MCP serverio.github.fnobbe/crashtestyourstrategy

Confront a backtest claim with its over-optimism failure modes before trusting it. Given an annualized Sharpe + the number of configurations tried + the backtest window (YYYY-MM-DD

Adversarial-evaluation primitive — the semantic integration layer of the platform. Given a strategy identifier, returns a 3-layer analysis: (1) outcome metrics in the worst regimes

Single-regime introspection: returns the median behavioural descriptors of a known regime, the z-scores vs the catalogue population (so you can see what makes THIS regime distinct

Reveal HIDDEN risk concentration: a portfolio can be capital-diversified while its RISK is dominated by one factor. Returns the Euler risk-contribution decomposition (RC_i = w_i*(S

Nearest-neighbour retrieval over the cached regime catalogue. Provide EITHER a reference_profile_hint (use that bundle's median descriptors as target) OR a descriptor_target dict (

Compile recorded diagnostic responses into ONE citable record — a proper process documents itself. Every envelope response (MCP and REST) is recorded automatically, keyed by its re

Return the complete thesis for `slug`: the economic framework (pillars with [E]/[M]/[K] evidence grades, falsifiers and a deep-dive), the rule-based portfolio (asset blocks × conse

Check a portfolio against an Investment Policy Statement BEFORE accepting it — the planning step a proper process does FIRST (CFA). Provide holdings + IPS constraints (max_drawdown

Discover the investment-thesis catalog. Each entry is a descriptive case study that pairs an economic framework with a rule-based portfolio and the synthetic + historical stress ev

Distribution of multi-year wealth paths for a savings plan (monthly_contribution) or a withdrawal plan (monthly_withdrawal, inflation-indexed by default) on a portfolio from the su

Compressed cross-category map of the current market state in ONE call: for 18 category proxies (US large-cap + tech, the 9 SPDR sectors, developed ex-US, emerging markets, long Tre

Compare two portfolios (A = reference, B = candidate revision) on IDENTICAL simulated substrate paths — a paired design, so every delta is attributable to the weights, not seed noi

Stress a multi-asset portfolio across cross-asset regimes (baseline / risk_off_crisis / rate_shock). Provide `holdings` as a list of {asset, weight}; weights are normalised. Return

Model-conditional probabilities that an asset is in each market regime (BULL / SIDEWAYS / BEAR / CRISIS, operational trailing-vol/drift labels) after a 5- or 21-trading-day horizon

Run a buy-and-hold backtest against the synthetic stress regime identified by profile_hint. Returns a structured diagnostic: robustness score (0-100), per-FM-bucket failure-behavio

Persist structured improvement feedback about a previous tool response. Provide your agent identity, the request_id you are commenting on, and one or more feedback items each carry