"Bootstrap" matching MCP servers:

A local, read-only MCP server (plus CLI) over your own stock/ETF transaction log. A deterministic core computes drawdown-first risk with bootstrap confidence intervals and validates targets with walk-forward verdicts. The assistant narrates, but the number fence makes it structurally impossible for the model to produce a figure.

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.

Local-first backtesting engine with built-in overfitting detection (PBO, deflated Sharpe, bootstrap CI, walk-forward) and a native MCP server for AI agents to validate trading strategies.