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 there is already locally wind-mcp-skill; 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 exceed, which assets and sectors are affected first, why the short-term market reacted this way, and how the environment should be reinterpreted over the medium term." The output focus is not restating news headlines, but breaking 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 event is to be interpreted this time, 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 to which the market is currently most sensitive is inflation, growth, liquidity, or the policy path
• Before this event occurred, was the market in a risk-on or defensive state

Without an expectation baseline, macro interpretation easily becomes a superficial judgment of "the data is good or bad."

Step 2: Identify the real expectation gap of this event

The focus of a macroeconomic event is not the data itself, but what it changed compared with market expectations, including:

• Which core data point exceeded expectations or fell short of 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 cyclical versus defensive
• 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 must be handled separately.

Step 4: Analyze the differentiated impact on sectors and styles

Different sectors are not equally sensitive 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 a counterintuitive performance, 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 enough 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 what 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

• The Largest Expectation Gap This Time: {One sentence}
• Main Direction of Impact on the Stock Market: {Mildly positive / Mildly negative / Neutral but complex}
• Most Sensitive Style or Sector: {Content}
• Mid-Term Implication Assessment: {Environment improving / Environment under pressure / Still to be confirmed}

II. Event Facts and Expectation Comparison

Item	Announced Result	Prior Expectation	Meaning 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

• Beneficiary Directions: {Content}
• Under-Pressure Directions: {Content}
• Most Notable Misaligned Reaction: {Content}

V. Short-Term and Mid-Term Assessment

• Short-Term Trading Reaction Interpretation: {Content}
• Mid-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 merely writing whether the data is good or bad.
2. It is necessary to analyze the immediate market reaction separately from the mid-term environmental repricing.
3. It must reflect the differentiated sensitivity of styles and industries, and avoid giving an average conclusion.
4. If the market reaction runs counter 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 stopping at a news recap.