# Momentum Strategy Engine AI Agent Connect

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

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_RgMbinAxhP04KABBRYZAQ6Nd2TG6OWPR69GaeUJC/ai-agent-connect
- **Tags:** momentum, trading-signals, roc, quantitative, finance-engine

## Description

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.

## Tools

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

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

### rank_assets
Ranks multiple assets based on a weighted composite momentum score

## Prompt Examples

**Prompt:** 
```
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.
```

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

**Prompt:** 
```
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}.
```

**Response:** 
```
BTC has a momentum score of 12.5 and ETH has a momentum score of 2.5. BTC is ranked first.
```

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

**Response:** 
```
The momentum persistence count is 4.
```

## Frequently Asked Questions

**How are trading signals generated?**
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%.

**Can I rank multiple assets at once?**
Yes, the `rank_assets` tool allows you to compare multiple assets by calculating a weighted composite momentum score for each.

**What is momentum persistence?**
Momentum persistence is the measure of how many consecutive periods an asset's ROC has remained positive, which can be checked using `analyze_persistence`.
