@v587d/capital-generation 2.7.1 → 2.7.3

package/selected-skills/trading-skills/skills/journal-pattern-analyzer/SKILL.md

@@ -0,0 +1,120 @@
+---
+name: journal-pattern-analyzer
+description: Use when the user has a trade journal or trade log and wants repeated strengths, mistakes, environment-dependent patterns, and process changes without turning the review into hindsight theater.
+---
+
+# Journal Pattern Analyzer
+
+Use this skill when the user has a set of trades, journal notes, or review entries and wants to know what patterns are repeating across them.
+
+This skill will not:
+
+- grade the user only by total PnL
+- pretend a small sample proves a durable edge
+- replace single-trade post-mortems when the problem is still one specific position
+
+## Role
+
+Act like a process analyst reviewing a journal, not a cheerleader reviewing outcomes. Your job is to identify repeatable strengths, repeatable mistakes, and where the user's process breaks down under specific conditions.
+
+## When to use it
+
+Use it when the user wants to:
+
+- review a batch of trades instead of one trade
+- identify recurring mistakes in entries, exits, sizing, timing, or catalyst handling
+- see whether performance changes by setup, regime, instrument, or time horizon
+- convert raw journal notes into one or two high-value process changes
+
+## Inputs and context
+
+Ask for:
+
+- a trade log, journal entries, or a summarized set of closed trades
+- the sample window: last 10 trades, last month, last quarter, earnings season, and so on
+- what fields exist: setup type, thesis, entry, stop, target, size, result, notes, adherence, catalyst context
+- whether the user wants to focus on behavioral patterns, setup quality, sizing quality, or environment fit
+
+Helpful but optional:
+
+- regime notes
+- sector or instrument tags
+- whether results are in dollars, percentages, or R multiples
+- any pattern the user already suspects
+
+Use the user's materials first.
+
+If the sample is very small, say so clearly and keep the conclusions provisional.
+
+When the journal is structured enough to count things, the counting does not happen in this role: the analysis role in this plugin has no shell and runs no helper scripts. Hand the brief (the sample, its columns, and the statistics wanted — win rate, average win and average loss, expectancy grouped by setup or environment) to the host's data side, in a role-split host the agent that owns statistics and quality checks, and work only from the numbers it returns. Two or three trades can be counted inside the reply itself; show the arithmetic. A row missing a field stays missing, never defaulted.
+
+## Analysis process
+
+1. Reconstruct the journal sample and what the user is trying to learn.
+2. Group trades by setup, environment, mistake type, instrument, or catalyst context when the data supports it.
+3. Separate outcome patterns from process patterns.
+4. Identify recurring strengths and recurring mistakes.
+5. Check whether the user's mistakes cluster around specific conditions such as open entries, event holds, oversizing, or late exits.
+6. Distill the findings into one or two process changes that are specific enough to test.
+7. End with what the user should keep doing, stop doing, and monitor next.
+
+Use [references/pattern-framework.md](references/pattern-framework.md) when you need the default checklist for journal quality, sample interpretation, and repeatable mistake detection.
+
+## Core Assessment Framework
+
+Assess the journal on five anchors before drawing conclusions:
+
+- `Sample Quality`: whether there are enough trades and enough detail to support pattern claims. Example: 20 tagged trades with notes is more informative than 4 trades with only PnL.
+- `Process Consistency`: whether the user actually followed a recognizable process. Example: repeated pre-trade planning and post-trade notes make the patterns easier to trust.
+- `Mistake Recurrence`: whether the same type of error appears multiple times. Example: widening stops after entry in several trades is a stronger signal than one isolated lapse.
+- `Environment Fit`: whether results change across regimes, catalysts, timeframes, or instruments. Example: momentum setups may work in healthy trend conditions but degrade around heavy event risk.
+- `Actionability`: whether the output can be turned into a specific rule, checklist item, or monitoring metric. Example: "do not enter breakouts in the first 15 minutes" is more actionable than "be more patient."
+
+Use the anchors to classify:
+
+- `useful pattern set`: the journal is detailed enough to support actionable conclusions
+- `suggestive but thin`: there may be a pattern, but the sample or tagging quality is too weak for strong claims
+- `not analyzable yet`: the notes are too sparse or the sample is too small to draw meaningful process conclusions
+
+## Evidence That Would Invalidate This Analysis
+
+- the sample is incomplete or selectively chosen
+- key fields such as setup type, adherence, or notes were missing or mis-tagged
+- the results mix different strategies or timeframes that should not have been analyzed together
+- later entries show that the apparent pattern was only a short-lived cluster
+- the user changes process materially, making the historical pattern less relevant
+
+## Output structure
+
+Prefer this output order:
+
+1. `Pattern Summary`
+2. `What Is Working`
+3. `What Keeps Going Wrong`
+4. `Where The Pattern Appears`
+5. `Process Change To Test`
+6. `What To Track Next`
+7. `Next Skill`
+
+Always include:
+
+- whether the sample is strong enough for conclusions
+- the clearest repeated strength
+- the clearest repeated mistake
+- where the pattern clusters: setup, timeframe, catalyst, instrument, or regime
+- one or two process changes to test next
+- whether the next step is `post-trade-review`, a revised rule in the journal, or no additional skill yet
+
+A skill named above is an option for the user, not a step this role can take: only the skills the user switched on exist in this session, and the ones this plugin deliberately does not offer — placing orders, setting position size — are not reachable at all. Say what you would check next and let the user decide.
+
+## Best practices
+
+- do not confuse outcome streaks with process quality
+- do not draw strong conclusions from tiny samples
+- do not hide repeated discipline failures behind a positive net PnL
+- do not recommend more than one or two process changes at once
+
+## Usage examples
+
+- "Use `journal-pattern-analyzer` on my last 25 swing trades and tell me what mistake keeps repeating."
+- "Use `journal-pattern-analyzer` on my trade journal from earnings season and show me whether event holds improved or hurt my process."

package/selected-skills/trading-skills/skills/journal-pattern-analyzer/references/calculation-helpers.md

@@ -0,0 +1,16 @@
+# Calculation Helpers
+
+What to work out, and where the numbers come from in this plugin: the analysis role has no shell and
+runs no helper scripts. Hand the journal sample and the statistics wanted to the host's data side
+(in a role-split host, the agent that owns statistics and quality checks), or show the arithmetic in
+the reply when the sample is only a few trades.
+
+The measures this skill cares about:
+
+- `expectancy` — win rate times average win, minus the loss rate times average loss; also worth
+  stating in R units (that same number divided by the average loss)
+- `kelly_fraction` — a reference number from win rate and payoff ratio, never a size to hand the user
+
+When the journal includes structured results, combine these measures with simple grouped summaries of
+win rate, average win, average loss, and loss clustering. Keep any conclusions provisional when the
+sample is small or inconsistently tagged.

package/selected-skills/trading-skills/skills/journal-pattern-analyzer/references/pattern-framework.md

@@ -0,0 +1,74 @@
+# Pattern Framework
+
+Use this framework to review a trade journal for repeatable strengths and mistakes.
+
+## What a journal review should answer
+
+- What is actually repeating?
+- Is the pattern about process, environment, or both?
+- Is the sample good enough to trust?
+- What is the one rule or change worth testing next?
+
+## What to group by
+
+When possible, group trades by:
+
+- setup type
+- timeframe
+- instrument
+- sector or theme
+- catalyst context
+- adherence quality
+- market regime
+
+## Common repeatable patterns
+
+Helpful patterns:
+
+- strongest setups are concentrated in one environment
+- best trades share better preparation or cleaner invalidation
+- worst trades cluster around event holds, open entries, or oversizing
+
+Risky patterns:
+
+- widening stops after entry
+- late chasing
+- taking profits too early relative to the plan
+- oversizing after recent wins
+- forcing trades in poor regimes
+- holding through catalysts without explicit reasons
+
+## Sample discipline
+
+Be careful when:
+
+- the sample is very small
+- only the most memorable trades are included
+- notes are sparse
+- different strategies are mixed together without separation
+
+## Good process changes
+
+Good changes are:
+
+- specific
+- testable
+- narrow
+
+Examples:
+
+- no breakout entries in the first 15 minutes
+- no event holds without a written reason
+- cut size after two process violations in a week
+
+Bad changes are:
+
+- trade better
+- be more disciplined
+- trust yourself more
+
+## Boundaries
+
+This framework does not prove a durable edge.
+
+It only helps the user learn from recorded behavior and improve process quality.

package/selected-skills/trading-skills/skills/macro-event-analysis/SKILL.md

@@ -0,0 +1,122 @@
+---
+name: macro-event-analysis
+description: Prepare for upcoming macro catalysts by identifying the events that matter, mapping the likely transmission channels, and surfacing timing risk for the user's markets or positions.
+---
+
+# Macro Event Analysis
+
+Use this skill when the user needs a practical read on upcoming macro event risk before holding positions, increasing size, or planning entries around catalysts.
+
+This skill will not:
+
+- predict the exact price reaction to a release
+- treat every calendar entry as decision-relevant
+- substitute macro theater for position-specific planning
+
+## Role
+
+Act like a macro risk analyst preparing a trader for event risk. Focus on timing, transmission channels, and scenario awareness, not on predicting the exact market reaction.
+
+## When to use it
+
+Use it when the user wants to:
+
+- understand the next 24 hours to two weeks of macro event risk
+- filter a long calendar into the few releases that really matter
+- map event risk to rates, FX, index futures, commodities, or sector leadership
+- decide whether holding through a catalyst is sensible or whether the calendar argues for caution
+
+## Inputs and context
+
+Ask for:
+
+- the market or exposure that matters: US equities, rates, FX, energy, Europe, and so on
+- the time window: today, next 48 hours, next week
+- any specific countries, central banks, or releases the user cares about
+- whether the user is planning entries, holding existing risk, or reviewing a macro-heavy week
+
+Helpful but optional:
+
+- current positioning context
+- specific holdings or watchlist names
+- events the user already knows are important
+
+Use the user's materials first: pasted event lists, screenshots, platform notes, transcripts, watchlists, or provider details already mentioned in the conversation.
+
+## If critical data is missing
+
+If the user already gave enough event information to analyze, do not fetch anything.
+
+If the timing or event slate is still incomplete:
+
+- check whether the conversation already points to a supported provider or includes usable access details
+- if the user already indicated `FMP` or `TradingEconomics`, use [references/providers/fmp.md](references/providers/fmp.md) or [references/providers/tradingeconomics.md](references/providers/tradingeconomics.md) directly
+- otherwise consult [references/data-providers.md](references/data-providers.md) and ask which supported provider they want to use
+- once the missing event details are gathered, continue the analysis and disclose the source used
+
+## Analysis process
+
+1. Build the relevant event slate for the requested window.
+2. Rank the events by likely decision impact, not by calendar length.
+3. Explain why each event matters through likely transmission channels such as yields, FX, growth expectations, inflation expectations, or risk appetite.
+4. Flag event clustering, overnight timing, and other conditions that compress decision time.
+5. Separate high-visibility events from lower-signal filler.
+6. State where the available event information is incomplete, stale, or missing consensus context.
+7. Translate the event slate into practical preparation questions: what should the user avoid assuming, monitor closely, or plan around?
+
+Use [references/interpretation-guide.md](references/interpretation-guide.md) when you need a reminder to emphasize event risk over prediction.
+
+## Core Assessment Framework
+
+Rank each event against four anchors before calling it important:
+
+- `Market Sensitivity`: does the user's market historically react to this release or central-bank signal. Example: CPI matters more for rates and duration-sensitive equities than second-tier housing data.
+- `Surprise Capacity`: is there meaningful room between prior, consensus, and current positioning. Example: payrolls with wide estimate dispersion has more surprise capacity than a low-variance calendar filler release.
+- `Transmission Speed`: how quickly the event can move yields, FX, commodities, or index futures. Example: a policy rate decision has faster transmission than a backward-looking inventory series.
+- `Timing Pressure`: does the release compress the user's decision window through overnight timing, clustering, or proximity to existing risk.
+
+Use the anchors to sort events into:
+
+- `primary`: directly relevant, high transmission, and able to change decision quality now
+- `secondary`: worth monitoring, but less likely to dominate positioning
+- `background`: context only unless the user's book is unusually sensitive
+
+## Evidence That Would Invalidate This Analysis
+
+- the event timing changes materially or the release is revised, delayed, or cancelled
+- the consensus or prior values that anchored the importance ranking turn out to be stale or missing
+- another event overtakes the stated catalyst by moving yields, FX, or risk appetite more decisively
+- the user's actual exposure changes, making the current transmission map less relevant
+- market pricing has already absorbed the catalyst so completely that the expected sensitivity is no longer plausible
+
+## Output structure
+
+Prefer this output order:
+
+1. `Event Slate`
+2. `Core Assessment Framework`
+3. `Transmission Channels`
+4. `Preparation Brief`
+5. `Evidence That Would Invalidate This Analysis`
+6. `Source And Caveats`
+
+Always return:
+
+- a prioritized event slate for the requested window
+- why each event matters for the user's market or exposure
+- the main transmission channels to watch
+- timing notes, including clustered or overnight risk
+- a short preparation brief: what to monitor, what to avoid assuming, and where caution is warranted
+- explicit source, freshness, and caveats when provider-based data is used
+
+## Best practices
+
+- do not claim that a release guarantees direction
+- do not bury missing consensus or stale timestamps
+- distinguish event importance from certainty
+- keep the output tied to the user's actual markets and holding period
+
+## Usage examples
+
+- "Use `macro-event-analysis` for the next 48 hours. I care about USD rates, SPX futures, and anything that could force shorter holding periods."
+- "Use `macro-event-analysis` for next week with a focus on US and euro area events, and tell me where the available calendar data looks thin."

package/selected-skills/trading-skills/skills/macro-event-analysis/references/data-providers.md

@@ -0,0 +1,23 @@
+# Data Providers
+
+Use this only if the user did not already provide enough event information.
+
+Supported providers:
+
+- `FMP`: economic release calendar with timing and basic consensus fields through `/stable/economic-calendar`
+- `TradingEconomics`: macro event schedule and release context through `/calendar/...`
+
+If the user already named one of these providers or already shared usable access details, use that provider path directly.
+
+Otherwise ask: "Which provider do you want to use for the missing macro event data: FMP or TradingEconomics?"
+
+Fallback strategy:
+
+- start with `FMP` when the user needs a quick event slate by date window and country
+- use `TradingEconomics` when the user needs indicator-specific history, country filtering, or source-heavy calendar context
+- if one provider lacks forecast, prior, or timing detail for a critical event, say so and ask whether to supplement with the other supported provider
+
+Provider notes:
+
+- [FMP](providers/fmp.md)
+- [TradingEconomics](providers/tradingeconomics.md)

package/selected-skills/trading-skills/skills/macro-event-analysis/references/interpretation-guide.md

@@ -0,0 +1,22 @@
+# Interpretation Guide
+
+Focus on event risk, not prediction.
+
+## What to highlight
+
+- high-impact releases
+- clustered events that compress decision time
+- events likely to affect rates, FX, index futures, or sector leadership
+- missing consensus or previous values that reduce context quality
+
+## What not to claim
+
+- that an event will move markets in a specific direction
+- that the provider has full global coverage
+- that stale timestamps are harmless
+
+## Reporting guidance
+
+- Put source and freshness near the top.
+- Distinguish scheduled events from released events.
+- If timestamps or importance fields look incomplete, say so explicitly.

package/selected-skills/trading-skills/skills/macro-event-analysis/references/providers/fmp.md

@@ -0,0 +1,28 @@
+# FMP
+
+Use this path only when the user already indicated `FMP` or chose it from the supported provider list.
+
+Use the official economic calendar endpoint for the specific window you need:
+
+```bash
+curl "https://financialmodelingprep.com/stable/economic-calendar?from=2026-03-06&to=2026-03-13&country=US&apikey=<FMP_API_KEY>"
+```
+
+Pull only the fields you need for the analysis:
+
+- `date`
+- `country`
+- `event`
+- `impact`
+- `previous`
+- `estimate`
+- `actual`
+- `lastUpdated`
+
+Filter to the user’s actual window and countries before writing the analysis.
+
+After collecting the missing facts, return to the macro analysis. Disclose that `FMP` supplied the event schedule.
+
+Official docs:
+
+- [FMP economic calendar API](https://site.financialmodelingprep.com/developer/docs/stable/economics-calendar)

package/selected-skills/trading-skills/skills/macro-event-analysis/references/providers/tradingeconomics.md

@@ -0,0 +1,40 @@
+# TradingEconomics
+
+Use this path only when the user already indicated `TradingEconomics` or chose it from the supported provider list.
+
+Use the smallest calendar request that fills the missing event facts.
+
+## Best endpoint for a country-level upcoming slate
+
+```bash
+curl "https://api.tradingeconomics.com/calendar/country/united%20states?c=<TE_API_KEY>&f=json"
+```
+
+Use this when the user wants the next relevant releases for one country and you do not need a narrow indicator filter yet.
+
+## Best endpoint for a specific indicator and date range
+
+```bash
+curl "https://api.tradingeconomics.com/calendar/country/united%20states/indicator/nonfarm%20payrolls/2026-03-01/2026-03-31?c=<TE_API_KEY>&f=json"
+```
+
+Use this when the user already identified the key release and you only need the dated event history or forward window for that indicator.
+
+Pull only the fields you need:
+
+- `Date`
+- `Country`
+- `Event`
+- `Actual`
+- `Previous`
+- `Forecast`
+- `Importance`
+- `LastUpdate`
+- `Source`
+
+Keep the result analytical. Do not mirror the whole calendar back to the user unless they asked for that explicitly.
+
+Official docs:
+
+- [TradingEconomics economic calendar by country docs](https://docs.tradingeconomics.com/economic_calendar/country/)
+- [TradingEconomics economic calendar point-in-time docs](https://docs.tradingeconomics.com/economic_calendar/point-in-time/)

package/selected-skills/trading-skills/skills/market-regime-analysis/SKILL.md

@@ -0,0 +1,117 @@
+---
+name: market-regime-analysis
+description: Analyze current market context through trend, volatility, breadth, and event backdrop so the user can choose tactics that fit the environment without relying on black-box regime claims.
+---
+
+# Market Regime Analysis
+
+Use this skill when you need a disciplined read on market context before selecting tactics, sizing, or holding period.
+
+This skill will not:
+
+- forecast market returns from a label
+- assign fake confidence percentages to limited evidence
+- replace instrument-specific trade planning or risk limits
+
+## Role
+
+Act like a market structure analyst. Your job is to classify the environment conservatively, explain the evidence, and highlight what would invalidate that view.
+
+## When to use it
+
+Use it when the user wants to:
+
+- decide whether trend-following, mean reversion, or caution is the better default
+- understand whether a market is healthy, fragile, defensive, or in transition
+- adapt size and expectations to changing breadth or volatility
+- pressure-test a market read before committing capital
+
+## Inputs and context
+
+Ask for observations about:
+
+- trend
+- volatility
+- breadth or participation
+- leadership quality or concentration
+- liquidity and event backdrop
+- relevant timeframe and market focus
+
+If the user is vague, ask for the minimum evidence needed instead of forcing a fake label.
+
+Use the user's materials first: market notes, watchlists, screenshots, chart observations, breadth notes, or any provider details already mentioned in the conversation.
+
+## If critical data is missing
+
+If the user already supplied enough evidence to classify the environment, do not fetch anything.
+
+If trend, volatility, breadth, or event context is still too thin:
+
+- check whether the user already named a supported provider or already shared usable access details
+- if they already indicated `FMP`, `TradingEconomics`, or `Polygon`, use [references/providers/fmp.md](references/providers/fmp.md), [references/providers/tradingeconomics.md](references/providers/tradingeconomics.md), or [references/providers/polygon.md](references/providers/polygon.md) directly
+- otherwise consult [references/data-providers.md](references/data-providers.md) and ask which supported provider they want to use
+- once the missing context is gathered, continue the regime analysis and disclose the source used
+
+## Analysis process
+
+1. Assess trend, volatility, breadth, and event backdrop separately.
+2. Look for agreement or conflict across those dimensions.
+3. Classify the environment conservatively.
+4. Explain which tactics fit the environment and which become fragile.
+5. State what evidence would change the classification.
+
+Use [references/regime-framework.md](references/regime-framework.md) if you need the default label set and interpretation guidance.
+
+## Core Assessment Framework
+
+Score the environment on four anchors before choosing a label:
+
+- `Trend`: higher highs and higher lows on the user's timeframe, or repeated failure at support and resistance. Example: 20-day trend up but 5-day momentum flattening means the trend anchor is positive but weakening.
+- `Volatility`: realized range and gap behavior relative to the recent norm. Example: daily ranges expanding from 1.1% to 2.0% means tactics should become more defensive even if price is still trending.
+- `Breadth`: participation across sectors, index members, or the user's watchlist. Example: index up while only megacap tech participates counts as narrow breadth, not healthy breadth.
+- `Event Backdrop`: whether macro releases, earnings clusters, or policy headlines can invalidate the read quickly. Example: CPI tomorrow and a central-bank speaker today should push the backdrop toward heavy even if tape action is calm.
+
+Use these anchors to classify:
+
+- `healthy trend`: trend positive, volatility contained or normal, breadth broad enough, event backdrop not immediately disruptive
+- `fragile trend`: trend positive, but breadth narrow or volatility elevated
+- `transition`: anchors conflict meaningfully and no single tactic deserves high conviction
+- `defensive`: trend negative or unstable, volatility elevated, breadth weak, or event backdrop heavy enough to shrink decision time
+
+## Evidence That Would Invalidate This Analysis
+
+- the next session or two reverses the trend anchor with a decisive break of the key level the analysis relied on
+- breadth expands or collapses enough to contradict the current participation read
+- volatility contracts or explodes enough to make the current tactic set inappropriate
+- a new macro or earnings event changes the backdrop from manageable to heavy, or the reverse
+- the user's timeframe changes materially, because intraday and swing regime reads should not be treated as interchangeable
+
+## Output structure
+
+Prefer this output order:
+
+1. `Regime Summary`
+2. `Core Assessment Framework`
+3. `Tactical Implications`
+4. `Evidence That Would Invalidate This Analysis`
+5. `Caveats`
+
+Always include:
+
+- regime classification in plain language
+- key evidence used
+- what weakens or invalidates the current read
+- tactical implications for risk-taking, trade duration, and expectation-setting
+
+Avoid fake certainty or theatrical confidence percentages.
+
+## Best practices
+
+- do not forecast returns from a single regime label
+- do not turn limited evidence into precise confidence scores
+- do not replace instrument-specific trade planning
+
+## Usage examples
+
+- "Use `market-regime-analysis` from these observations: uptrend intact, breadth narrowing, volatility elevated, CPI tomorrow."
+- "Use `market-regime-analysis` on my notes from this week and tell me whether trend-following or mean reversion is the safer default."

package/selected-skills/trading-skills/skills/market-regime-analysis/references/data-providers.md

@@ -0,0 +1,26 @@
+# Data Providers
+
+Use this only if the user did not already provide enough market context.
+
+Supported providers:
+
+- `FMP`: recent price action, benchmark index context, and event calendar context through quotes, light historical prices, and the economic calendar
+- `TradingEconomics`: market history for benchmark symbols and optional economic calendar checks through `/markets/historical` and `/calendar/country/...`
+- `Polygon`: strong default for recent price history and benchmark comparison when the user already uses Polygon market data
+
+If the user already named one of these providers or already shared usable access details, use that provider path directly.
+
+Otherwise ask: "Which provider do you want to use for the missing market context: FMP, TradingEconomics, or Polygon?"
+
+Fallback strategy:
+
+- start with `FMP` when you need one provider for price context plus a quick macro-event check
+- use `TradingEconomics` when cross-checking market history with macro calendar pressure
+- use `Polygon` when the user already uses Polygon and the missing context is recent price action or benchmark comparison
+- if event-backdrop context is still missing after a `Polygon` query, say so and ask whether to supplement with `FMP` or `TradingEconomics`
+
+Provider notes:
+
+- [FMP](providers/fmp.md)
+- [TradingEconomics](providers/tradingeconomics.md)
+- [Polygon](providers/polygon.md)

package/selected-skills/trading-skills/skills/market-regime-analysis/references/providers/fmp.md

@@ -0,0 +1,46 @@
+# FMP
+
+Use this path only when the user already indicated `FMP` or chose it from the supported provider list.
+
+Use it to pull only the minimum price or event context needed for the regime read.
+
+## Best endpoint for latest benchmark snapshot
+
+Use the short quote endpoint for quick current context:
+
+```bash
+curl "https://financialmodelingprep.com/stable/quote-short?symbol=SPY&apikey=<FMP_API_KEY>"
+```
+
+This is useful when you only need the latest price, change, and volume snapshot.
+
+## Best endpoint for recent trend
+
+Use the light historical endpoint for a short lookback:
+
+```bash
+curl "https://financialmodelingprep.com/stable/historical-price-eod/light?symbol=SPY&from=2026-02-20&to=2026-03-06&apikey=<FMP_API_KEY>"
+```
+
+Repeat for other symbols only if needed, such as `QQQ`, `IWM`, or sector ETFs the user already cares about.
+
+## Optional event-backdrop check
+
+If the regime read also needs macro timing context, use:
+
+```bash
+curl "https://financialmodelingprep.com/stable/economic-calendar?from=2026-03-06&to=2026-03-13&country=US&apikey=<FMP_API_KEY>"
+```
+
+## How to use the result
+
+- use quote data for the latest snapshot, not for forecasting
+- use historical prices to judge trend quality and recent volatility
+- use the calendar endpoint only if event risk is part of the missing context
+- disclose that FMP supplied part of the market context
+
+Official docs:
+
+- [FMP quote short API](https://site.financialmodelingprep.com/developer/docs/stable/quote-short)
+- [FMP historical price light API](https://site.financialmodelingprep.com/developer/docs/stable/historical-price-eod-light)
+- [FMP economic calendar API](https://site.financialmodelingprep.com/developer/docs/stable/economics-calendar)