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Structure & Correlation Monitor (Crypto Rotation)

@ricketter1984/crypto-rotation-agents
0
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Compute rolling 6h/1D correlations and betas vs BTC from local OHLCV CSVs, plus 4H CoC and 1H VWAP status. Use when the user requests rotation eligibility or structure checks.

Install Skill

1Download skill
2Enable skills in Claude

Open claude.ai/settings/capabilities and find the "Skills" section

3Upload to Claude

Click "Upload skill" and select the downloaded ZIP file

Note: Please verify skill by going through its instructions before using it.

SKILL.md

name Structure & Correlation Monitor (Crypto Rotation)
description Compute rolling 6h/1D correlations and betas vs BTC from local OHLCV CSVs, plus 4H CoC and 1H VWAP status. Use when the user requests rotation eligibility or structure checks.
allowed-tools Read, Grep, Glob

Structure & Correlation Monitor

Instructions

  1. Load CSVs from data/ohlcv/1h/*.csv for: BTC, ETH, SOL, ADA, ZEC, DASH, PAXG. Columns: timestamp, open, high, low, close, volume.
  2. Calculate hourly-returns:
    • Pearson correlations: 6h (window=6 bars) and 1D (window=24 bars), EWMA λ=0.94.
    • Rolling OLS beta: β_ALT,BTC (same window + EWMA).
    • 4H Change-of-Character (HH/HL or LL/LH from swing pivots).
    • 1H VWAP reclaim + retest/hold (above/below; hold true/false).
  3. Emit JSON: {"corr6h":{}, "corr1d":{}, "beta":{}, "structure":{"btc":{"coc":"up|down|none","vwap_hold":true|false}, "ethbtc_slope":"up|down|flat","btcd_slope":"up|down|flat"}, "eligibility":{"btc_probe":bool,"btc_add":bool,"alt_sleeve":bool,"counterbeta_sleeve":bool}, "notes":["..."]}
  4. Eligibility:
    • btc_probe = true if ≥3 of: 4H CoC up, 1H VWAP hold, MACD 1H>0, 60/10 stoch curl up, ETHBTC slope ≥0.
    • alt_sleeve = true if 6h |ρ(BTC,ALT)|≥0.7 AND 1D ≥0.6 AND ETHBTC slope ≥0.
    • counterbeta_sleeve = true if 6h ρ≤-0.4 AND that alt shows independent 4H momentum.