optimize_portfolio
shallowio.github.sailorpepe/undesirables-mcp-server · Verify this server
Optimize a trading card portfolio using Markowitz mean-variance analysis with Merton jump-diffusion Monte Carlo simulations. Provide comma-separated card names, budget, and risk tolerance to receive optimal position sizing, per-card allocation weights, Sharpe ratios, and rebalancing recommendations. PAID: $0.50 USDC per call. Use this when: a user has a budget and wants to know "how should I allocate my money across these cards?"
1 trials · measured 8 days ago
optimize_portfolio scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against io.github.sailorpepe/undesirables-mcp-server, measured 25 Aug 2026 under methodology v0.2.0. Every measured component scored 100.
Component breakdown
| Component | Weight | Value |
|---|---|---|
| Reliability | 35% | not applicable |
| Schema integrity | 25% | 100.0 |
| Failure behaviour | 15% | not applicable |
| Latency | 15% | not applicable |
| Concurrency | 10% | not applicable |
Tool details
- Transport
- remote + stdio
- Credential class
- self-provisionable
- Category
- Finance & compliance
- Input schema
- not declared
- Output schema
- not declared
- Side-effect classification
- unclassified
Score history
| Day | Score | Tier | Methodology |
|---|---|---|---|
| 2026-08-25 | 100.0 | shallow | v0.2.0 |
Probe evidence
| Probe | Outcomes |
|---|---|
| schema_integrity | pass: 1 |
Raw request/response logs are not archived yet — the outcome counts above are drawn directly from every recorded trial.
Embed this score
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[](https://vouch.tools/tools/de37eb0e-0d6e-4ae1-8bba-808f9d337063)