Maddog MCP Server

The full probability curve of where today's US regular session closes: for any set of price levels, the probability that the session close prints above each one. Distances are measured in units of today's own volatility (ATR of the first 90 minutes) against 1,906 historical sessions grouped by day type. Validated against real-money prediction-market prices: on tail levels (>=0.5% from spot) this curve's log-loss beat Polymarket's own 'SPY closes above $K' ladder quotes in two independent windows; near the money the market was MORE accurate — use this for shape and tails, not direction. Available from 90 minutes into the day session. Same key and quota as price_action_read. Historical frequencies, not forecasts.

Discover all supported mainland futures products, Chinese names, main-contract aliases, active delivery contracts, trading sessions and last data-check status. Free, no key, no credits. Search by Chinese name or product code before claiming a domestic future is unsupported. Covers SHFE, INE, DCE, CZCE, CFFEX and GFEX.

Read one instrument's current session the way a price action trader would, with measured statistics instead of opinions: a five-class day-type probability distribution (66% top-1 accuracy over a complete US day session against a 37% baseline, published confidence grades from 95% to 41% by grade), the window's first range breakout with its calibrated failure estimate (AUC 0.646 on held-out NQ), and — 90 minutes into the session — the measured odds that a new session high or low still prints before the close. Works on US stocks and ETFs, futures (ES=F), FX, crypto, Hong Kong and China A-shares. Anonymous callers get one first-look response per UTC day; after that, pass an API key in the X-API-Key header (get a free one with the request_free_key tool). Mainland futures directly reuse unchanged original daytype_v4 Transformer weights, features and temperatures, without domestic retraining or recalibration. Return five probabilities for any product with sufficient native inputs; before 90 trading minutes mark provisional. Never apply US accuracy or event-success probabilities. Domestic reads without model output are free. Historical frequencies, not trading recommendations.

Request a free evaluation key (qd_...): no card, no account — the key is emailed to the address given, never returned in this response. It unlocks 10 successful calls per UTC day. Ask the human for their email address first and send marketing_opt_in=true only with their explicit consent. Full access is $99.90/month with a 3-day free trial, checkout link comes back in any quota-exhausted error.

The standing public record of this service's own calls — free, no key. Every US trading day at 11:00 ET the day-session read for ES=F, NQ=F and QQQ is snapshotted verbatim; after the close each row is scored on whether a new session high or low actually printed after the read. Ties score against the model, days with no live read stay visible as gaps, and no row is ever edited. Recording began 2026-08-25. Use this to verify the claims before trusting any read.