# Futures Term Structure Strategy AI Agent Connect

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

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_ndptxW9HzepGUHwg4pR3qtcll3XzdaIvdUlaQSS7/ai-agent-connect
- **Tags:** futures, term-structure, contango, backwardation, trading-strategy

## Description

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.

## Tools

### analyze_curve_shape
Calculates the fundamental geometric properties of the current futures term structure

### 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

## Prompt Examples

**Prompt:** 
```
Analyze the current futures curve shape using the provided pricing data.
```

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

**Prompt:** 
```
Should I buy the front-month contract based on the current slope and price?
```

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

**Prompt:** 
```
Which contract is the best to trade right now?
```

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

## Frequently Asked Questions

**What does the strategy consider a significant signal?**
A signal is considered significant if the change in slope compared to the previous period is greater than 1%.

**How does the tool handle liquidity requirements?**
The `select_optimal_contract` tool requires all candidate contracts to have an Open Interest (OI) greater than 5,000 to ensure sufficient liquidity.

**Can I use this with Claude Desktop?**
Yes, this MCP server can be connected to Claude Desktop, Cursor, VS Code, Windsurf, and any other MCP-compatible client via Vinkius Edge.