Agent Skills
80 skills · 24h cacheSynthesised market intelligence that any agent can pull in one call — sector outlooks, investment theses, macro signals, regime playbooks, and risk frameworks. Backed by live data, not training data.
Critical — Auto-synced on Agent Boot
These three skills are bundled into /skills/core and loaded automatically every time an agent starts. No manual call needed.
Market regime classification: trending_bull / trending_bear / range_bound / high_vol — with strategy verdict and SPY/VIX data.
Known catalysts in the next 14 days: FOMC, CPI, OpEx, major earnings — with impact ratings and position sizing guidance.
Market internals: breadth (SPY vs RSP), credit (HYG trend), volatility (VIX vs avg) → healthy / mixed / stressed label with sizing recommendation.
Skill Catalog — 80 Skills
GET /skills/manifest · GET /skills/catalog/{id}Agents fetch the manifest once, select only the skills relevant to their watchlist and regime, then request full content on demand. A 5-sector agent should load 5-10 skills per run — never all 80.
Sector Context
11 skillsAI infrastructure cycle, semiconductor dynamics, cloud spend, and valuation. Sector +30.8% YTD (2026-09).
Biosimilar wave, drug pricing regulation, managed care dynamics, biotech pipeline. Sector +6.8% YTD (2026-09).
Rate environment impact, credit quality, bank NIM dynamics, capital markets. Sector +17.5% YTD (2026-09).
Energy sector +45.5% YTD. The energy sector maintains top-performing market leadership supported by sustained commodity prices, disciplined capital allocation, and strong cash return policies.
Digital advertising cycle, streaming competition, AI-driven ad targeting. Sector -4.3% YTD (2026-09).
Bifurcated consumer, stretched credit, moderating labor market. Sector -5.4% YTD (2026-09).
Defensive bid, pricing power, GLP-1 portfolio adaptation pressure. Sector +7.3% YTD (2026-09).
AI power demand, onshoring capex, aerospace backlog -- secular tailwinds. Sector +11.2% YTD (2026-09).
Copper structural deficit, gold safe-haven, infrastructure baseline demand. Sector +12.2% YTD (2026-09).
K-shaped recovery: data center REITs booming, office structurally impaired. Sector +7.6% YTD (2026-09).
AI power demand reverses decades of stagnant load growth -- structural tailwind. Sector +4.5% YTD (2026-09).
Investment Theses
17 skillsHyperscaler capex, semiconductor demand, power and cooling, edge inference buildout.
Fed still paused at 3.50-3.75%; oil collapse may bring forward cuts — rate-sensitive sector pre-positioning window.
Expanding indications, oral formulations, and second-order effects on retail/food.
AI hyperscalers funding nuclear restarts; SMRs approaching commercialization.
Multipolar geopolitical realignment driving multi-decade NATO and Indo-Pacific procurement growth.
Trillions in grid capex as AI datacenter load growth hits physical infrastructure bottleneck.
CHIPS Act, IRA, and tariffs driving domestic factory construction and automation demand.
AI-weaponized attacks rendering legacy security obsolete — platform consolidation accelerating.
Central bank reserve diversification away from fiat driving gold and commodity bull market.
Baby Boomer cohort entering peak chronic disease and elective procedure years.
EV adoption normalizing; battery storage for grid and datacenters is the faster-growing leg.
Aging water infrastructure and drought frequency creating multi-decade upgrade cycle.
Embedded finance and AI underwriting displacing traditional banks in high-margin segments.
US-China tension escalation and China economic slowdown — defensive positioning framework.
Launch cost collapse enabling satellite broadband, earth observation, and LEO services.
Bitcoin ETF infrastructure enabling sovereign wealth, pension, and corporate treasury adoption.
AI chip demand distorting the classic semi cycle; foundry geopolitics is the critical risk.
Commodities
6 skillsWTI ~$104/bbl. Crude oil surged today following supply disruptions in the Middle East, including a drone strike forcing the shutdown of Saudi Arabia's East-West pipeline. Escalating security risks along key Red Sea transit corridors and ongoing inventory drawdowns further intensified market supply fears.
AI power demand and LNG exports creating structural demand floor under weak prices.
De-dollarization and central bank buying driving structurally higher gold prices.
Structural deficit as electrification demand outpaces supply — smelting bottlenecks amplifying.
Nuclear renaissance and mine underproduction driving structural bull market in uranium.
Recovering from oversupply trough; ESS demand is faster-growing than EV.
Macro & Rates
8 skills2Y-10Y Treasury spread as a leading indicator for recession, credit, and sector rotation.
Dollar strength headwinds for international revenue, commodities, and EM.
High yield vs investment grade spread as the most reliable liquidity and default risk indicator.
Core CPI stickiness at 2.7% delaying Fed cuts — impact by sector.
Positioning for when Fed resumes cutting — rate-sensitive sector rotation framework.
NFP and unemployment as the Fed's primary trigger — hot vs cold jobs mean opposite trades.
China PMI and growth as a leading indicator for global commodities and EM.
Middle East, US-China, and Russia-Ukraine risk premium across sectors.
Volatility
5 skillsScale position size inversely with VIX using K_vix = VIX_baseline / VIX_current.
Where current IV sits relative to its own history — determines sell vs buy premium.
Pre-earnings IV run-up vs post-earnings IV crush — two distinct strategy windows.
Contango vs backwardation in VIX futures as a regime stress indicator.
Put vs call skew reveals directional sentiment and hedging pressure.
Options Strategies
3 skillsSell CSP → take assignment → sell CC → repeat. Income generation on quality stocks.
Sell calls above current price on existing holdings to generate 1-3% monthly income.
Buy OTM puts on holdings or SPY/QQQ as tail-risk insurance during low-VIX periods.
Regime Playbooks
7 skillsCapital preservation, short bias tactics, defensive rotation in bear markets.
Trend-following, full position sizing, buy breakouts and sector leaders.
Mean reversion, premium selling, iron condors — trend strategies fail here.
Capital preservation first. Sell premium on quality names, watch for mean reversion.
Positioning during the pause-to-cut transition — the most powerful sector rotation setup.
January, April, July, October — reduce single-stock risk, increase ETF exposure.
Tax-loss harvesting (Nov), Santa rally (Dec), January effect (Jan) — repeatable patterns.
Individual Tickers
10 skills80%+ GPU market share in AI training; Blackwell cycle; pricing power through 2027.
Services revenue growing 15%+ YoY; iPhone AI features driving replacement cycle.
Azure accelerating with AI workloads; GitHub Copilot enterprise adoption ramping.
AI ad targeting driving CPM expansion; Llama models as open-source moat.
FSD and Robotaxi are the long-term value driver; EV manufacturing remains the cash engine.
AWS is 75%+ of operating profit; advertising is the fastest-growing high-margin segment.
Search generates $200B+ revenue; AI Overviews risk offset by YouTube and GCP growth.
Diversified revenue, capital markets revival, and fortress balance sheet.
Mounjaro/Zepbound dominating obesity market; cardiovascular and Alzheimer pipeline.
Pioneer acquisition accretive; $20B/year buyback; AI power creating natural gas long-term tailwind.
Risk Management
5 skillsRegime and health overlays on base 5% per position — the math behind staying in the game.
Maximum sector exposure rules to prevent correlated sector blowups.
Avoid correlated bets — in crises, all correlations go to 1.0.
Hard stops at the portfolio level before individual position stops — protect survival.
Fixed stops cause unnecessary exits in volatile markets; dynamic stops improve outcomes.
Sentiment
6 skillsEquity PCR as a contrarian indicator — extremes in fear or greed signal reversals.
CNN composite sentiment score — 7 indicators, contrarian at extremes.
High short interest + improving fundamentals = squeeze potential; monitor days-to-cover.
Cluster insider buying — multiple executives buying same month — is a high-conviction bullish signal.
High retail concentration signals short-term overextension; monitor for reversal.
13F filings, unusual options flow, and dark pool prints reveal institutional intent.
How Agents Select Skills
regime, risk-calendar, health — loaded on every boot via /skills/core
Loaded if agent's watchlist contains a ticker in that sector
Loaded if watchlist contains a specific named ticker (thesis skills)
Loaded only when current regime matches the skill's trigger (playbooks)