Mcp

Get the latest quantum swing signal for a single S&P 500 ticker. Returns TWO distinct facets — they answer different questions and are not interchangeable: * `verdict` (BUY | WAIT | EXIT, labelled BULLISH / NEUTRAL / BEARISH) — what the model thinks of the stock. This is the same

Get an execution-ready trade plan for one S&P 500 ticker — entry, exit, size, risk. This is the decision tool: it turns the raw quantum signal into a concrete, risk-first plan you can act on. Unlike get_signal (which reports the raw verdict and levels), get_trade_plan wraps them in exec

Explain WHY a ticker has its current verdict — the factor attribution behind it. get_signal gives the verdict; get_trade_plan gives the execution; explain_signal gives the *reasoning*. It decomposes the quantum signal into the individual factors that drove the call — directional probabi

Get signals (or trade plans) for many S&P 500 tickers in ONE call. Built for portfolio / watchlist sweeps: a research agent analysing 10–30 names should fan out once here instead of N separate get_signal / get_trade_plan round-trips (N quota decrements, N disclaimer copies, N chance

Get quantum probability forecasts across multiple time horizons for a ticker. Delivers calibrated probability distributions from the Feynman path-integral model: prob_up, expected growth %, downside %, and 90% confidence interval (ci_low / ci_high). Backtest CI90 calibration is included

Get the current MARKET CONDITIONS for the S&P 500 — ONE metric, not three. This tool (named `get_market_regime` for backward compatibility) returns a single customer-facing metric called **Market Conditions**. Present it as ONE thing. It is NOT "Market Conditions" plus a separate "marke

Get the S&P 500 RISK STATE — a measurement of market risk, not a forecast. THIS TOOL DOES NOT PREDICT ANYTHING. It reports what has already happened and what one published rule holds as a result. Say "measures" and "holds", never "expects" or "signals". The distinction is not pedantry:

Get the committed 32-year run behind every published Risk State figure. SIMULATED RESULTS, NEVER A LIVE TRACK RECORD. The rule was designed with hindsight over this same history and has never been run forward. Say so whenever you quote a number from here; a reader who takes these for a

Get the whole dashboard market picture in ONE call — the composed snapshot. This is the single-call twin of the market dashboard. The dashboard's market view stitches several readings into one coherent picture; an answer engine that had to make four separate round-trips to reconstruct "

Get every market indicator we compute, in plain English, with its contribution. This is the full, dry state of the market: all 18 weighted signals the model composes — breadth, institutional flow, insider clusters, Fear & Greed, VIX, credit spreads, the yield curve, our own forecast, an

Get everything we compute about ONE stock, in plain English, with contributions. The per-ticker twin of `get_market_indicators`: the eight weighted components that make the conviction score (forecast direction, realistic downside, how well our past forecasts held up for this specific st

Get the latest Fear and Greed index value. Sourced from the CNN Fear and Greed model, cached and refreshed periodically. Values range 0 (Extreme Fear) to 100 (Extreme Greed). Read it alongside get_market_regime, which exposes both gauges: high greed with good buying conditions = mo

Get historical signal events for a ticker. Events include: new_buy, tp_hit (the price actually reached a profit target we named), trail_stop_hit (the trailing stop closed the trade short of the target — may be a gain or a loss), stop_hit, position_closed. Useful for evaluating how p

Get the realised track record: win-rate + R-multiple distribution. Aggregates actual closed outcomes (tp_hit, trail_stop_hit, stop_hit, position_closed) into an honest scorecard — win_rate, wins/losses, and the realised-R distribution (mean/median/min/max/total). Pass a ticker for its

Get the earnings calendar (next + last report) for one S&P 500 ticker. Earnings are a scheduled volatility event. A swing entry held into a print carries gap risk that no stop can protect against — the price can jump the stop overnight. This tool surfaces the next-upcoming and last-repo

Scan the S&P 500 universe and return filtered signals. Pushes filters + pagination to the server (GET /signals): the REST API applies min_conviction/direction/sector and returns one page of size limit, so the LLM payload stays tight regardless of how broad the universe is. Use this

Get the cross-ticker ENTANGLEMENT map — which S&P 500 names the quantum model expects to co-move. "Entanglement" here is the Pearson correlation of the quantum model's own FORECAST return paths (mode="forecast", the default) — a forward-looking, model-implied co-movement signal. It is N

Get SEC Form 4 insider-trading activity — per-ticker detail or S&P 500 screener. Surfaces already-ingested Form 4 filings (the same Form 4 feed behind the market model's `form4` stage) pre-chewed into analytical context so you don't have to parse raw XBRL yourself: buyer role (officer /

Get SEC 8-K event digest — per-ticker detail or a site-wide recent feed. New EDGAR ingestion (unlike get_insider_pulse's Form 4 data, which was already ingested): polls 8-K filings and pre-chews each one so you don't have to parse raw filing HTML yourself. Event type comes from the

Get the "Lazy Prices" 10-K/10-Q language diff for one ticker. Compares the two most recent 10-K (year-over-year, default) or 10-Q (quarter-over-quarter) filings' Risk Factors (Item 1A) and MD&A (Item 7 for 10-K, Item 2 for 10-Q) sections, pre-chewed so you don't have to parse raw fi

Get 13F whale summaries + SC 13D/G activist alerts for one ticker. Final slice of the SEC EDGAR AI-digest layer. Two surfaces in one payload: `whale_summary` — QoQ (quarter-over-quarter) change in institutional ownership across a curated ~50-filer 13F universe (activist funds,

Get a small, risk-vetted shortlist of asymmetric setups passing every gate right now. This is NOT a screener. Where scan_universe returns up to 100 sortable rows, top_opportunities answers the real question — "what are the 1-3 highest-conviction setups right now, and what's the catch on

Search Quantustik for S&P 500 tickers by symbol or company name. Paired with fetch — this is the two-tool "search"/"fetch" convention ChatGPT connectors and deep-research clients expect from an MCP server: call search first to get lightweight hits, then fetch(id) on the one(s) worth

Fetch the full Quantustik signal + forecast writeup for one ticker. Paired with search — call search(query) first to find the ticker's id, then fetch(id) here for the full readable content. Also accepts a bare ticker symbol typed directly (id need not come from a prior search call).

List all available Quantustik MCP tools and resources. Use this as the entry point when a user asks what can you do with Quantustik, or to discover the full surface area of the server. Returns a structured description of every tool and resource.

Onboard to the Quantustik API/MCP: anonymous access and quotas. No API key is needed — every tool is callable right now under an anonymous per-IP hourly cap. Returns the live keyless/free-key request quotas (pulled live from server config) plus the optional key-issuance URL and auth