# walkforward-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/walkforward-validator-mcp)

An MCP server for walk-forward analysis of trading strategies — Walk-Forward Efficiency ratio, parameter-stability scoring, lock-after-optimization audits, and WFO window generation.

## The problem this solves

A strategy optimized on one historical window and never re-validated on a fresh, unseen window is a curve fit until proven otherwise. Walk-forward analysis is the standard fix, but building the rolling windows correctly and scoring whether a parameter surface is a robust plateau or a fragile spike is easy to get subtly wrong by hand.

## Tools

### `walk_forward_efficiency`
Computes the Walk-Forward Efficiency ratio — out-of-sample performance as a fraction of in-sample performance — the core signal for whether an optimization generalizes.

### `parameter_stability_score`
Scores a parameter surface for fragile curve-fit spikes vs. robust plateaus, flagging optimizations that only work at one exact parameter value.

### `lock_after_wfo_check`
Audits whether parameters were genuinely locked after the walk-forward optimization step, or quietly re-tuned against the "out-of-sample" data — the mistake that silently invalidates a WFO result.

### `walk_forward_window_generator`
Generates correctly non-overlapping rolling in-sample/out-of-sample windows for a given date range and step size.

## Use it

**Hosted (recommended):** [MCPize](https://mcpize.com/mcp/walkforward-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), [montecarlo-validator-mcp](https://github.com/tylerscomic-lab/montecarlo-validator-mcp), [overfitting-audit-mcp](https://github.com/tylerscomic-lab/overfitting-audit-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