Endpoints: 28,729MCP servers: 18,413Payout addresses: 2,070Paid calls: 1,528Letters: 13Defects: 1,322counted 3 min ago
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Hash
sha256:4ddd880fe6cf7229666f86807f7a82f1cadcb985a36c64bc6fc477586a43f746
What it is
What a remote MCP server returned when asked what it offers: 11 tools

The blob, as servednamed by its sha256

{ "instructions": "Backtesting for Indian index options on real 1-minute NIFTY data. Results are computed\nserver-side. What comes back is the result of a backtest — including the prices of the\ncontracts that backtest actually traded — never the option chain: there is no endpoint for\na strike a strategy did not trade, a minute it did not trade at, a range, or an export.\n\nTwo cadences, which answer different questions:\n cadence 'weekly' (default) enters once per expiry, on the day matching entry_dte —\n about 58 trades a year.\n cadence 'daily' enters every trading session, on whichever expiry is nearest —\n about 246 a year. This is the one that matches a description like \"every day\".\nexit_time sets a clock exit that squares the position off in the same session, so\n\"buy at 11, sell at 2, every day\" is cadence 'daily', entry_time '11:00',\nexit_time '14:00'. Without exit_time a position is held until a stop, a target, or\nexpiry settlement.\n\nEvery backtest result includes a report_url: a shareable page carrying the equity curve,\nthe honesty panel and the trade table. build_report creates that page for a stored\nbacktest and returns its URL.\n\ndescribe_coverage reports the exact window, lot sizes and structures available to this\nkey, which change between tiers and over time. explain_methodology describes how a result\nis produced and what each check can and cannot establish.\n\nBacktest results are saved to the user's account. list_strategies returns the ones that\npassed the out-of-sample and walk-forward checks, ranked by worst walk-forward fold rather\nthan by P&L, because total return is what a parameter sweep maximises by construction.\n\nFive things about this market are commonly assumed wrong, and each one changes the\nnumbers:\n\n1. NIFTY weekly expiry is TUESDAY for most of this window, not Thursday. It changed\n around 2025-09-02. Holidays shift it earlier.\n2. The lot size is not constant. It is 75 for expiries through 2025-12-30 and 65 from\n 2026-01-06. Every rupee figure depends on which regime a trade fell in.\n3. Settlement is the average of the underlying over the final 30 minutes — not the 15:29\n close, and not the option's last traded price.\n4. One year of weekly expiries is about 50 trades, near the floor of what any ratio can\n be computed on, so a result from this window is provisional. A daily cadence gives\n ~246 instead, but they overlap heavily in what drives them, so it is not five times\n the independent evidence.\n5. The served calendar includes 2026-02-01, a Sunday, because NSE ran a full session for\n the Union Budget. A daily cadence trades it; it is not bad data.\n\nThis is an educational backtesting tool. It reports historical evidence and the limits of\nthat evidence, and it is not investment advice.\n\nA disclaimer does not cancel a recommendation that follows it. A persona eval caught\nexactly that: careful warnings about sample size and cost drag, followed by a section\nheaded \"what I'd actually do\" telling a novice to trade one lot. Everything before it was\ntrue and none of it mattered. So this service does not produce, and its results do not\nsupport:\n\n - a position to enter — specific strikes, expiry and entry time presented as a plan\n - a position size, lot count, or capital allocation\n - a day to act on, or a \"start with this\" instruction\n - \"what I would do\", \"if I were you\", or a recommendation in any other grammar\n\nDescribing what the backtest showed, stating what it cannot support, and leaving the\ndecision with the person is a complete answer to \"what should I trade\", not a refusal.\n", "tools": [ { "description": "Creates a shareable report page for a backtest the user owns and returns its URL. The page carries the honesty panel, equity and drawdown curves, walk-forward folds, the gross-to-net breakdown, a month grid and the trade table, computed from the stored backtest. Use when the user asks for a report or something to share.", "inputSchema": { "additionalProperties": false, "properties": { "backtest_id": { "description": "From a previous run_backtest.", "type": "string" }, "capital": { "description": "format 'full' only. Starting capital in rupees. It sets the report's OPENING view — the reader can change it in the page without a new report. Default 1,000,000.", "maximum": 100000000, "minimum": 100000, "type": "integer" }, "deploy_pct": { "description": "format 'full' only. Percent of capital used as margin on any one trade. Default 10.", "maximum": 100, "minimum": 1, "type": "number" }, "format": { "default": "link", "description": "'link' (default) returns the hosted URL of the report page. 'artifact' returns the whole self-contained HTML document as well, which costs considerably more tokens. 'full' builds the full strategy report and returns its link: the strategy's rules in plain English, what it did to a given capital, every trade plotted on a zoomable NIFTY chart, the evidence panel and the capital curve. 'full' is rate limited.", "enum": [ "artifact", "link", "full" ], "type": "string" }, "risk_pct": { "description": "format 'full' only. Size by RISK instead of margin: the percent of capital the trade is allowed to lose in its worst case (2 means 'risk 2% per trade'). Only works where the position has a bounded worst case — a naked short does not, and the call is refused with that reason rather than sized off a guess. Overrides deploy_pct.", "maximum": 100, "minimum": 0.1, "type": "number" } }, "required": [ "backtest_id" ], "type": "object" }, "name": "build_report", "outputSchema": { "additionalProperties": true, "properties": { "backtest_id": { "type": "string" }, "bytes": { "type": "integer" }, "contains": { "additionalProperties": true, "type": "object" }, "document": { "type": "string" }, "document_properties": { "additionalProperties": true, "type": "object" }, "message": { "type": "string" }, "mime_type": { "type": "string" }, "report_url": { "type": "string" } }, "type": "object" } }, { "description": "What data is available: symbols, date range, resolution, structures, gates, biases, the cost model, and every known gap.", "inputSchema": { "additionalProperties": false, "properties": {}, "type": "object" }, "name": "describe_coverage", "outputSchema": { "additionalProperties": true, "properties": { "from": { "type": "string" }, "resolution": { "type": "string" }, "symbol": { "type": "string" }, "tier": { "type": "string" } }, "type": "object" } }, { "description": "How a result is produced: entry pricing, settlement, margin, slippage, the honesty rubric, and what each check can and cannot establish.", "inputSchema": { "additionalProperties": false, "properties": { "topic": { "enum": [ "changelog", "common_mistakes", "contract_spec", "costs", "interpreting_results", "intraday", "liquidity", "margin", "overfitting", "overview", "sample_size", "slippage", "strategy_book", "structures", "validation", "what_is_returned" ], "type": "string" } }, "type": "object" }, "name": "explain_methodology", "outputSchema": { "additionalProperties": true, "properties": { "body": { "type": "string" }, "title": { "type": "string" }, "topic": { "type": "string" }, "topics": { "items": { "type": "string" }, "type": "array" } }, "type": "object" } }, { "description": "Fetch a document or backtest result by id, as returned by search.", "inputSchema": { "additionalProperties": false, "properties": { "id": { "type": "string" } }, "required": [ "id" ], "type": "object" }, "name": "fetch", "outputSchema": { "additionalProperties": true, "properties": { "id": { "type": "string" }, "metadata": { "additionalProperties": true, "type": "object" }, "text": { "type": "string" }, "title": { "type": "string" }, "url": { "type": "string" } }, "type": "object" } }, { "description": "Retrieve a previous backtest result by its id — honesty panel, equity curve and per-trade detail, exactly as first computed.", "inputSchema": { "additionalProperties": false, "properties": { "backtest_id": { "type": "string" }, "detail": { "enum": [ "summary", "standard", "full" ], "type": "string" } }, "required": [ "backtest_id" ], "type": "object" }, "name": "get_backtest", "outputSchema": { "additionalProperties": true, "properties": { "backtest_id": { "type": "string" }, "data_release": { "additionalProperties": true, "type": "object" }, "detail_note": { "type": "string" }, "honesty": { "additionalProperties": true, "type": "object" }, "report_url": { "type": "string" }, "spec": { "additionalProperties": true, "type": "object" }, "summary": { "additionalProperties": true, "type": "object" }, "trade_detail": { "additionalProperties": true, "type": "object" }, "trades": { "items": { "additionalProperties": true, "type": "object" }, "type": "array" } }, "type": "object" } }, { "description": "The account's backtests, newest first, with id, date, trade count, net P&L and report URL. Answers a request for the most recent run, which list_strategies does not: that one returns only results that passed the evidence checks, ranked by consistency rather than by date.", "inputSchema": { "additionalProperties": false, "properties": { "limit": { "default": 10, "maximum": 50, "minimum": 1, "type": "integer" } }, "type": "object" }, "name": "list_backtests", "outputSchema": { "additionalProperties": true, "properties": { "backtests": { "items": { "additionalProperties": true, "properties": { "backtest_id": { "type": "string" }, "created_at": { "type": "string" }, "n_trades": { "type": "integer" }, "name": { "type": "string" }, "net_pnl_rupees": { "type": "number" }, "report_url": { "type": "string" } }, "type": "object" }, "type": "array" }, "count": { "type": "integer" }, "note": { "type": "string" } }, "type": "object" } }, { "description": "Strategies from THIS account's history that held up under out-of-sample and walk-forward checks, not merely ones that made money. Ranked by worst walk-forward fold — consistency, not size. Answers what has worked on this account so far without re-running anything.", "inputSchema": { "additionalProperties": false, "properties": { "limit": { "maximum": 100, "minimum": 1, "type": "integer" }, "order": { "description": "'consistency' (default) sorts by worst walk-forward fold, then median fold. 'pnl' sorts by total P&L and is the ranking most likely to put an overfit at the top.", "enum": [ "consistency", "health", "pnl" ], "type": "string" } }, "type": "object" }, "name": "list_strategies", "outputSchema": { "additionalProperties": true, "properties": { "count": { "type": "integer" }, "note": { "type": "string" }, "strategies": { "items": { "additionalProperties": true, "type": "object" }, "type": "array" } }, "type": "object" } }, { "description": "Reports this account has filed, and where each one stands. Use it to answer 'did that bug I reported ever get fixed?'.", "inputSchema": { "additionalProperties": false, "properties": {}, "type": "object" }, "name": "my_feedback", "outputSchema": { "additionalProperties": true, "properties": { "count": { "type": "integer" }, "items": { "items": { "additionalProperties": true, "type": "object" }, "type": "array" } }, "type": "object" } }, { "description": "Backtest an Indian index option strategy on real 1-minute NIFTY options data. Returns P&L after real charges and slippage, return-on-margin, and an honesty panel: out-of-sample split, walk-forward folds, bootstrap interval, and a deflated Sharpe that accounts for how many variants you have already tried. Refuses windows too narrow to be meaningful, and reports no ratios below 30 trades. Two spec forms: a PRESET (structure + params) for the common shapes, or an OPEN STRATEGY (legs + rules) for anything else — any number of legs at any strikes on any expiry, strikes chosen by percent, points, premium or delta, entry at any minute, and rules that CHANGE the position while it is live (roll a tested leg, close one side, add a hedge, trail a stop) plus book-level rules like standing down after three losers. Nothing here is restricted by tier; a paid tier only widens the date window.", "inputSchema": { "additionalProperties": false, "properties": { "detail": { "description": "How much per-trade data to return. 'standard' (default) is the equity curve, breakdowns and the first 25 trades with their leg prices. 'full' returns up to 300 trades — ask for it when the caller wants to audit or chart every trade. 'summary' returns aggregates only, and is the cheapest to read.", "enum": [ "summary", "standard", "full" ], "type": "string" }, "lots": { "maximum": 100, "minimum": 1, "type": "integer" }, "spec": { "description": "Either a preset spec (structure + params) or an open strategy (legs + rules). Use the open form for anything the presets cannot say.", "oneOf": [ { "additionalProperties": false, "properties": { "bias": { "description": "Chooses the side each cycle for directional structures. 'neutral' to use a fixed direction instead.", "type": "string" }, "cadence": { "description": "'weekly' (default) enters ONCE per expiry, on the day matching entry_dte — about 58 trades a year. 'daily' enters EVERY trading session on whichever expiry is nearest — about 246. Use 'daily' for anything described as 'every day'.", "enum": [ "weekly", "daily" ], "type": "string" }, "entry_time": { "description": "IST. EOD is 15:29, the last tradeable minute.", "enum": [ "09:15", "09:30", "11:00", "12:00", "12:30", "13:00", "14:00", "15:00", "EOD" ], "type": "string" }, "exit_time": { "description": "IST clock exit — squares the position off the SAME session, so it never reaches expiry. Omit to hold until a stop, a target or settlement. Must be after entry_time. Set this to express an intraday round trip such as in at 11:00, out at 14:00.", "enum": [ "09:15", "09:30", "11:00", "12:00", "12:30", "13:00", "14:00", "15:00", "EOD" ], "type": "string" }, "gate": { "description": "Entry filter; 'always' to disable.", "type": "string" }, "max_dte": { "description": "cadence 'daily' only: skip sessions where the nearest expiry is further out than this. max_dte 0 is expiry-day only.", "maximum": 45, "minimum": 0, "type": "integer" }, "overlay": { "description": "Volatility filter: 'vol20' skips a cycle when the index's 20-day realised volatility is above 20% at entry. Omit for none.", "pattern": "^vol[0-9]{1,3}$", "type": "string" }, "params": { "description": "Structure parameters. pct_offset and pct_width are percent of spot. sl_mult is a multiple of the credit received; sl_pct and tp_pct are fractions of premium paid. entry_dte is days to expiry at entry. direction is CE or PE for directional structures, and must be omitted when a bias is set.", "properties": { "direction": { "enum": [ "CE", "PE" ], "type": "string" }, "entry_days_before": { "description": "Entry day as TRADING SESSIONS before expiry (0 = expiry day, 2 = 'T-2'), instead of calendar entry_dte. Set one or the other.", "maximum": 30, "minimum": 0, "type": "integer" }, "entry_dte": { "maximum": 45, "minimum": 0, "type": "integer" }, "pct_offset": { "maximum": 20, "minimum": 0, "type": "number" }, "pct_width": { "maximum": 20, "minimum": 0, "type": "number" }, "sl_mult": { "exclusiveMinimum": 0, "type": "number" }, "sl_pct": { "exclusiveMinimum": 0, "maximum": 1, "type": "number" }, "tp_pct": { "exclusiveMinimum": 0, "type": "number" } }, "type": "object" }, "period": { "additionalProperties": false, "description": "YYYY-MM-DD, inside 2025-07-01 to 2026-06-30.", "properties": { "from": { "type": "string" }, "to": { "type": "string" } }, "type": "object" }, "structure": { "description": "Option structure to trade.", "enum": [ "credit_spread", "iron_condor", "iron_fly", "long_option", "short_strangle" ], "type": "string" }, "symbol": { "description": "Free tier serves NIFTY only.", "enum": [ "NIFTY" ], "type": "string" } }, "required": [ "structure", "params" ], "type": "object" }, { "additionalProperties": false, "description": "An open strategy: any legs, any rules. Covers what the presets cannot say — ratio spreads, calendars, diagonals, jade lizards, broken wings, delta- or premium-selected strikes, per-leg stops, rolling a tested side, trailing stops, entry conditions on the credit available, and book-level rules like standing down after three losers.", "properties": { "entry": { "additionalProperties": false, "properties": { "cadence": { "description": "weekly = one entry per weekly expiry; monthly = one per monthly expiry (the last of its calendar month); daily = one per session.", "enum": [ "weekly", "daily", "monthly" ], "type": "string" }, "dte": { "description": "weekly/monthly only: days before expiry to enter. Defaults to 4 weekly, 21 monthly.", "maximum": 60, "minimum": 0, "type": "integer" }, "max_dte": { "description": "daily only: skip sessions further than this from expiry.", "maximum": 60, "minimum": 0, "type": "integer" }, "time": { "description": "ANY minute of the session, e.g. '09:20'. Not a grid.", "type": "string" }, "when": { "description": "Optional gate on the cycle — the REASON for taking the trade. combined_premium is the credit on offer, so {\"combined_premium\": {\"gte\": 80}} means 'only if I collect 80 points'. Market state is here too: day_of_week, gap_pct, prev_day_move_pct, realised_vol_20d, vix, vix_change_pct, vix_prev_close. e.g. {\"vix\": {\"gte\": 15}}, {\"prev_day_move_pct\": {\"lte\": -1}}, {\"day_of_week\": {\"eq\": 1}} for Mondays. INDEX INDICATORS too, computed on closes up to YESTERDAY: rsi_N (0-100), close_vs_sma_N_pct and close_vs_ema_N_pct (per cent above/below the N-day average), ema_F_vs_S_pct and sma_F_vs_S_pct (fast against slow, positive = fast is above). N from 2 to 250. e.g. {\"rsi_14\": {\"lt\": 30}} for oversold, {\"close_vs_ema_50_pct\": {\"gt\": 0}} for 'above the 50-day', {\"ema_9_vs_21_pct\": {\"gt\": 0}} for a 9/21 crossover. All are knowable before the session — none can see the day's own close.", "type": "object" } }, "type": "object" }, "exit": { "additionalProperties": false, "properties": { "time": { "description": "hard square-off at this minute on the entry day.", "type": "string" }, "when": { "type": "object" } }, "type": "object" }, "legs": { "description": "What to open. Leg order defines the indices rules use.", "items": { "additionalProperties": false, "properties": { "expiry": { "description": "'near' is the nearest expiry at entry; 'next' is the one after, which is how a calendar or diagonal is written.", "enum": [ "near", "next", "far" ], "type": "string" }, "label": { "type": "string" }, "qty": { "description": "lots of THIS leg relative to the others. Unequal quantities are how a ratio spread is written.", "maximum": 100, "minimum": 1, "type": "integer" }, "side": { "enum": [ "sell", "buy" ], "type": "string" }, "strike": { "description": "How to pick the strike. One of: {\"pct_offset\": 1.0} percent from spot (negative for puts) | {\"points_offset\": 200} | \"atm\" | {\"strike\": 24000} | {\"premium_near\": 50} the strike whose last real print is nearest 50 points | {\"delta_near\": 0.20} | {\"from_leg\": {\"leg\": 0, \"pct\": 0.5}} relative to another leg. Add {\"ref\": \"entry\"} to measure from the spot at entry rather than the spot now." }, "type": { "enum": [ "CE", "PE" ], "type": "string" } }, "required": [ "side", "type", "strike" ], "type": "object" }, "maxItems": 12, "minItems": 1, "type": "array" }, "max_adjustments": { "description": "how many times the rules may change the position in one trade. Default 4.", "maximum": 50, "minimum": 0, "type": "integer" }, "name": { "type": "string" }, "period": { "additionalProperties": false, "properties": { "from": { "type": "string" }, "to": { "type": "string" } }, "type": "object" }, "portfolio": { "additionalProperties": false, "description": "Rules over the SEQUENCE of trades, which no per-trade condition can express.", "properties": { "max_trades": { "minimum": 1, "type": "integer" }, "skip_after_loss": { "type": "boolean" }, "stop_after_drawdown_pct": { "type": "number" }, "stop_after_losses": { "minimum": 1, "type": "integer" }, "stop_after_profit_pct": { "type": "number" } }, "type": "object" }, "resolution": { "description": "minutes per rule check. 1 is the default and the honest one.", "enum": [ 1, 5, 15 ], "type": "integer" }, "rules": { "description": "Checked every minute, in order; the first match fires. Fields: adjustments_done, combined_premium, credit_kept_frac, day_of_week, drawdown_from_peak, dte, gap_pct, leg_mark, leg_mark_delta, leg_mark_mult, leg_pnl_pts, minutes_held, pnl_frac_of_credit, pnl_frac_of_max, pnl_pts, pnl_rupees, prev_day_move_pct, realised_vol_20d, runup_from_trough, spot, spot_beyond_strike, spot_move_pct, spot_move_pts, time, vix, vix_change_pct, vix_prev_close. Actions: \"close\" | {\"close_legs\": [0]} | {\"open\": [leg,...]} | {\"roll\": {\"legs\": [0], \"to\": strike}} | {\"close_and_open\": {\"close\": [0], \"open\": [leg]}}.", "items": { "additionalProperties": false, "properties": { "label": { "type": "string" }, "max_times": { "maximum": 100, "minimum": 1, "type": "integer" }, "then": {}, "when": { "type": "object" } }, "required": [ "when", "then" ], "type": "object" }, "maxItems": 24, "type": "array" }, "symbol": { "enum": [ "NIFTY" ], "type": "string" } }, "required": [ "legs" ], "type": "object" } ] } }, "required": [ "spec" ], "type": "object" }, "name": "run_backtest", "outputSchema": { "additionalProperties": true, "properties": { "backtest_id": { "type": "string" }, "breakdown": { "additionalProperties": true, "type": "object" }, "cost_seconds": { "type": "number" }, "data_release": { "additionalProperties": true, "type": "object" }, "equity_curve": { "type": "array" }, "honesty": { "additionalProperties": true, "type": "object" }, "interpretation": { "additionalProperties": true, "type": "object" }, "methodology": { "additionalProperties": true, "type": "object" }, "quota": { "additionalProperties": true, "type": "object" }, "report_url": { "type": "string" }, "spec": { "additionalProperties": true, "type": "object" }, "strategy_book": { "additionalProperties": true, "type": "object" }, "summary": { "additionalProperties": true, "type": "object" }, "trade_detail": { "additionalProperties": true, "type": "object" }, "trades": { "items": { "additionalProperties": true, "type": "object" }, "type": "array" } }, "type": "object" } }, { "description": "Search what this service covers — symbols, dates, structures, signals, methodology. Returns ids usable with fetch.", "inputSchema": { "additionalProperties": false, "properties": { "query": { "type": "string" } }, "required": [ "query" ], "type": "object" }, "name": "search", "outputSchema": { "additionalProperties": true, "properties": { "results": { "items": { "additionalProperties": true, "properties": { "id": { "type": "string" }, "title": { "type": "string" }, "url": { "type": "string" } }, "type": "object" }, "type": "array" } }, "type": "object" } }, { "description": "Files a bug report or feature request when the user asks to report something. Confirm the title and body with the user before filing. Passing backtest_id attaches that backtest's spec so the issue can be reproduced.", "inputSchema": { "additionalProperties": false, "properties": { "backtest_id": { "description": "The result this is about, if any.", "type": "string" }, "body": { "description": "What was expected, what happened, and any spec involved. Write it from the user's report, not from your own summary of it.", "maxLength": 4000, "type": "string" }, "category": { "description": "Omit it and it will be inferred from the text.", "enum": [ "bug", "confusing", "data_gap", "feature_request", "other", "performance", "praise", "pricing" ], "type": "string" }, "severity": { "enum": [ "blocker", "idea", "major", "minor" ], "type": "string" }, "title": { "description": "One line naming the problem or request.", "maxLength": 160, "type": "string" } }, "required": [ "title", "body" ], "type": "object" }, "name": "submit_feedback", "outputSchema": { "additionalProperties": true, "properties": { "category": { "type": "string" }, "feedback_id": { "type": "string" }, "message": { "type": "string" }, "note": { "type": "string" }, "severity": { "type": "string" }, "status": { "type": "string" } }, "type": "object" } } ] }
Verify it yourselfcurl -s https://api.teppi.xyz/v1/evidence/sha256:4ddd880fe6cf7229666f86807f7a82f1cadcb985a36c64bc6fc477586a43f746 | sha256sum