io.github.rayyer220/regimen
io.github.rayyer220/regimenTells you whether a trading strategy's edge is distinguishable from luck.
Score: 100/100
Handshake verified by our own probe.
Tools · 4
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 o…
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 l…
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 fact…
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.…
Resources · 10
The statistics behind every verdict: the Probabilistic and Deflated Sharpe Ratios, Minimum Track Record Length, the bootstrap, the regime permutation test, the published evidence tiers, and the explic…
regimen://methodology
The exact numeric thresholds that map a confidence level to a verdict. Published so a caller can see the grading is a fixed function of the statistics rather than a judgement call.
regimen://evidence-tiers
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/vix
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/us10y
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/fedFunds
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/fundingRate
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/openInterestUsd
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/longShortRatio
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/fearGreed
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/trendTemplatePassed
Prompts · 1
The full review a strategy deserves before anyone sizes on it: establish whether the edge is distinguishable from luck, check the engine against its own controls, then find out which market conditions…
How to use
Claude Desktop or claude.ai: add a custom connector (Customize → Connectors; on Team and Enterprise plans an owner adds it under Organization settings → Connectors) with this server URL: https://regimen-nu.vercel.app/mcp
Cursor or Cline: add to your MCP config:
{
"mcpServers": {
"io.github.rayyer220/regimen": {
"url": "https://regimen-nu.vercel.app/mcp",
"transport": "streamable-http"
}
}
}