MCP For Claude Marketplace
Futures Mean Reversion Strategy

Futures Mean Reversion Strategy MCP Connector for Claude

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Identify short-term commodity reversal opportunities using deterministic price and liquidity analysis.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides a deterministic framework for commodity trading based on mean reversion principles. It identifies extreme price movements in futures contracts to capture short-term reversals. By analyzing price history and open interest, the server uses calculate_reversal_signals to generate buy and sell recommendations for overbought and oversold assets. Users can also utilize get_commodity_performance_stats to assess historical reversal reliability and validate_liquidity_and_thresholds to ensure trades meet strict safety and liquidity requirements.

futuresmean-reversioncommoditiestrading-signalsquantitative

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

get_commodity_performance_stats

Provides historical context on how specific commodities have behaved during extreme price moves

calculate_reversal_signals

Generates specific buy and sell recommendations based on recent commodity price performance

validate_liquidity_and_thresholds

Verifies if a specific set of trading signals meets the safety and profitability requirements of the strategy

See how to talk to your AI agent using Futures Mean Reversion Strategy.

Generate reversal signals for these commodities: [{'commodityId': 'CL', 'dailyPrices': [70.1, 70.5, 69.8, 68.5, 67.2]}, {'commodityId': 'GC', 'dailyPrices': [2000, 2010, 2025, 2040, 2055]}]. Open interest for CL is 10000 and GC is 15000.

The strategy identifies a long opportunity for CL due to its significant downward move and a short opportunity for GC due to its upward momentum. The reversal spread is positive, confirming the signal.

Check the historical reversal rate for commodity 'NG' over a 30-day window.

The historical reversal rate for NG is 62% with an average volatility of 4.5%.

Validate if these signals are safe: Longs: [{'commodityId': 'ZC', 'return': -0.05}], Shorts: [{'commodityId': 'HG', 'return': 0.06}], Min OI: 5000, Min Return: 0.03.

The signals are valid and meet all liquidity and threshold requirements.

Signals are generated by `calculate_reversal_signals`, which ranks commodities by their 5-day return and selects the most extreme movers, provided they meet open interest and reversal spread criteria.

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