U.S. Market Regime
End-of-day QQQ/VIX GREEN/YELLOW/RED market regime context. Educational, not investment advice.
- tools
- 2
- transport
- STDIO
- last updated
- Nov 10, 2026
Tools
2 toolsPublic tool metadata for what this MCP can expose to an agent.
get_market_regimeRegime, risk score (0-100), confidence, triggered rules, metrics, `as_of` / `published_at`, data age in days and a stale-data warning.
Regime, risk score (0-100), confidence, triggered rules, metrics, `as_of` / `published_at`, data age in days and a stale-data warning.
No parameter schema in public metadata yet.
explain_regime_modelWhat each state and metric means, update cadence and the model's limits.
What each state and metric means, update cadence and the model's limits.
No parameter schema in public metadata yet.
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U.S. Market Regime MCP
An open-source Model Context Protocol server that lets Claude, Cursor or any MCP client read the published end-of-day U.S. market regime (GREEN / YELLOW / RED) and the metrics behind it: QQQ vs. its 200-day average, drawdown from the high, VIX vs. its 20-day average, and distribution days over the last 25 sessions.
Zero dependencies, Python 3.10+. It is a read-only client for the public feed behind signal.usethelever.com.
Educational market context only. The server returns a description of the broad index environment. It does not recommend securities, give position sizes, or predict prices. Every response includes the
as_ofdate and a disclaimer.
Tools
| Tool | Returns |
|---|---|
get_market_regime | Regime, risk score (0-100), confidence, triggered rules, metrics, as_of / published_at, data age in days and a stale-data warning. If the feed cannot be reached the tool returns an error instead of an old cached value. |
explain_regime_model | What each state and metric means, update cadence and the model's limits. |
Install
Details
- Repository
- github.com/alicexixi85/us-market-regime-mcp
- Package
ghcr.io/alicexixi85/us-market-regime-mcp:0.1.0- Transport
- STDIO
- Registry
- MCP registry, active