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backtest-cost-sensitivity-mcp

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    • A
      license
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      Enables statistical validation of whether a trading backtest’s edge is real using bootstrap-resampling and reshuffling Monte Carlo methods, including confidence intervals, drawdown-path percentiles, expected value calculations, and prop-firm challenge pass-probability simulation. It also compares multiple win-rate/risk-reward geometries by simulated pass rate.
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    • A
      license
      Not graded
      quality
      C
      maintenance
      Enables walk-forward analysis of trading strategies by computing Walk-Forward Efficiency ratios, scoring parameter surfaces for fragile curve-fit spikes versus robust plateaus, auditing whether parameters were genuinely locked after optimization, and generating correctly non-overlapping rolling in-sample/out-of-sample windows.
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    • A
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      B
      quality
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      Enables auditing and verification of algorithmic trading backtests from coding agents like Claude Code, Cursor, and Windsurf, including look-ahead bias detection, overfitting checks, and sealed audit proof verification.
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    • A
      license
      Not graded
      quality
      B
      maintenance
      Checks whether a trading backtest survives its own statistics: deflated Sharpe, multiple-testing correction against a best-of-N-noise benchmark, minimum track record length, and fill realism. Takes no market data and no API keys, and cannot recommend a trade — it only reports that a result is weaker than claimed or not yet provable.
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    • A
      license
      Not graded
      quality
      C
      maintenance
      Enables quant traders and researchers to test whether a strategy's edge is genuine or an artifact of testing many variants, via Probability of Backtest Overfitting, Deflated Sharpe Ratio, Minimum Backtest Length, and purged/embargoed cross-validation splits.
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    • A
      license
      B
      quality
      A
      maintenance
      Verify a number before an agent asserts it — a Deflated Sharpe Ratio for backtest, plus eval-gap, subset-win, and judge-bias checks, with signed receipts anyone can verify offline.
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      MIT