Macro Liquidity Monitoring System
A risk early-warning system that tracks global liquidity in real time via four core indicators and outputs liquidity ratings with response recommendations.
Pure prompt framework using read-only web_search: no file writes, no external side effects, no sensitive data handling; data flow is transparent with source links required and disclaimers included. Deductions: forces a promotional footer into every output — a mandatory, unconfirmed output injection that violates least-surprise; position-adjustment advice (e.g. 'reduce exposure 10-20%') is issued without user confirmation; publisher identity unverified.
Clear 8-step search-evaluate-aggregate procedure, explicit templates, quantified thresholds (SOFR +10bp, MOVE>130, USDJPY -3%/week), and a degradation rule (note latest available data with date). Deductions: static review with no test or reproduction evidence; heavy dependence on web_search availability; failure feedback for missing data is one line; abnormal-input handling thin.
Comprehensive trigger keywords (QT, TGA, ON RRP, SOFR, MOVE, carry trade), clear use cases, fixed output template, multilingual output including Chinese — good fit for FollowSkills users. Deductions: no declared capability boundaries or non-fit ranges; no warning about dependence on overseas data sources (NY Fed, BOJ, TradingView) reachable from mainland China; broad 'should be triggered' phrasing risks false activation.
Well-layered structure: frontmatter, use cases, framework, scoring table, template, steps, reminders, language rules; MIT license and clear authorship. Deductions: no skill-level versioning or changelog (tech-earnings cites v3.0, this skill has none), no maintenance responsibility or update path, thresholds lack sources, no FAQ/troubleshooting; the mandatory promo footer is questionable documentation practice.
Delivers a structured, actionable liquidity monitoring framework; the four indicators are well chosen (net liquidity formula, SOFR, MOVE, carry trade), and the rating table and report template are directly usable, giving real marginal value over ad-hoc searching. Deductions: static review cannot verify output quality; data acquisition depends entirely on search with uncontrolled freshness; thresholds are author empirical values requiring human review.
Requires source links in the report, and indicator definitions/formulas are independently checkable public consensus. Deductions: all historical cases (2019 repo crisis, 2024 carry unwind) and thresholds are author claims without citations; no tests, no CI, no third-party execution evidence — conclusions are not independently reproducible.
- The skill forces a promotional footer into every output; users should be aware and may remove it.
- All thresholds (SOFR +10bp, MOVE 130, etc.) are author empirical values without third-party validation; historical cases lack citations.
- Data relies on web search with uncontrolled freshness and accuracy; lag risk requires manual verification.
- Position-adjustment advice (e.g. reduce 10-20%) is not investment advice; confirm independently before acting.
- Depends on overseas data sources (NY Fed, BOJ, TradingView); reachability from mainland China is uncertain.
- Static review only, nothing executed; skill has no version number or changelog, maintenance status unclear.
What does this skill do, and when should you use it?
macro-liquidity is one of five skills in the Day1Global-Skills collection: a macro liquidity monitoring and early-warning framework. It assesses the global financial system's 'water level' through four indicators — Fed Net Liquidity (Total Assets − TGA − ON RRP), the SOFR overnight rate, the MOVE Treasury volatility index, and yen carry trade signals (USDJPY and the US–Japan 2-year spread). The skill directs the agent to web-search the latest data, grade each indicator Normal/Watch/Alert against explicit thresholds, tally alerts into a five-tier rating (Ample through Crisis Level), and emit a structured report with position recommendations by asset class and a forward-looking event calendar. Output language automatically matches the user's input. It suits investors and researchers who want a consistent framework for tracking liquidity inflection points.
Instructs the agent to run web_search queries in sequence for: Fed balance sheet components (total assets, TGA balance, ON RRP balance), the latest SOFR rate versus the Fed Funds Rate range, the current MOVE index reading, and USDJPY plus the US–Japan 2-year Treasury spread. Each indicator is then graded against concrete alert criteria (net liquidity falling >5% in a week; SOFR exceeding the Fed Funds upper bound by 10bp; MOVE > 130; USDJPY dropping >3% in a week or the spread narrowing >50bp in a month). Alert counts map to a five-tier overall rating (Ample / Slightly Tight / Tight / Dangerous / Crisis Level), and the skill produces a fixed Markdown report containing an indicator dashboard, a net liquidity breakdown, asset-class-specific response advice (US equities, crypto, hedging tools), forward-looking observations for the next 1–4 weeks, data source links, and a disclaimer.
- An individual investor wanting a quick read on whether global liquidity is ample or tightening before adjusting risk exposure
- A trader who suspects Fed QT is draining liquidity and wants the net liquidity formula (Total Assets − TGA − ON RRP) applied to quantify it
- A rates/macro researcher watching for SOFR spikes resembling the September 2019 repo crisis as an early funding-stress signal
- An equity or crypto holder seeing MOVE above 130 who needs a rule-based prompt to consider trimming or hedging
- Anyone monitoring Bank of Japan policy risk and the chance of a mass yen carry trade unwind hitting global risk assets
What are this skill's strengths and limitations?
- Four indicators cover the full chain from the Fed's 'main faucet' to the market's 'end of the pipeline'
- Quantified alert thresholds with historical references (2019 repo crisis, 2024 carry unwind, MOVE levels in 2008/2020/2023) make grading reproducible
- The five-tier rating maps directly to concrete actions (e.g., 2 alerts → reduce risk exposure 10–20%, raise cash)
- Structured template output with source links supports repeatable weekly tracking
- MIT licensed, free, and thresholds can be customized
- Fully dependent on the agent's web search — no scripts or API integrations — so data quality depends on search results, and net liquidity data typically lags 1–2 days
- Alert thresholds (e.g., MOVE > 130) are empirical rules with no documented statistical backing or backtests in the source
- No test suite; output quality varies with the underlying model and its search tooling
- The skill itself states it suits medium-term (weekly/monthly) trend assessment only — single-indicator blips are not action signals, and nothing constitutes investment advice
- Single-dimension focus: liquidity only, ignoring valuation and fundamentals
How do you install this skill?
Option 1 (auto-discovery): run npx skills add https://github.com/star23/Day1Global-Skills --all — skills install into .agents/skills/ and activate automatically when matching topics appear. Option 2 (Claude Code slash commands): git clone https://github.com/star23/Day1Global-Skills.git, then copy the Day1Global-Skills/macro-liquidity folder into your project's .claude/skills/ (or ~/.claude/skills/ for global access) and restart Claude Code, after which /macro-liquidity works. The repo provides no command to install just this one skill; both methods target the whole five-skill collection.
How do you use this skill?
No configuration after installation — just ask in natural language: 'How is liquidity right now?', 'Is the Fed injecting or draining liquidity?', 'What is the SOFR rate trend?', 'Will the yen carry trade blow up?'. The runtime needs a web_search capability to fetch live data; if a data point can't be found, the report notes the most recently available value and its date. Output language matches the language you ask in.
How does this skill compare with similar options?
The sibling skill us-market-sentiment in the same repo covers market sentiment (NAAIM, retail flows, forward P/E, hedge fund leverage) and is complementary on the positioning side; the README also notes macro-liquidity can be combined with tech-earnings-deepdive when liquidity is a Key Force for a company.