Backtest SPX dealer-gamma rules from your AI assistant
gex.live has an MCP server. Add it to Claude, Cursor, ChatGPT or any MCP client and the assistant can read the dealer-positioning archive and drive the backtesting Lab on your behalf. The one-line version is the title. Here is the rest. Two tiers, one rule: free data stays free Free, no key — the same finished-session data that is free on the website: list_sessions — finished SPX sessions in the archive, newest first, paged (max 50 a call). get_session(day) — one session's dealer-positioning summary: OHLC, the zero-gamma flip and how often price crossed it, call/put walls, the hold band, net-gamma percentile, ATM IV at the open. Measurements only. get_levels(day) — just the level set for one session — flip, call resistance, put support, hold band — plus where the session closed relative to them. Keyed — the Lab, metered in credits exactly as on the site. These tools only appear in the tool list once the client sends a Lab token: lab_compile(message) — turn a plain-words idea ("fade a +3 sigma stretch above vwap on top-decile volume") into a testable rule. Free of credits, needs a positive balance. Returns the compiled spec, a clarifying question, or compile errors — never a guess. lab_run(id, kind) — one conveyor step: backtest first (rule → tested), then quant (the LightGBM optimize, tested → ready). One credit, refunded on failure. The result is the engine's honest verdict: per-leg era tables — all / this year / holdout. lab_state — your whole Lab in one call: ideas with stages and results, which idea holds the conveyor, your credit balance. lab_thread(id) — the compile-chat thread for one idea. lab_idea(id, action) — desk actions: put a ready idea on the desk, drop it back to the start, delete, or set its desk display/alert options. When a keyed tool is called without a token, the error is the instruction: what it does, where to get a key (gex.live/account → LAB & API, shown once, scoped to the Lab only, revocable), what it costs. The assistant relays it verbatim