An agent that reads the macro regime before it sizes a trade
S&P Macro Risk Switch builds a daily picture of the S&P 500 from candles, technical metrics, and macro headlines, has a model classify the risk regime, then decides the trade against your live Propr account and places the order.
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S&P Macro Risk Switch
Every weekday at 09:15 ET, S&P Macro Risk Switch pulls daily S&P 500 candles and runs a Python step that assembles a market snapshot alongside macro headlines. A model reads that snapshot and classifies the current risk regime. In parallel, Nick reads your Propr account, so a second Python step can weigh the regime call against the position you already hold and decide what to do. If the decision calls for it, Nick places the S&P 500 order on your Propr account. You set the regime thresholds and the sizing rules.
How it works
Step 1
Pull the market picture
On each weekday open, Nick reads daily S&P 500 candles and a Python step assembles a snapshot with the technical metrics and macro headlines that matter.
Step 2
Classify the regime
A model reads that same snapshot and classifies the current macro risk regime, so the decision rests on a stated read rather than a single indicator.
Step 3
Weigh it against your account
Nick reads your Propr account in parallel, and a second Python step decides the trade from the regime call and the position you already hold.
Step 4
Place the order
When the decision calls for a change, Nick places the S&P 500 order on your Propr account, sized by your own rules.
The workflow
Every step in S&P Macro Risk Switch is a real NickAI node. Here is the compact view of how they connect.
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Daily S&P 500 candles, the technical metrics computed from them, and macro headlines, all assembled into one snapshot before a model reads it.
It ends in an S&P 500 order on your Propr account, so it will place a trade when the decision step calls for one. The thresholds and sizing live in the workflow, and you can require approval instead.
Yes. It reads your Propr portfolio in parallel with the market snapshot, so the decision weighs the regime call against your existing position rather than trading blind.
Weekdays at 09:15 ET by default, just after the open. The cadence lives in the Schedule node.
Yes. The classifier is a standard LLM node, so you can point it at whichever supported provider and model you prefer.