Market Regime Oracle
Provides a strategy skill for the CoinMarketCap Agent Hub, enabling agents to fetch BTC market regime and risk posture via the MCP server.
Click on "Deploy Server".
Wait a few minutes for the server to deploy. Once ready, it will show a "Started" state.
In the chat, type
@followed by the MCP server name and your instructions, e.g., "@Market Regime Oraclewhat is the current BTC market regime and posture?"
That's it! The server will respond to your query, and you can continue using it as needed.
Here is a step-by-step guide with screenshots.
š Market Regime Oracle
A 5-signal ā 5-state BTC market-regime classifier with posture mapping, backtested vs buy-and-hold.
Fuses momentum, sentiment, volatility, funding & flow into one explainable regime ā and a documented risk posture per regime.
What It Does
Ask "What kind of BTC market is this, and how much risk should I take?"
The oracle answers with one of 5 regimes + a documented posture:
Regime | Target Exposure | Posture |
š¢ | 100% | Uptrend ā full exposure |
š” | 40% | Sideways ā light exposure |
šµ | 20% | Downtrend ā defensive |
š“ | 10% | Panic ā max defensive |
š£ | 30% | Blow-off ā take profit |
Built as an MCP Strategy Skill for the CoinMarketCap Agent Hub (BNB AI Trading ā Track 2). Any MCP-compatible client (Claude Desktop, Cursor, CMC Agent Hub) calls get_market_regime to get a deterministic, no-look-ahead risk posture.
Related MCP server: PreReason-mcp
š Headline Result
In a down year for BTC (ā37%), the regime strategy did ā12.7% ā halving drawdown (ā24% vs ā51%) and halving volatility (19% vs 43%), outperforming buy-and-hold by ~25 points while still going long in uptrends.
Metric | Regime Strategy | Buy & Hold |
Total return | ā12.7% | ā37.4% |
Max drawdown | ā24.2% | ā51.2% |
Annualized volatility | 19.3% | 43.1% |
Sharpe (rf 4%) | ā0.82 | ā0.97 |
Sortino | ā1.01 | ā1.32 |
Data: CoinGecko BTC daily (2025-06-19 ā 2026-06-17, 364 days). Start $10,000. 10 bps/turnover cost.
š¼ļø Visual Results
Equity Curve ā Regime Strategy vs Buy & Hold
Drawdown ā Strategy Stays Shallower
BTC Price with Regime Overlay
Regime Distribution & Target Exposure
šļø Architecture
CoinGecko (BTC OHLCV) alternative.me (Fear & Greed)
ā ā
āāāāāāāāāāāāāāāā¬āāāāāāāāāāāāāāāā
ā¼
āāāāāāāāāāāāāāāāāāāāāāā
ā data/loader.py ā aligned daily features
āāāāāāāāāāā¬āāāāāāāāāāāā
ā¼
āāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāā
ā 5 independent signal modules ā each ā score in [-1, +1]
ā momentum(0.30) fear_greed(0.25) ā
ā funding(0.15) flows(0.15) vol(0.15) ā
āāāāāāāāāāāāāāāāāāāāāāāā¬āāāāāāāāāāāāāāāāāāāā
ā¼ weighted fusion
composite score
ā¼ priority rules
āāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāāā
ā 5-state regime classifier ā CAPITULATION > EUPHORIA >
ā (deterministic, no look-ahead) ā RISK_OFF > RISK_ON >
āāāāāāāāāāāāāāāāāāāāāāāā¬āāāāāāāāāāāāāāāāāāāā > RANGE_BOUND
ā¼
target exposure + action
āāāāāāāāāāāāāāāāā“āāāāāāāāāāāāāāāā
ā¼ ā¼
vectorized backtest MCP tool: get_market_regime
(no look-ahead, w/ costs) (stdio, Agent Hub skill)š§© The 5 Signals
Signal | Source | Weight |
RSI / MACD momentum | CoinGecko price | 0.30 |
Fear & Greed Index | alternative.me | 0.25 |
Volatility regime | CoinGecko price | 0.15 |
Funding rate proxy | derived from price | 0.15 |
Exchange flow proxy | derived from volume | 0.15 |
Each signal outputs a normalized bullishness score in [-1, +1]. All 5 are independently unit-tested.
Transparency: Funding rate and exchange flows have no free public feed. We reconstruct them from price/volume data as clearly-labeled proxies. Drop in real feeds anytime ā the fusion layer is signal-agnostic.
š Quick Start
git clone https://github.com/aggreyeric/bnb-market-regime-oracle.git
cd bnb-market-regime-oracle
pip install -r requirements.txt
# Run full pipeline: fetch ā classify ā backtest ā charts
python main.py
# Run tests (offline, no network needed)
PYTHONPATH=src python -m pytest tests/
# Run as MCP server
PYTHONPATH=src python -m market_regime_oracle.mcp_server
# Live MCP demo (30 seconds)
./scripts/demo.shDocker
docker compose up --build run # full pipeline
docker compose up --build server # MCP serverš Project Layout
market_regime_oracle/
āāā src/market_regime_oracle/
ā āāā data/ # CoinGecko + alternative.me loaders
ā āāā signals/ # 5 signal modules (unit-tested)
ā āāā classifier/ # fusion ā regime mapping
ā āāā backtest/ # vectorized engine, no look-ahead
ā āāā viz/ # equity/drawdown/regime charts
ā āāā mcp_server.py # MCP stdio server
āāā tests/ # 24/24 passing
āāā results/ # CSVs, metrics.json, PNG charts
āāā scripts/demo.sh # live MCP round-trip
āāā Dockerfile
āāā docker-compose.yml
āāā README.mdš Data Sources
CoinGecko v3 free API ā BTC daily close + volume
alternative.me ā Fear & Greed Index
Both public, both free. No API keys required.
š License
MIT Ā© 2026
š¤ AI Assistants
ā See CLAUDE.md for AI coding assistant context.
This server cannot be deployed
Maintenance
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