# montecarlo-validator-mcp

[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
[![Live on MCPize](https://img.shields.io/badge/Live%20on-MCPize-6d28d9)](https://mcpize.com/mcp/montecarlo-validator-mcp)

An MCP server that statistically validates whether a backtest's edge is real, using bootstrap-resampling and reshuffling Monte Carlo methodology, plus prop-firm-specific pass-probability simulation.

## The problem this solves

A single backtest equity curve tells you what happened on one path through history — it doesn't tell you how likely that result was to happen by chance, or what the range of plausible outcomes looks like on the *next* set of trades. This wraps the actual statistical validation (bootstrap confidence intervals, drawdown-path percentiles, challenge pass-probability simulation) instead of eyeballing one curve.

## Tools

### `monte_carlo_validate`
Bootstrap 90% confidence interval on per-trade expected value (flags when the interval includes zero), plus drawdown-path percentiles via reshuffling.

### `expected_value_calculator`
Per-trade EV from win rate, average win, and average loss.

### `prop_firm_pass_probability`
Simulates challenge pass probability from win-rate/risk-reward/target/drawdown-limit inputs.

### `risk_geometry_comparator`
Ranks multiple win-rate/risk-reward geometries by simulated pass rate — surfaces that tight, high-win-rate setups often out-pass high-RR/low-win-rate setups on a fixed-target challenge, independent of raw expected value.

## Use it

**Hosted (recommended):** [MCPize](https://mcpize.com/mcp/montecarlo-validator-mcp) — free tier, paid Pro tier for higher limits.

**Self-host:**
```bash
npm install
node server.js
```

## Part of the AlgoForge suite

Prop-firm and quant-validation tools for algo traders: [prop-rules-mcp](https://github.com/tylerscomic-lab/prop-rules-mcp), [trade-journal-mcp](https://github.com/tylerscomic-lab/trade-journal-mcp), [payout-calc-mcp](https://github.com/tylerscomic-lab/payout-calc-mcp), [econ-calendar-mcp](https://github.com/tylerscomic-lab/econ-calendar-mcp), [overfitting-audit-mcp](https://github.com/tylerscomic-lab/overfitting-audit-mcp), [walkforward-validator-mcp](https://github.com/tylerscomic-lab/walkforward-validator-mcp), [pinescript-audit-mcp](https://github.com/tylerscomic-lab/pinescript-audit-mcp), [backtest-cost-sensitivity-mcp](https://github.com/tylerscomic-lab/backtest-cost-sensitivity-mcp), [pinescript-mcp](https://github.com/tylerscomic-lab/pinescript-mcp).

## License

MIT