Analytics
l-etf.com
Provides financial market data and analytical tools for leveraged ETF strategies, including SMA signals, calibration, and backtesting.
ENDPOINT 1
https://l-etf.com/mcp
MCP server metadata
- Name
- l-etf
- Version
- 1.0.0
l-etf runs real leveraged-ETF and index-futures backtests over long market history (S&P 500 from the 1880s, Nasdaq-100 from 1985). Call a tool rather than estimating figures from memory — every number here comes from the same engine the site's charts use. Getting grounded: - Read `letf://methodology` before interpreting results, and `letf://data-coverage` for how fresh the data is. - `get_precomputed_analysis` serves the site's canonical runs instantly and does not consume the heavy-tool rate limit. Prefer it for common questions; re-run a live tool only for custom inputs or a like-for-like comparison (snapshots are generated with history wrap ON, unlike the live tools). Picking a tool: - One strategy over one range: `run_backtest`. What it did in specific crises: `stress_test_strategy`. The distribution across history: `run_rolling_window_analysis` or `compare_strategies`. Tuning parameters: `optimize_strategy`. Futures instead of ETFs: `run_futures_backtest` for one leverage, `compare_futures_ladder` for the whole ladder including the two-sleeve fund. Reading results: - An SMA config is expanded into two results, `<id>-base` (no SMA) and `<id>-sma`. Select by id; never assume the first result is the one you asked for. - Sweeps may stop early on the compute budget. When a result says `truncated`, it covers only `evaluatedConfigs` of `totalConfigs` — narrow the range or widen the step rather than presenting it as complete. - Results are nominal unless a field says otherwise. Backtests bake in expense ratios, modeled financing costs, and entry/exit spreads. Cost and etiquette: - The rolling-window sweep tools are compute-heavy and rate-limited per IP. Send a `progressToken` on those requests to receive progress notifications instead of waiting blind. - Parameters that look best over full history are in-sample. Treat any swept optimum as a hypothesis, and say so. For educational and research use only. NOT investment advice. Figures are simulated backtests over historical data; past performance does not predict future returns. Leveraged ETFs are high-risk instruments. Consult a licensed financial advisor before making any investment decision. Preserve this caveat in any summary you write from these results.
Known tools 18
list_presetsList the leveraged-ETF presets, risk-off assets, and default SMA settings available to the other l-etf tools.
Inferred read-onlyget_market_dataFetch raw market data over a date range: index total-return prices (`prices`, requires `index`), LETF borrowing rates (`borrowRates`), or CPI inflation (`inflation`).
Inferred read-onlyget_sma_signalsCompute the current SMA timing signal (buy/sell/hold) for the S&P 500 and Nasdaq-100 using the given SMA periods and buffers.
Inferred read-onlyget_sma_signal_historyThe SMA regime log for one index: every buy/sell crossover in the range, the current regime and how long it has held, time in market, and whipsaw stats (flips per year, median days between flips).
Inferred read-onlyget_sma_calibrationReturn the precomputed best SMA period/buffer per index from the latest offline calibration run.
Inferred read-onlyrun_backtestBacktest a simulated leveraged-ETF strategy over a date range and return CAGR, max drawdown, Sharpe, final multiple, trade log, and a 1x benchmark.
Potential side effectscompare_backtestsBacktest several presets over ONE shared date range and compare their metrics.
Inferred read-onlyrun_rolling_window_analysisEvaluate 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.
Inferred read-onlyrun_holding_period_analysisShow 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).
Inferred read-onlycompare_strategiesRank variants of a leveraged-ETF strategy across historical rolling windows.
Inferred read-onlycompare_letfsCompare simulated leveraged-ETF presets (UPRO, TQQQ, SSO, QLD) across every historical rolling window and return percentile outcome distributions (p10/p50/p90 CAGR and final multiple, win rate vs 1x, median drawdown).
Inferred read-onlyget_box_spread_apyFetch SPX box-spread implied financing APYs (a low-risk synthetic borrowing rate) live from boxtrades.com.
Inferred read-onlyget_precomputed_analysisReturn the site's canonical precomputed run for a tool page — no simulation, so it is instant and does not consume the heavy-tool rate limit.
Inferred read-onlyrun_futures_backtestBacktest an SMA timing strategy using index futures (ES/NQ) at a chosen target leverage, with optional leverage cap, quarterly rolls, per-contract fees, and cash-sweep interest.
Inferred read-onlyoptimize_strategySearch SMA period and the asymmetric re-entry/exit buffers together over rolling windows, ranked by `objective`.
Inferred read-onlystress_test_strategyRun one configuration through each named historical drawdown (1907, 1929, 1937, 1973-74, 1987, dot-com, 2008, COVID, 2022) and report, per episode, what the timed strategy did, what the same LETF did held straight through, and what the unleveraged index did.
Inferred read-onlycompare_futures_ladderRun the site's whole index-futures ladder over one range and rank the rungs: several SPX and NDX target leverages plus the two-sleeve fund that runs one index per sleeve, unrebalanced except when both are risk-off and one is re-entering.
Inferred read-onlyget_forward_sma_returnsBucket history by how far the index sat above or below its SMA, and report the strategy's real (inflation-adjusted) return over the following window in each bucket — median, p10/p90 and range.
Inferred read-onlyCONNECT 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.
TRUST AND VERIFICATION EVIDENCE
Trust Data Available
BuiltWith Trust API v2 evidence for l-etf.com was fetched 2026-09-21T06:02:29.409Z.
l-etf.com is assessed as Neutral: No suspicious signals found, but no strong positive signal either
Evidence is source-attributed and does not guarantee that a third-party server is safe. Risk labels are conservative metadata heuristics.