Momentum Strategy Engine

Momentum Strategy Engine MCP Connector for Claude

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Deterministic multi-factor momentum strategy for generating actionable trading signals.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides a deterministic engine for executing multi-factor momentum strategies. It uses Rate of Change (ROC) calculations across multiple timeframes to identify trends and generate precise trading signals. Users can utilize calculate_signals to determine buy, sell, or hold actions based on dual-timeframe alignment, rank_assets to compare momentum strength across a portfolio using weighted composite scores, and analyze_persistence to evaluate the stability of an asset's upward trend. The engine incorporates risk management features like swing-low based stop-losses and momentum weakness filters.

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

analyze_persistence

Determines the stability of a price trend by measuring how long momentum has remained positive

rank_assets

Ranks multiple assets based on a weighted composite momentum score

calculate_signals

Generates actionable buy, sell, or hold signals for a provided set of asset price data

See how to talk to your AI agent using Momentum Strategy Engine.

Generate trading signals for these assets: [{'assetId': 'AAPL', 'prices': [150, 155, 160, 158, 165]}] with a 21-day short term and 252-day long term period.

The signal for AAPL is BUY with an entry price of 165 and a stop-loss at 158.

Rank these assets by momentum: [{'assetId': 'BTC', 'prices': [40000, 42000, 45000]}, {'assetId': 'ETH', 'prices': [2000, 2100, 2050]}] using weights {'m12': 0.5, 'm6': 0.3, 'm3': 0.2}.

BTC has a momentum score of 12.5 and ETH has a momentum score of 2.5. BTC is ranked first.

How stable is the trend for this price series: [100, 105, 110, 115, 120] with a 1-month interval?

The momentum persistence count is 4.

Signals are generated using `calculate_signals`, which triggers a BUY when both long-term and short-term ROC are positive, and a SELL when long-term ROC falls below -10%.

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