Crashtestyourstrategy

Install

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

npx agentmarket install connector/fnobbe-crashtestyourstrategy

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

Tools

15 read · 1 write · 0 delete

Secrets

None asked for

Install scripts

Nothing to install (hosted)

Runs as

Hosted (remote endpoint)

Tools (16)

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

• backtest_integrityBacktest integrity check (deflated Sharpe + regime coverage)read-only

  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), returns: the DEFLATED Sharpe — the expected MAXIMUM Sharpe achievable by chance grows with the trial count, so a high in-sample Sharpe is a selection artifact (Bailey & López de Prado); which CRISIS REGIMES were ABSENT from the backtest window (untested, from the historical-anchor catalogue); and a base-rate caveat. If the trial count is unknown — the usual case for an agent reasoning from a backtest — the Sharpe …

• challenge_strategyChallenge a strategy: find what breaks it (3-layer output)read-only

  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 the strategy was evaluated against, (2) vulnerability profile in the 8-dimension strategy vulnerability ontology with severity classification, (3) descriptor attribution showing which regime descriptors most strongly couple to the strategy's failure. v1 supports only 'buy_and_hold' (the outcome matrix is built once per strategy); future versions will support arbitrary strategy specs once the parser-driven strategy b…

• describe_regimeDescribe one regime — self-portraitread-only

  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 from the average), an English characterisation generated from the most extreme descriptors, and the top 2 nearest neighbours as a preview. Complements find_similar_regime: that tool ranks neighbours of a target, this tool tells you what a single regime IS. Read this before searching if you want to reason about one regime first.

• factor_decompositionFactor / concentration decomposition (capital weight vs risk)read-only

  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*(Sigma*w)_i / w'Sigma*w, summing to 1) alongside the capital weights, using the empirical covariance of real returns. For this universe each asset proxies a factor (SPY=equity-beta, TLT=duration, GOLD=real-asset, BTC=crypto). E.g. a 60/40 is ~83% equity risk; a 50/50 SPY/BTC is ~86% BTC risk despite 50/50 capital. Descriptive, not advisory.

• find_similar_regimeFind similar regime via behavioural descriptorsread-only

  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 (partial spec, missing dimensions are ignored — only the provided ones contribute to distance). Optional asset_filter restricts to one asset. Returns top_n matches with similarity_score (0..1), euclidean distance in z-score space, and per-descriptor signed deltas so the agent can see WHY a regime matched. Read ontology://regime-descriptors for the descriptor definitions, and regimes://descriptors for the full catalogu…

• get_dossierGet dossier (audit trail of past diagnostics)read-only

  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 request_id. Provide explicit request_ids (compiled chronologically) or last_n for the most recent entries. Returns the entries with their gate signals (revision_required + grounding_summary each) plus a ready-to-cite markdown document; revision_required on the dossier itself flags workflows containing unaddressed gate signals. Single verbatim entries: GET /api/v1/dossier/{request_id} on the REST surface. A factual reco…

• get_investment_thesisGet one investment thesis (full case study)read-only

  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 × conservative/balanced/offensive weights + sizing rationale), and the stress evidence (per-tier backtest, per-regime median drawdown, real historical episodes, pre-registered claim verdicts, and the hedge hold/break behaviour). This is the 'instant portfolio with all tested attributes'. Discover slugs with list_investment_theses(). Descriptive, not advisory — the agent decides suitability.

• ips_gateIPS gate — planning-step constraint check (hard gate)read-only

  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_tolerance as a fraction e.g. 0.15, time_horizon_years, liquidity_need 'low'|'medium'|'high'). Runs the stress test internally and flags where the proposal VIOLATES the stated policy: worst stress drawdown exceeds tolerance; a short horizon cannot absorb a deep drawdown; material holdings are less liquid than the stated need. A HARD GATE, not a score. Descriptive, not advisory.

• list_investment_thesesList investment theses (catalog discovery)read-only

  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 evidence for that allocation. Returns one compact summary per thesis (slug, title, one-liner, tags, risk tiers, framework summary, headline finding). Call get_investment_thesis(slug) for the full framework / portfolio / stress evidence, or read the thesis://{slug} resource. Descriptive, not advisory — the agent decides what is suitable.

• long_horizon_stressLong-horizon wealth-path stress (savings / withdrawal plans)read-only

  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 substrate universe. Multi-year paths chain ~2y model blocks (block-bootstrap, disclosed); long-run drift is RE-ANCHORED to stated capital-market assumptions (overridable via long_run_drift; the substrate's raw stress drift would compound a structural bear universe — both are echoed in the output) while the model's path shape (vol, clustering, correlations, hedge-breaks) is kept. Costs are ON by default. Returns termina…

• market_regime_mapMarket regime map (18 category proxies, h=5/21)read-only

  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 Treasuries, high-yield credit, gold, oil, Bitcoin) the operational regime (BULL/SIDEWAYS/BEAR/CRISIS), model-conditional regime probabilities over a 5- or 21-trading-day horizon, stress probability vs its unconditional baseline, a descriptive historical forward-return distribution conditional on the current regime label, and an equity-factor commonality flag (US sectors largely re-express one factor — the map is fewer i…

• portfolio_comparePortfolio compare (paired Revise-step comparison)read-only

  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 noise. Returns drawdown-distribution deltas (median/worst/quantiles), probability-weighted scenario summaries, per-scenario outcome deltas, risk-concentration shift (Euler decomposition), and which diversification failures the candidate introduces or resolves. revision_required flags a candidate that deepens the worst-path drawdown or introduces a new diversification failure — the case where a revision made robustness w…

• portfolio_stress_testPortfolio stress (multi-asset, Tier-1)read-only

  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. Returns, per regime: portfolio return, worst-episode drawdown, a per-leg decomposition, and a cross_asset_finding (diversification_intact / hedge_holds / hedge_breaks / shared_drawdown) describing how the holdings behaved TOGETHER. The joint correlation structure (incl. the bond hedge that can break under rate shocks) is baked into a pre-computed substrate, so Tier-1 is instant over a fixed universe (read portfolio://unive…

• regime_outlookRegime-probability outlook (validated assets, h=5/21)read-only

  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 — the probability complement to the conditional stress tools: stress tools answer 'what happens GIVEN regime X', this answers 'how likely is regime X from today's observable state'. Ships only the preregistered, out-of-sample-validated tier (covariate logit; seasonality was tested and falsified); the persistence and unconditional baselines are reported alongside so an agent can see how much the model adds. Validated…

• run_stress_testRun stress test (buy-and-hold, v1)read-only

  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-behavior classification with confidence + context, and the resolved regime parameters that were actually evaluated. v1 supports only buy-and-hold. To discover available regime profile_hints, read the `regimes://available` resource. Diagnostic is descriptive, not advisory.

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Last commit

Aug 1, 2026 (3 months ago)

Last release

Aug 1, 2026 (3 months ago)

From GitHub (fetched Oct 24, 2026).

Details

Registry name

io.github.fnobbe/crashtestyourstrategy

Version

1.0.1

Auth

Auth not stated

License

MIT

Repository

github.com/fnobbe/crashtestyourstrategy-mcp

Website

crashtestyourstrategy.com/interop

First seen

Oct 24, 2026

Last checked

Oct 24, 2026

Source

Official MCP Registrygithub-graphql