io.github.arhancanli/canli-validation-mcp

up checked 2026-11-11T14:38:07.564Z

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Publisher-provided title

Canli Validation

Publisher-provided description

Deflated Sharpe and PBO checks. A verdict is not admission to anything and is not a forecast.

Summary by lookupd

Runs statistical validation on trading strategy backtests and price series, including overfitting, data-snooping, leakage and stress tests.

Install

Claude Code, remote (streamable-http)

claude mcp add --transport http canli-validation https://canlicapital.com/mcp

Claude Code, npm package (stdio)

claude mcp add canli-validation -- npx -y canli-validation-mcp

Codex, remote (streamable-http)

codex mcp add canli-validation --url https://canlicapital.com/mcp

Codex, npm package (stdio)

codex mcp add canli-validation -- npx -y canli-validation-mcp

Cursor, remote (streamable-http) → .cursor/mcp.json

{
  "mcpServers": {
    "canli-validation": {
      "url": "https://canlicapital.com/mcp"
    }
  }
}

Cursor, npm package (stdio) → .cursor/mcp.json

{
  "mcpServers": {
    "canli-validation": {
      "command": "npx",
      "args": [
        "-y",
        "canli-validation-mcp"
      ]
    }
  }
}

Other clients: docs. Or tell your agent: Set up lookupd for me: read https://lookupd.com/agent.md and follow it.

Tools (18 tools)

Publisher-provided text

• validate_deflated_sharpe Deflated Sharpe ratio: the probability (0 to 1) that the selected strategy's Sharpe beats the best that luck gives across the variants tried, with the probabili
• validate_overfitting Probability of backtest overfitting (0 to 1) by CSCV: how often the in-sample best variant falls below the out-of-sample median. Needs every variant's returns (
• validate_reality_check Data-snooping tests on every variant a search tried: Hansen's SPA p-value that the best beat the benchmark only by luck, White's Reality Check, and the variants
• validate_paper_evidence Checks paper-evidence.v0 structure and disclosures. With CANLI_LOCAL=1, record_file reads an export bundle and journal_file verifies signatures, source hashes a
• validate_breadth Book Sharpe ceiling from adding sleeves of this quality and correlation, the Sharpe at a sleeve count, and the sleeves a target needs. For portfolio constructio
• validate_track_record Minimum track record length (observations and years) for an observed Sharpe to beat a benchmark at a confidence level; with observations, the record's probabili
• validate_backtest_length Minimum backtest length (years) before the best of N independent trials is not expected to reach a target Sharpe by luck; with backtest_years, the most trials t
• validate_haircut_sharpe Haircut Sharpe for multiple testing (Harvey and Liu 2015): the Sharpe a single test would have needed, by Bonferroni and independent tests, and with the other t
• validate_luck_trials How many skill-less strategies a search would need for its best to reach this Sharpe by luck (Monte Carlo), and with a trial count, the chance it did. States lu
• audit_backtest One-call audit of a strategy's returns. Headline: one test whose false-positive rate was measured on nine return shapes (White's Reality Check with variants, lu
• verify_receipt Verify a receipt offline: its Ed25519 signature against the bundled canlicapital.com key, its output hash and its id. Send an id to fetch it first, or the recei
• service_status Whether the validation API is up, with its quotas; check after a timeout before resubmitting. No key. This verdict is about the series exactly as submitted. The
• backtest_strategy Backtest a rule on your prices over a whole parameter grid, then validate the best with the count of variants actually run: deflated Sharpe, overfitting probabi
• summarize_series A long price or return series in about 100 words plus fields: growth, risk, dated drawdowns, trend, volatility regime, tails, jumps, stale data. Use instead of
• stress_test Stress a strategy's returns: bootstrap histories (how often the drawdown limit breaks or Sharpe turns negative) and named crash, volatility, repeat and stuck-po
• check_feasibility Check a trading plan before it trades: broker order-rate and minimum-order limits, 2026 US day-trading rules, square-root market impact with crowding, and the c
• check_leakage Does a signal look ahead? plan gives cuts; rerun your code on the first cut rows for each, then compare. Rows that changed used later rows; the result names the
• placebo_test Does your pipeline find edges in noise? plan writes placebo files (your data's returns in random orders, so nothing is predictable); run the whole pipeline on r

Details

• Version: 0.16.0
• Transports: streamable-http, stdio
• Uptime (7 days): 100%
• Median latency: 685 ms
• First indexed: 2026-11-01T09:20:27.573Z
• Last seen in registry: 2026-11-08T18:17:24.707Z
• Repository: https://github.com/arhancanli/canlicapital
• Website: https://canlicapital.com/developers#ai-assistant

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