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strategy_research

Read-onlyIdempotent

Run one chronological research experiment across many built-in strategies, instruments and timeframes. Use this for broad discovery instead of many backtest_run calls — and in particular instead of testing one strategy on coin after coin, which is a search whether or not it is called one. It ranks only on a selection window, checks several subperiods, leaves an embargo, reveals held-out performance, doubles costs as a stress test, compares buy-and-hold, and corrects the selected Sharpe for every strategy/symbol/timeframe combination tried.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
barsNoPer symbol and timeframe. Default 3000, max 10000.
foldsNoSelection subperiods, 2..8. Default 4.
feeBpsNoPer side. Default 4.
marketNoDefault: the chart.
symbolNoDefaults to the charted symbol.
symbolsNoUp to 8 instruments to search across, e.g. BTCUSDT, ETHUSDT. Every symbol is another trial and the deflated Sharpe accounts for it.
exchangeNo
directionNo
timeframesNoUp to 6, e.g. 15m, 1h, 4h, 1d. Defaults to the chart timeframe.
embargoBarsNoGap before held-out data. Default 10.
slippageBpsNoPer fill. Default 1.
strategyIdsNoBuilt-in ids from catalog_search. Omit for the full library.
minimumTradesNoReliability penalty threshold. Default 30.
inSampleFractionNoSelection share, 0.5..0.8. Default 0.7.

Schema Changelog

Changes observed during successful MCP inspections.

  1. First observed

TDQS

A4.4/5.0
Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Beyond annotations (readOnlyHint, idempotentHint), the description discloses the full experimental design: selection-window ranking, subperiod checks, embargo, held-out performance reveal, doubled costs as a stress test, buy-and-hold comparison, and deflated Sharpe correction for multiple trials. This is rich behavioral context that annotations alone do not provide.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness4/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Front-loaded with purpose and usage guidance, then detailed methodology. The third sentence is a dense list but each item earns its place; minor redundancy exists with the schema's symbols description that already mentions deflated Sharpe accounting. Efficient overall for a complex tool.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

For a 14-parameter research tool with no output schema, the description thoroughly explains methodology and purpose but leaves the output format implicit. An agent can infer that results include rankings and held-out performance, but explicit return-value documentation would make it complete.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 86%, so the schema carries most parameter semantics. The description adds cross-parameter context (every strategy/symbol/timeframe combination is a trial, corrected by deflated Sharpe) but does not substantially elaborate individual parameter meanings beyond the schema. Baseline 3 is appropriate.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

States a specific verb+resource: runs one chronological research experiment across many built-in strategies, instruments, and timeframes. It explicitly distinguishes itself from backtest_run by naming the anti-pattern of testing one strategy on coin after coin, making sibling differentiation clear.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines5/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

Explicitly directs use to broad discovery and says to use it instead of many backtest_run calls, even naming the exact anti-pattern it replaces. The description gives a clear when-to-use instruction and identifies the alternative tool, matching the top-tier calibration.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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