Detect the current market regime using neural-trader's regime detection engine.

Steps:

Ensure neural-trader is available: npm ls neural-trader 2>/dev/null || npm install --ignore-scripts neural-trader
Run regime detection:
```
npx neural-trader --regime --symbol TICKER
```
One symbol per call (--regime-detect and --symbols are not recognised; the CLI answers "Unknown command"). In 2.8.11 this classifies a built-in sample price series (the result says "Synthetic prices used for demo"), so it is a demo of the output shape, not a read on TICKER. Say so in the report. For a real read, get the symbol's bars with --backtest --live (dataSource: "yahoo-finance") and classify from those.
Technical indicators have no standalone CLI flag in 2.8.11 (--indicators is rejected). Use the nt.calculateRsi / nt.calculateSma library functions on real bars, or the multi-indicator strategy inside a backtest.
Use SONA for regime prediction: mcp__plugin_ruflo-core_ruflo__neural_predict({ input: "indicators: RSI=X, ADX=Y, VIX=Z" })
Search for similar historical regimes: mcp__plugin_ruflo-core_ruflo__memory_search({ query: "regime similar to CURRENT", namespace: "trading-analysis" })
Present: regime classification, confidence, recommended strategy type, historical precedents. If step 2 returned the synthetic sample, present only the output shape and state that no regime was measured.
Store analysis: mcp__plugin_ruflo-core_ruflo__memory_store({ key: "regime-DATE", value: "REGIME_ANALYSIS", namespace: "trading-analysis" })

trader-regime