regimen

Tells you whether a trading strategy's edge is distinguishable from luck.

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What it can do

    What data it sees

    Do you need an account

    No: the server works without sign-in

    Tells you whether a trading strategy's edge is distinguishable from luck.

    How to connect

    How to connect regimen to Claude

    The server address to paste into Claude settings:

    https://regimen-nu.vercel.app/mcp

    1. Open Claude (claude.ai or the desktop app).
    2. Go to Settings → Connectors.
    3. Click Add custom connector.
    4. Paste the server address copied below into Remote MCP server URL and click Add.
    5. In a chat, click + → Connectors and switch the new connector on.

    Custom connectors are available on Free, Pro, Max, Team and Enterprise plans (Free is limited to one). On Team and Enterprise an organization Owner adds the connector first under Organization settings → Connectors.

    Authorization

    After you click Add, a sign-in window for the service opens. Sign in with your own account and approve access. Claude never sees your password.

    How to connect regimen to ChatGPT

    The server address to paste into ChatGPT settings:

    https://regimen-nu.vercel.app/mcp

    1. Open ChatGPT in a browser (chatgpt.com). A Plus, Pro, Business, Enterprise or Edu plan is required.
    2. Turn on developer mode once: Settings → Apps → Advanced settings → Developer mode.
    3. Open Settings → Connectors and click Create.
    4. Fill in the form: Name (anything), Description (one line about what the service does), MCP server URL (copy it below).
    5. Under Authentication choose OAuth if the service requires sign-in, otherwise None. Click Create.
    6. In a new chat open + → Apps/Connectors and enable the connector.

    OpenAI has renamed this section before (Connectors → Apps/Plugins). If the label differs, search settings for "developer mode". On Business/Enterprise workspaces an admin must allow custom connectors first.

    Authorization

    On first use ChatGPT opens the service's sign-in window. Sign in and approve access.

    How to connect regimen to Cursor

    The server address to paste into Cursor settings:

    https://regimen-nu.vercel.app/mcp

    Fastest: click Open in Cursor below and confirm the prompt.

    Manually:

    1. In Cursor open Settings → Cursor Settings → MCP and click Add new global MCP server.
    2. Paste the JSON copied below into ~/.cursor/mcp.json (per project: .cursor/mcp.json in the repo root).
    3. Save the file. The server appears in the MCP list; authorize it there if asked.

    Authorization

    If the service needs sign-in, an authorize button appears next to the server in the MCP list.

    Server tool list (4)

    Raw names from tools/list. Only developers need these.

    regimen_describe_factorsList 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.
    regimen_evaluate_track_recordAnswer 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.
    regimen_regime_mapBreak 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.
    regimen_self_attackRun 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.