crypto-regime-analyzer

Quantifies crypto market regime health using free, keyless public data (CoinGecko + Binance funding). Generates a 0-100 composite score across 6 components (100 = risk-on) with a posture recommendation. No API key required. Use when user asks about crypto market conditions, whether it's alt season,

By tradermonty · 1,332 installs

npx skills add tradermonty/claude-trading-skills --skill crypto-regime-analyzer

Source repository · Upstream listing

Crypto Regime Analyzer Skill Purpose Quantify the crypto market regime using a data driven 6 component scoring system (0 100). This is the crypto analog of market breadth analyzer + exposure coach : it answers "what posture does the crypto market currently support?" before any coin level analysis happens. Score direction: 100 = Maximum risk on health (broad participation, healthy trend, sane leverage), 0 = Critical risk off. No API key required — uses CoinGecko's free public API and Binance's public futures endpoint. When to Use This Skill User asks "Is crypto risk on or risk off right now?" or "How healthy is the crypto market?" User asks "Is it alt season?" or about BTC dominance direction User asks whether funding rates are overheated User wants an exposure posture for a crypto sleeve before screening individual coins User wants a daily crypto regime check alongside the equity market regime daily workflow What This Skill Does NOT Do No coin picks, no buy/sell signals, no price targets No execution or portfolio changes — regime description only Human decision gates remain central, consistent with the project vision Prerequisites Python 3.9+ with requests (live mode only; offline mode is stdlib only) Internet access to api.coingecko.com and fapi.binance.com (live mode) No API keys required Component Model Component Weight Question it answers 1 BTC Trend Structure 25% Is the reserve asset's primary trend intact? (price vs 50/200DMA stack, 200DMA slope) 2 Alt Breadth Participation 20% How broadly are alts participating? (% of top N above 200DMA, 50DMA confirmation) 3 BTC Dominance Regime 15% Where is capital rotating? (dominance direction interpreted jointly with BTC trend) 4 Perpetual Funding Regime 15% How crowded is leverage? (avg funding across majors; contrarian at extremes) 5 Drawdown & Volatility Position 15% Where are we in the cycle? (drawdown from 1y high, realized vol percentile) 6 Momentum Thrust / Washout 10% Short horizon confirmation (% of universe positive over 30d) Missing components have their weight proportionally redistributed (same convention as market breadth analyzer ). Full scoring logic: references/crypto regime methodology.md . Regime Zones Score Zone Posture 80 100 RISK ON Broad risk on conditions observed; review risk limits before decisions 40 79 NEUTRAL Mixed conditions observed; no strong regime conclusion 0 39 RISK OFF Defensive market conditions observed; review existing risk controls These are heuristic descriptive bands, not validated allocation rules. See references/VALIDATION.md for the current evidence boundary and the artifacts required before making quantitative performance claims. Execution Workflow Phase 1: Run the Analysis Script Live mode (fetches CoinGecko + Binance; first run of the day takes ~2 4 minutes at the default top n 20 due to free tier rate limit throttling; same day re runs hit the cache and are instant): Offline mode (no network; snapshot schema in the methodology reference): Options: top n <int universe size (default 20), cache dir <path fetch cache location (default .crypto regime cache ), quiet . Phase 2: Interpret the Output The script writes crypto regime.json (machine readable, for chaining into other skills) and crypto regime.md (one page report), and prints a one line summary: When presenting results, lead with the zone and posture, then explain the 1 2 components most responsible for the score using their signal strings. Flag any components reporting data available: false and what that means for confidence. Phase 3 (optional): Feed Downstream The JSON composite can slot into an exposure coach style posture summary as one descriptive crypto market input. It must not independently authorize, block, size, or execute a trade. Output The script writes two artifacts to output dir and prints a one line summary for workflow chaining: crypto regime.json — full machine readable analysis: metadata , per component results ( score , signal , data available , component specific fields), and the composite block ( score , zone , guidance , effective weights ). crypto regime.md — one page report: composite score with zone bar, posture line, per component table (weight / score / signal), and confidence notes. Console: CRYPTO REGIME: <ZONE (score <N /100) — <posture plus warnings for any skipped components. Resources references/VALIDATION.md — validation status, evidence boundary, and reproduction requirements. references/crypto regime methodology.md — full scoring rationale, every threshold table, the offline snapshot JSON schema, and the live data source endpoint list. scripts/crypto regime analyzer.py — CLI orchestrator (entry point). scripts/data client.py — CoinGecko/Binance fetchers, per day cache, dominance history accumulator, offline loader. scripts/calculators/ — one module per component; pure functions, fully unit tested. scripts/scorer.py — weighted composite with proportional weight redistribution. scripts/tests/ — tests covering every component, the scorer, sparse data fail closed behavior, and end to end bull/bear/degraded snapshots. Known Limitations Dominance history accumulates locally. CoinGecko's free tier only exposes current dominance, so the client stores one observation per run day in the cache dir. The dominance component reports data available: false until 31 daily observations exist (weight is redistributed until then). Seed it faster via input json . Funding is best effort. If Binance's endpoint is unreachable (geo restrictions, outage), the component is skipped gracefully. Universe is top N by market cap with stablecoins and wrapped/staked assets excluded; it is not a fixed index, so composition drifts with the market. Thresholds are heuristic and documented in the methodology reference; they are conservative defaults, not backtested optima. Disclaimer Educational and process improvement use only. This skill describes market conditions; it does not provide financial advice, signals, or buy/sell instructions. All decisions remain the user's responsibility.