Regimen MCP
A statistical validation tool for trading strategies that determines if an edge is distinguishable from luck using probabilistic Sharpe, deflated Sharpe, and regime-conditional performance analysis.
Endpoint and access
No sign-in to connect and list tools. Individual tools may still need a vendor account, credentials, or permissions; check the documented prerequisites.
https://regimen-nu.vercel.app/mcpWhat its tools do
4 tools, grouped by the hints the server advertises. Hints are self-declared, not verified behavior.
Checks and signals
Each line is separate evidence, not a trust score.
- Passed Endpoint answered the live check ·
- Availability 1 of 1 checks passed in 30 days
What you can do with it
- Calculate probabilistic Sharpe ratios for trading strategies
- Determine minimum track record length for statistical significance
- Analyze strategy performance across different market regimes
- Validate if observed alpha is distinguishable from random luck
Source and maintenance
- Maintenance checked
Protocol and capabilities
- Server
- regimen 1.0.0
- MCP protocol negotiated in check
- 2025-11-25
- Tools
- 4 advertised
- Resources
- 10 advertised
- Resource templates
- 1 advertised
- Prompts
- 1 advertised
{
"tools": {
"listChanged": true
},
"prompts": {
"listChanged": true
},
"resources": {
"listChanged": true
},
"completions": {}
}Server-provided instructions
Untrusted server output shown for inspection. It is not Koskamo guidance and is excluded from knowledge search.
Tools
4 advertised
regimen_describe_factors — Describe regime 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.
{
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {}
}{
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"factors",
"note"
],
"properties": {
"note": {
"type": "string"
},
"factors": {
"type": "array",
"items": {
"type": "object",
"required": [
"key",
"label",
"unit",
"description",
"source",
"pointInTime"
],
"properties": {
"key": {
"type": "string"
},
"unit": {
"type": "string"
},
"label": {
"type": "string"
},
"source": {
"type": "string"
},
"description": {
"type": "string"
},
"pointInTime": {
"type": "boolean"
}
},
"additionalProperties": false
}
}
},
"additionalProperties": false
}{
"title": "Describe regime factors",
"readOnlyHint": true,
"openWorldHint": false,
"idempotentHint": true,
"destructiveHint": false
}regimen_evaluate_track_record — Evaluate a track record
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.
{
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"selector"
],
"properties": {
"detail": {
"enum": [
"concise",
"full"
],
"type": "string",
"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."
},
"selector": {
"type": "object",
"required": [
"source"
],
"properties": {
"source": {
"enum": [
"olaxbt-nexus",
"inline"
],
"type": "string",
"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": {
"type": "string",
"maxLength": 32,
"minLength": 3,
"description": "For olaxbt-nexus: the market the strategy trades, used for point-in-time reads. Default BTC/USDT."
},
"trackRecord": {
"type": "object",
"required": [
"equity"
],
"properties": {
"label": {
"type": "string",
"default": "inline-track-record",
"maxLength": 80,
"minLength": 1,
"description": "A name for this track record, echoed back in results. Do not put anything sensitive here."
},
"equity": {
"type": "array",
"items": {
"type": "object",
"required": [
"t",
"equity"
],
"properties": {
"t": {
"type": [
"number",
"string"
],
"description": "Epoch milliseconds, epoch seconds, or an ISO 8601 timestamp. UTC is assumed."
},
"equity": {
"type": "number",
"description": "Account equity at that instant, in any single consistent unit.",
"exclusiveMinimum": 0
}
}
},
"maxItems": 10000,
"minItems": 2,
"description": "The equity curve, one point per period. Order does not matter; it is sorted by timestamp."
},
"trades": {
"type": "array",
"items": {
"type": "object",
"required": [
"pnl"
],
"properties": {
"pnl": {
"type": "number",
"description": "Realised profit or loss for the closed trade, in the equity unit."
},
"symbol": {
"type": "string",
"maxLength": 64,
"minLength": 1
},
"exitedAt": {
"type": [
"number",
"string"
]
},
"exitPrice": {
"type": "number"
},
"entryPrice": {
"type": "number"
},
"exitReason": {
"type": "string",
"maxLength": 120
},
"holdingBars": {
"type": "integer",
"maximum": 9007199254740991,
"minimum": 0
}
}
},
"maxItems": 20000
},
"reportedSharpe": {
"type": "number",
"description": "Optional. The Sharpe ratio you believe this track record has, so Regimen can contrast it with its own."
}
},
"description": "Required when source is inline."
}
},
"description": "Which track record to analyse."
},
"confidence": {
"type": "number",
"default": 0.95,
"exclusiveMaximum": 1,
"exclusiveMinimum": 0.5
},
"trialSharpes": {
"type": "array",
"items": {
"type": "number"
},
"maxItems": 500,
"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."
},
"benchmarkSharpe": {
"type": "number",
"default": 0,
"description": "Per-period Sharpe the record must beat. 0 asks only whether there is any edge at all."
}
}
}{
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"label",
"sourceId",
"verdict",
"headline",
"usableReturns",
"sharpePerPeriod",
"sharpeAnnualised",
"probabilisticSharpe",
"minimumTrackRecordLength",
"periodsShortOfSignificance",
"sharpeConfidenceInterval",
"deflatedSharpe",
"reasoning",
"divergencesFromReported",
"notes",
"full"
],
"properties": {
"full": {
"anyOf": [
{},
{
"type": "null"
}
],
"description": "The complete report when detail is \"full\", otherwise null."
},
"label": {
"type": "string"
},
"notes": {
"type": "array",
"items": {
"type": "string"
}
},
"verdict": {
"type": "string",
"description": "One of insufficient_evidence, indistinguishable_from_luck, weak, supported, strong."
},
"headline": {
"type": "string"
},
"sourceId": {
"type": "string"
},
"reasoning": {
"type": "array",
"items": {
"type": "string"
}
},
"usableReturns": {
"type": "number"
},
"deflatedSharpe": {
"type": [
"number",
"null"
]
},
"sharpePerPeriod": {
"type": [
"number",
"null"
]
},
"sharpeAnnualised": {
"type": [
"number",
"null"
]
},
"probabilisticSharpe": {
"type": [
"number",
"null"
]
},
"divergencesFromReported": {
"type": "array",
"items": {
"type": "object",
"required": [
"field",
"reported",
"recomputed",
"material"
],
"properties": {
"field": {
"type": "string"
},
"material": {
"type": "boolean"
},
"reported": {
"type": "number"
},
"recomputed": {
"type": "number"
}
},
"additionalProperties": false
}
},
"minimumTrackRecordLength": {
"type": [
"number",
"null"
]
},
"sharpeConfidenceInterval": {
"anyOf": [
{
"type": "object",
"required": [
"lower",
"upper",
"level"
],
"properties": {
"level": {
"type": "number"
},
"lower": {
"type": "number"
},
"upper": {
"type": "number"
}
},
"additionalProperties": false
},
{
"type": "null"
}
]
},
"periodsShortOfSignificance": {
"type": [
"number",
"null"
]
}
},
"additionalProperties": false
}{
"title": "Evaluate a track record",
"readOnlyHint": true,
"openWorldHint": true,
"idempotentHint": false,
"destructiveHint": false
}regimen_regime_map — Map performance to market regimes
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.
{
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"selector"
],
"properties": {
"detail": {
"enum": [
"concise",
"full"
],
"type": "string",
"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."
},
"maxDates": {
"type": "integer",
"default": 45,
"maximum": 45,
"minimum": 5,
"description": "How many of the most recent dates to read conditions for, bounded by the upstream rate limit."
},
"selector": {
"type": "object",
"required": [
"source"
],
"properties": {
"source": {
"enum": [
"olaxbt-nexus",
"inline"
],
"type": "string",
"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": {
"type": "string",
"maxLength": 32,
"minLength": 3,
"description": "For olaxbt-nexus: the market the strategy trades, used for point-in-time reads. Default BTC/USDT."
},
"trackRecord": {
"type": "object",
"required": [
"equity"
],
"properties": {
"label": {
"type": "string",
"default": "inline-track-record",
"maxLength": 80,
"minLength": 1,
"description": "A name for this track record, echoed back in results. Do not put anything sensitive here."
},
"equity": {
"type": "array",
"items": {
"type": "object",
"required": [
"t",
"equity"
],
"properties": {
"t": {
"type": [
"number",
"string"
],
"description": "Epoch milliseconds, epoch seconds, or an ISO 8601 timestamp. UTC is assumed."
},
"equity": {
"type": "number",
"description": "Account equity at that instant, in any single consistent unit.",
"exclusiveMinimum": 0
}
}
},
"maxItems": 10000,
"minItems": 2,
"description": "The equity curve, one point per period. Order does not matter; it is sorted by timestamp."
},
"trades": {
"type": "array",
"items": {
"type": "object",
"required": [
"pnl"
],
"properties": {
"pnl": {
"type": "number",
"description": "Realised profit or loss for the closed trade, in the equity unit."
},
"symbol": {
"type": "string",
"maxLength": 64,
"minLength": 1
},
"exitedAt": {
"type": [
"number",
"string"
]
},
"exitPrice": {
"type": "number"
},
"entryPrice": {
"type": "number"
},
"exitReason": {
"type": "string",
"maxLength": 120
},
"holdingBars": {
"type": "integer",
"maximum": 9007199254740991,
"minimum": 0
}
}
},
"maxItems": 20000
},
"reportedSharpe": {
"type": "number",
"description": "Optional. The Sharpe ratio you believe this track record has, so Regimen can contrast it with its own."
}
},
"description": "Required when source is inline."
}
},
"description": "Which track record to analyse."
},
"minSample": {
"type": "integer",
"default": 15,
"maximum": 500,
"minimum": 5,
"description": "Buckets below this many observations are returned but flagged unusable."
}
}
}{
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"label",
"datesCovered",
"minSample",
"factors",
"warnings",
"full"
],
"properties": {
"full": {
"anyOf": [
{},
{
"type": "null"
}
]
},
"label": {
"type": "string"
},
"factors": {
"type": "array",
"items": {
"type": "object",
"required": [
"key",
"bucketingMethod",
"sufficientBuckets",
"best",
"worst",
"spread",
"permutationPValue",
"interpretation",
"warnings"
],
"properties": {
"key": {
"type": "string"
},
"best": {
"anyOf": [
{
"type": "object",
"required": [
"label",
"sharpe"
],
"properties": {
"label": {
"type": "string"
},
"sharpe": {
"type": "number"
}
},
"additionalProperties": false
},
{
"type": "null"
}
]
},
"worst": {
"anyOf": [
{
"type": "object",
"required": [
"label",
"sharpe"
],
"properties": {
"label": {
"type": "string"
},
"sharpe": {
"type": "number"
}
},
"additionalProperties": false
},
{
"type": "null"
}
]
},
"spread": {
"type": [
"number",
"null"
]
},
"warnings": {
"type": "array",
"items": {
"type": "string"
}
},
"interpretation": {
"type": [
"string",
"null"
]
},
"bucketingMethod": {
"type": "string"
},
"permutationPValue": {
"type": [
"number",
"null"
]
},
"sufficientBuckets": {
"type": "number"
}
},
"additionalProperties": false
}
},
"warnings": {
"type": "array",
"items": {
"type": "string"
}
},
"minSample": {
"type": "number"
},
"datesCovered": {
"type": "number"
}
},
"additionalProperties": false
}{
"title": "Map performance to market regimes",
"readOnlyHint": true,
"openWorldHint": true,
"idempotentHint": false,
"destructiveHint": false
}regimen_self_attack — Attack the verdict
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.
{
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"selector"
],
"properties": {
"selector": {
"type": "object",
"required": [
"source"
],
"properties": {
"source": {
"enum": [
"olaxbt-nexus",
"inline"
],
"type": "string",
"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": {
"type": "string",
"maxLength": 32,
"minLength": 3,
"description": "For olaxbt-nexus: the market the strategy trades, used for point-in-time reads. Default BTC/USDT."
},
"trackRecord": {
"type": "object",
"required": [
"equity"
],
"properties": {
"label": {
"type": "string",
"default": "inline-track-record",
"maxLength": 80,
"minLength": 1,
"description": "A name for this track record, echoed back in results. Do not put anything sensitive here."
},
"equity": {
"type": "array",
"items": {
"type": "object",
"required": [
"t",
"equity"
],
"properties": {
"t": {
"type": [
"number",
"string"
],
"description": "Epoch milliseconds, epoch seconds, or an ISO 8601 timestamp. UTC is assumed."
},
"equity": {
"type": "number",
"description": "Account equity at that instant, in any single consistent unit.",
"exclusiveMinimum": 0
}
}
},
"maxItems": 10000,
"minItems": 2,
"description": "The equity curve, one point per period. Order does not matter; it is sorted by timestamp."
},
"trades": {
"type": "array",
"items": {
"type": "object",
"required": [
"pnl"
],
"properties": {
"pnl": {
"type": "number",
"description": "Realised profit or loss for the closed trade, in the equity unit."
},
"symbol": {
"type": "string",
"maxLength": 64,
"minLength": 1
},
"exitedAt": {
"type": [
"number",
"string"
]
},
"exitPrice": {
"type": "number"
},
"entryPrice": {
"type": "number"
},
"exitReason": {
"type": "string",
"maxLength": 120
},
"holdingBars": {
"type": "integer",
"maximum": 9007199254740991,
"minimum": 0
}
}
},
"maxItems": 20000
},
"reportedSharpe": {
"type": "number",
"description": "Optional. The Sharpe ratio you believe this track record has, so Regimen can contrast it with its own."
}
},
"description": "Required when source is inline."
}
},
"description": "Which track record to analyse."
},
"simulations": {
"type": "integer",
"default": 1000,
"maximum": 10000,
"minimum": 100
}
}
}{
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"label",
"verdict",
"controls",
"nullDistribution",
"notes"
],
"properties": {
"label": {
"type": "string"
},
"notes": {
"type": "array",
"items": {
"type": "string"
}
},
"verdict": {
"type": "string"
},
"controls": {
"type": "array",
"items": {
"type": "object",
"required": [
"name",
"expected",
"observed",
"passed",
"detail"
],
"properties": {
"name": {
"type": "string"
},
"detail": {
"type": "string"
},
"passed": {
"type": "boolean"
},
"expected": {
"type": "string"
},
"observed": {
"type": [
"number",
"null"
]
}
},
"additionalProperties": false
}
},
"nullDistribution": {
"anyOf": [
{
"type": "object",
"required": [
"simulations",
"observedPsr",
"nullMedianPsr",
"nullP95Psr",
"empiricalPValue",
"interpretation"
],
"properties": {
"nullP95Psr": {
"type": [
"number",
"null"
]
},
"observedPsr": {
"type": [
"number",
"null"
]
},
"simulations": {
"type": "number"
},
"nullMedianPsr": {
"type": [
"number",
"null"
]
},
"interpretation": {
"type": "string"
},
"empiricalPValue": {
"type": [
"number",
"null"
]
}
},
"additionalProperties": false
},
{
"type": "null"
}
]
}
},
"additionalProperties": false
}{
"title": "Attack the verdict",
"readOnlyHint": true,
"openWorldHint": true,
"idempotentHint": false,
"destructiveHint": false
}Prompts
1 advertised
validate_strategy — Validate a strategy end to end
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 the edge actually lives in.
- source
- Which track record to review: the connected Nexus strategy, or a curve you will paste. (required)
- symbol
- For olaxbt-nexus, the market traded. Default BTC/USDT.
Resources
10 advertised
methodology — How Regimen decides
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 explicit limits of what this service does. Read this before explaining a result to a user.
regimen://methodologyevidence-tiers — Evidence tier thresholds
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-tiersVIX — Regime factor detail
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/vixUS 10-year yield — Regime factor detail
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/us10yEffective fed funds rate — Regime factor detail
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/fedFundsPerpetual funding rate — Regime factor detail
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/fundingRateOpen interest — Regime factor detail
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/openInterestUsdLong/short ratio — Regime factor detail
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/longShortRatioFear & Greed index — Regime factor detail
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/fearGreedTrend-template gates passed — Regime factor detail
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/trendTemplatePassedfactor — Regime factor detail
One market-condition factor: what it measures, its unit, how it is bucketed, and which upstream operation supplies it.
regimen://factor/{key}90-day uptime
A lightweight connection check about every six hours, sampled on hosts with many listings. It shows the server answered, not that its tools work.
- 2026-11-07: 1 of 1 checks answered
30-day availability
Aggregated from read-only remote checks; this is not a tool-execution or security guarantee.
- Successful checks
- 1 of 1 (100%)
- Average latency
- 940 ms
- 95th percentile latency
- 940 ms
Maintenance history
Public check and source-refresh events. Editorial and ownership records remain private.
- · probe · passed · 940 ms · metadata changed · 4 tool(s), 10 resource(s), 1 resource template(s), 1 prompt(s)
Connect from your client
Each snippet registers the same endpoint; pick the client you use.
Claude Code
claude mcp add --transport http regimen-mcp https://regimen-nu.vercel.app/mcpCodex
codex mcp add regimen-mcp --url https://regimen-nu.vercel.app/mcpCursor
{
"mcpServers": {
"regimen-mcp": {
"url": "https://regimen-nu.vercel.app/mcp"
}
}
}Cline
{
"mcpServers": {
"regimen-mcp": {
"type": "streamableHttp",
"url": "https://regimen-nu.vercel.app/mcp",
"disabled": false
}
}
}VS Code
{
"servers": {
"regimen-mcp": {
"type": "http",
"url": "https://regimen-nu.vercel.app/mcp"
}
}
}Gemini CLI
gemini mcp add --transport http regimen-mcp https://regimen-nu.vercel.app/mcpClaude Desktop
https://regimen-nu.vercel.app/mcpWindsurf
{
"mcpServers": {
"regimen-mcp": {
"serverUrl": "https://regimen-nu.vercel.app/mcp"
}
}
}Let your agent find its tools
Find servers like Regimen MCP from your agent. Add Koskamo once to search the index for endpoints, access requirements, and client setup. Public discovery needs no key.