You need roswell, ECL and UPX installed.

$ brew install --HEAD roswell
$ brew install ecl upx

The reason to install the head roswell is that, as of this writing, some of the Common Lisp installations did not work on the latest release on Homebrew.

The reason to install ecl on the system, and not using ros install, is that I had problems installing the latest version of ECL that way. Also, the ros list versions command did not find any available versions of ECL. So, I resorted to using the system installed ECL.

$ ros use ecl/system