Correlation-Regime Detection and Crisis Attribution

Overview

The correlation-analysis skill answers "how correlated are these assets?" — a snapshot. This skill answers the temporal questions a snapshot cannot:

1. When did the market fuse into one highly-correlated bloc, and when did it release? (Mode 1 — regime detection)
2. What does a fused regime mean for position sizing? (Mode 2 — risk context)
3. Who moved first when a crisis broke — is there a nameable trigger asset? (Mode 3 — first-mover attribution)
4. Who quietly rewired their relationship to the rest of the market, even without a violent move? (Mode 4 — rewiring leaderboard)