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rotenkus-dot

b2b-lead-quant-mcp

by rotenkus-dot

optimize_multi_strategy_portfolio

Build orthogonal MT5, TradingView, and quant portfolios: detect collinear strategies, split Live vs Reserve rosters, and size by Risk-Parity and Half-Kelly within max drawdown.

Instructions

Construct orthogonal MT5, TradingView & quant portfolios: detect collinear strategies, split Tier-1 Live vs Tier-2 Reserve rosters, and compute Risk-Parity & Half-Kelly lot sizing within your Max Drawdown budget.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
strategiesYesArray of candidate strategy objects ({name, symbol, baseLots, trades: [{date, pnl}]}).
initialBalanceNo
targetMaxDrawdownPctNo
maxPairwiseCorrelationNo

Schema Changelog

Changes observed during successful MCP inspections.

  1. First observedv1.0.0

TDQS

C2.9/5.0
Behavior3/5

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

With no annotations provided, the description carries the full disclosure burden. It does reveal the substantive computational behavior (collinearity detection, Live/Reserve tiering, risk-parity and half-Kelly sizing bounded by a drawdown budget), but says nothing about side effects, determinism, permission needs, or what the caller receives back.

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?

A single front-loaded sentence with no filler, listing the pipeline stages in order. It is dense with domain jargon (Tier-1 Live, Tier-2 Reserve, Half-Kelly) but every clause maps to an actual capability rather than padding.

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

Completeness2/5

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

For a 4-parameter analytical tool with no annotations, no output schema, and low schema coverage, the description is not complete enough. It never states the return shape (rosters, weights, sizing output) or how the required strategies payload is consumed, leaving real gaps for correct invocation.

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

Parameters2/5

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

Schema coverage is only 25%, so the description must compensate and mostly does not. 'Max Drawdown budget' loosely maps to targetMaxDrawdownPct, but initialBalance, maxPairwiseCorrelation, and the required strategies object structure are left entirely to the schema, which only documents strategies.

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?

States a specific verb ('Construct ... portfolios') and resource (multi-strategy portfolios) with concrete mechanics: collinearity detection, tier rosters, risk-parity/half-Kelly sizing. The domain is distinctive enough from the email/domain siblings, but it does not distinguish itself from the one adjacent sibling, audit_trading_strategy_overfitting.

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

Usage Guidelines2/5

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

No when-to-use or when-not-to-use guidance, no prerequisites, and no reference to the sibling that operates on trading strategies. The agent must infer from the name alone that this is the portfolio-construction tool rather than the strategy-audit tool.

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