📊 Regime MCP Server

Give your AI agent market awareness. Real-time SPY regime classification, volatility analysis, and trading context — via MCP.

No more asking "what's the market doing?" — your AI already knows.

---

Why?

AI trading assistants are blind to market context. They'll suggest the same strategy whether VIX is at 12 or 40. This server fixes that.

Regime MCP classifies the current market into actionable states:

• 🟢 LOW_VOL_NEUTRAL → Sell premium, put credit spreads shine
• 🔵 TRENDING_BULLISH/BEARISH → Follow momentum, avoid mean reversion
• 🟡 NEUTRAL → Mixed signals, balanced approach
• 🔴 HIGH_VOLATILITY → Widen strikes, reduce size, respect tail risk

Tools

Tool	Description
get_spy_regime	Current regime + metrics + trading implications
get_volatility_regime	VIX-based vol classification
get_market_context	All-in-one market briefing (regime + vol + summary)
get_regime_history	Last N days of regime data with transitions

Quick Start

# Install
pip install regime-mcp-server

# Or from source
git clone https://github.com/shadowfax-mitch/regime-mcp-server
cd regime-mcp-server
pip install -e .

Claude Desktop Config

{
  "mcpServers": {
    "regime": {
      "command": "python",
      "args": ["-m", "regime_mcp.server"]
    }
  }
}

Example Output

Ask Claude: "What's the current market regime?"

→ SPY at $602.34 | Regime: LOW_VOL_NEUTRAL | VIX: 15.2 (NORMAL)
  RV20: 11.3% | Z-Score: 0.12
  
  Trading implications:
  • Put credit spreads (PCS) are optimal in this regime
  • Sell premium — theta decay is your friend
  • Consider buying cheap options for asymmetric bets

How It Works

Regime classification uses:

• 20-day realized volatility — actual market movement
• 20-day momentum — directional strength
• Z-score vs SMA(20) — mean reversion signal
• VIX level — implied vol / fear gauge

No paid data feeds required — uses Yahoo Finance for real-time data.

Roadmap

• v0.2 — Intraday regime updates (5-min bars)
• v0.3 — Multi-asset regimes (QQQ, IWM, crypto)
• v0.4 — HMM-based classification (upgrade from rules)
• v0.5 — Premium tier: fractal analysis, PCS signal generation

Built By

Sentinel Global Enterprises — AI-powered trading systems.

Follow @Sentinel_Algo for market regime updates.