MCP For Claude Marketplace
Futures Term Structure Strategy

Futures Term Structure Strategy MCP Connector for Claude

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Analyze futures curve geometry, slope, and curvature to generate deterministic trading signals.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
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This MCP server provides deterministic tools to analyze the shape of the futures curve. It allows AI agents to calculate the geometric properties of the term structure, including slope, curvature, and monotonicity. By using analyze_curve_shape, agents can identify contango or backwardation states. The evaluate_trading_signal tool generates specific BUY, SELL, or HOLD signals based on slope thresholds and moving averages, while select_optimal_contract identifies the best risk/reward contract based on liquidity and curve position.

futuresterm-structurecontangobackwardationtrading-strategy

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

evaluate_trading_signal

Generates specific BUY, SELL, or HOLD signals based on slope, moving averages, and volatility filters

select_optimal_contract

Identifies the specific contract month that offers the best risk/reward profile

analyze_curve_shape

Calculates the fundamental geometric properties of the current futures term structure

See how to talk to your AI agent using Futures Term Structure Strategy.

Analyze the current futures curve shape using the provided pricing data.

The current curve shows a slope of -2.5% per month, indicating steep backwardation, with a curvature of 0.01.

Should I buy the front-month contract based on the current slope and price?

BUY signal: The slope is -2.8% and the front-month price is above its 20-day moving average.

Which contract is the best to trade right now?

The optimal contract is DEC-24 due to high liquidity and favorable roll yield in the current backwardation state.

A signal is considered significant if the change in slope compared to the previous period is greater than 1%.

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