Skill from video 1 of the Quant Series: How To Use The Hedge Fund Method To Win Every Single Trade.
Framework by Roan (@RohOnChain) — I'm the guy installing it on camera.
In Claude Code:
/plugin marketplace add jackson-video-resources/markov-hedge-fund-method
/plugin install markov-hedge-fund-method@markov-hedge-fund-method
That's it. The skill is now installed. Invoke it any time, on any asset:
/markov-hedge-fund-method:regime
…or just ask in plain English: "detect the regime on BTC-USD",
"add a regime confirmation filter to my SPY momentum strategy",
"what's the long-run regime mix of AAPL — is it too tail-heavy to trade?"
Claude fires the regime skill automatically.
No API keys. No accounts. No sudo. Dependencies are resolved on first run by
uv (PEP 723 inline metadata) — nothing to pip-install yourself.
It answers one question for any asset: what regime are we in, how sticky is it, and what does that imply for risk and direction?
- Labels every day Bull / Bear / Sideways via a rolling-return rule (default 20-day, ±5%)
- Builds a 3×3 transition matrix from the asset's history (maximum-likelihood)
- Forecasts n-steps ahead by raising the matrix to powers (Chapman-Kolmogorov)
- Computes the long-run stationary distribution (baseline regime mix)
- Emits a signed signal:
bull_prob − bear_prob→ direction + conviction - Runs a walk-forward backtest (no lookahead) → reports Sharpe + max drawdown
- Optionally fits a Hidden Markov Model via
hmmlearn(graceful degrade if it can't compile)
It takes either a ticker (--ticker BTC-USD, fetched via yfinance) or
your own CSV (--csv my_prices.csv, just a date + close column) — so it drops
into whatever data pipeline you already run, on whatever asset you trade.
It's built to compose: slot it into a trading agent you already have as a
confirmation layer, a standalone signal, or a tail-risk filter — without
rewriting your strategy. See skills/regime/SKILL.md
for the JSON contract and three worked composition patterns.
markov-hedge-fund-method.md is the original
one-shot onboarding prompt — the version built live on camera. Paste it
into Claude Code (agent mode) and it builds the whole skill from scratch in
front of you: detects your OS, installs uv, writes every file, runs the
sanity check.
It's kept here as the zero-trust path: if you don't want to install a plugin from a marketplace, this builds the identical logic locally so you can read every line as it's written. Most people should use the two-command plugin install above — this is the transparent fallback and the on-camera artifact.
pine-script/markov-hedge-fund-method.pine
— TradingView v5 indicator that paints the framework live on a chart: regime
ribbon, live 3×3 transition matrix in the corner, stationary-distribution
table, current-regime banner. Inputs: lookback window (default 20), Bull/Bear
thresholds (default ±5%), table toggles.
Open TradingView → Pine Editor → paste the .pine → Save → Add to Chart.
- Framework: Roan (@RohOnChain) — read his original article for the underlying maths.
- Plugin + installer + animations: Lewis Jackson.
MIT — see the umbrella LICENSE.