Futures Condor Spread Strategy

Futures Condor Spread Strategy MCP Connector for Claude

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Identify mean-reversion opportunities in four-legged futures spreads using Z-score signals.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides quantitative tools to execute a deterministic four-legged futures condor strategy. It identifies statistical compression and expansion in spreads using Z-score analysis. Users can use calculate_condor_signals to generate BUY/SELL signals based on historical volatility, analyze_risk_metrics to evaluate theoretical profit and loss boundaries, and validate_contract_eligibility to ensure liquidity and structural requirements are met before entering a trade.

futurescondorspreadz-scoremean-reversion

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

calculate_condor_signals

Analyzes daily price arrays for four futures contracts to generate trading signals based on Z-score thresholds

analyze_risk_metrics

Provides a deep dive into the theoretical risk profile of the current condor spread

validate_contract_eligibility

Checks if a set of four contracts meets the liquidity and structural requirements for the strategy

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

Generate trading signals for these four futures contracts.

The signal for the current spread is BUY because the Z-score is -2.4, indicating the condor is compressed.

Analyze the risk profile for a condor spread with a value of 50 and historical extremes of 100 and 0.

The max profit is 50, the max loss is 50, and the probability of profit is 68.2%.

Check if these four contracts are eligible for trading.

The contracts are eligible as they meet all liquidity and spacing requirements.

A condor spread is a multi-leg strategy involving four distinct futures contracts. This strategy specifically uses a long near-term, short two middle-term, and long far-term configuration.

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