# Futures Condor Spread Strategy AI Agent Connect

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

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_p0iL589jTXDsJu4NAOdaKKTwoIOf75CFLS8GxikI/ai-agent-connect
- **Tags:** futures, condor, spread, z-score, mean-reversion

## Description

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.

## Tools

### 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

## Prompt Examples

**Prompt:** 
```
Generate trading signals for these four futures contracts.
```

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

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

**Response:** 
```
The max profit is 50, the max loss is 50, and the probability of profit is 68.2%.
```

**Prompt:** 
```
Check if these four contracts are eligible for trading.
```

**Response:** 
```
The contracts are eligible as they meet all liquidity and spacing requirements.
```

## Frequently Asked Questions

**What is a condor spread?**
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.

**How are trading signals generated?**
Signals are generated via `calculate_condor_signals` when the Z-score of the condor value deviates beyond a defined threshold, indicating the spread is either compressed or expanded.

**What are the liquidity requirements?**
To ensure executable trades, the strategy requires all four contracts to have an Open Interest greater than 3,000.