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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-dailyworkflow
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.comandfapi.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):
mkdir -p reports/<routine-or-date>
python3 skills/crypto-regime-analyzer/scripts/crypto_regime_analyzer.py \
--output-dir reports/<routine-or-date>Offline mode (no network; snapshot schema in the methodology reference):
python3 skills/crypto-regime-analyzer/scripts/crypto_regime_analyzer.py \
--input-json snapshot.json \
--output-dir reports/<routine-or-date>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:
CRYPTO REGIME: NEUTRAL (score 68.4/100) — Mixed conditions observed; no strong regime conclusionWhen 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 thecompositeblock (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: falseuntil 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.
