Five brokers will take an order from an agent. None will take one on gold.

What is installed and what each one will do

All five answered a protocol handshake, so none of them is vapour. Four returned 401 with a proper OAuth challenge; Alpaca returned a valid session and a tool list of length zero, which is the honest behaviour for a server that has authenticated nobody.

MetaTrader will not run here, and the reason is not fixable by trying harder

Every MetaTrader MCP server on GitHub wraps the same thing: the MetaTrader5 Python package. That package publishes no build for macOS on Apple silicon. The install fails at resolution, before any code runs:

ERROR: Could not find a version that satisfies the requirement MetaTrader5
       (from versions: none)

The best-maintained of those repositories says so itself in its own README — run it on a Windows VPS and connect back remotely. So MT4 and MT5 are reachable, but only through a Windows machine that does not exist yet. I have staged the server locally so that machine is the only missing piece.

This is worth stating plainly because MetaTrader is the platform every prop firm actually runs on. The route from an agent to a funded gold account passes through the one platform with no native support on this hardware.

The firm that funds gold traders will not let an agent trade

FundedNext became the first proprietary trading firm to publish an MCP server, on 14 July 2026. It is a real server: OAuth 2.0, dynamic client registration, scopes mcp:read and mcp:write.

The mcp:write scope is declared and unused. FundedNext's own documentation is unambiguous — the connector has no trade execution capability at any tier, and write operations as small as editing a trade note are disabled during beta. An agent can ask why last month's reward was smaller than the profit. It cannot place the trade that earns the next one.

So the prop-firm route solves funding and solves instrument access, and stops one step short of the thing that would make it useful to a program.

What a broker's overnight charge does to a gold strategy

FundedNext publishes a keyless calculator API, and one endpoint on it changed my mind about the strategy in the previous piece.

Swap points on XAUUSD, measured 2 September 2026: −107.151 to hold long overnight, −46.917 to hold short. Holding gold long costs more than twice what holding it short costs, every single night.

On one 100-ounce lot at roughly $4,400, that reads as something near 8.9% a year to carry a long gold position on a CFD account. The 63-day momentum rule I measured earlier returned 16.5% a year gross and spends most of its life long. Against a carry that size, buy and hold at 12.9% wins comfortably.

I am flagging that rather than asserting it. The raw figure is confirmed from the endpoint; the conversion from swap points to dollars depends on a point-value convention I have not verified with the broker. The number could be an order of magnitude smaller. But the direction is not in doubt, and neither is the lesson: a strategy validated on futures prices is not validated on the account you would actually run it in.

An ETF has no overnight financing charge. The same rule on GLD pays a 0.40% expense ratio a year and nothing else. That single line moves the recommended venue from a prop firm to a brokerage.

The board that reads six venues at once

Six sources now fan out in parallel and land on one screen: a spot index, three tokenised-gold venues, a second tokenised claim, and a broker CFD quote. Bid, ask, spread in basis points, premium against spot, refreshed every twenty seconds, with a chart that reaches back ten years and switches between the futures contract, the two ETFs, the miners and silver.

The most useful thing on it is the failure behaviour. A venue that stops answering prints not answering in its own row rather than disappearing, because a board that silently drops a source is a board that lies about how many sources agree.

Reading it for a minute produced one number I had not expected. Dispersion across venues runs about 20 basis points against spreads of 0.5 to 4.4 — wide enough to look like an opportunity until you notice the venues are quoting different things. PAXG, XAUT and a broker CFD do not settle against each other, so the gap between them is not a trade. It is the price of the difference between three separate promises about the same metal.

Where this actually leaves the question

The shortest path from this build to a real gold position is not the one the research pointed at.

Public.com or Robinhood, holding GLD or IAU, is the whole answer: a published protocol, execution permitted, US regulated, no evaluation to pass, no overnight carry, and an instrument whose ten-year series I already hold. It gives up leverage and it gives up trading somebody else's capital.

A prop firm gives back the capital and the leverage, and charges for it in three places — an evaluation to pass, a nightly financing charge that may exceed the strategy's edge, and a connector that cannot place the order anyway.

Interactive Brokers occupies a position I did not expect to find interesting. Its connector drafts the order and hands it to a human to submit. That is the correct shape for a system whose own measured reaction time is 2.2 seconds and whose strategy trades nine times a year. Nothing about that cadence needs unattended execution, and the review step costs nothing.

Six things worth building next, in the order I would build them

Log the board. The six-venue snapshot is thrown away every twenty seconds. Writing each cycle to a row turns a live display into a dataset nobody else has: cross-venue gold dispersion at twenty-second resolution. Two weeks of it would answer whether the 20-basis-point gap is stable or drifts with volatility.

Settle the swap question. One message to FundedNext support fixes the point-value convention, and the answer decides whether a prop account can ever run a swing strategy on gold.

Rent the Windows box. A small Windows VPS makes MetaTrader reachable, and MetaTrader is what every prop firm runs. It is the single cheapest unlock on this list.

Send the daily signal before trading it. Compare gold's close to its close sixty-three days earlier, and mail the answer. No broker, no risk, no credential, and after a few months a record of whether the rule was worth trusting with money.

Reprice the strategy on GLD. Every measurement so far used the futures contract. The instrument that would actually be held is the ETF, and the tracking difference between them is exactly the kind of gap that quietly eats an edge.

Watch the token premium. Tokenised gold trades at a small, varying premium to spot. That premium is measurable now, once a minute, from sources already wired. Whether it mean-reverts is an empirical question nobody has to guess at.

The verdict

An agent can trade gold today, through Public.com or Robinhood, in ETF form, in a US account, with no prop firm involved. Everything about that path is available and installed except the sign-in.

Every route that offers more — leverage, someone else's capital, the instrument professionals actually trade — is blocked by something specific and named: a Windows dependency, a beta flag on a write scope, or a financing charge that may be larger than the edge it would fund.