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INDIVIDUAL MCP TOOL

run_holding_period_analysis

Show how a strategy's outcome distribution (avg return, win rate, drawdown) changes with the holding period, by running the rolling-window analysis at several window lengths (years).

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LIVE ENDPOINT

https://l-etf.com/mcp

No auth detected

Connect to this endpoint to inspect the live schema for run_holding_period_analysis and invoke it with your own arguments.

Indexed input schema

{}

Risk classification

Inferred read-only · medium confidence · heuristic, not a guarantee.

  • No write-capable action terms were found; this is not proof that invocation has no side effects.

Parent server

l-etf.com

CONNECT WITH APPROVAL

Client installation

Review this server and its permissions before adding it. Secret placeholders must be set locally.

Codex

~/.codex/config.toml

[mcp_servers.l-etf]
url = "https://l-etf.com/mcp"
enabled = true
Claude Code

.mcp.json

{
  "mcpServers": {
    "l-etf": {
      "type": "http",
      "url": "https://l-etf.com/mcp"
    }
  }
}
Claude Desktop

Settings → Connectors → Add custom connector

Name: l-etf
Remote MCP URL: https://l-etf.com/mcp

Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.

Cursor

.cursor/mcp.json

{
  "mcpServers": {
    "l-etf": {
      "url": "https://l-etf.com/mcp"
    }
  }
}
Visual Studio Code

.vscode/mcp.json

Add to Visual Studio Code
{
  "servers": {
    "l-etf": {
      "type": "http",
      "url": "https://l-etf.com/mcp"
    }
  }
}
Generic MCP

Client-specific MCP configuration

{
  "name": "l-etf",
  "transport": "streamable-http",
  "url": "https://l-etf.com/mcp"
}
MCP Inspector

Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.

Related tools

  • list_presets — List the leveraged-ETF presets, risk-off assets, and default SMA settings available to the other l-etf tools.
  • get_market_data — Fetch raw market data over a date range: index total-return prices (`prices`, requires `index`), LETF borrowing rates (`borrowRates`), or CPI inflation (`inflation`).
  • get_sma_signals — Compute the current SMA timing signal (buy/sell/hold) for the S&P 500 and Nasdaq-100 using the given SMA periods and buffers.
  • get_sma_calibration — Return the precomputed best SMA period/buffer per index from the latest offline calibration run.
  • run_backtest — Backtest a simulated leveraged-ETF strategy over a date range and return CAGR, max drawdown, Sharpe, final multiple, trade log, and a 1x benchmark.
  • compare_backtests — Backtest several presets over ONE shared date range and compare their metrics.
  • run_rolling_window_analysis — Evaluate one leveraged-ETF strategy across every historical rolling window of `windowLength` years and return the outcome distribution: average/best/worst return, average and worst drawdown, and win rate.
  • compare_strategies — Rank variants of a leveraged-ETF strategy across historical rolling windows.