Calendar Spread Bull Strategy

Calendar Spread Bull Strategy MCP Connector for Claude

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Quantitative tool for identifying bull calendar spread signals using z-score and backwardation analysis.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides deterministic quantitative tools for executing bull calendar spreads in futures markets. By analyzing price compression and market structure, it identifies high-probability entries. Use analyze_spread_signals to generate actionable buy/sell signals based on z-score thresholds and backwardation conditions. The calculate_spread_metrics tool provides descriptive statistics like absolute width and convergence targets, while validate_instrument_eligibility ensures liquidity and underlying asset matching requirements are met before trading.

futurescalendar-spreadquantitativetrading-signalsbackwardation

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

validate_instrument_eligibility

Verifies if two futures contracts are suitable for a calendar spread

analyze_spread_signals

Calculates daily spread metrics and generates actionable buy/sell signals

calculate_spread_metrics

Computes descriptive statistics and convergence targets for a spread

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

Analyze these spread signals for the last 30 days.

The analysis shows a BUY signal for today because the z-score is -2.4 and the market is in backwardation with sufficient liquidity.

Check if these two contracts are eligible for a calendar spread.

Yes, the contracts are eligible because the underlying assets match and both have an Open Interest above 5,000.

What is the current spread width and convergence target?

The absolute width is 2.50, the percentage width is 0.5%, and the estimated convergence target is 0.0.

A BUY signal is triggered when the spread z-score is less than -2.0 and the market is in backwardation (near-term price is higher than far-term price).

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