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verify-regime
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Install
mkdir -p .claude/skills/verify-regime && curl -L -o skill.zip "https://agentskills.codes/api/skills/download/14641" && unzip -o skill.zip -d .claude/skills/verify-regime && rm skill.zipInstalls to .claude/skills/verify-regime
Activation
This is the description your AI agent reads to decide when to run this skill — the better it matches your request, the more reliably it fires.
Level 5 verification: regime conditioning tests across VIX regimes, stress event validations (March 2020, February 2018), and A-B data source comparisons. Runs after verify-empirical passes.190 charsno explicit “when” trigger
About this skill
Verify Regime — Level 5
Command
uv run pytest tests/regime/ -v
Regime definitions
VIX-based thresholds applied to data/computed/regime_labels.csv:
| Regime | VIX range | Expected behavior |
|---|---|---|
| Low | < 12 | Small parity deviations, positive VRP |
| Normal | 12–20 | Baseline results hold |
| Elevated | 20–30 | Wider deviations, VRP signal noisy |
| Crisis | > 30 | Large parity deviations, VRP may flip |
What regime tests check
- Parity deviation by regime: crisis deviation > normal deviation (statistically)
- Backtest performance by regime: strategy Sharpe higher in normal than crisis
- VRP signal: positive mean in low/normal, check sign in elevated/crisis
- Regime transition: no artificial jumps at threshold boundaries
Stress event validations
Specific dates that must show expected behavior:
| Event | Date | Expected |
|---|---|---|
| COVID crash | 2020-03-16 | VIX > 80, parity deviation > 2% |
| VIX spike | 2018-02-05 | VIX > 37, large call/put spread widening |
| GFC | 2008-10-10 | If in sample: VIX > 70 |
A-B data source comparison
FRED VIXCLS vs CBOE VIX historical should match within 0.01 vol points.
Run: pytest tests/regime/test_source_comparison.py -v
Current status
tests/regime/ and data/computed/regime_labels.csv not yet built.
Depends on data-computed skill producing regime labels from VIX thresholds.