Bear Calendar Spread Strategy

Bear Calendar Spread Strategy MCP Connector for Claude

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Generates deterministic trading signals for bear calendar spreads using spread z-scores and contango analysis.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides a deterministic engine for executing bear calendar spread strategies. It monitors the relationship between near-term and far-term futures contracts to identify profitable opportunities. By analyzing spread volatility through z-scores and ensuring market contango, the engine identifies when spreads have expanded too far or are reverting to the mean. Users can use calculate_spread_signals to generate daily trade directions, get_spread_economics to calculate cost of carry and convergence targets, and validate_contract_suitability to ensure liquidity requirements are met before execution.

futurescalendar-spreadcontangotrading-signalsquantitative-finance

3 tools expose this connector's capabilities to your AI agent.

calculate_spread_signals

Generates daily trading signals based on spread volatility, contango status, and z-scores

get_spread_economics

Provides detailed financial metrics regarding the cost and targets of the current spread state

validate_contract_suitability

Verifies if two specific contracts are eligible for the strategy based on underlying asset and liquidity

See how to talk to your AI agent using Bear Calendar Spread Strategy.

Generate trading signals for these near-term prices [100, 101, 102] and far-term prices [105, 106, 107] with near-term OI [6000, 6100, 6200] and far-term OI [7000, 7100, 7200].

The signals generated for the provided price arrays are: Day 1: HOLD, Day 2: HOLD, Day 3: SELL.

Calculate the economics for a spread where the near-term price is 100 and the far-term price is 105.

The spread width is 5, the cost of carry is 5, and the convergence target is the historical mean.

Check if these contracts are suitable: near-term underlying is GOLD, far-term underlying is GOLD, near-term OI is 10000, far-term OI is 12000.

The contracts are eligible for the strategy.

A bear calendar spread involves selling a near-term futures contract and buying a far-term contract to profit from the narrowing of the spread.

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