macro_event_market_impact_skill

Macro Event Market Impact Skill

Data dependencies and execution prerequisites

It is recommended to use Wind wind-mcp-skill to obtain underlying data. Before execution, first check whether wind-mcp-skillis already available locally; if not, prompt the user to install:

# GitHub
npx skills add Wind-Information-Co-Ltd/wind-skills --skill wind-mcp-skill -g -y

# Gitee 镜像（国内）
npx skills add https://gitee.com/wind_info/wind-skills.git --skill wind-mcp-skill -g -y

Skill positioning

This skill is used to interpret the impact of macroeconomic events on the market, answering "what exactly did this data release or meeting beat, which assets and sectors are affected first, why did the short-term market react this way, and how should the environment be re-understood over the medium term." The output focus is not to restate news headlines, but to break down expectation gaps, transmission paths, and the real implications for the stock market.

Execution process

Step 1: Confirm the macroeconomic event, expectation baseline, and timing background

First clarify what the event to be interpreted is, and establish the baseline background before the event:

• Whether it is inflation, employment, growth, interest rates, or a policy meeting
• What the market's mainstream expectations were before the event was released
• Whether the variable the market is currently most sensitive to is inflation, growth, liquidity, or the policy path
• Whether, before this event occurred, the market was in a risk-on or defensive state

Without an expectation baseline, macro interpretation easily falls into superficial judgments of "the data is good or bad."

Step 2: Identify the true expectation gap of this event

The focus of a macroeconomic event is not the data itself, but what it changes relative to market expectations. The key points include:

• Which core data point beat or missed expectations
• Whether the variable the market was originally most worried about was alleviated or reinforced
• Whether the internal structure of the data is more important than the headline
• Whether this event changes the subsequent policy, liquidity, or growth narrative

Step 3: Break down the impact transmission chain

Around the stock market, explain how the impact usually transmits:

• First affects interest rates, exchange rates, commodities, or risk appetite
• Then affects style comparisons such as growth versus value, and cyclicals versus defensives
• Further affects earnings expectations and valuation tolerance for specific industries
• Finally affects the market's pricing of the environment for the coming weeks or months

Immediate price fluctuations and slower narrative repricing should be handled separately.

Step 4: Analyze the differentiated impact on sectors and styles

Different sectors have different sensitivities to the same macroeconomic event, and it is necessary to explain:

• Which industries are direct beneficiaries
• Which industries are more likely to come under pressure
• Which sectors' reactions mainly come from valuation changes, and which come from fundamental changes
• If the market shows performance contrary to intuition, what the reasons may be

Step 5: Distinguish short-term trading reactions from medium-term environmental implications

Further judge:

• Whether today's market reaction is reasonable pricing or emotional amplification
• Whether the event is sufficient to change the medium-term market main line
• If it is only a disturbance, which subsequent data still need confirmation
• If the environment has indeed switched, how styles and positions should be adjusted

Step 6: Form a finished interpretation of the macroeconomic shock

The final output should let users know what this macroeconomic event affected, how deep the impact is, and which subsequent variables to watch. The main text should retain only the expectation gap, transmission logic, differentiated impact, and tracking points.

Output Structure

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{Macro Event Name} Market Impact Interpretation ({YYYY-MM-DD})

I. 30-Second Conclusion

• Largest Expectation Gap This Time: {One Sentence}
• Main Impact Direction on the Stock Market: {Bullish / Bearish / Neutral and Complex}
• Most Sensitive Style or Sector: {Content}
• Medium-Term Implication Assessment: {Environment Improving / Environment Under Pressure / Still to Be Confirmed}

II. Event Facts and Comparison with Expectations

Item	Announced Result	Prior Expectation	Implication of Change
Core Indicator 1	{Content}	{Content}	{Judgment}
Core Indicator 2	{Content}	{Content}	{Judgment}
Core Indicator 3	{Content}	{Content}	{Judgment}

III. Impact Transmission Path

• First-Layer Transmission: {Content}
• Second-Layer Transmission: {Content}
• Third-Layer Transmission: {Content}

IV. Sector and Style Impact

• Benefiting Directions: {Content}
• Directions Under Pressure: {Content}
• Most Noteworthy Mismatched Reaction: {Content}

V. Short-Term and Medium-Term Judgment

• Interpretation of Short-Term Trading Reaction: {Content}
• Medium-Term Environmental Implication: {Content}
• Variables Still Needing Further Verification: {Content}

VI. Follow-Up Observation Checklist

• {Observation Point 1}
• {Observation Point 2}
• {Observation Point 3}

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Quality Requirements

1. Macro interpretation must revolve around the "expectation gap," rather than only writing about whether the data is good or bad.
2. It is necessary to analyze the immediate market reaction separately from the medium-term environmental repricing.
3. It must reflect the differentiated sensitivity of styles and industries, and avoid giving average conclusions.
4. If the market reaction runs contrary to intuition, the reason should be explained first rather than ignored.
5. The output should help users judge the depth and persistence of the event's impact, rather than remaining at the level of news repetition.