
Connect Roll Yield Strategy Engine to ChatGPT and Claude
Set it up once and it works in ChatGPT, Claude, Cursor, and any other client you love. It all runs safely in the background, so you can relax and focus on what really matters. Capture returns from contango and backwardation shifts.
Developed, maintained, and hosted by Vinkius.
MCP VERIFIED · PRODUCTION READY · VINKIUS GUARANTEED
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Works with modern AI clients that support MCP, including ChatGPT, Claude, Cursor, and more.
Your AI does the work. We keep it safe and sound.
No other AI tool gives you this. Your workflow runs in the client you already love, your account stays protected, and you decide what the agent can and cannot do. It is the whole reason to make the switch.
Each Connector lives inside our infrastructure, the same place where your workflow runs. The three things below are already part of it, working quietly in the background so you never have to think about them. Nothing to add, nothing to set up, nothing to worry about.

Each Connector runs inside its own sealed environment.
Each Connector runs inside its own sealed V8 runtime — no access to your files, your system, or other servers. A Connector never sees past its own request.
One switch stops every agent. Instantly.
One action deactivates every Connector, revokes every token, and ends every session at once. AI Governance keeps the record.
Spending limits that pause instead of surprise.
Every user keeps their own connections and credentials, isolated from everyone else. Anything that would cross your spending limit is held for your approval, not billed.
Three controls, built into the layer your AI connects through.
Curated set · 3 capabilities
We ship only the actions that matter.
01-03
3 capabilities in this set.
Part of 3 available through Roll Yield Strategy.
- 01
Analyze roll economics
This capability calculates the theoretical profit and loss metrics for your current curve structure. It helps you understand the financial impact of a specific roll.
- 02
Calculate roll signals
This capability generates daily BUY, SELL, or HOLD signals. It uses curve structure, yield thresholds, and trend confirmation to drive its logic.
- 03
Get curve status
This capability provides a quick snapshot of the current market structure and yield. Use it to immediately see if the market is in contango or backwardation.
Real work
What teams actually run
Daily Signal Monitoring
An agent checks the curve every morning to see if a BUY or SELL signal has been triggered.
Roll Cost Analysis
A trader calculates if the expected return of a roll justifies the cost in a contango market.
Regime Identification
The AI monitors the relationship between contract months to detect shifts from contango to backwardation.
Risk Assessment
A manager uses the economic metrics to evaluate the PnL impact of current curve structures.
One connector, every AI
Roll Yield Strategy works with the most popular AI clients.
These are the most popular clients, each with a step-by-step guide: one link, set up once, with governance and visibility built in. And because everything runs on the MCP standard, the same connection also works in any other compatible client — nothing to rebuild.
Claude
ChatGPT
Gemini
Perplexity
Grok
Microsoft Copilot
Cursor
VS Code
Windsurf
JetBrains
Cline
LangChain
Vercel AI SDK
Lovable
Z.ai
Raycast
Qwen Code
Kimi Code
Le ChatBuilding your own app? The connector is yours to use.
You don't need a client to put Roll Yield Strategy to work: the same hosted connection plugs into your own applications and agent code, with the same governance on every request. Build with it, chat with it — one connection for both.
Observed, not estimated
860ms average. Fast in production.
Roll Yield Strategy is checked daily against the live service.
- Fastest day
- 757ms
- Slowest day
- 1075ms
- 14-day trend
- Improving-11%
Connect your client
One URL. Every client.
Activate the Connector, copy your link, and paste it into the client you already use. 3 capabilities arrive ready to run.
Preview access · not provider authentication
The vk_preview_* token belongs to Vinkius preview infrastructure. It lets Claude discover and display the capabilities of Roll Yield Strategy, so you can see the experience inside your AI.
It does not authenticate your account with Roll Yield Strategy. Actions requiring credentials or live account data may not run until you activate the Connector and authorize the service.
Roll Yield Strategy Connector
You're all set. Choose your MCP client and follow the setup instructions.
https://edge.vinkius.com/vk_preview_ZGClCyXHawGx2mudnqaVj1dnTsbh4bcy1D18r40D/mcpClaude Desktop
Follow the steps below to connect in seconds.
- 1In Claude Desktop, open Settings → Connectors.
- 2Click “Add custom connector” and paste the connector link above as the remote MCP server URL.
- 3Click Add and start a new chat — Roll Yield Strategy capabilities are ready to use.
{
"mcpServers": {
"roll-yield-strategy-engine-mcp": {
"url": "https://edge.vinkius.com/vk_preview_ZGClCyXHawGx2mudnqaVj1dnTsbh4bcy1D18r40D/mcp"
}
}
}
Claude
ChatGPT
Cursor
VS Code
Windsurf
Claude Code
JetBrains
Cline
Step-by-step instructions for each client are in the guide. How to connect
Guided setup for Claude? Set up Roll Yield Strategy in Claude and other AIs
Who it's for
Built for the work Roll Yield Strategy owners hand off.
This MCP is built for professionals managing futures exposure who need deterministic data for roll decisions.
- 01
Futures Traders
They hand off curve analysis and signal generation to their agent.
- 02
Quantitative Analysts
They use the capability to calculate theoretical PnL and roll economics.
- 03
Portfolio Managers
They monitor market regimes and roll yield shifts via AI-driven snapshots.
FAQ
Questions Roll Yield Strategy owners ask.
- 01
What is the Roll Yield Strategy Engine?
It is an MCP that provides capabilities to identify roll yield opportunities in futures markets by analyzing contract relationships.
- 02
How does the MCP generate trading signals?
It uses curve structure, specific roll yield thresholds, and trend confirmation to produce BUY, SELL, or HOLD signals.
- 03
Can I use this with Claude or Cursor?
Yes, you can connect this MCP to any MCP-compatible client including Claude, Cursor, and Windsurf.
- 04
What market regimes does it detect?
The MCP identifies market regimes such as contango and backwardation.
- 05
Does this MCP require me to host it?
No, Vinkius hosts and manages the MCP for you, so it is ready to use immediately after connection.
- 06
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.
- 07
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.
- 08
Does this capability require API keys for futures data?
No. You connect via Vinkius Edge using your personal Connection Token. No external vendor API keys are required.
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Connect Roll Yield Strategy to Claude, Cursor, ChatGPT & more
