Market Intelligence MCP

Recession probability, capital rotation scoring, and economic data API

Connector by jbrand0n · GitHub account verified by the MCP Registry

IndexedMITLocal (stdio)★ 1

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Recession probability, capital rotation scoring, and economic data API

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Permissions

What this server can do and what it asks for, from its tool list and install config. Checked Oct 25, 2026.

Tools: 10 read · 0 write · 0 delete · 24 not yet classified
Secrets: 1 (API keys, tokens or passwords)
Install scripts: Not scanned yet
Runs as: Node.js package

Tools by what they do 34

Read from the source code; the running server may list different tools.

Read 10 · Look things up without changing anything.

brrrr_analysis
cascade_analysis
cascade_by_category
cascade_list
cascade_search
cftc_contracts_list
confirmation_status
investment_property_analysis
list_indicators
rent_price_divergence

Not yet classified 24 · We could not tell from the name and description.

cap_rate_direction
cftc_positioning_detail
cre_stress
dashboard_summary
debt_coverage_sensitivity
economic_indicator
employment_data
fed_stance
housing_cycle
housing_data
inflation_data
institutional_cftc

Show 12 more tools

institutional_positioning_overlay
institutional_tic
interest_rates
market_regime
market_sentiment
multifamily_cycle
recession_indicators
recession_probability
refi_window
sectors_flows
sectors_rotation
yield_curve

Secrets and settings it asks for

Secrets: values you paste in that let it act as you.

BULLRUNDATA_API_KEY

Tools (34)

Read from the source code; the running server may differ. Descriptions are the server’s own words; hidden characters are shown as [U+…].

brrrr_analysis
Analyze a BRRRR (Buy, Rehab, Rent, Refinance, Repeat) real estate deal. Returns all-in cost, ARV margin, refinance cash-out, monthly cash flow, BRRRR Score (0-100), 70% rule check, and full breakdown. Pure local calculation — no API call.
cap_rate_direction
Requires Pro tier. Cap Rate Direction Signal — models the DIRECTION cap rates are moving (compressing = valuations rising for holders, expanding = valuations falling) without requiring absolute cap rate data (which needs paid feeds like CoStar/RCA). Returns composite score 0-100 (higher = MORE compression = valuations rising), direction label (compressing_strong / compressing / stable / expanding / expanding_strong), per-component sub-scores across 4 groups (rate-environment, credit-conditions, mbs-stress, risk-premium), and confidence. Rate environment (30%) is the mechanical driver because c…
cascade_analysis
Get the full chain reaction cascade for a macro catalyst scenario. Maps cause-effect chains across markets, regions, and asset classes with confidence levels and historical precedents. Live market-data enrichment (include_live_data=true) reads from the recession-model endpoint which requires Pro tier — free tier callers get the cascade tree without enrichment. Use cascade_list to see available catalysts.
cascade_by_category
Get all catalyst scenarios in a specific category. Categories: geopolitical, monetary, credit, commodity, currency, contagion, structural.
cascade_list
List all available macro catalyst scenarios in the Cascade Engine. Returns catalyst IDs, names, categories, and severity levels. Use a catalyst ID with cascade_analysis for the full chain reaction.
cascade_search
Search catalyst scenarios by keyword. Matches against catalyst names, descriptions, categories, and trigger conditions. Use this when you're not sure which catalyst applies to a given situation.
cftc_contracts_list
List available futures contracts for use with cftc_positioning_detail. Each entry indicates report_type — pass the contract name to cftc_positioning_detail for the full breakdown.
cftc_positioning_detail
Detailed positioning for a single contract or matching set, with smart-money breakdown and week-over-week change in long/short.
confirmation_status
Requires Pro tier. Coincident-indicator confirmation slice from the recession model. Tells you whether leading-indicator recession signals are being confirmed by current activity. Free tier receives a 403 with upgrade link (https://bullrundata.com/pricing).
cre_stress
Requires Pro tier. Commercial Real Estate Stress Composite — early-warning signal for institutional distressed-buying and risk-off timing. Returns composite score 0-100 where HIGHER = MORE STRESS (opposite direction from the cycle models), a stage label (calm / building / elevated / severe / crisis), per-component sub-scores across 4 groups (delinquency, bank-willingness, cost-of-capital, systemic-stress), and confidence. Delinquency (35%) is the direct realized-stress signal; bank-willingness (25%) is the forward SLOOS signal; cost-of-capital (20%) captures credit-spread pricing; systemic-str…
dashboard_summary
One-call macro snapshot with a curated block of key economic indicators. Best starting point for any macro question. Free tier sees indicators + counts; recession probability, market regime, and Fed stance blocks return a Pro-upgrade placeholder — upgrade at https://bullrundata.com/pricing for the full composite.
debt_coverage_sensitivity
Requires Pro tier. Debt Coverage Sensitivity Model — desk tool for underwriting a SPECIFIC deal against Fed rate scenarios. Unlike the other composite models this takes PER-DEAL USER INPUTS. Returns composite score 0-100 (higher = safer coverage across scenarios), status label (covers_all_scenarios / stress_at_100bp / stress_at_50bp / stress_at_25bp / already_stressed), baseline DSCR + annual debt service, 8-scenario rate table (Fed +/- 25/50/75/100 bps → projected mortgage rate → DSCR), breakeven mortgage rate + bps headroom to breakeven, risk flags, per-component sub-scores across 4 groups (…
economic_indicator
Time series for any tracked economic indicator by series ID (e.g., VIXCLS, UNRATE, CPIAUCSL, T10Y2Y, MORTGAGE30US, BAMLH0A0HYM2). Real-estate coverage includes housing starts (HOUST, HOUST5F for multifamily), permits (PERMIT, PERMIT5), FHFA home price index (USSTHPI), rental/homeowner vacancy (RRVRUSQ156N, RHVRUSQ156N), mortgage delinquency (DRSFRMACBS), CRE delinquency (DRCRELEXFACBS), CRE bank tightening (SUBLPDRCSM multifamily, SUBLPDRCSC construction), and CPI shelter (CUSR0000SEHA rent, CUSR0000SEHC owners' equivalent rent). Returns date+value pairs. Use start_date + end_date for explicit…
employment_data
Current labor market indicators (unemployment rate, nonfarm payrolls, initial claims, JOLTS, participation, average hourly earnings) with weekly momentum for each.
fed_stance
Requires Pro tier. Current Federal Reserve monetary policy stance (TIGHTENING, EASING, NEUTRAL, CRISIS) with the live Fed funds rate. Sourced from the recession-model composite endpoint. Free tier receives a 403 with upgrade link (https://bullrundata.com/pricing).

Show 19 more tools

housing_cycle
Requires Pro tier. US OWNER-OCCUPIED SINGLE-FAMILY housing market cycle classifier — expansion / topping / mid_cycle / bottoming / contraction — from a proprietary weighted model over 5 component groups (supply, demand, price, affordability, cost of capital). Returns composite score 0-100, per-component sub-scores with interpretations, 3-month trend, and confidence. Best used for single-family market timing, mortgage-rate + home-price context, general macro housing analysis. For MULTIFAMILY / MF / APARTMENT / RENTAL-PROPERTY questions use multifamily_cycle instead — that model is MF-specific w…
housing_data
Current housing market indicators (mortgage rates, housing starts, building permits, sales prices, Case-Shiller) with weekly momentum. Each entry includes `change` and `changePercent` vs last week so trend is visible inline.
inflation_data
Current inflation indicators (CPI, Core CPI, PCE, etc — all entries in the Inflation category) with weekly momentum for each.
institutional_cftc
Aggregate institutional futures positioning across major contracts. Returns long/short/net positions, directional bias, and an aggregate signal (RISK_ON / RISK_OFF / NEUTRAL) reflecting where institutional money is leaning.
institutional_positioning_overlay
Requires Pro tier. Institutional Positioning Overlay for Rates — contrarian setup detector combining CFTC 10Y Treasury futures positioning with rate momentum, cap rate pressure proxy, and retail-consensus checks. Returns composite score 0-100 (higher = CONTRARIAN LONG setup for RE / rate-sensitive positions), signal label (max_contrarian_long / contrarian_long / neutral / contrarian_short / max_contrarian_short), per-component sub-scores across 4 groups (cftc-positioning, rate-momentum, cap-rate-pressure, consensus-check), and confidence. CFTC positioning (35%) is the primary signal — big mone…
institutional_tic
Treasury International Capital (TIC) flows — net foreign purchases of US Treasuries and other long-term securities. Useful for tracking dollar demand and reserve manager behavior.
interest_rates
Current interest rates with weekly momentum: Fed funds rate and all tracked Treasury / mortgage rate indicators. Each entry includes `change` and `changePercent` vs last week so trend is visible inline (no need to call economic_indicator for a series-level trend check).
investment_property_analysis
Analyze a rental investment property. Returns cap rate, cash-on-cash ROI, monthly cash flow, NOI, DSCR, 1% rule check, and full expense breakdown. Pure local calculation — no API call.
list_indicators
List all tracked indicators with current values, optionally filtered by category. Categories: Consumer, Debt, Economic Activity, Fed Policy, Financial Conditions, Housing, Inflation, Interest Rates, Labor Market, Manufacturing, Markets.
market_regime
Requires Pro tier. Current market cycle phase (early_cycle, mid_cycle, late_cycle, recession) inferred from the recession model trend. Free tier receives a 403 with upgrade link (https://bullrundata.com/pricing).
market_sentiment
Market sentiment indicators (VIX, Financial Conditions Index, Consumer Sentiment, financial-stress measures).
multifamily_cycle
Requires Pro tier. USE THIS TOOL FIRST for any question mentioning MULTIFAMILY / MF / APARTMENT / RENTAL PROPERTY / RENT GROWTH / MF SUPPLY / MF INVESTMENT / MULTIFAMILY UNDERWRITING. Do not default to housing_cycle for these — housing_cycle targets owner-occupied single-family and will give a misleading read for MF questions. US multifamily investment regime classifier over 5 component groups (rent-demand, rent-pricing-power, supply-pressure, debt-cost, credit-stress). Returns composite score 0-100 (higher = more bullish for MF), regime label — expansion / topping / mid_cycle / bottoming / co…
recession_indicators
Latest values for the curated key metrics block from the dashboard summary — with labels and units.
recession_probability
Requires Pro tier. Current US recession probability (0-100%) from a proprietary weighted model. Returns probability, trend (early/mid/late_cycle/recession), confidence, confirmation layer, Fed stance, and recommendation. Free tier receives a 403 with upgrade link (https://bullrundata.com/pricing).
refi_window
Requires Pro tier. Refi Window Timing signal for rate-sensitive borrowers (MF operators, commercial RE, any levered position facing refi/rollover). Returns composite score 0-100 (higher = better window now), a window label (refi_now / refi_soon / wait_3mo / wait_6mo / unattractive), per-component sub-scores across 5 groups (rate-level, rate-trajectory, fed-path, credit-availability, duration-spread), rate scenarios projecting the 30Y mortgage under Fed +/- 25/50/75/100 bps moves, and confidence. Rate-level (30%) and rate-trajectory (25%) are dominant; Fed path (20%) is the forward view; credit…
rent_price_divergence
Requires Pro tier. Rent-to-Price Divergence Signal — leading indicator for multifamily NOI trends. Detects when rents outpace prices (bullish for MF NOI expansion 2-4 quarters ahead) or prices outpace rents (NOI compression risk). Returns composite score 0-100 (higher = rents outpacing prices = NOI expansion setup), signal label (expansion / widening / balanced / narrowing / compression), per-component sub-scores across 4 groups (rent-growth, price-growth, divergence-magnitude, divergence-momentum), current divergence in percentage points, historical 5-year percentile of the current divergence…
sectors_flows
Per-sector accumulation and distribution signals — classifies each S&P sector ETF as ACCUMULATION, DISTRIBUTION, or NEUTRAL based on a proprietary composite of price and volume analysis. Surfaces sectors with sustained buying pressure, early distribution, or capitulation lows.
sectors_rotation
Sector rotation signal — risk-on vs risk-off based on cyclical vs defensive S&P sector performance. Returns the rotation spread, current signal (RISK_ON / RISK_OFF / NEUTRAL), top leaders and laggards, and momentum data across 1w / 1m / 3m windows.
yield_curve
Yield curve snapshot: 10Y-2Y and 10Y-3M Treasury spreads with inversion check.

Signals

Stars: 1
Forks: 0
Open issues: 2
Weekly downloads: 25
Last commit: Sep 21, 2026 (1 month ago)
Last release: Apr 7, 2026 (6 months ago)
Last package publish: Aug 4, 2026 (2 months ago)

From GitHub (fetched Oct 24, 2026) and the package registry.

Details

Registry name: io.github.jbrand0n/market-intelligence-mcp
Version: 0.1.2
Auth: API key
Packages: npm @bullrundata/market-intelligence
License: MIT
Repository: github.com/BullrunData/market-intelligence-mcp
First seen: Oct 24, 2026
Last checked: Oct 24, 2026
Source: Official MCP Registry github-graphql

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Market Intelligence MCP. Agent Mart. https://agentmart.dev/connectors/jbrand0n-market-intelligence-mcp (last updated 2026-10-24)