MCP serverio.github.arhancanli/canli-validation-mcp

One-call audit of a strategy's returns: deflated Sharpe, minimum track record and, with every variant's returns, the probability of backtest overfitting, each the matching validato

SEC-reported financial history for one company in the canlicapital.com reference, by cik or ticker: without a concept, the histories available; with one, observations newest first

Issue a free validation key for this session. Rarely needed: the first validation issues one itself unless CANLI_KEY or local mode is set, and the read tools need none. Quotas: 100

Fetch a stored verdict by receipt id to re-read it. No key; verify_receipt checks it is genuine. The receipt is content-hashed, reproducible from the open-source core it names, and

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 service never saw t

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 those years allow. Fo

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 construction; it validates no s

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 probabilistic Sharpe and that

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 tests' Sharpes, Holm

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 luck as the best of N

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 (periods by variants)

Whether a paper or simulated performance record meets canli.paper-evidence.v0, with a JSON pointer per failure. Checks structure and required disclosures, not whether the returns a

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 Romano-Wolf StepM f

Minimum track record length (observations and years) for an observed Sharpe to beat a benchmark at a confidence level; with observations, the record's probabilistic Sharpe so far.

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 receipt itself. The recei