# Calendar Spread Bull Strategy AI Agent Connect

> Quantitative tool for identifying bull calendar spread signals using z-score and backwardation analysis.

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_BbVFGmXWjG3Hu2NyOpyUPIrt7zJanoahIi9LAQ8y/ai-agent-connect
- **Tags:** futures, calendar-spread, quantitative, trading-signals, backwardation

## Description

This MCP server provides deterministic quantitative tools for executing bull calendar spreads in futures markets. By analyzing price compression and market structure, it identifies high-probability entries. Use `analyze_spread_signals` to generate actionable buy/sell signals based on z-score thresholds and backwardation conditions. The `calculate_spread_metrics` tool provides descriptive statistics like absolute width and convergence targets, while `validate_instrument_eligibility` ensures liquidity and underlying asset matching requirements are met before trading.

## Tools

### validate_instrument_eligibility
Verifies if two futures contracts are suitable for a calendar spread

### analyze_spread_signals
Calculates daily spread metrics and generates actionable buy/sell signals

### calculate_spread_metrics
Computes descriptive statistics and convergence targets for a spread

## Prompt Examples

**Prompt:** 
```
Analyze these spread signals for the last 30 days.
```

**Response:** 
```
The analysis shows a BUY signal for today because the z-score is -2.4 and the market is in backwardation with sufficient liquidity.
```

**Prompt:** 
```
Check if these two contracts are eligible for a calendar spread.
```

**Response:** 
```
Yes, the contracts are eligible because the underlying assets match and both have an Open Interest above 5,000.
```

**Prompt:** 
```
What is the current spread width and convergence target?
```

**Response:** 
```
The absolute width is 2.50, the percentage width is 0.5%, and the estimated convergence target is 0.0.
```

## Frequently Asked Questions

**What triggers a BUY signal?**
A BUY signal is triggered when the spread z-score is less than -2.0 and the market is in backwardation (near-term price is higher than far-term price).

**How does the tool handle liquidity?**
The `analyze_spread_signals` tool includes a liquidity filter that only generates signals if both the near-term and far-term Open Interest are greater than 5,000 contracts.

**Can I use this for any futures contract?**
The strategy requires both contracts to have the same underlying asset. You can use `validate_instrument_eligibility` to confirm if your selected contracts are suitable.