Canli Validation

Install

Works with Claude Code, VS Code, Codex, Cursor, Windsurf, Claude Desktop. Read the repository before you give any tool access to your data.

npx agentmarket install connector/arhancanli-canli-validation-mcp

About

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Permissions

What this server can do and what it asks for, from its tool list and install config. Checked Oct 25, 2026.

Tools

7 read · 11 write · 0 delete

Secrets

2 (API keys, tokens or passwords)

Install scripts

Not scanned yet

Runs as

Node.js package

Tools (18)

As the server listed them on Oct 25, 2026. Descriptions are the server’s own words; hidden characters are shown as [U+…].

• audit_backtestAudit a 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, luck trials with Lo's correction without). Then deflated Sharpe, minimum track record and, with variants, overfitting and out-of-sample decay, each with its receipt, plus fix_next. Send every variant tried (variants_file) so trials are counted; point returns_file at a CSV instead of pasting. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.

• backtest_strategyBacktest a rule over a parameter grid, validatedread-only

  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 probability, minimum track record, vs buy and hold, after costs. A backtest, deflated or not, is not a forecast and not advice.

• check_feasibilityCheck a plan against broker limits and impactread-only

  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 capital where costs eat the return. Checks the plan as described against published broker limits and a market-impact model; it never contacts a broker or sees an account.

• check_leakageCheck a signal for lookaheadread-only

  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 pattern and horizon. No code is sent. A pass covers only these cuts: the columns are the caller's, and survivorship, vendor revisions or a leak no cut reaches leave no trace.

• placebo_testTest a research pipeline on placebo data

  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 real.csv and on each, then compare for a p-value that counts every choice it makes. Beating the placebos shows the pipeline finds more in the real order of the returns than in random orders of the same returns; it does not show the edge survives costs, capacity or the future.

• service_statusService statusread-only

  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 the data source, its costs, survivorship, or any lookahead in how the series was built.

• stress_testStress-test a strategy's returnsread-only

  Stress a strategy's returns: bootstrap histories (how often the drawdown limit breaks or Sharpe turns negative) and named crash, volatility, repeat and stuck-position scenarios, with a fragility share. Frequencies over resampled histories are not forecasts of the future.

• summarize_seriesSummarize a price or return seriesread-only

  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 reading raw bars. Nothing here is a forecast or advice.

• validate_backtest_lengthMinimum 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 those years allow. For planning a search; once it has a result, use validate_deflated_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.

• validate_breadthValidate breadth ceiling

  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 single strategy. This verdict is about the series exactly as submitted. The service never saw the data source, its costs, survivorship, or any lookahead in how the series was built.

• validate_deflated_sharpeValidate 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 probabilistic Sharpe and that luck benchmark. Send the seven statistics or a return series. With every variant's returns use validate_overfitting; luck as a trial count, validate_luck_trials; a multiple-testing haircut, validate_haircut_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.

• validate_haircut_sharpeHaircut Sharpe ratio

  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 and BHY. For the probability the Sharpe is real, use validate_deflated_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.

• validate_luck_trialsLuck-equivalent 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 luck as the best of N random tries; for the probability the Sharpe is real, use validate_deflated_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.

• validate_overfittingValidate overfitting (CSCV)

  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); with summary statistics only, use validate_deflated_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.

• validate_paper_evidenceValidate 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 and recomputed claims. Without a journal, source facts and signatures are unchecked. Local files are never uploaded. This verdict is about the series exactly as submitted. The service never saw the data source, its costs, survivorship, or any lookahead in how the series was built.

Signals

Stars

5

Forks

2

Open issues

12

Last commit (this folder)

Oct 24, 2026 (5 days ago)

Last release

Oct 15, 2026 (14 days ago)

From GitHub (fetched Oct 24, 2026).

Details

Registry name

io.github.arhancanli/canli-validation-mcp

Version

0.14.0

Auth

Bearer token, API key

Packages

npm canli-validation-mcp

License

MIT

Repository

github.com/arhancanli/canlicapital

Website

canlicapital.com/developers#ai-assistant

First seen

Oct 24, 2026

Last checked

Oct 25, 2026

Source

Official MCP Registrygithub-graphql