System R AI

Planning tools help size derivative positions and build structured trade plans.

size_options_position

Cost: $0.004 | Calculate optimal options position size.

Four sizing modes for different option strategies:

Mode	Description	Required params
`equity_risk`	Standard risk adapted for options	`entry_premium`, `stop_premium`
`premium`	Max loss equals premium paid	`entry_premium`
`delta_adjusted`	Risk weighted by option delta	`entry_premium`, `stop_premium`, `delta`
`spread`	Credit spread sizing	`spread_width`, `credit_received`

Parameters

Parameter	Type	Required	Description
`mode`	string	Yes	`"equity_risk"`, `"premium"`, `"delta_adjusted"`, `"spread"`.
`equity`	string	Yes	Account equity in USD.
`risk_pct`	string	Yes	Risk per trade as decimal (e.g. `"0.02"`).
`entry_premium`	string	Varies	Option premium at entry.
`stop_premium`	string	Varies	Option premium at stop.
`delta`	string	Varies	Option delta (-1 to 1).
`spread_width`	string	Varies	Distance between strikes.
`credit_received`	string	Varies	Net credit received.
`contract_multiplier`	int	No	Default 100 (US equity options).

Example: equity risk mode

result = client.call_tool(
    "size_options_position",
    mode="equity_risk",
    equity="100000",
    risk_pct="0.02",
    entry_premium="5.50",
    stop_premium="3.00",
)

Returns: contracts (number of contracts), risk_per_contract, total_risk, notional_exposure.

Example: spread mode

result = client.call_tool(
    "size_options_position",
    mode="spread",
    equity="100000",
    risk_pct="0.02",
    spread_width="5.00",
    credit_received="1.50",
)

size_futures_position

Cost: $0.004 | Calculate optimal futures position size.

Three sizing modes:

Mode	Description	Required params
`margin_based`	Constrained by initial margin	`margin_per_contract`, `max_margin_pct`
`tick_value`	Risk in ticks from entry to stop	`equity`, `risk_pct`, `entry_price`, `stop_price`, `tick_size`, `tick_value`
`notional`	Limits total notional exposure	`equity`, `max_notional_pct`, `contract_value`

Parameters

Parameter	Type	Required	Description
`mode`	string	Yes	`"margin_based"`, `"tick_value"`, `"notional"`.
`equity`	string	Varies	Account equity.
`risk_pct`	string	Varies	Risk per trade as decimal.
`entry_price`	string	Varies	Planned entry price.
`stop_price`	string	Varies	Stop loss price.
`tick_size`	string	Varies	Minimum price increment.
`tick_value`	string	Varies	Dollar value per tick per contract.
`margin_per_contract`	string	Varies	Initial margin per contract.
`max_margin_pct`	string	Varies	Max margin as % of equity.
`contract_value`	string	Varies	Full contract notional value.
`max_notional_pct`	string	Varies	Max notional as % of equity.

Example: tick value mode

result = client.call_tool(
    "size_futures_position",
    mode="tick_value",
    equity="100000",
    risk_pct="0.02",
    entry_price="4500.00",
    stop_price="4480.00",
    tick_size="0.25",
    tick_value="12.50",
)

Returns: contracts (number of contracts), risk_per_contract, total_risk, margin_required.

build_options_plan

Cost: $0.008 | Build a structured options trade plan.

Takes a market thesis, asset, and account parameters to generate a complete options trade plan including strategy selection, strike selection, sizing, and defined risk/reward.

Parameter	Type	Required	Description
`underlying`	string	Yes	Underlying symbol (e.g. `"AAPL"`).
`thesis`	string	Yes	Market thesis: `"bullish"`, `"bearish"`, `"neutral"`, `"volatile"`.
`equity`	string	Yes	Account equity.
`risk_pct`	string	Yes	Max risk per trade.
`expiry_preference`	string	No	`"weekly"`, `"monthly"`, `"quarterly"`. Default `"monthly"`.
`iv_rank`	string	No	Current IV rank (0 to 100). Helps with strategy selection.

result = client.call_tool(
    "build_options_plan",
    underlying="AAPL",
    thesis="bullish",
    equity="100000",
    risk_pct="0.02",
    iv_rank="35",
)

Returns: strategy (e.g. "bull_call_spread"), strikes, contracts, max_risk, max_reward, breakeven, risk_reward_ratio, plan_notes.

build_futures_plan

Cost: $0.008 | Build a structured futures trade plan.

Parameter	Type	Required	Description
`symbol`	string	Yes	Futures symbol (e.g. `"ES"`, `"NQ"`, `"CL"`).
`direction`	string	Yes	`"long"` or `"short"`.
`equity`	string	Yes	Account equity.
`risk_pct`	string	Yes	Max risk per trade.
`entry_price`	string	Yes	Planned entry price.
`stop_price`	string	Yes	Stop loss price.
`target_price`	string	No	Profit target price.
`tick_size`	string	Yes	Minimum price increment.
`tick_value`	string	Yes	Dollar value per tick.
`margin_per_contract`	string	Yes	Initial margin per contract.

result = client.call_tool(
    "build_futures_plan",
    symbol="ES",
    direction="long",
    equity="100000",
    risk_pct="0.02",
    entry_price="4500.00",
    stop_price="4480.00",
    target_price="4540.00",
    tick_size="0.25",
    tick_value="12.50",
    margin_per_contract="12000",
)

Returns: contracts, total_risk, total_reward, risk_reward_ratio, margin_required, margin_pct_of_equity, plan_notes.

System R AI

Python SDK	`pip install systemr`
MCP Server	agents.systemr.ai/mcp/sse
OpenAPI Spec	agents.systemr.ai/openapi.json
Machine Docs	agents.systemr.ai/llms.txt
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X	@Systemrai
YouTube	@systemr_ai
Email	hello@systemr.ai
Phone	`628 333 6693`
Address	`7901 4TH ST N, STE 28529, ST PETERSBURG, FL 33702`
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Security	Security Policy

Planning Tools

size_options_position

Parameters

Example: equity risk mode

Example: spread mode

size_futures_position

Parameters

Example: tick value mode

build_options_plan

build_futures_plan

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