# Mean Reversion Strategy AI Agent Connect

> Identify price extremes and mean-reversion entry points using Z-score and RSI filters.

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_jWojK591XQOFP0Gko4TMDGHLTSvzYSzywF7GVC6V/ai-agent-connect
- **Tags:** trading, z-score, rsi, mean-reversion, quantitative

## Description

This MCP server provides quantitative tools to identify statistical price extremes. By using `calculate_z_score_signals`, agents can detect BUY and SELL opportunities when prices deviate significantly from their moving average, confirmed by RSI momentum filters. Additionally, use `get_reversion_probability` to estimate the likelihood of a price returning to its mean, or `get_strategy_summary` to analyze price distribution and volatility.

## Tools

### get_strategy_summary
Provides statistical overview of price distribution and volatility

### calculate_z_score_signals


### get_reversion_probability
Calculates historical probability of price returning to mean

## Prompt Examples

**Prompt:** 
```
Analyze these closing prices for mean-reversion signals: [150.2, 151.5, 149.8, 148.5, 147.0, 145.2, 144.0, 146.5]
```

**Response:** 
```
BUY signal detected at price 144.0. Z-score is -2.45 and RSI is 28.0. Take-profit target is 148.5.
```

**Prompt:** 
```
What is the probability of price returning to the mean if the Z-score is -2.5?
```

**Response:** 
```
Based on the historical data provided, there is a 68% probability that the price will return to the mean from a Z-score of -2.5.
```

**Prompt:** 
```
Give me a statistical summary of these prices: [100, 102, 98, 101, 99, 105, 95]
```

**Response:** 
```
The mean price is 100.0, the standard deviation is 3.16, and the volatility coefficient is 0.0316.
```

## Frequently Asked Questions

**How are entry signals generated?**
Signals are generated when the Z-score exceeds the specified threshold and the RSI confirms the momentum direction (oversold for BUY, overbought for SELL).

**What is the purpose of the reversion probability tool?**
The `get_reversion_probability` tool calculates the historical frequency with which prices at a specific Z-score level have successfully returned to the mean.

**Can I customize the lookback period?**
Yes, most tools like `calculate_z_score_signals` allow you to specify a custom lookback period for SMA and standard deviation calculations.