Documentation

Getting started

Stratify speaks MCP over HTTP. Sign in, generate a key, and point a client at https://stratify-mcp.aeon-labs.site/mcp.

claude mcp add --transport http stratify https://stratify-mcp.aeon-labs.site/mcp \
  --header "Authorization: Bearer sk_live_..."

{
  "mcpServers": {
    "stratify": {
      "type": "http",
      "url": "https://stratify-mcp.aeon-labs.site/mcp",
      "headers": {
        "Authorization": "Bearer sk_live_..."
      }
    }
  }
}

{
  "$schema": "https://opencode.ai/config.json",
  "mcp": {
    "stratify": {
      "type": "remote",
      "url": "https://stratify-mcp.aeon-labs.site/mcp",
      "enabled": true,
      "headers": {
        "Authorization": "Bearer {env:STRATIFY_API_KEY}"
      }
    }
  }
}

{
  "mcpServers": {
    "stratify": {
      "httpUrl": "https://stratify-mcp.aeon-labs.site/mcp",
      "headers": {
        "Authorization": "Bearer sk_live_..."
      },
      "timeout": 120000
    }
  }
}

[mcp_servers.stratify]
url = "https://stratify-mcp.aeon-labs.site/mcp"
http_headers = { Authorization = "Bearer sk_live_..." }

https://stratify-mcp.aeon-labs.site/mcp

Paste that URL as a custom connector and sign in when prompted — no API key needed, and no key to leak.

  ChatGPT   Settings > Apps > Advanced > Developer mode, then add it
  Gemini    Settings & help > Connected Apps > custom app
  Claude    Settings > Connectors > Add custom connector

You can disconnect it again from your Stratify dashboard at any time.

curl -s https://stratify-mcp.aeon-labs.site/mcp \
  -H 'Authorization: Bearer sk_live_...' \
  -H 'Content-Type: application/json' \
  -d '{"jsonrpc":"2.0","id":1,"method":"tools/list"}'

How a strategy is written

A strategy is three things: what to open (`legs`), when to open it (`entry`), and what to do about it while it is open (`rules`). Everything else is optional. It is JSON, drawn from a closed vocabulary — nothing is evaluated as code, so a strategy is data you can store, diff and share.

{
  "name": "my strategy",
  "legs": [
    "..."
  ],
  "entry": {
    "cadence": "weekly | daily | monthly",
    "dte": 3,
    "time": "09:30",
    "when": "optional condition"
  },
  "rules": [
    "optional, up to 24"
  ],
  "exit": {
    "time": "optional hard square-off",
    "when": "optional condition"
  },
  "max_adjustments": 4,
  "portfolio": "optional rules over the sequence of trades"
}

Legs

Up to 12. Each names a side, a type, an optional quantity, an optional expiry, and a strike. Leg order defines the indices that rules refer to.

Strike selectors

Expiry

Entry

One entry per cycle. `when` is the gate — the reason for taking the trade — and it is the only place the market fields below mean anything, since nothing else exists yet.

Entry and exit may be ANY minute of the session, not a fixed grid.

Rules

Checked every minute while the position is open, in order; the first match fires. A rule is a condition and an action.

Actions

Comparators: gt, gte, lt, lte, eq, between. Combine with all, any, not. Up to 12 legs, 24 rules and 50 adjustments per trade.

Book rules

Rules over the SEQUENCE of trades, which no per-trade condition can express because they depend on trades that have already closed.

max_trades, resume_after_days, skip_after_loss, stop_after_drawdown_pct, stop_after_losses, stop_after_profit_pct

Field reference

Every quantity a condition can test.

The position

A single leg

The market

The underlying

The clock

Path

Worked examples

A weekly iron condor

Sell a 1%-wide iron condor every week, three days before expiry.

{
  "legs": [
    {
      "side": "sell",
      "type": "CE",
      "strike": {
        "pct_offset": 1.0
      }
    },
    {
      "side": "buy",
      "type": "CE",
      "strike": {
        "pct_offset": 2.0
      }
    },
    {
      "side": "sell",
      "type": "PE",
      "strike": {
        "pct_offset": -1.0
      }
    },
    {
      "side": "buy",
      "type": "PE",
      "strike": {
        "pct_offset": -2.0
      }
    }
  ],
  "entry": {
    "cadence": "weekly",
    "dte": 3,
    "time": "09:30"
  }
}

Only when volatility is worth selling

The same idea, but skip the week unless India VIX is above 15.

{
  "legs": [
    {
      "side": "sell",
      "type": "CE",
      "strike": {
        "delta_near": 0.2
      }
    },
    {
      "side": "sell",
      "type": "PE",
      "strike": {
        "delta_near": 0.2
      }
    }
  ],
  "entry": {
    "cadence": "weekly",
    "dte": 3,
    "time": "09:30",
    "when": {
      "vix": {
        "gte": 15
      }
    }
  }
}

Managed while it is open

Take profit at 60% of the credit, roll the tested side if it doubles, and stop the book after three losers.

{
  "legs": [
    {
      "side": "sell",
      "type": "CE",
      "strike": {
        "pct_offset": 1.2
      }
    },
    {
      "side": "sell",
      "type": "PE",
      "strike": {
        "pct_offset": -1.2
      }
    }
  ],
  "entry": {
    "cadence": "weekly",
    "dte": 4,
    "time": "09:20"
  },
  "rules": [
    {
      "when": {
        "pnl_frac_of_credit": {
          "gte": 0.6
        }
      },
      "then": "close"
    },
    {
      "when": {
        "leg_mark_mult": {
          "gte": 2.0,
          "leg": 0
        }
      },
      "then": {
        "roll": {
          "legs": [
            0
          ],
          "to": {
            "pct_offset": 2.0
          }
        }
      },
      "max_times": 2
    }
  ],
  "max_adjustments": 3,
  "portfolio": {
    "stop_after_losses": 3,
    "resume_after_days": 30
  }
}

An intraday 0-DTE trade

Sell the at-the-money straddle on expiry morning and square off at 15:10, with a 25% target and a 60% stop.

{
  "legs": [
    {
      "side": "sell",
      "type": "CE",
      "strike": "atm"
    },
    {
      "side": "sell",
      "type": "PE",
      "strike": "atm"
    }
  ],
  "entry": {
    "cadence": "daily",
    "max_dte": 0,
    "time": "09:16"
  },
  "rules": [
    {
      "when": {
        "pnl_frac_of_credit": {
          "gte": 0.25
        }
      },
      "then": "close"
    },
    {
      "when": {
        "pnl_frac_of_credit": {
          "lte": -0.6
        }
      },
      "then": "close"
    }
  ],
  "exit": {
    "time": "15:10"
  }
}

Two expiries at once

Sell this week's at-the-money call and buy next week's against it.

{
  "legs": [
    {
      "side": "sell",
      "type": "CE",
      "strike": "atm"
    },
    {
      "side": "buy",
      "type": "CE",
      "strike": "atm",
      "expiry": "next"
    }
  ],
  "entry": {
    "cadence": "weekly",
    "dte": 4,
    "time": "09:30"
  }
}

Limits and honesty

Backtests and built reports spend the first column. Reading coverage, methodology, search or your own history spends the second — so checking what the data covers before you run never costs you a run.

• Option prices are real one-minute prints. Nothing is modelled — Black-Scholes is run backwards only to turn 'the 20-delta strike' into a strike.
• Brokerage and taxes are charged per leg on real turnover. Slippage is charged by moneyness, and twice on a trade that is closed rather than settled.
• Naked margin is a Fyers SPAN ratio calibrated today and applied to the past, so return on margin for an uncovered short is optimistic by an unknown amount. Every response that uses it says so.
• Market gates read only what was settled before the session opened. None of them can see the day's own close.
• A cycle whose option chain is too thin to locate the money is skipped, and the count of skipped cycles is reported with the result.