Backtest SPX dealer-gamma rules from your AI assistant

Gex.live has launched an MCP server that lets AI assistants like Claude, Cursor, and ChatGPT access its dealer-positioning archive and drive its backtesting Lab. The server provides free tools for reading finished SPX session data and keyed tools for compiling and running backtests, with authentication via header or OAuth. The service is listed in the official MCP registry.

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. 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. The funnel is one sentence. Header-based auth is fine for Cursor and the CLI claude mcp add --transport http gex https://mcp.gex.live/mcp --header "Authorization: Bearer labk …" . claude.ai web and desktop cannot send headers, so there is an OAuth facade on the product host: discovery documents, dynamic client registration, a consent page behind the normal login, PKCE required, codes encrypted and short-lived. Connect once, the Lab tier is there. list sessions , get session × 10, an honest summary. lab compile , then lab run backtest , a verdict with era tables and a holdout column — probably a polite no. lab state : stages, results, balance.A signal service, and not a live feed: today's positioning is the paid stream on the site, not an MCP tool. The server exposes finished measurements and a way to test rules against them. If a rule survives the holdout the Lab will say so; so far, very few do, including the site's own levels. The MCP server is listed in the official registry registry.modelcontextprotocol.io , live.gex/gex-mcp and on glama.ai. Install: https://gex.live/mcp https://gex.live/mcp · free archive: https://gex.live/sessions https://gex.live/sessions