MCP For Claude Marketplace
Futures Butterfly Spread Strategy

Futures Butterfly Spread Strategy MCP Connector for Claude

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Generate deterministic trading signals for futures butterfly spreads using z-score mean reversion.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
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This MCP server provides deterministic trading signals for futures butterfly spreads. It identifies opportunities by calculating the butterfly value and its z-score relative to a moving average. Use calculate_butterfly_signals to detect compressed or expanded spreads based on liquidity and contract spacing. You can also use validate_contract_structure to ensure contract triplets meet liquidity requirements, or get_butterfly_financial_metrics to calculate potential profit width and convergence targets.

futuresbutterfly-spreadtrading-signalsz-scoremean-reversion

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

calculate_butterfly_signals

Generates daily trading signals and technical metrics for a set of three futures contracts

get_butterfly_financial_metrics

Calculates the specific profit-taking and risk metrics for a current butterfly position

validate_contract_structure

Checks if a triplet of futures contracts meets the required structural and liquidity criteria

See how to talk to your AI agent using Futures Butterfly Spread Strategy.

Generate trading signals for these futures: near price [100, 102], middle price [50, 51], far price [105, 104], open interest [6000, 6000, 6000], and intervals ['Mar24', 'Jun24', 'Sep24'].

The signal for the second day is BUY with a butterfly value of 3.0 and a z-score of -2.1.

Check if these contracts are valid for a butterfly spread: Mar24, Jun24, Sep24 with OI of 7000 each.

The contract structure is valid for trading.

Calculate the financial metrics for a butterfly with near price 100, middle price 50, far price 105, and a moving average of 5.

The butterfly width is 5.0 and the convergence target is 5.0.

A BUY signal is triggered when the `butterfly_z_score` is less than -2.0, indicating the butterfly is compressed and the middle contract is overpriced relative to the wings.

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