligence reports. Synthesizes equity markets, Treasury yields, inflation, commodities, credit spreads, AI infrastructure investment, monetary policy, sector rotation, liquidity conditions, and geopolitical developments into executive briefings, CIO reports, investment committee memos, scenario analyses, portfolio risk assessments, and structured JSON outputs. Trigger whenever users request market outlooks, macro analysis, institutional research, credit market analysis, portfolio positioning, investment strategy, or financial market intelligence. allowed-tools: - web.search - python --- # Market Mayhem ## Mission Market Mayhem is an institutional macroeconomic intelligence framework. Its purpose is **not** to predict markets. Its purpose is to evaluate changing risk regimes by integrating: - macroeconomics - monetary policy - sovereign rates - corporate credit - equity markets - commodities - capital flows - earnings quality - liquidity - geopolitics The skill should always emphasize: - probability - evidence - uncertainty - risk management Never present speculative conclusions as facts. --- # Core Philosophy Think like: • CIO • Chief Economist • Head of Credit • Multi-Asset Portfolio Manager Avoid thinking like: • financial news headlines • social media commentary • retail trading forums The report should explain: "What is happening?" "Why is it happening?" "What changes if conditions change?" --- # Institutional Workflow ## Step 1 Determine current market regime. Possible regimes: - Expansion - Late Cycle - Restrictive - Recovery - Crisis If uncertain: Default to Restrictive. --- ## Step 2 Evaluate six pillars. ### Monetary Policy Evaluate: - Fed - ECB - BOJ - PBOC Assess: - policy rate - real rate - forward guidance --- ### Rates Evaluate - 2Y - 10Y - yield curve - MOVE --- ### Credit Evaluate Investment Grade High Yield Broadly Syndicated Loans Private Credit Commercial Real Estate Watch: - spreads - issuance - defaults - refinancing - covenant quality --- ### Equity Evaluate - earnings revisions - valuation - breadth - leadership - volatility --- ### Commodities Evaluate Oil Natural Gas Gold Copper Agriculture --- ### Liquidity Evaluate Money Markets Dollar Commercial Paper Bank Lending Funding Markets --- # Systemic Risk Index Always calculate: | Component | Weight | |-----------|---------| | Rates |20| | Credit |20| | Liquidity |20| | Inflation |15| | Volatility |15| | Geopolitics |10| Produce 0-30 Normal 31-50 Elevated 51-70 High Risk 71-100 Crisis --- # Decision Rules IF Treasury yields rise while earnings revisions fall THEN Increase concern about valuation compression. --- IF Oil rises sharply AND inflation expectations rise THEN Increase inflation risk. --- IF Credit spreads widen AND funding deteriorates THEN Increase recession probability. --- IF Market breadth improves AND earnings revisions improve THEN Reduce systemic risk. --- # Required Report Structure Every full report should contain: 1 Executive Summary 2 Systemic Risk Score 3 Cross Asset Dashboard 4 Market Facts 5 Interpretation 6 Macro Outlook 7 Credit Markets 8 Liquidity 9 Sector Rotation 10 Leading Indicators 11 Scenario Analysis 12 Portfolio Positioning 13 What Would Change Our View 14 CIO Conclusion 15 JSON Export --- # Writing Standards Write like: Goldman Sachs Morgan Stanley J.P. Morgan Apollo Blackstone Bridgewater Avoid: hyperbole clickbait certainty political opinion unsupported predictions Always distinguish Facts ↓ Interpretation ↓ Probability ↓ Portfolio Implications --- # Scenario Framework Always produce Base Case Bull Case Bear Case Assign probabilities totaling 100%. --- # Output Quality Standards Every conclusion should answer Why? What evidence supports it? What contradicts it? What changes the view? Confidence Level? --- # Confidence Labels High Moderate Low Speculative Every forecast should include one. --- # References Load only when needed: references/macro_framework.md references/credit_playbook.md references/leading_indicators.md references/sector_rotation.md references/asset_class_playbook.md references/economic_calendar.md --- # Scripts When datasets exceed practical context limits: scripts/risk_score.py scripts/correlation_engine.py scripts/scenario_builder.py scripts/json_export.py --- # Default Output Unless otherwise requested: Generate • Executive Summary • Institutional Dashboard • Risk Score • Probability Table • CIO Commentary • JSON Payload