regimen
Tells you whether a trading strategy's edge is distinguishable from luck.
¿Debería usar esto?
Calidad y seguridad
A
Basado en el análisis automatizado de las definiciones de herramientas y el cumplimiento del protocolo.
Costo de contexto
~3,485Tokens (definiciones de herramientas)
~9.0 KBTamaño de respuesta típico
Impacto significativo en la atención (2.72% del contexto de 128k)
Este es el número aproximado de tokens que se consumen cada vez que las herramientas del servidor se cargan en el contexto de un modelo. Los recuentos más altos reducen la atención disponible para otras tareas.
Instalar
Instalación con un clic
Agrega esto a tu archivo `claude_desktop_config.json`:
{
"mcpServers": {
"regimen": {
"url": "https://regimen-nu.vercel.app/mcp"
}
}
}Puntos de conexión remotos
https://regimen-nu.vercel.app/mcpstreamable-httpQué puede hacer
Inventario de herramientas
Herramientas (4)
🟢 Solo lectura🟡 Escritura🔴 Eliminación⚪ Desconocido
🟢regimen_describe_factors
List the market-condition factors Regimen slices performance by, with units, the upstream operation each is read from, and how it is bucketed. Call this when you need to know which factor keys exist or how to explain a bucket to a user. Takes no arguments, reaches no network, never changes.
Esquema de entrada
{
"type": "object",
"properties": {},
"$schema": "https://json-schema.org/draft/2020-12/schema"
}Esquema de salida
{
"type": "object",
"properties": {
"factors": {
"type": "array",
"items": {
"type": "object",
"properties": {
"key": {
"type": "string"
},
"label": {
"type": "string"
},
"unit": {
"type": "string"
},
"description": {
"type": "string"
},
"source": {
"type": "string"
},
"pointInTime": {
"type": "boolean"
}
},
"required": [
"key",
"label",
"unit",
"description",
"source",
"pointInTime"
],
"additionalProperties": false
}
},
"note": {
"type": "string"
}
},
"required": [
"factors",
"note"
],
"$schema": "https://json-schema.org/draft/2020-12/schema",
"additionalProperties": false
}🟢regimen_evaluate_track_record(selector, benchmarkSharpe, confidence, trialSharpes, detail)
Answer whether a trading strategy’s measured performance is distinguishable from luck. Returns the Probabilistic Sharpe Ratio (the probability the true Sharpe beats a benchmark, corrected for sample length, skew and fat tails), a bootstrap confidence interval, and the Minimum Track Record Length — how long the record would have to run before the claim could be made at all. Use this whenever someone quotes a Sharpe ratio, a win rate or a return and you need to know whether the number means anything. It will frequently say the evidence is too thin; that is the intended answer, not a failure.
Esquema de entrada
{
"type": "object",
"properties": {
"selector": {
"type": "object",
"properties": {
"source": {
"type": "string",
"enum": [
"olaxbt-nexus",
"inline"
],
"description": "olaxbt-nexus analyses the strategy bound to this connection’s API key. inline analyses an equity curve you supply directly, from any venue or backtest."
},
"symbol": {
"description": "For olaxbt-nexus: the market the strategy trades, used for point-in-time reads. Default BTC/USDT.",
"type": "string",
"minLength": 3,
"maxLength": 32
},
"trackRecord": {
"description": "Required when source is inline.",
"type": "object",
"properties": {
"label": {
"default": "inline-track-record",
"description": "A name for this track record, echoed back in results. Do not put anything sensitive here.",
"type": "string",
"minLength": 1,
"maxLength": 80
},
"equity": {
"minItems": 2,
"maxItems": 10000,
"type": "array",
"items": {
"type": "object",
"properties": {
"t": {
"description": "Epoch milliseconds, epoch seconds, or an ISO 8601 timestamp. UTC is assumed.",
"type": [
"number",
"string"
]
},
"equity": {
"type": "number",
"exclusiveMinimum": 0,
"description": "Account equity at that instant, in any single consistent unit."
}
},
"required": [
"t",
"equity"
]
},
"description": "The equity curve, one point per period. Order does not matter; it is sorted by timestamp."
},
"trades": {
"maxItems": 20000,
"type": "array",
"items": {
"type": "object",
"properties": {
"symbol": {
"type": "string",
"minLength": 1,
"maxLength": 64
},
"pnl": {
"type": "number",
"description": "Realised profit or loss for the closed trade, in the equity unit."
},
"exitedAt": {
"type": [
"number",
"string"
]
},
"entryPrice": {
"type": "number"
},
"exitPrice": {
"type": "number"
},
"holdingBars": {
"type": "integer",
"minimum": 0,
"maximum": 9007199254740991
},
"exitReason": {
"type": "string",
"maxLength": 120
}
},
"required": [
"pnl"
]
}
},
"reportedSharpe": {
"description": "Optional. The Sharpe ratio you believe this track record has, so Regimen can contrast it with its own.",
"type": "number"
}
},
"required": [
"equity"
]
}
},
"required": [
"source"
],
"description": "Which track record to analyse."
},
"benchmarkSharpe": {
"default": 0,
"description": "Per-period Sharpe the record must beat. 0 asks only whether there is any edge at all.",
"type": "number"
},
"confidence": {
"default": 0.95,
"type": "number",
"exclusiveMinimum": 0.5,
"exclusiveMaximum": 1
},
"trialSharpes": {
"description": "Per-period Sharpe ratios of other configurations tried for this strategy. Supplying them enables the Deflated Sharpe Ratio, which discounts the headline for how many variants were tested before this one was reported.",
"maxItems": 500,
"type": "array",
"items": {
"type": "number"
}
},
"detail": {
"default": "concise",
"description": "concise returns the verdict, the headline statistics and the reasoning — enough to answer a user. full adds every bucket, every dropped point and the complete provenance list, and is much larger.",
"type": "string",
"enum": [
"concise",
"full"
]
}
},
"required": [
"selector"
],
"$schema": "https://json-schema.org/draft/2020-12/schema"
}Esquema de salida
{
"type": "object",
"properties": {
"label": {
"type": "string"
},
"sourceId": {
"type": "string"
},
"verdict": {
"type": "string",
"description": "One of insufficient_evidence, indistinguishable_from_luck, weak, supported, strong."
},
"headline": {
"type": "string"
},
"usableReturns": {
"type": "number"
},
"sharpePerPeriod": {
"type": [
"number",
"null"
]
},
"sharpeAnnualised": {
"type": [
"number",
"null"
]
},
"probabilisticSharpe": {
"type": [
"number",
"null"
]
},
"minimumTrackRecordLength": {
"type": [
"number",
"null"
]
},
"periodsShortOfSignificance": {
"type": [
"number",
"null"
]
},
"sharpeConfidenceInterval": {
"anyOf": [
{
"type": "object",
"properties": {
"lower": {
"type": "number"
},
"upper": {
"type": "number"
},
"level": {
"type": "number"
}
},
"required": [
"lower",
"upper",
"level"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"deflatedSharpe": {
"type": [
"number",
"null"
]
},
"reasoning": {
"type": "array",
"items": {
"type": "string"
}
},
"divergencesFromReported": {
"type": "array",
"items": {
"type": "object",
"properties": {
"field": {
"type": "string"
},
"reported": {
"type": "number"
},
"recomputed": {
"type": "number"
},
"material": {
"type": "boolean"
}
},
"required": [
"field",
"reported",
"recomputed",
"material"
],
"additionalProperties": false
}
},
"notes": {
"type": "array",
"items": {
"type": "string"
}
},
"full": {
"anyOf": [
{},
{
"type": "null"
}
],
"description": "The complete report when detail is \"full\", otherwise null."
}
},
"required": [
"label",
"sourceId",
"verdict",
"headline",
"usableReturns",
"sharpePerPeriod",
"sharpeAnnualised",
"probabilisticSharpe",
"minimumTrackRecordLength",
"periodsShortOfSignificance",
"sharpeConfidenceInterval",
"deflatedSharpe",
"reasoning",
"divergencesFromReported",
"notes",
"full"
],
"$schema": "https://json-schema.org/draft/2020-12/schema",
"additionalProperties": false
}🟢regimen_regime_map(selector, minSample, maxDates, detail)
Break a strategy’s returns down by the market conditions that held on each date — volatility, funding, open interest, positioning, sentiment, trend state — and report performance per bucket. Each factor also gets a permutation test: the observed best-to-worst spread is compared against spreads produced by randomly reshuffling the regime labels, so a flattering subset cannot pass itself off as a regime effect. Use this after regimen_evaluate_track_record when you need to know WHERE an edge comes from, or whether it is a bet on conditions that could end.
Esquema de entrada
{
"type": "object",
"properties": {
"selector": {
"type": "object",
"properties": {
"source": {
"type": "string",
"enum": [
"olaxbt-nexus",
"inline"
],
"description": "olaxbt-nexus analyses the strategy bound to this connection’s API key. inline analyses an equity curve you supply directly, from any venue or backtest."
},
"symbol": {
"description": "For olaxbt-nexus: the market the strategy trades, used for point-in-time reads. Default BTC/USDT.",
"type": "string",
"minLength": 3,
"maxLength": 32
},
"trackRecord": {
"description": "Required when source is inline.",
"type": "object",
"properties": {
"label": {
"default": "inline-track-record",
"description": "A name for this track record, echoed back in results. Do not put anything sensitive here.",
"type": "string",
"minLength": 1,
"maxLength": 80
},
"equity": {
"minItems": 2,
"maxItems": 10000,
"type": "array",
"items": {
"type": "object",
"properties": {
"t": {
"description": "Epoch milliseconds, epoch seconds, or an ISO 8601 timestamp. UTC is assumed.",
"type": [
"number",
"string"
]
},
"equity": {
"type": "number",
"exclusiveMinimum": 0,
"description": "Account equity at that instant, in any single consistent unit."
}
},
"required": [
"t",
"equity"
]
},
"description": "The equity curve, one point per period. Order does not matter; it is sorted by timestamp."
},
"trades": {
"maxItems": 20000,
"type": "array",
"items": {
"type": "object",
"properties": {
"symbol": {
"type": "string",
"minLength": 1,
"maxLength": 64
},
"pnl": {
"type": "number",
"description": "Realised profit or loss for the closed trade, in the equity unit."
},
"exitedAt": {
"type": [
"number",
"string"
]
},
"entryPrice": {
"type": "number"
},
"exitPrice": {
"type": "number"
},
"holdingBars": {
"type": "integer",
"minimum": 0,
"maximum": 9007199254740991
},
"exitReason": {
"type": "string",
"maxLength": 120
}
},
"required": [
"pnl"
]
}
},
"reportedSharpe": {
"description": "Optional. The Sharpe ratio you believe this track record has, so Regimen can contrast it with its own.",
"type": "number"
}
},
"required": [
"equity"
]
}
},
"required": [
"source"
],
"description": "Which track record to analyse."
},
"minSample": {
"default": 15,
"description": "Buckets below this many observations are returned but flagged unusable.",
"type": "integer",
"minimum": 5,
"maximum": 500
},
"maxDates": {
"default": 45,
"description": "How many of the most recent dates to read conditions for, bounded by the upstream rate limit.",
"type": "integer",
"minimum": 5,
"maximum": 45
},
"detail": {
"default": "concise",
"description": "concise returns the verdict, the headline statistics and the reasoning — enough to answer a user. full adds every bucket, every dropped point and the complete provenance list, and is much larger.",
"type": "string",
"enum": [
"concise",
"full"
]
}
},
"required": [
"selector"
],
"$schema": "https://json-schema.org/draft/2020-12/schema"
}Esquema de salida
{
"type": "object",
"properties": {
"label": {
"type": "string"
},
"datesCovered": {
"type": "number"
},
"minSample": {
"type": "number"
},
"factors": {
"type": "array",
"items": {
"type": "object",
"properties": {
"key": {
"type": "string"
},
"bucketingMethod": {
"type": "string"
},
"sufficientBuckets": {
"type": "number"
},
"best": {
"anyOf": [
{
"type": "object",
"properties": {
"label": {
"type": "string"
},
"sharpe": {
"type": "number"
}
},
"required": [
"label",
"sharpe"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"worst": {
"anyOf": [
{
"type": "object",
"properties": {
"label": {
"type": "string"
},
"sharpe": {
"type": "number"
}
},
"required": [
"label",
"sharpe"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"spread": {
"type": [
"number",
"null"
]
},
"permutationPValue": {
"type": [
"number",
"null"
]
},
"interpretation": {
"type": [
"string",
"null"
]
},
"warnings": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"key",
"bucketingMethod",
"sufficientBuckets",
"best",
"worst",
"spread",
"permutationPValue",
"interpretation",
"warnings"
],
"additionalProperties": false
}
},
"warnings": {
"type": "array",
"items": {
"type": "string"
}
},
"full": {
"anyOf": [
{},
{
"type": "null"
}
]
}
},
"required": [
"label",
"datesCovered",
"minSample",
"factors",
"warnings",
"full"
],
"$schema": "https://json-schema.org/draft/2020-12/schema",
"additionalProperties": false
}🟢regimen_self_attack(selector, simulations)
Run Regimen’s own analysis against controls whose answer is known in advance: the strategy’s returns with the edge mathematically removed, and a simulated population of strategies with no edge at all. Returns whether the engine correctly found nothing in them, and where the real strategy’s confidence sits among pure-luck strategies of the same length and volatility. Use this when a user is entitled to ask why they should believe the verdict, or before quoting a result as evidence.
Esquema de entrada
{
"type": "object",
"properties": {
"selector": {
"type": "object",
"properties": {
"source": {
"type": "string",
"enum": [
"olaxbt-nexus",
"inline"
],
"description": "olaxbt-nexus analyses the strategy bound to this connection’s API key. inline analyses an equity curve you supply directly, from any venue or backtest."
},
"symbol": {
"description": "For olaxbt-nexus: the market the strategy trades, used for point-in-time reads. Default BTC/USDT.",
"type": "string",
"minLength": 3,
"maxLength": 32
},
"trackRecord": {
"description": "Required when source is inline.",
"type": "object",
"properties": {
"label": {
"default": "inline-track-record",
"description": "A name for this track record, echoed back in results. Do not put anything sensitive here.",
"type": "string",
"minLength": 1,
"maxLength": 80
},
"equity": {
"minItems": 2,
"maxItems": 10000,
"type": "array",
"items": {
"type": "object",
"properties": {
"t": {
"description": "Epoch milliseconds, epoch seconds, or an ISO 8601 timestamp. UTC is assumed.",
"type": [
"number",
"string"
]
},
"equity": {
"type": "number",
"exclusiveMinimum": 0,
"description": "Account equity at that instant, in any single consistent unit."
}
},
"required": [
"t",
"equity"
]
},
"description": "The equity curve, one point per period. Order does not matter; it is sorted by timestamp."
},
"trades": {
"maxItems": 20000,
"type": "array",
"items": {
"type": "object",
"properties": {
"symbol": {
"type": "string",
"minLength": 1,
"maxLength": 64
},
"pnl": {
"type": "number",
"description": "Realised profit or loss for the closed trade, in the equity unit."
},
"exitedAt": {
"type": [
"number",
"string"
]
},
"entryPrice": {
"type": "number"
},
"exitPrice": {
"type": "number"
},
"holdingBars": {
"type": "integer",
"minimum": 0,
"maximum": 9007199254740991
},
"exitReason": {
"type": "string",
"maxLength": 120
}
},
"required": [
"pnl"
]
}
},
"reportedSharpe": {
"description": "Optional. The Sharpe ratio you believe this track record has, so Regimen can contrast it with its own.",
"type": "number"
}
},
"required": [
"equity"
]
}
},
"required": [
"source"
],
"description": "Which track record to analyse."
},
"simulations": {
"default": 1000,
"type": "integer",
"minimum": 100,
"maximum": 10000
}
},
"required": [
"selector"
],
"$schema": "https://json-schema.org/draft/2020-12/schema"
}Esquema de salida
{
"type": "object",
"properties": {
"label": {
"type": "string"
},
"verdict": {
"type": "string"
},
"controls": {
"type": "array",
"items": {
"type": "object",
"properties": {
"name": {
"type": "string"
},
"expected": {
"type": "string"
},
"observed": {
"type": [
"number",
"null"
]
},
"passed": {
"type": "boolean"
},
"detail": {
"type": "string"
}
},
"required": [
"name",
"expected",
"observed",
"passed",
"detail"
],
"additionalProperties": false
}
},
"nullDistribution": {
"anyOf": [
{
"type": "object",
"properties": {
"simulations": {
"type": "number"
},
"observedPsr": {
"type": [
"number",
"null"
]
},
"nullMedianPsr": {
"type": [
"number",
"null"
]
},
"nullP95Psr": {
"type": [
"number",
"null"
]
},
"empiricalPValue": {
"type": [
"number",
"null"
]
},
"interpretation": {
"type": "string"
}
},
"required": [
"simulations",
"observedPsr",
"nullMedianPsr",
"nullP95Psr",
"empiricalPValue",
"interpretation"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"notes": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"label",
"verdict",
"controls",
"nullDistribution",
"notes"
],
"$schema": "https://json-schema.org/draft/2020-12/schema",
"additionalProperties": false
}Comunidad
Evidencia
Observaciones recientes
verificadoversión no registrada4 herramientas
verificadoversión no registrada4 herramientas