Crack Spread Strategy

Crack Spread Strategy MCP Connector for Claude

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Analyze refining margins and identify mean-reversion opportunities using a 3:2:1 crack spread model.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides a deterministic toolset for analyzing refining margins. By applying a 3:2:1 ratio model, it calculates the crack spread--the profit margin between crude oil and its refined products (gasoline and heating oil). The server uses statistical Z-Scores to identify mean-reversion opportunities: a low Z-Score indicates compressed margins (BUY signal), while a high Z-Score indicates expanded margins (SELL signal). It includes built-in liquidity filters and historical context analysis to ensure executable and informed trading decisions.

oilrefiningfuturesquantitativeenergy

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

analyze_crack_spread

Calculates the daily crack spread, statistical indicators, and generates trading signals

get_historical_context

Retrieves the historical price range and seasonal trends

validate_market_liquidity

Checks if the current market conditions meet the minimum requirements for profitable execution

See how to talk to your AI agent using Crack Spread Strategy.

Analyze the current crack spread using recent crude, gasoline, and heating oil prices.

The current crack spread is $6.50 per barrel with a Z-Score of -2.2. Since the margin is above $5 and liquidity is sufficient, the signal is BUY (Short 3 Crude, Long 2 Gasoline, Long 1 Heating Oil).

Check if the market is liquid enough for a crack spread trade.

The market is liquid. All contracts meet the minimum open interest requirement of 10,000.

What are the historical seasonal trends for crack spreads?

Historically, crack spreads tend to peak during the summer driving season due to increased gasoline demand.

The 3:2:1 ratio represents the standard refining yield where 3 barrels of crude oil produce 2 barrels of gasoline and 1 barrel of heating oil.

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