# Roll Yield Strategy Engine AI Agent Connect

> A deterministic signal engine for capturing returns from futures curve structures.

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_ZGClCyXHawGx2mudnqaVj1dnTsbh4bcy1D18r40D/ai-agent-connect
- **Tags:** futures, roll-yield, contango, backwardation, trading-signals

## Description

This MCP server provides advanced tools to identify profitable roll yield opportunities in futures markets. By analyzing the relationship between front-month and second-month contracts, it identifies market regimes like contango and backwardation. Use `calculate_roll_signals` to generate daily BUY/SELL/HOLD signals based on roll yield thresholds and trend confirmation. Use `analyze_roll_economics` to calculate expected roll returns and costs, or `get_curve_status` for a quick snapshot of the current market structure.

## Tools

### analyze_roll_economics
Calculates the theoretical profit/loss metrics associated with the current curve structure

### calculate_roll_signals
Generates daily trading signals based on curve structure, roll yield thresholds, and trend confirmation

### get_curve_status
Provides a snapshot of the current market structure and yield

## Prompt Examples

**Prompt:** 
```
Generate trading signals for the current futures curve.
```

**Response:** 
```
The current signal is BUY. The market is in strong backwardation with a roll yield of -2.5%, and the front-month price is above its 20-day MA.
```

**Prompt:** 
```
What is the current market structure and yield?
```

**Response:** 
```
The market is currently in contango with an annualized roll yield of 1.5%.
```

**Prompt:** 
```
Calculate the expected economics for this roll.
```

**Response:** 
```
The expected roll return is 0.45% with a projected roll cost of 0.12% due to the current contango structure.
```

## Frequently Asked Questions

**How are trading signals generated?**
Signals are generated using `calculate_roll_signals`, which evaluates roll yield, curve structure, and 20-day moving average trends while enforcing liquidity filters.

**What is the difference between contango and backwardation?**
Contango occurs when the second-month price is higher than the front-month price, resulting in negative roll yield. Backwardation occurs when the second-month price is lower, resulting in positive roll yield.

**Does this tool require API keys for futures data?**
No. You connect via Vinkius Edge using your personal Connection Token. No external vendor API keys are required.