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Agent Financial Advisor

Strategy audit and overfitting check

strategy_audit

An independent performance auditor for a trading strategy or backtest. From a trade list and/or periodic returns it computes win rate, expectancy, profit factor, streaks, Sharpe/Sortino/drawdown, and tests whether the edge is real: t-stat, Probabilistic Sharpe Ratio and the Deflated Sharpe Ratio that corrects for how many variants you tried. Returns a verdict and red flags. Price: $0.1.

Input Schema

NameRequiredDescriptionDefault
tradesNoClosed trades.
returnsNoPeriodic strategy returns as decimals.
n_trialsNoHow many strategy/parameter variants were tested before picking this one. Default 1.
starting_equityNoFor risk-of-ruin and drawdown in dollars from trades.
periods_per_yearNo
trial_sharpe_varianceNoVariance of per-period Sharpe across trials, if known.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed1 schema field changed
    • addedInput schema / examples
      Added value: +[
      +  {
      +    "n_trials": 20,
      +    "trades": [
      +      {
      +        "pnl": 120
      +      },
      +      {
      +        "pnl": -60
      +      },
      +      {
      +        "pnl": 45
      +      },
      +      {
      +        "pnl": -30
      +      },
      +      {
      +        "pnl": 90
      +      }
      +    ]
      +  }
      +]
  2. First observed

TDQS

A3.8/5.0
Behavior4/5

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

No annotations are provided, so the description carries the full burden, and it does disclose the return shape ('a verdict and red flags'), the computational method (t-stat, PSR, Deflated Sharpe correcting for n_trials) and the cost ($0.1) — details absent from structured fields. It stops short of confirming the operation is read-only/non-mutating or noting any rate limits or failure modes.

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?

Three dense sentences, front-loaded with the purpose, then the outputs, then the differentiator (deflated Sharpe) and cost. Every sentence earns its place, though the metric list is long enough to read as enumeration rather than guidance.

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?

With no output schema, the description must convey what comes back, and it does in one phrase ('a verdict and red flags') but gives no sense of the verdict's form or severity levels. It also doesn't clarify that at least one of trades or returns is effectively needed despite zero required parameters, which is the main practical gap for a 6-parameter tool.

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 coverage is 83%, so the schema already documents most parameters. The description hints at the meaning of n_trials ('corrects for how many variants you tried') but adds no format or input-preparation guidance beyond that, so baseline 3 applies.

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 and resource ('independent performance auditor for a trading strategy or backtest') and enumerates the exact statistics computed, so an agent can distinguish it from portfolio_review or options_risk_check without opening the schema. The scope boundary of auditing a backtest's edge rather than reviewing a live portfolio is explicit.

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

Usage Guidelines3/5

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

Usage is implied by 'From a trade list and/or periodic returns' and by the overfitting framing, which tells the agent this is for post-backtest validation. However, it never states when NOT to use it, nor does it name an alternative sibling for related tasks (e.g., portfolio_review for live portfolios).

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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