What you get every morning
- Daily Action verdict — TRADE, WAIT, or SKIP with a headline read and the historical edge behind it.
- Regime & Context — multi-expiry GEX (intraday 0DTE + swing-book aggregated), JPM collar regime, VIX term structure, dealer-positioning fair value.
- Risk & Guardrails — what the regime says to avoid today, with the reasons attached.
- Signals Desk — alert stream from a roster of walk-forward-validated specialist strategies (intraday + swing + short-premium + alert-only decorrelators), with per-strategy track record and vehicle map.
How it’s built
- 17-year historical backtest across 6 market eras from the 2008 crisis through the post-0DTE regime shift of 2022.
- Walk-forward validation. No “X works on average” claims — every promoted specialist gated on a clean OOS held-out window.
- Regime-aware composite score combining GEX, macro, COT, correlation, VIX term structure, and prediction market into one weighted read.
- Model E — early-warning system for when the S&P 500 is stretched. Every morning it compares ES to a fair price implied by the broader market and flags the gap.
What makes it different
- Honest numbers. Every historical statistic is the output of a walk-forward backtest — not something an LLM made up.
- Direction-agnostic. Specialists are promoted by validated edge, not narrative balance.
- Alert-only first, live second. New specialists ship as alerts and graduate to live execution only after the live data confirms the backtest.
- Data, not advice. You get the read. Every trade decision is yours alone.
How the day flows
- Premarket (6:45 AM MT). First read lands: Daily Action verdict, regime & context, risk guardrails.
- Post-IB (8:30 AM MT). Second read rewrites the regime view with the first-hour auction priced in.
- Afternoon (12:00 PM MT). Third read captures any intraday regime shifts.
- End-of-day wrap (3:00 PM MT). Fourth read at the 5pm ET settlement close — final settled prices, final open interest, post-unwind dealer gamma, macro risks into overnight.
- The header on every page shows the last-update and next-update timestamps so you always know how fresh the read is.
Invitation Only
Verracis is currently in private beta. Four daily reads — Daily Action verdict, regime & context, risk guardrails, and a specialist alert stream — are available to invited subscribers. Pay-to-play, hard cutoff, no trial without a promo code.
Your MCP Key
What This Is
Verracis is a research pipeline running on a small server. Every weekday it pulls market data, computes structural signals, and generates a written market narrative — refreshed every 15 minutes during the trading day (06:00–15:45 MT) and hourly outside that window.
A big chunk of that work is on this site, but it’s also exposed as two MCP servers you can plug into any LLM client that supports the Model Context Protocol standard. Once connected, your assistant can fetch live Verracis data as context for whatever you ask.
What this is not: a trade signal service, a subscription product, or financial advice. It’s the same raw research layer Karl uses, handed to you so you can poke at it, learn from it, and ask questions you couldn’t ask before. Do your own homework, decide your own trades.
The 12 Tools
Verracis Desk
— desk.verracis.com · 11 read-only tools:
get_daily_action | The headline trading call. Two orthogonal axes: verdict = TRADE / WAIT / SKIP (engage today at all?) and bias.bucket = BUY / HOLD / DANGER (direction; DANGER is the short-side regime, validated -0.43 fwd-5d Sharpe). Also returns confidence (HIGH/MEDIUM/LOW), specific_action paragraph, reasons_for / reasons_against bullets, and the flow-stack confirmation read |
get_gamma_map | The same monospace price ladder rendered on the homepage — auction levels (ONH/ONL/RTH H&L/IB H&L/VAH/VPOC/VAL/VWAP) plus dealer positioning (gamma flip, 0DTE put/call walls) plus AVWAP biases, with the live price marked. Optional symbols=ES or symbols=NQ to render one ladder only; default is both side-by-side. Returns the rendered string + per-input generated_at timestamps so you can see exactly how stale the levels and gex inputs are |
get_market_context | One-shot bundle of the four most-asked panels: ES & NQ levels (VPOC, VAH/VAL, VWAP, ONH/ONL, prior-day, profile shape) + GEX walls/flip/dealer regime + the full get_macro_regime payload + SPX implied-vol surface (ATM-30d, 30d z-score, 25-delta put skew, 30d/90d term slope, divergence signal). Each sub-block carries its own generated_at; if any one source file is missing, that section is marked unavailable but the rest still renders |
get_gex_levels | Live SPX gamma exposure from Karl's GEX engine. Returns regime = POSITIVE_GAMMA (dealers long gamma → suppression) or NEGATIVE_GAMMA (dealers short gamma → amplification), total_gex, gamma_peak, gamma_flip strike, put_wall + call_wall (by OI), put_volume_wall + call_volume_wall (by today's volume), atm_straddle + atm_iv + expected_range_pct, and the top 10 strikes by absolute net GEX with charm hotspots |
get_macro_regime | One regime label + signed score on the risk-on/off axis: BULL (≥+3, risk-on), ROTATION (0 to +2, mild/neutral), LATE_CYCLE (-1 to -3, defensive), RISK_OFF (≤-4, crisis-mode). Score is a signed sum of credit (HYG+LQD), VIX term structure, sector ratios (XLY:XLP, SMH:SPY), and SPY MA signals. Plus confidence (HIGH/MEDIUM/LOW) and the contributing factors so you can see *why* it landed where it did |
get_vix_term_structure | Full VIX futures curve: VIX spot + VIX3M + VVIX, up to 8 individual VX contracts with settlement prices, ratios (VX1/VX2, VX1/VX4), contango %, regime classification = CONTANGO / FLAT / BACKWARDATION / DEEP_BACKWARDATION, signal flags (crash_precursor when VX1/VX4 < 0.80, stress_building, regime_change_flag), and 1-year percentiles + days-in-current-regime for context |
get_smart_brief | The current Verracis Market Narrative — Gemma-4-generated prose explaining *why* the tape is doing what it's doing. Sections: UPDATE (how the day is tracking vs. the morning anchor and what changed since the last few updates) → news / cross-asset lead → macro regime read with historical analogues → institutional read citing COT/FXEvo/VolSignals/smart-money flow by name → ACTION takeaway. Refreshes every 15 min during RTH (06:00–15:45 MT) and hourly outside. Each run threads three tiers of memory: the anchor (today's thesis, locked at session-open), the daily journals (last ~7 days, one paragraph each, written at close), the weekly journal (Friday-close synthesis), plus the last 2-3 raw narratives — so the morning thesis never falls out of context as the day refreshes |
get_news_feed | Scored news articles from the live poller (every 60s during RTH, slower outside). Each article has title, description, url, source, age (minutes), score (relevance, higher = more market-moving), and fetched_at. Sorted newest-first; use score to filter to catalyst-grade items |
get_cot_regime | Weekly Commitments-of-Traders read on ES, refreshed Friday 3:30 PM ET after the CFTC release. Returns willco_score (0-100, Larry Williams 26-week stochastic of commercial positioning) + willco_bias = STRONG_LONG (>75, smart money buying) / MODERATE_LONG (50-75) / MODERATE_SHORT (25-50) / STRONG_SHORT (<25, smart money selling) / UNKNOWN; commercial / large-spec / small-spec long+short; progo price-vs-positioning divergence; and a 52-week history series |
get_sector_dashboard | 5-minute sector breadth refresh during RTH. Per-sector row for all 12 SPDR sectors (XLY, XLK, XRT, XLI, XLC, XLE, XLB, XLV, XLF, XLU, XLP, XLRE) with price + change_pct + rank 1-12; index ETFs (SPY, QQQ, DIA, IWM); breadth block: sectors_green, sectors_red, pct_green, leadership (top 2), laggards (bottom 3), risk_on_score clamped to [-1, 1], divergence_flag + note when defensives lead offensives |
get_vp_shape_history | The last ~10 ES sessions of volume-profile shape with POC trajectory. Each entry is D (balanced bell-curve, VA centered) / P (bullish — fat top, thin tail at bottom) / b (bearish — fat bottom, thin tail at top) / B (double distribution — two HVNs split by a deep LVN). Plus sequence_str (e.g. "D->P->P->D") and poc_direction = stacking_higher / stacking_lower / neutral for the rolling POC trend |
Verracis Insiders
— insiders.verracis.com · 1 tool:
search_knowledge | Semantic search over ~17,000 chunks indexed from 69 trading books + 500+ YouTube video transcripts + coaching notes. Pass any natural-language query ("how does Wyckoff describe accumulation", "what does Volatility Trading say about variance premium") and get the most relevant passages back with source attribution (book/episode title, author, chapter). High-quality embeddings (mxbai-embed-large), cosine ranked. Rate-limited at 200 queries / hour / key |
Setup — 5 Minutes
You’ll need an LLM client that supports remote MCP connectors — most desktop assistants do, browser-only chats generally don’t. Check your client’s docs for “MCP” or “remote connector” setup.
1. Copy your key from the “Your MCP Key” panel above. Keep it private — one key per subscriber.
2. Open your client’s connector settings (often under Settings → Connectors or Integrations) and add a remote MCP server. Paste:
https://desk.verracis.com/mcp?token=YOUR_KEY
Replace YOUR_KEY with the key from the panel above.
Name it “Verracis Desk.” Save.
3. Add the second connector with the same key:
https://insiders.verracis.com/mcp?token=YOUR_KEY
Name it “Verracis Insiders.” Save. Now ask your assistant “Use get_daily_action to pull today’s call from Verracis.” If you see real content, you’re done.
Notes
Rate limit: 200 search_knowledge calls/hour.
Other 11 tools have no rate limit (cheap file reads).
Audit log: {timestamp, key label, tool, endpoint}
— never query content for Desk tools, truncated to 200 chars
for search_knowledge. So Karl can spot abuse, not
to spy on what you’re asking.
If your key gets out, click Rotate above and the old one stops working in seconds.
The data is exactly what Karl sees — same files, same cadence, no “pro tier” held back. Trading research tool, not a trading system. Every decision is yours.
Before you continue
Verracis is an invitation-only, draft-stage beta. Before accessing subscriber content, please review and acknowledge the documents below. They describe the risks of trading futures and options, how we handle your data, and the terms under which you use the site.
By clicking "I agree", you acknowledge you have read and understood all four documents, that you are an experienced self-directed trader, and that Verracis is general market commentary — not personalized investment advice.