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TradingCalc MCP: Options, Forex, Risk Stats, Prediction Markets, On-Chain & Crypto Futures

Portfolio Tearsheet

workflow.run_portfolio_tearsheet
Read-only

Core risk/return tearsheet from a single return series: annualized return (compounded, not linear) and volatility, Sharpe (plain + Lo 2002-corrected + Pezier-White skew/kurtosis-adjusted), Sortino, max drawdown, Calmar ratio, the drawdown-ratio cluster (Ulcer Index/Martin ratio, Pain Index/Pain ratio, Burke ratio + modified), Omega-Sharpe ratio, Upside Potential Ratio, skewness, kurtosis, Probabilistic Sharpe Ratio, win rate, best/worst single-period return. Use when user asks for a full risk summary/report on a strategy or portfolio's returns, not just one metric. Returns all of the above in one call. Returns are decimals (0.02 is 2%), at least 3 periods; the call returns an error when the series never draws down (Calmar undefined) or no period falls below mar (Sortino undefined).

Input Schema

NameRequiredDescriptionDefault
marNoMinimum acceptable return for the Sortino ratio, same periodicity as returns (default 0)
returnsYesReturn series, one value per period
benchmark_sharpeNoBenchmark Sharpe ratio for the PSR figure, same periodicity as returns (default 0)
periods_per_yearNoPeriods per year for annualization (default 365). Any number from 1 to 100 million, e.g. 365.25.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed3 schema fields changed
    • changedInput schema / properties / periods_per_year / description
      Previous value: -"Periods per year for annualization (default 365)"New value: +"Periods per year for annualization (default 365). Any number from 1 to 100 million, e.g. 365.25."
    • addedInput schema / properties / periods_per_year / maximum
      Added value: +100000000
    • addedInput schema / properties / periods_per_year / minimum
      Added value: +1
  2. Added

TDQS

A4.1/5.0
Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Beyond the readOnly/non-destructive annotations, the description discloses genuine behavioral traits: returns are decimals (0.02 is 2%), at least 3 periods are required, and the call errors when the series never draws down (Calmar undefined) or no period falls below mar (Sortino undefined). It does not describe the shape of the returned object, but the error conditions and unit convention are meaningful additions.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness4/5

Is the description appropriately sized, front-loaded, and free of redundancy?

It is front-loaded with purpose, then usage, then return/error semantics. The first sentence is a long run-on metric list, but every item earns its place by telling the agent exactly what comes back from a tool with no output schema.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

Given a complex analytics tool with no output schema, the description compensates by enumerating every returned metric, stating input units, minimum periods, and the two error conditions. Nothing essential for calling it correctly is missing.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100%, so the baseline is 3. The description adds value by clarifying the decimal convention for returns and tying the mar parameter to the Sortino error condition, though it does not elaborate on benchmark_sharpe or periods_per_year beyond what the schema says.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose4/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description opens with a specific verb/resource: 'Core risk/return tearsheet from a single return series,' and enumerates the metrics produced. It distinguishes itself from the many single-metric siblings by stating 'not just one metric,' though it never names run_sharpe_stats or run_portfolio_risk explicitly.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

It gives a clear use trigger: 'Use when user asks for a full risk summary/report on a strategy or portfolio's returns, not just one metric.' That implicitly routes single-metric requests elsewhere, but no explicit when-not conditions or named alternatives are provided.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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